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Form N-MFP2 EDWARD JONES MONEY MARKE For: Feb 28

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March 5, 2021 4:30 PM EST 


  
    N-MFP2
    
      
        
          0000314650
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      2021-02-28
      0000314650
      549300N9BD0BQUVMK160
      S000009066
      2
      N
      N
    
    
      002-66437
      
        Passport Research, LTD.
        801-16217
      
      
        Federated Investment Management Company
        801-34612
      
      
        PricewaterhouseCoopers LLP
        Chicago
        IL
      
      
        State Street Bank and Trust Company
      
      
        Edward D. Jones & Co.
        0000810417
        084-01496
      
      N
      N
      N
      Exempt Government
      Government/Agency
      N
      37
      106
      
        23357440707.87
        22471701405.56
        21301728456.72
        20983587979.52
      
      
        26673320160.63
        27046610702.77
        26434648877.74
        26729520092.07
        0.00
      
      
        0.6666
        0.6313
        0.6098
        0.5968
      
      
        0.7613
        0.7599
        0.7568
        0.7602
        0.0000
      
      457317.01
      35142759326.78
      35137342527.12
      14305776.98
      728190036.93
      34423915584.18
      34423897423.3190
      1.0000
      0.0009
      
        1.0002
        1.0002
        1.0002
        1.0002
        0.0000
      
    
    
      C000024632
      1.00
      24537341359.46
      24537328414.4130
      
        1.0002
        1.0002
        1.0002
        1.0002
        0.0000
      
      
        1938804328.69
        1782813231.67
      
      
        1601821652.45
        1682629518.39
      
      
        1565397086.07
        1322360281.02
      
      
        1500395859.02
        1705964949.52
      
      
        0.00
        0.00
      
      
        6208565927.12
        6381895710.60
      
      0.0001
      N
    
    
      C000024633
      1.00
      9886574224.72
      9886569008.9060
      
        1.0002
        1.0002
        1.0002
        1.0002
        0.0000
      
      
        2281752096.32
        2133051251.39
      
      
        2148554975.62
        2288874841.80
      
      
        1666906526.27
        1595187121.02
      
      
        1934613918.50
        2071496590.16
      
      
        0.00
        0.00
      
      
        7575978332.85
        7969946750.90
      
      0.0001
      Y
      Jones: Investment Adviser fees, TA fees, Shareholder service fees and 12b-1 distributions service fees: $18,290,794
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.145000%
      3130AG3Q6
      2549001DPIFGXC1TOL40
      US3130AG3Q69
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-03-12
      2021-03-12
      N
      N
      N
      0.0004
      95002875.65
      95002875.65
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.105000%
      3130AGM85
      2549001DPIFGXC1TOL40
      US3130AGM850
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-06-11
      2021-06-11
      N
      N
      N
      0.0002
      104022484.80
      104022484.80
      0.0030
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.105000%
      3130AGQA6
      2549001DPIFGXC1TOL40
      US3130AGQA64
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0002
      120682600.84
      120682600.84
      0.0035
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.105000%
      3130AGTF2
      2549001DPIFGXC1TOL40
      US3130AGTF25
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-07-23
      2021-07-23
      N
      N
      N
      0.0002
      95026861.25
      95026861.25
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.200000%
      3130AHBW2
      2549001DPIFGXC1TOL40
      US3130AHBW23
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-04-09
      2021-04-09
      N
      N
      N
      0.0004
      90015493.50
      90015493.50
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.131000%
      3130AHSM6
      2549001DPIFGXC1TOL40
      US3130AHSM67
      U.S. Government Agency Debt
      Y
      2021-03-19
      2021-03-19
      2021-03-19
      N
      N
      N
      0.0015
      174999191.50
      174999191.50
      0.0051
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.145000%
      3130AJ5K1
      2549001DPIFGXC1TOL40
      US3130AJ5K18
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-02-10
      2022-02-10
      N
      N
      N
      0.0007
      56041153.84
      56041153.84
      0.0016
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.140000%
      3130AJC49
      2549001DPIFGXC1TOL40
      US3130AJC491
      U.S. Government Agency Debt
      Y
      2021-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0007
      200153644.00
      200153644.00
      0.0058
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AJCE7
      2549001DPIFGXC1TOL40
      US3130AJCE71
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-03-04
      2021-03-04
      N
      N
      N
      0.0004
      138000873.54
      138000873.54
      0.0040
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.180000%
      3130AJCZ0
      2549001DPIFGXC1TOL40
      US3130AJCZ01
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-09-03
      2021-09-03
      N
      N
      N
      0.0004
      125090375.00
      125090375.00
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.165000%
      3130AJDV8
      2549001DPIFGXC1TOL40
      US3130AJDV87
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-03-10
      2021-03-10
      N
      N
      N
      0.0004
      58001740.00
      58001740.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.260000%
      3130AJHK8
      2549001DPIFGXC1TOL40
      US3130AJHK86
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0004
      130034182.20
      130034182.20
      0.0038
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.082000%
      3130AJHY8
      2549001DPIFGXC1TOL40
      US3130AJHY80
      U.S. Government Agency Debt
      Y
      2021-03-16
      2021-04-16
      2021-04-16
      N
      N
      N
      0.0011
      99997500.00
      99997500.00
      0.0029
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.150000%
      3130AJV71
      2549001DPIFGXC1TOL40
      US3130AJV715
      U.S. Government Agency Debt
      Y
      2021-04-27
      2021-04-27
      2021-04-27
      N
      N
      N
      0.0003
      167530763.05
      167530763.05
      0.0049
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AJYW3
      2549001DPIFGXC1TOL40
      US3130AJYW32
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-02-18
      2022-02-18
      N
      N
      N
      0.0007
      70026992.00
      70026992.00
      0.0020
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.080000%
      3130AJZ69
      2549001DPIFGXC1TOL40
      US3130AJZ690
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-05-20
      2021-05-20
      N
      N
      N
      0.0004
      181015956.96
      181015956.96
      0.0053
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.115000%
      3130AJZF9
      2549001DPIFGXC1TOL40
      US3130AJZF99
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-05-20
      2022-05-20
      N
      N
      N
      0.0008
      75041961.75
      75041961.75
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AJZK8
      2549001DPIFGXC1TOL40
      US3130AJZK84
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-02-25
      2022-02-25
      N
      N
      N
      0.0007
      100037111.00
      100037111.00
      0.0029
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AK3Y0
      2549001DPIFGXC1TOL40
      US3130AK3Y04
      U.S. Government Agency Debt
      Y
      2021-03-03
      2021-03-03
      2021-03-03
      N
      N
      N
      0.0003
      75000385.50
      75000385.50
      0.0022
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AK5D4
      2549001DPIFGXC1TOL40
      US3130AK5D49
      U.S. Government Agency Debt
      Y
      2021-03-10
      2021-03-10
      2021-03-10
      N
      N
      N
      0.0003
      150003448.50
      150003448.50
      0.0044
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.120000%
      3130AK5G7
      2549001DPIFGXC1TOL40
      US3130AK5G79
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-06-10
      2022-06-10
      N
      N
      N
      0.0008
      130097234.80
      130097234.80
      0.0038
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.130000%
      3130AK7B6
      2549001DPIFGXC1TOL40
      US3130AK7B64
      U.S. Government Agency Debt
      Y
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0003
      114031946.22
      114031946.22
      0.0033
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.125000%
      3130AKA30
      2549001DPIFGXC1TOL40
      US3130AKA303
      U.S. Government Agency Debt
      Y
      2021-08-16
      2021-08-16
      2021-08-16
      N
      N
      N
      0.0004
      72028568.16
      72028568.16
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AKAH9
      2549001DPIFGXC1TOL40
      US3130AKAH93
      U.S. Government Agency Debt
      Y
      2021-06-23
      2021-06-23
      2021-06-23
      N
      N
      N
      0.0004
      112029513.12
      112029513.12
      0.0033
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AKAK2
      2549001DPIFGXC1TOL40
      US3130AKAK23
      U.S. Government Agency Debt
      Y
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0006
      150031392.00
      150031392.00
      0.0044
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.125000%
      3130AKBC9
      2549001DPIFGXC1TOL40
      US3130AKBC97
      U.S. Government Agency Debt
      Y
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0004
      93044761.83
      93044761.83
      0.0027
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AKBP0
      2549001DPIFGXC1TOL40
      US3130AKBP01
      U.S. Government Agency Debt
      Y
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0003
      69505266.02
      69505266.02
      0.0020
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.130000%
      3130AKBZ8
      2549001DPIFGXC1TOL40
      US3130AKBZ82
      U.S. Government Agency Debt
      Y
      2021-10-06
      2021-10-06
      2021-10-06
      N
      N
      N
      0.0006
      90006111.00
      90006111.00
      0.0026
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AKDD5
      2549001DPIFGXC1TOL40
      US3130AKDD52
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-04-26
      2022-04-26
      N
      N
      N
      0.0008
      110026475.90
      110026475.90
      0.0032
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.095000%
      3130AKG34
      2549001DPIFGXC1TOL40
      US3130AKG342
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0010
      75767502.80
      75767502.80
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.065000%
      3130AKH33
      2549001DPIFGXC1TOL40
      US3130AKH332
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0008
      235015505.30
      235015505.30
      0.0068
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AKH82
      2549001DPIFGXC1TOL40
      US3130AKH829
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0010
      160018456.00
      160018456.00
      0.0046
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.040000%
      3130AKHQ2
      2549001DPIFGXC1TOL40
      US3130AKHQ20
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0004
      200000016.00
      200000016.00
      0.0058
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AKHU3
      2549001DPIFGXC1TOL40
      US3130AKHU32
      U.S. Government Agency Debt
      Y
      2021-03-02
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0010
      150023686.50
      150023686.50
      0.0044
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.050000%
      3130AKJM9
      2549001DPIFGXC1TOL40
      US3130AKJM97
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-08-09
      2021-08-09
      N
      N
      N
      0.0004
      249992137.50
      249992137.50
      0.0073
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AKKN5
      2549001DPIFGXC1TOL40
      US3130AKKN51
      U.S. Government Agency Debt
      Y
      2021-03-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0007
      200136212.00
      200136212.00
      0.0058
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.090000%
      3130AKRX6
      2549001DPIFGXC1TOL40
      US3130AKRX60
      U.S. Government Agency Debt
      Y
      2021-05-14
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0003
      55006464.70
      55006464.70
      0.0016
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.101000%
      3130AKTN6
      2549001DPIFGXC1TOL40
      US3130AKTN60
      U.S. Government Agency Debt
      Y
      2021-10-26
      2021-10-26
      2021-10-26
      N
      N
      N
      0.0010
      44999651.25
      44999651.25
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.085000%
      3130AKYV2
      2549001DPIFGXC1TOL40
      US3130AKYV22
      U.S. Government Agency Debt
      Y
      2021-03-01
      2023-02-03
      2023-02-03
      N
      N
      N
      0.0011
      149996869.50
      149996869.50
      0.0044
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.035000%
      3130ALAQ7
      2549001DPIFGXC1TOL40
      US3130ALAQ75
      U.S. Government Agency Debt
      Y
      2021-03-01
      2021-05-14
      2021-05-14
      N
      N
      N
      0.0003
      350003342.50
      350003342.50
      0.0102
      N
      N
      N
      N
    
    
      Federal Farm Credit System Discount Notes
      Federal Farm Credit Banks
      313313JY5
      US313313JY59
      U.S. Government Agency Debt
      Y
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0006
      3998966.68
      3998966.68
      0.0001
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Discount Notes
      FHLB
      313385CU8
      2549001DPIFGXC1TOL40
      US313385CU87
      U.S. Government Agency Debt
      Y
      2021-03-08
      2021-03-08
      2021-03-08
      N
      N
      N
      0.0003
      65999615.22
      65999615.22
      0.0019
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Federal Home Loan Banks
      313385CV6
      2549001DPIFGXC1TOL40
      US313385CV60
      U.S. Government Agency Debt
      Y
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0003
      79999466.40
      79999466.40
      0.0023
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Federal Home Loan Banks
      313385DF0
      2549001DPIFGXC1TOL40
      US313385DF02
      U.S. Government Agency Debt
      Y
      2021-03-19
      2021-03-19
      2021-03-19
      N
      N
      N
      0.0003
      94998575.00
      94998575.00
      0.0028
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      FHLB
      313385DU7
      2549001DPIFGXC1TOL40
      US313385DU78
      U.S. Government Agency Debt
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0004
      49998278.00
      49998278.00
      0.0015
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Federal Home Loan Banks
      313385EH5
      2549001DPIFGXC1TOL40
      US313385EH58
      U.S. Government Agency Debt
      Y
      2021-04-14
      2021-04-14
      2021-04-14
      N
      N
      N
      0.0004
      177991297.58
      177991297.58
      0.0052
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Fed Home Ln Discount Nt Discount Not 04/13 0.00000
      313385EV4
      2549001DPIFGXC1TOL40
      US313385EV43
      U.S. Government Agency Debt
      Y
      2021-04-26
      2021-04-26
      2021-04-26
      N
      N
      N
      0.0004
      199987556.00
      199987556.00
      0.0058
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Federal Home Loan Banks
      313385FU5
      2549001DPIFGXC1TOL40
      US313385FU50
      U.S. Government Agency Debt
      Y
      2021-05-19
      2021-05-19
      2021-05-19
      N
      N
      N
      0.0004
      188483453.47
      188483453.47
      0.0055
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.195000%
      3133EKCQ7
      US3133EKCQ77
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-03-08
      2021-03-08
      N
      N
      N
      0.0013
      51800612.28
      51800612.28
      0.0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.150000%
      3133EKDM5
      US3133EKDM54
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0006
      77003126.20
      77003126.20
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.105000%
      3133EKUW4
      US3133EKUW44
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0006
      36003768.12
      36003768.12
      0.0010
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.175000%
      3133EL2B9
      US3133EL2B97
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0009
      60083560.21
      60083560.21
      0.0017
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.210000%
      3133ELHG2
      US3133ELHG24
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0007
      115135882.85
      115135882.85
      0.0033
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.140000%
      3133ELR97
      US3133ELR970
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0006
      150034504.50
      150034504.50
      0.0044
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.330000%
      3133ELUW2
      US3133ELUW27
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0006
      75112760.25
      75112760.25
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.105000%
      3133EMFQ0
      US3133EMFQ07
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0010
      75030918.75
      75030918.75
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.095000%
      3133EMGS5
      US3133EMGS53
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0010
      55012189.10
      55012189.10
      0.0016
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133EMHQ8
      US3133EMHQ88
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0007
      215039209.55
      215039209.55
      0.0062
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.090000%
      3133EMJG8
      US3133EMJG88
      U.S. Government Agency Debt
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0009
      99998121.00
      99998121.00
      0.0029
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.085000%
      3133EMKP6
      US3133EMKP68
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0010
      160016216.00
      160016216.00
      0.0046
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.080000%
      3133EMLB6
      US3133EMLB63
      U.S. Government Agency Debt
      Y
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0007
      50001310.50
      50001310.50
      0.0015
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.090000%
      3134GTUY7
      S6XOOCT0IEG5ABCC6L87
      US3134GTUY73
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-06-14
      2021-06-14
      N
      N
      N
      0.0006
      200013892.00
      200013892.00
      0.0058
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.230000%
      3134GVGW2
      S6XOOCT0IEG5ABCC6L87
      US3134GVGW20
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0009
      40061427.60
      40061427.60
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.300000%
      3134GVHQ4
      S6XOOCT0IEG5ABCC6L87
      US3134GVHQ43
      U.S. Government Agency Debt
      Y
      2021-02-27
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0006
      75055032.00
      75055032.00
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.120000%
      3134GWKC9
      S6XOOCT0IEG5ABCC6L87
      US3134GWKC92
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0010
      100043253.00
      100043253.00
      0.0029
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.095000%
      3134GXBH6
      S6XOOCT0IEG5ABCC6L87
      US3134GXBH63
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0011
      200004614.00
      200004614.00
      0.0058
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.420000%
      3135G03J0
      B1V7KEBTPIMZEU4LTD58
      US3135G03J02
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-04-15
      2022-04-15
      N
      N
      N
      0.0007
      84340147.92
      84340147.92
      0.0025
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.350000%
      3135G04A8
      B1V7KEBTPIMZEU4LTD58
      US3135G04A83
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0007
      70234749.20
      70234749.20
      0.0020
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.350000%
      3135G04D2
      B1V7KEBTPIMZEU4LTD58
      US3135G04D23
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-04-27
      2022-04-27
      N
      N
      N
      0.0007
      82274354.78
      82274354.78
      0.0024
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.300000%
      3135G04G5
      B1V7KEBTPIMZEU4LTD58
      US3135G04G53
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-05-04
      2022-05-04
      N
      N
      N
      0.0007
      145406677.15
      145406677.15
      0.0042
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.260000%
      3135G04J9
      B1V7KEBTPIMZEU4LTD58
      US3135G04J92
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0006
      100240948.00
      100240948.00
      0.0029
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.250000%
      3135G04L4
      B1V7KEBTPIMZEU4LTD58
      US3135G04L49
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-05-09
      2022-05-09
      N
      N
      N
      0.0009
      75150345.00
      75150345.00
      0.0022
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.210000%
      3135G04T7
      B1V7KEBTPIMZEU4LTD58
      US3135G04T74
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0008
      79640091.72
      79640091.72
      0.0023
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.210000%
      3135G04W0
      B1V7KEBTPIMZEU4LTD58
      US3135G04W04
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0007
      100195168.00
      100195168.00
      0.0029
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.230000%
      3135G05A7
      B1V7KEBTPIMZEU4LTD58
      US3135G05A74
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0007
      75172476.00
      75172476.00
      0.0022
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Notes
      Federal National Mortgage Assoc. 2.500000%
      3135G0U27
      B1V7KEBTPIMZEU4LTD58
      US3135G0U276
      U.S. Government Agency Debt
      Y
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0004
      83238190.91
      83238190.91
      0.0024
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.200000%
      3135G0Z55
      B1V7KEBTPIMZEU4LTD58
      US3135G0Z556
      U.S. Government Agency Debt
      Y
      2021-02-27
      2022-03-09
      2022-03-09
      N
      N
      N
      0.0006
      84127300.32
      84127300.32
      0.0024
      N
      N
      N
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127962Q1
      254900HROIFWPRGM1V77
      US9127962Q14
      U.S. Treasury Debt
      Y
      2021-04-22
      2021-04-22
      2021-04-22
      N
      N
      N
      0.0003
      246188443.37
      246188443.37
      0.0072
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127962Y4
      254900HROIFWPRGM1V77
      US9127962Y48
      U.S. Treasury Debt
      Y
      2021-05-20
      2021-05-20
      2021-05-20
      N
      N
      N
      0.0005
      399957776.00
      399957776.00
      0.0116
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127963S6
      254900HROIFWPRGM1V77
      US9127963S60
      U.S. Treasury Debt
      Y
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0005
      234955610.85
      234955610.85
      0.0068
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      United States Treasury Bill
      9127964F3
      254900HROIFWPRGM1V77
      US9127964F31
      U.S. Treasury Debt
      Y
      2021-03-04
      2021-03-04
      2021-03-04
      N
      N
      N
      0.0003
      684998356.00
      684998356.00
      0.0199
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127964M8
      254900HROIFWPRGM1V77
      US9127964M81
      U.S. Treasury Debt
      Y
      2021-03-11
      2021-03-11
      2021-03-11
      N
      N
      N
      0.0004
      724992445.50
      724992445.50
      0.0211
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 03/21 0.00000
      9127964N6
      254900HROIFWPRGM1V77
      US9127964N64
      U.S. Treasury Debt
      Y
      2021-03-18
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0003
      104998636.05
      104998636.05
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127964P1
      254900HROIFWPRGM1V77
      US9127964P13
      U.S. Treasury Debt
      Y
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0004
      399985360.00
      399985360.00
      0.0116
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127964Y2
      254900HROIFWPRGM1V77
      US9127964Y20
      U.S. Treasury Debt
      Y
      2021-04-15
      2021-04-15
      2021-04-15
      N
      N
      N
      0.0004
      549972500.00
      549972500.00
      0.0160
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127965A3
      254900HROIFWPRGM1V77
      US9127965A35
      U.S. Treasury Debt
      Y
      2021-05-06
      2021-05-06
      2021-05-06
      N
      N
      N
      0.0004
      99992667.00
      99992667.00
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127965G0
      254900HROIFWPRGM1V77
      US9127965G05
      U.S. Treasury Debt
      Y
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0007
      174910443.75
      174910443.75
      0.0051
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796A25
      254900HROIFWPRGM1V77
      US912796A254
      U.S. Treasury Debt
      Y
      2021-05-13
      2021-05-13
      2021-05-13
      N
      N
      N
      0.0005
      529948950.40
      529948950.40
      0.0154
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 05/21 0.00000
      912796A33
      254900HROIFWPRGM1V77
      US912796A338
      U.S. Treasury Debt
      Y
      2021-05-27
      2021-05-27
      2021-05-27
      N
      N
      N
      0.0004
      1118891826.27
      1118891826.27
      0.0325
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B32
      254900HROIFWPRGM1V77
      US912796B328
      U.S. Treasury Debt
      Y
      2021-06-24
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0005
      344944896.60
      344944896.60
      0.0100
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B40
      254900HROIFWPRGM1V77
      US912796B401
      U.S. Treasury Debt
      Y
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0005
      449919936.00
      449919936.00
      0.0131
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B57
      254900HROIFWPRGM1V77
      US912796B575
      U.S. Treasury Debt
      Y
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0005
      229958790.90
      229958790.90
      0.0067
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 03/21 0.00000
      912796C23
      254900HROIFWPRGM1V77
      US912796C235
      U.S. Treasury Debt
      Y
      2021-03-02
      2021-03-02
      2021-03-02
      N
      N
      N
      0.0003
      274999791.00
      274999791.00
      0.0080
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 07/21 0.00000
      912796C49
      254900HROIFWPRGM1V77
      US912796C490
      U.S. Treasury Debt
      Y
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0005
      89981231.40
      89981231.40
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 08/21 0.00000
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0006
      164958624.60
      164958624.60
      0.0048
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      United States Cash Management Bill
      912796C72
      254900HROIFWPRGM1V77
      US912796C722
      U.S. Treasury Debt
      Y
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0002
      144999275.00
      144999275.00
      0.0042
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 03/21 0.00000
      912796C80
      254900HROIFWPRGM1V77
      US912796C805
      U.S. Treasury Debt
      Y
      2021-03-16
      2021-03-16
      2021-03-16
      N
      N
      N
      0.0003
      524992891.50
      524992891.50
      0.0153
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796D22
      254900HROIFWPRGM1V77
      US912796D225
      U.S. Treasury Debt
      Y
      2021-03-30
      2021-03-30
      2021-03-30
      N
      N
      N
      0.0004
      64998167.65
      64998167.65
      0.0019
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 04/21 0.00000
      912796D89
      254900HROIFWPRGM1V77
      US912796D894
      U.S. Treasury Debt
      Y
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0004
      384980457.40
      384980457.40
      0.0112
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796F79
      254900HROIFWPRGM1V77
      US912796F790
      U.S. Treasury Debt
      Y
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0003
      299986668.00
      299986668.00
      0.0087
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796F87
      254900HROIFWPRGM1V77
      US912796F873
      U.S. Treasury Debt
      Y
      2021-05-11
      2021-05-11
      2021-05-11
      N
      N
      N
      0.0004
      199984222.00
      199984222.00
      0.0058
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796F95
      254900HROIFWPRGM1V77
      US912796F956
      U.S. Treasury Debt
      Y
      2021-05-18
      2021-05-18
      2021-05-18
      N
      N
      N
      0.0004
      179984399.40
      179984399.40
      0.0052
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796G37
      254900HROIFWPRGM1V77
      US912796G376
      U.S. Treasury Debt
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0005
      419946332.40
      419946332.40
      0.0122
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796G94
      254900HROIFWPRGM1V77
      US912796G947
      U.S. Treasury Debt
      Y
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0006
      218541383.47
      218541383.47
      0.0063
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 06/21 0.00000
      912796H28
      254900HROIFWPRGM1V77
      US912796H283
      U.S. Treasury Debt
      Y
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0004
      299964216.00
      299964216.00
      0.0087
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796H36
      254900HROIFWPRGM1V77
      US912796H366
      U.S. Treasury Debt
      Y
      2021-06-29
      2021-06-29
      2021-06-29
      N
      N
      N
      0.0004
      624910418.75
      624910418.75
      0.0182
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bond
      U.S. TREASURY 8.000000%
      912810EL8
      254900HROIFWPRGM1V77
      US912810EL80
      U.S. Treasury Debt
      Y
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0003
      158449218.00
      158449218.00
      0.0046
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.375000%
      9128284G2
      254900HROIFWPRGM1V77
      US9128284G23
      U.S. Treasury Debt
      Y
      2021-04-15
      2021-04-15
      2021-04-15
      N
      N
      N
      0.0008
      105297786.30
      105297786.30
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      USTR 2.750000%
      9128284W7
      254900HROIFWPRGM1V77
      US9128284W72
      U.S. Treasury Debt
      Y
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0006
      40496875.20
      40496875.20
      0.0012
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. TREASURY NOTE 2.875000%
      9128285L0
      254900HROIFWPRGM1V77
      US9128285L09
      U.S. Treasury Debt
      Y
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0009
      101968750.00
      101968750.00
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.500000%
      9128286D7
      254900HROIFWPRGM1V77
      US9128286D73
      U.S. Treasury Debt
      Y
      2021-02-28
      2021-02-28
      2021-02-28
      N
      N
      N
      0.0250
      60000000.00
      60000000.00
      0.0017
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.169000%
      9128286Q8
      254900HROIFWPRGM1V77
      US9128286Q86
      U.S. Treasury Debt
      Y
      2021-03-01
      2021-04-30
      2021-04-30
      N
      N
      N
      0.0008
      160022836.80
      160022836.80
      0.0046
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. TREASURY NOTE 2.125000%
      9128286V7
      254900HROIFWPRGM1V77
      US9128286V71
      U.S. Treasury Debt
      Y
      2021-05-31
      2021-05-31
      2021-05-31
      N
      N
      N
      0.0009
      136912700.50
      136912700.50
      0.0040
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Notes 2.000000%
      912828B90
      254900HROIFWPRGM1V77
      US912828B907
      U.S. Treasury Debt
      Y
      2021-02-28
      2021-02-28
      2021-02-28
      N
      N
      N
      0.0200
      7750000.00
      7750000.00
      0.0002
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Bond 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0006
      100964844.00
      100964844.00
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      US Treasury 1.750000%
      912828J43
      254900HROIFWPRGM1V77
      US912828J439
      U.S. Treasury Debt
      Y
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0010
      38626406.44
      38626406.44
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.125000%
      912828P87
      254900HROIFWPRGM1V77
      US912828P873
      U.S. Treasury Debt
      Y
      2021-02-28
      2021-02-28
      2021-02-28
      N
      N
      N
      0.0113
      47250000.00
      47250000.00
      0.0014
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note 1.375000%
      912828Q78
      254900HROIFWPRGM1V77
      US912828Q780
      U.S. Treasury Debt
      Y
      2021-04-30
      2021-04-30
      2021-04-30
      N
      N
      N
      0.0008
      25053637.75
      25053637.75
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      912828RC6_2.12_0815
      U.S. Treasury Debt
      Y
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0004
      25240234.50
      25240234.50
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.250000%
      912828T67
      254900HROIFWPRGM1V77
      US912828T677
      U.S. Treasury Debt
      Y
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0006
      80631249.60
      80631249.60
      0.0023
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note 2.000000%
      912828U81
      254900HROIFWPRGM1V77
      US912828U816
      U.S. Treasury Debt
      Y
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0009
      60956250.00
      60956250.00
      0.0018
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      US TREASURY 2.250000%
      912828WG1
      254900HROIFWPRGM1V77
      US912828WG10
      U.S. Treasury Debt
      Y
      2021-04-30
      2021-04-30
      2021-04-30
      N
      N
      N
      0.0008
      100359521.00
      100359521.00
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note/Bond 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0005
      37358437.50
      37358437.50
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Notes 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0006
      100714844.00
      100714844.00
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.330000%
      912828YN4
      254900HROIFWPRGM1V77
      US912828YN43
      U.S. Treasury Debt
      Y
      2021-03-01
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0004
      88373978.91
      88373978.91
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note/Bond 1.500000%
      912828YP9
      254900HROIFWPRGM1V77
      US912828YP90
      U.S. Treasury Debt
      Y
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0007
      102972187.50
      102972187.50
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.184000%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      2021-03-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0011
      34023601.78
      34023601.78
      0.0010
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.085000%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      2021-03-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0007
      200050818.00
      200050818.00
      0.0058
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.079000%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      2021-03-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0007
      325025668.50
      325025668.50
      0.0094
      N
      Y
      Y
      N
    
    
      RBC Capital Markets, LLC
      Rbcm Repo 1 Repo 0.020000%
      549300LCO2FLSSVFFR64
      930LFP008_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2018-38 CA
          
            2048-10-20
          
          3.000000
          2958.55
          2966.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2015-24O FL
          
            2065-08-20
          
          0.663900
          6437651.86
          6453878.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC147QU R10F147
          
            2041-01-25
          
          4.000000
          2944.41
          3011.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FEPC 04.000 3PRE6016
          
            2049-10-01
          
          4.000000
          3435146.37
          3598411.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2025-02-25
          
          1.766000
          13114792.80
          13532740.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2029-10-25
          
          2.234000
          52000000.00
          54395920.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2019-SB6
          
            2039-08-25
          
          2.240000
          11.87
          12.37
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB4
          
            2037-12-25
          
          2.890000
          18694444.01
          19398643.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2039-10-25
          
          2.320000
          33600569.54
          34780121.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-01-25
          
          1.560000
          35179837.22
          36152349.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2017-SB4
          
            2037-10-25
          
          2.710000
          50304562.28
          51657349.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-04-25
          
          1.200000
          83223.17
          84071.08
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          0.633900
          21426374.70
          23649130.67
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB5
          
            2038-08-25
          
          3.400000
          17129.12
          17797.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2019-SB6
          
            2039-06-25
          
          2.320000
          51789157.78
          54529707.00
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          9854793.82
          10605228.14
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-2
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      300000000.00
      300000000.00
      0.0087
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC 0.030000%
      VYVVCKR63DVZZN70PB21
      0000072971
      930NYF005_0.03_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC 03.500 FGPC V83264 G
          
            2047-08-01
          
          3.500000
          40293986.21
          44515569.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G30816 G
          
            2035-05-01
          
          3.500000
          12993584.30
          14097357.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q11219 G
          
            2042-09-01
          
          3.500000
          7093703.54
          7722535.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC U95023 G
          
            2042-06-01
          
          4.500000
          11574129.05
          12979239.89
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08221 G
          
            2042-05-01
          
          3.500000
          616949.45
          669088.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08058 G
          
            2042-05-01
          
          3.500000
          313.45
          342.71
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC A90238 G
          
            2039-12-01
          
          4.500000
          172947.52
          196517.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC J11563 G
          
            2025-01-01
          
          5.000000
          237453.42
          250351.46
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G61601 G
          
            2048-09-01
          
          4.500000
          20713305.78
          22881222.50
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G60597 G
          
            2046-05-01
          
          4.000000
          27720786.26
          30523739.69
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G60554 G
          
            2046-04-01
          
          3.500000
          27223188.19
          29878308.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q59603 G
          
            2048-11-01
          
          5.000000
          1582214.99
          1803185.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q59161 G
          
            2048-09-01
          
          5.000000
          4150054.51
          4774148.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q58538 G
          
            2048-09-01
          
          5.000000
          113124.13
          131290.87
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q58461 G
          
            2048-09-01
          
          4.500000
          1282500.04
          1435701.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q58293 G
          
            2048-09-01
          
          5.000000
          958625.71
          1082137.18
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q57597 G
          
            2048-08-01
          
          5.000000
          760482.87
          864434.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q57596 G
          
            2048-08-01
          
          4.500000
          961844.39
          1094099.92
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q56806 G
          
            2048-06-01
          
          4.000000
          7763690.42
          8484982.12
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q56632 G
          
            2048-06-01
          
          4.000000
          12174804.03
          13305767.57
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC Q57093 G
          
            2048-06-01
          
          5.500000
          660.76
          751.51
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q53559 G
          
            2048-01-01
          
          4.000000
          153524.33
          169647.88
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q50465 G
          
            2047-09-01
          
          3.500000
          10133843.74
          11099908.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q43906 G
          
            2046-10-01
          
          3.500000
          760341.80
          825336.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q43622 G
          
            2046-10-01
          
          4.000000
          2149702.48
          2441898.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q57229 G
          
            2048-07-01
          
          4.000000
          16585318.43
          18164120.96
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G60716 G
          
            2041-09-01
          
          3.000000
          1344589.30
          1420350.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CNMA3624
          
            2029-03-01
          
          4.000000
          173426.05
          185064.29
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q62053 G
          
            2049-03-01
          
          4.000000
          212689.25
          239376.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q36002 G
          
            2045-09-01
          
          3.500000
          362.06
          389.98
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q42650 G
          
            2046-08-01
          
          3.500000
          577831.52
          624324.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q50610 G
          
            2047-09-01
          
          4.000000
          687.34
          762.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08911 G
          
            2042-06-01
          
          3.500000
          2261263.21
          2512119.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP0704
          
            2042-08-01
          
          3.500000
          3283674.63
          3548600.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q10749 G
          
            2042-09-01
          
          3.500000
          3527695.84
          3919018.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J38335 G
          
            2033-01-01
          
          3.000000
          3337795.31
          3574282.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G31051 G
          
            2038-02-01
          
          4.000000
          533.36
          581.48
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CIQN2766
          
            2035-07-01
          
          2.500000
          1106844.45
          1176240.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q60141 G
          
            2048-12-01
          
          4.500000
          3509742.92
          4058600.02
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q57270 G
          
            2048-07-01
          
          4.000000
          5309273.80
          5805254.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC J11564 G
          
            2025-01-01
          
          5.000000
          258699.54
          272866.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7731
          
            2050-12-01
          
          2.500000
          666127.80
          690652.03
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQA6369
          
            2050-01-01
          
          3.000000
          28391992.99
          30794334.16
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC G61856 G
          
            2037-12-01
          
          6.000000
          3909808.21
          4717111.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G61825 G
          
            2049-01-01
          
          4.500000
          9497807.98
          10638789.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3VZT1104
          
            2043-02-01
          
          3.500000
          410.30
          449.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT0392
          
            2048-06-01
          
          4.000000
          29652814.79
          32936709.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J39370 G
          
            2033-08-01
          
          4.000000
          302157.44
          332858.98
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J39205 G
          
            2033-07-01
          
          4.000000
          16259.39
          17617.50
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J29313 G
          
            2029-09-01
          
          3.500000
          348726.81
          373074.07
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC Q60270 G
          
            2048-12-01
          
          5.000000
          1292741.77
          1498057.90
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q60187 G
          
            2048-12-01
          
          4.500000
          2628380.12
          2936859.96
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC Q60000 G
          
            2048-11-01
          
          5.500000
          1541251.10
          1758780.88
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q39494 G
          
            2046-03-01
          
          3.500000
          547.15
          607.55
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q34569 G
          
            2045-07-01
          
          3.500000
          512914.38
          561091.69
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC V83267 G
          
            2047-07-01
          
          3.500000
          541.25
          587.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q42771 G
          
            2046-09-01
          
          4.000000
          1294090.01
          1445599.19
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q42178 G
          
            2046-07-01
          
          3.500000
          99963.22
          108336.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q41916 G
          
            2046-07-01
          
          3.500000
          9579887.20
          10326577.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q63561 G
          
            2049-05-01
          
          3.500000
          3542969.28
          3897158.35
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q63525 G
          
            2049-05-01
          
          4.000000
          8983501.56
          9823708.50
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CISB0266
          
            2035-02-01
          
          3.000000
          80497.71
          86781.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V85495 G
          
            2049-05-01
          
          4.500000
          1350924.75
          1510435.19
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V85488 G
          
            2049-04-01
          
          4.500000
          34175816.99
          37836217.87
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q58355 G
          
            2048-09-01
          
          4.500000
          1284169.01
          1455550.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q50377 G
          
            2047-09-01
          
          3.500000
          7030052.22
          7766524.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q54107 G
          
            2048-02-01
          
          3.500000
          577964.78
          632744.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 I4BF0141
          
            2056-09-01
          
          5.500000
          578624.94
          686324.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G61910 G
          
            2048-05-01
          
          3.500000
          719.69
          785.41
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J38370 G
          
            2033-01-01
          
          3.500000
          2664878.86
          2899149.84
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V85193 G
          
            2049-03-01
          
          4.500000
          6621326.64
          7367563.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q36480 G
          
            2045-10-01
          
          4.000000
          5591939.72
          6253968.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CTZJ9404
          
            2032-01-01
          
          3.500000
          757488.72
          822110.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBO7311
          
            2050-02-01
          
          4.000000
          8012768.64
          9104458.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBN0364
          
            2033-12-01
          
          4.000000
          9113757.93
          9851450.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC V83231 G
          
            2047-06-01
          
          4.000000
          1383214.86
          1538790.26
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC V83190 G
          
            2047-05-01
          
          4.000000
          7360862.56
          8114164.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U91083 G
          
            2043-03-01
          
          4.000000
          309.21
          338.96
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q04156 G
          
            2041-10-01
          
          3.500000
          598188.63
          645421.94
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G07281 G
          
            2042-12-01
          
          3.500000
          14239220.76
          15453976.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G61595 G
          
            2048-07-01
          
          3.500000
          34910268.16
          37760885.50
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G60326 G
          
            2040-05-01
          
          5.000000
          1391039.03
          1623719.83
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G60298 G
          
            2045-04-01
          
          4.000000
          1530151.47
          1686817.22
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q59231 G
          
            2048-10-01
          
          4.000000
          2124128.04
          2353437.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q55063 G
          
            2048-04-01
          
          4.000000
          1644547.53
          1771963.41
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q53991 G
          
            2048-02-01
          
          3.500000
          16807058.82
          18340695.47
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q53973 G
          
            2048-02-01
          
          4.000000
          3758844.65
          4052360.72
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q52451 G
          
            2047-11-01
          
          3.500000
          2623366.98
          2898192.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q51989 G
          
            2047-11-01
          
          4.000000
          1235570.35
          1402863.83
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q51374 G
          
            2047-10-01
          
          3.500000
          13810177.61
          14874991.41
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q50541 G
          
            2047-09-01
          
          4.500000
          910628.34
          1002910.51
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q47742 G
          
            2047-04-01
          
          4.000000
          1813163.21
          2004830.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q46098 G
          
            2047-02-01
          
          4.000000
          4891987.92
          5469911.60
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q43131 G
          
            2046-09-01
          
          3.500000
          17501742.84
          19247026.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q54411 G
          
            2048-02-01
          
          4.000000
          1691126.63
          1852219.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC G18665 G
          
            2032-11-01
          
          2.500000
          228328.79
          238738.55
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC G60552 G
          
            2031-12-01
          
          7.000000
          6490306.69
          7458732.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q55976 G
          
            2048-05-01
          
          4.500000
          564316.91
          618266.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G07090 G
          
            2041-12-01
          
          4.000000
          4484952.68
          4973040.11
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC V60748 G
          
            2030-03-01
          
          3.000000
          332.87
          354.65
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G61811 G
          
            2049-01-01
          
          4.000000
          20458839.15
          22358396.90
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U80571 G
          
            2033-09-01
          
          4.000000
          240.52
          260.31
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J38348 G
          
            2033-01-01
          
          3.000000
          22329.30
          24056.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC C04003 G
          
            2042-06-01
          
          4.000000
          455272.95
          502934.46
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.500 FGPC H09197 G
          
            2038-10-01
          
          6.500000
          31665.69
          35747.84
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q33979 G
          
            2045-06-01
          
          3.500000
          1379090.95
          1531477.13
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q24191 G
          
            2044-01-01
          
          4.000000
          6589055.96
          7311722.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q24793 G
          
            2044-02-01
          
          4.000000
          4299813.15
          4771415.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V84771 G
          
            2048-10-01
          
          4.500000
          24122302.07
          26642937.90
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q43092 G
          
            2046-09-01
          
          3.500000
          7073715.64
          7720151.07
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q42604 G
          
            2046-08-01
          
          4.000000
          22956097.98
          25470589.07
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q63846 G
          
            2049-05-01
          
          3.500000
          415258.93
          454030.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q56257 G
          
            2048-05-01
          
          4.500000
          3297705.19
          3659011.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q47721 G
          
            2047-04-01
          
          4.000000
          7699727.26
          8417401.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q62264 G
          
            2049-03-01
          
          4.000000
          734602.57
          804618.12
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q48574 G
          
            2047-06-01
          
          4.000000
          4445730.83
          4930745.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q45336 G
          
            2047-01-01
          
          4.000000
          2217666.74
          2477151.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V84154 G
          
            2048-04-01
          
          4.500000
          15892328.76
          17576677.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q57178 G
          
            2048-07-01
          
          4.000000
          13465076.97
          14750813.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA7221
          
            2050-10-01
          
          2.000000
          19990447.54
          20057793.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO0208
          
            2042-05-01
          
          4.000000
          253.84
          279.93
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4367
          
            2051-01-01
          
          2.500000
          63741629.83
          65856711.68
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0003
      830000000.00
      830000000.00
      0.0241
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co.
      Gold Repo 1 Repo 0.020000%
      0000769993
      930NYM000_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 04.500 CIAD1972
          
            2025-02-01
          
          4.500000
          109466.05
          116902.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL888102
          
            2036-05-01
          
          5.500000
          23279.93
          27282.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CT929906
          
            2028-09-01
          
          6.000000
          39835.56
          44894.70
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CTZJ9339
          
            2031-03-01
          
          4.500000
          11418.42
          12614.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3989
          
            2050-11-01
          
          2.500000
          159194230.94
          164507674.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM5593
          
            2047-12-01
          
          3.500000
          72672.55
          78873.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CRAW0367
          
            2034-04-01
          
          4.000000
          430018.12
          466666.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2512
          
            2046-01-01
          
          4.000000
          271304.44
          296806.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS9680
          
            2032-05-01
          
          2.500000
          11101.36
          11726.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM1754
          
            2047-02-01
          
          3.500000
          274199.22
          294739.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.500 CLZS0664
          
            2032-10-01
          
          5.500000
          36095.29
          41714.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CISB0437
          
            2035-09-01
          
          2.000000
          64821528.61
          66922257.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 I4BF0141
          
            2056-09-01
          
          5.500000
          52599.11
          62389.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL829872
          
            2035-07-01
          
          5.000000
          30407.87
          35475.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL819336
          
            2034-11-01
          
          5.000000
          37125.58
          42343.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CIAL0278
          
            2025-01-01
          
          5.500000
          40987.00
          42968.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL542933
          
            2030-06-01
          
          7.500000
          16005.46
          18217.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CIQN4705
          
            2035-12-01
          
          1.500000
          3251099.86
          3300593.52
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CIQN5274
          
            2036-02-01
          
          2.500000
          1854860.00
          1983607.89
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CIQN2855
          
            2035-07-01
          
          2.500000
          3152192.69
          3305282.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2310
          
            2048-09-01
          
          4.500000
          28271437.61
          32629621.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0911
          
            2047-12-01
          
          4.000000
          56358770.93
          62490987.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CKBP2160
          
            2049-12-01
          
          4.500000
          1100679.61
          1172100.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO0112
          
            2049-06-01
          
          3.000000
          5044603.36
          5295604.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL890604
          
            2044-10-01
          
          4.500000
          27837.44
          31306.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC U80353 G
          
            2033-05-01
          
          3.500000
          161187.50
          173436.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CTZA2201
          
            2031-04-01
          
          4.500000
          116316.18
          128502.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 06.000 CLZI7580
          
            2038-06-01
          
          6.000000
          109705.37
          129908.45
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZI1842
          
            2034-05-01
          
          5.000000
          18292.35
          21150.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZI1611
          
            2034-03-01
          
          5.000000
          194618.98
          216653.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G18181 G
          
            2022-05-01
          
          5.000000
          9132.56
          9601.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CNMA1720
          
            2023-12-01
          
          3.500000
          25264.03
          26928.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB2271
          
            2041-02-01
          
          4.500000
          78313.45
          87571.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 GL932168
          
            2039-09-01
          
          4.000000
          14850.68
          15426.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL916933
          
            2037-05-01
          
          5.500000
          107735.70
          126617.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM1752
          
            2045-02-01
          
          3.500000
          5502471.28
          5998940.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CLAD0310
          
            2038-12-01
          
          7.000000
          16640.15
          19406.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTAI0678
          
            2031-04-01
          
          4.500000
          321877.01
          352550.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL9424
          
            2046-11-01
          
          3.500000
          34271.01
          37282.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR2335
          
            2051-01-01
          
          2.500000
          11044366.55
          11594741.70
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZS2608
          
            2038-02-01
          
          5.000000
          4920.77
          5740.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1576
          
            2047-08-01
          
          3.500000
          21000975.20
          22820301.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7045
          
            2050-12-01
          
          2.500000
          1415746.26
          1498471.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN3380
          
            2049-01-01
          
          4.000000
          95885.18
          103983.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4639
          
            2050-11-01
          
          2.500000
          37764392.00
          39078068.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAY4707
          
            2031-08-01
          
          4.000000
          13277.57
          14578.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN8504
          
            2049-04-01
          
          4.000000
          230272.83
          247618.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA5296
          
            2035-02-01
          
          4.000000
          6114011.54
          6740678.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5437
          
            2044-05-01
          
          4.000000
          35252794.08
          38907901.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRBM5356
          
            2044-01-01
          
          3.500000
          2776467.00
          3042801.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL731137
          
            2033-08-01
          
          5.000000
          486730.72
          564380.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS5370
          
            2045-07-01
          
          3.500000
          1417909.17
          1523074.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS3545
          
            2044-09-01
          
          4.000000
          459374.41
          517616.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CWAL6254
          
            2029-12-01
          
          3.500000
          973470.54
          1040677.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL545304
          
            2031-11-01
          
          7.500000
          4320.69
          5227.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA2216
          
            2048-08-01
          
          5.000000
          223019.65
          250218.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA0599
          
            2032-10-01
          
          4.000000
          47636.11
          53064.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN0510
          
            2048-10-01
          
          4.000000
          732704.67
          788568.11
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC U51258 G
          
            2037-01-01
          
          3.000000
          937766.05
          994130.80
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8050
          
            2050-03-01
          
          3.000000
          53158.02
          55616.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZS8376
          
            2024-06-01
          
          4.000000
          6711.63
          7157.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAB0110
          
            2035-02-01
          
          5.000000
          141890.25
          165045.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CL994016
          
            2039-09-01
          
          4.000000
          875796.32
          990014.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2028-08-25
          
          3.900000
          24513300.00
          28693119.98
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-2
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      500000000.00
      500000000.00
      0.0145
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank PLC 0.040000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      933CWM003_0.04_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/8 NOTE AJ 24
          
            2024-01-15
          
          0.125000
          49411680.00
          49121387.74
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          93987880.00
          93998039.52
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BF 21
          
            2021-08-31
          
          1.500000
          160558360.00
          162890811.70
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 L
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-19
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 L
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0004
      300000000.00
      300000000.00
      0.0087
      N
      N
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank PLC 0.070000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      933CWW001_0.07_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FEPC 02.500 CLSD7534
          
            2051-02-01
          
          2.500000
          3215940.40
          3371666.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD7536
          
            2051-02-01
          
          2.500000
          52434490.30
          54731441.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD7535
          
            2051-02-01
          
          2.500000
          90572680.92
          94906412.62
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 L
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-16
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 L
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0007
      150000000.00
      150000000.00
      0.0044
      N
      N
      Y
      N
    
    
      BofA Securities, Inc.
      BofA Securities, Inc. 0.060000%
      8NAV47T0Y26Q87Y0QP81
      0000065100
      933CXG005_0.06_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 02.000 CLFM5987
          
            2051-01-01
          
          2.000000
          9336093.30
          9439732.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8528
          
            2051-01-01
          
          2.500000
          14142274.21
          14734144.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8527
          
            2050-12-01
          
          2.500000
          15859284.33
          16518334.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6989
          
            2050-09-01
          
          2.500000
          14375583.79
          15091043.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS3395
          
            2044-09-01
          
          4.000000
          13907867.04
          15431999.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM5996
          
            2049-03-01
          
          4.500000
          14527699.50
          15945777.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA5569
          
            2050-04-01
          
          4.000000
          13658169.73
          15105359.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6359
          
            2050-07-01
          
          2.500000
          14417442.30
          15143203.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBK2159
          
            2050-03-01
          
          3.000000
          14715922.39
          15807760.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2930
          
            2047-03-01
          
          4.000000
          14224517.92
          15431977.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAV7174
          
            2044-04-01
          
          4.000000
          3924057.38
          4351943.58
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-26
      Y
      
        BofA Securities, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      150000000.00
      150000000.00
      0.0044
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.020000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXJ009_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF BZ7242 C
          
            2051-01-20
          
          3.500000
          1250965.24
          1390666.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7240 C
          
            2051-01-20
          
          3.500000
          1021635.45
          1145867.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ6484 C
          
            2050-12-20
          
          3.500000
          1212050.50
          1321852.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ6467 C
          
            2051-01-20
          
          3.500000
          1289893.31
          1406749.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3447 C
          
            2050-12-20
          
          3.500000
          860479.91
          954437.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3107 C
          
            2050-12-20
          
          3.500000
          1250815.01
          1387398.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3116 C
          
            2050-12-20
          
          3.500000
          901827.27
          993593.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ2877 C
          
            2051-01-20
          
          3.500000
          1639125.24
          1814040.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ0727 C
          
            2050-11-20
          
          3.500000
          2324440.43
          2572499.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ0871 C
          
            2050-12-20
          
          3.500000
          1556467.86
          1722564.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ0865 C
          
            2050-12-20
          
          3.500000
          814598.44
          888391.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY7879 C
          
            2051-01-20
          
          3.500000
          1502389.95
          1666439.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY7864 C
          
            2050-12-20
          
          3.500000
          886366.30
          989748.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY7871 C
          
            2050-12-20
          
          3.500000
          1155562.15
          1281742.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5429 C
          
            2050-12-20
          
          3.500000
          846195.64
          922847.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY6197 C
          
            2050-12-20
          
          3.000000
          1881677.11
          2006400.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY3238 C
          
            2051-01-20
          
          3.500000
          1252050.79
          1388766.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2411 C
          
            2050-10-20
          
          2.000000
          1003675.98
          995209.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT2844 C
          
            2051-01-20
          
          3.500000
          1711811.35
          1845641.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT2843 C
          
            2051-01-20
          
          3.500000
          923533.41
          1017502.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1907 C
          
            2050-12-20
          
          3.500000
          2555601.82
          2786596.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1906 C
          
            2050-12-20
          
          3.500000
          1820564.14
          2005589.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1905 C
          
            2050-12-20
          
          3.500000
          1290362.91
          1431258.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR8623 C
          
            2051-01-20
          
          2.500000
          1034556.00
          1071005.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN0271 C
          
            2050-08-20
          
          3.000000
          953207.60
          1070301.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7194 M
          
            2051-02-20
          
          3.000000
          4862191.00
          5150000.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4199 C
          
            2051-02-20
          
          2.000000
          1393734.00
          1405219.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC0890 C
          
            2051-01-20
          
          3.500000
          2087577.36
          2250791.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8336 C
          
            2051-02-20
          
          2.500000
          1007295.00
          1042784.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5590 C
          
            2051-02-20
          
          2.000000
          1004819.00
          1013099.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4937 C
          
            2051-02-20
          
          2.000000
          1002628.00
          1010890.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4658 C
          
            2051-02-20
          
          2.500000
          9412109.00
          9948299.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4247 C
          
            2051-01-20
          
          3.500000
          1804365.69
          1945424.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4246 C
          
            2051-01-20
          
          3.500000
          830086.09
          914551.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4244 C
          
            2051-01-20
          
          3.500000
          1053865.23
          1176790.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4092 C
          
            2051-02-20
          
          3.500000
          1006725.00
          1116652.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4457 C
          
            2051-02-20
          
          2.500000
          1043744.00
          1103202.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA7715 C
          
            2051-01-20
          
          2.000000
          1022011.94
          1030429.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA7591 C
          
            2051-01-20
          
          2.500000
          1003507.10
          1064730.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3250 C
          
            2050-12-20
          
          3.500000
          815868.93
          889634.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3189 C
          
            2051-02-20
          
          3.000000
          1012635.00
          1055242.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3027 C
          
            2051-01-20
          
          3.500000
          838686.07
          936516.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3004 C
          
            2051-01-20
          
          3.500000
          750049.35
          818000.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2959 C
          
            2050-12-20
          
          3.500000
          794035.87
          882715.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2311 C
          
            2051-01-20
          
          3.500000
          1206609.15
          1340607.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2126 C
          
            2051-02-20
          
          2.000000
          5073650.00
          5115461.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1442 C
          
            2050-12-20
          
          3.500000
          2079233.17
          2321739.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1387 C
          
            2051-01-20
          
          3.500000
          824562.44
          920733.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0985 C
          
            2051-02-20
          
          3.500000
          1235042.00
          1331606.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0744 C
          
            2051-01-20
          
          3.500000
          1170674.97
          1289791.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0438 C
          
            2050-12-20
          
          2.000000
          1018617.13
          1027011.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9658 C
          
            2051-01-20
          
          3.500000
          1107085.85
          1230723.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9472 C
          
            2051-01-20
          
          3.500000
          791710.03
          884050.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8844 C
          
            2051-01-20
          
          3.500000
          1559910.09
          1679088.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8751 C
          
            2051-01-20
          
          3.500000
          1069264.55
          1186030.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8892 C
          
            2051-01-20
          
          3.500000
          2021076.06
          2173161.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8871 C
          
            2051-01-20
          
          3.500000
          1278239.25
          1420983.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7920 C
          
            2050-12-20
          
          3.500000
          1467891.39
          1598120.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7806 C
          
            2051-01-20
          
          3.500000
          2082402.03
          2271041.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7804 C
          
            2051-01-20
          
          3.500000
          1120345.40
          1242681.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4453 C
          
            2051-02-20
          
          3.000000
          1115403.00
          1206644.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4949 C
          
            2051-02-20
          
          2.500000
          1082820.00
          1120965.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7241 C
          
            2051-01-20
          
          3.500000
          2751175.59
          3072065.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3117 C
          
            2050-12-20
          
          3.500000
          1068198.44
          1184838.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7243 C
          
            2051-01-20
          
          3.500000
          2718863.05
          3015748.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3500 C
          
            2051-01-20
          
          3.500000
          2229859.43
          2404159.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4458 C
          
            2051-02-20
          
          3.000000
          1800428.00
          1963351.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9030 C
          
            2050-11-20
          
          3.500000
          1010545.35
          1102048.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1941 C
          
            2051-01-20
          
          3.500000
          800577.99
          893954.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2105 C
          
            2051-01-20
          
          3.500000
          1317564.10
          1464711.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5666 C
          
            2051-02-20
          
          2.000000
          1038686.00
          1051760.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8609 C
          
            2051-01-20
          
          2.000000
          1006471.59
          1014750.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2897 C
          
            2050-12-20
          
          3.500000
          816453.78
          899528.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT2842 C
          
            2051-01-20
          
          3.500000
          1431373.54
          1587668.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0370 C
          
            2051-02-20
          
          2.500000
          1577259.00
          1632826.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC0887 C
          
            2051-01-20
          
          3.500000
          808419.29
          896695.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3115 C
          
            2050-12-20
          
          3.500000
          1631950.26
          1779784.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2344 C
          
            2050-12-20
          
          3.500000
          928221.79
          1022671.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4245 C
          
            2051-01-20
          
          3.500000
          1651112.03
          1831402.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7743 C
          
            2050-12-20
          
          3.500000
          995710.46
          1111847.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC0891 C
          
            2051-01-20
          
          3.500000
          2063400.98
          2188885.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1440 C
          
            2050-12-20
          
          3.500000
          1537776.51
          1705690.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7746 C
          
            2050-12-20
          
          3.500000
          1271512.40
          1386698.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BP5387 C
          
            2051-01-20
          
          3.500000
          949057.00
          1050334.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8484 C
          
            2051-01-20
          
          3.500000
          783930.26
          875366.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2896 C
          
            2050-12-20
          
          3.500000
          1325149.71
          1479710.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9647 C
          
            2051-01-20
          
          3.500000
          854786.41
          949685.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3028 C
          
            2051-01-20
          
          3.500000
          867826.62
          964751.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1443 C
          
            2050-12-20
          
          3.500000
          1015287.79
          1138737.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9765 C
          
            2051-01-20
          
          2.500000
          1026286.05
          1062441.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1836 C
          
            2050-10-20
          
          3.500000
          2334015.23
          2474757.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9767 C
          
            2051-01-20
          
          3.500000
          950382.23
          1051799.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ0825 C
          
            2050-12-20
          
          3.500000
          1261312.11
          1375558.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2312 C
          
            2051-01-20
          
          3.500000
          1180222.33
          1316562.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5383 C
          
            2051-01-20
          
          2.500000
          998884.58
          1059827.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0071 C
          
            2051-01-20
          
          3.500000
          931332.94
          1004145.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7552 C
          
            2050-11-20
          
          3.500000
          905900.94
          960784.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2245 C
          
            2050-09-20
          
          3.500000
          871202.38
          927513.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW1799 C
          
            2050-07-20
          
          3.000000
          908621.12
          1020249.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV8343 C
          
            2050-06-20
          
          5.000000
          948124.94
          1075044.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT5956 C
          
            2050-05-20
          
          5.000000
          913344.91
          1011324.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT5798 C
          
            2050-03-20
          
          3.000000
          943611.62
          960445.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4124 C
          
            2050-06-20
          
          5.000000
          961328.14
          1061394.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BS8769 C
          
            2050-03-20
          
          3.500000
          871963.88
          924146.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6932 M
          
            2050-10-20
          
          3.000000
          122210058.16
          128409570.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6867 M
          
            2050-09-20
          
          3.500000
          4835360.42
          5150000.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003598 M
          
            2034-08-20
          
          6.000000
          864070.85
          1021994.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1388 C
          
            2051-01-20
          
          3.500000
          1091286.23
          1213155.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1386 C
          
            2051-01-20
          
          3.500000
          1069816.59
          1199896.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0427 C
          
            2050-11-20
          
          2.000000
          1007241.11
          1015540.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ2384 C
          
            2049-08-20
          
          5.000000
          942139.44
          1053319.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW5203 C
          
            2050-08-20
          
          4.500000
          934670.11
          1050536.49
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL031AB R20M031
          
            2032-10-25
          
          0.500000
          1496790.26
          1371024.28
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL017ASQ1 R20M0
          
            2024-11-25
          
          1.500000
          7466427.03
          7554125.19
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      300000000.00
      300000000.00
      0.0087
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.110000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXL004_0.11_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA 6.625 FNPR BB 11/30
          
            2030-11-15
          
          0.00
          1022250.00
          857155.60
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SF CC1945 C
          
            2051-02-20
          
          2.000000
          1598994.25
          1612171.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB3793 C
          
            2051-02-20
          
          3.000000
          1497172.50
          1561638.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2396 C
          
            2051-02-20
          
          3.000000
          1512735.00
          1606435.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2395 C
          
            2051-02-20
          
          3.000000
          1451800.50
          1570562.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA7101 C
          
            2051-01-20
          
          3.000000
          1526798.71
          1633685.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA0549 C
          
            2051-01-20
          
          2.500000
          1407505.68
          1470190.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7936 C
          
            2051-02-20
          
          3.500000
          1444697.00
          1562128.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ5359 C
          
            2050-12-20
          
          2.000000
          1152599.40
          1162050.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY6196 C
          
            2050-12-20
          
          3.000000
          1438487.78
          1535176.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2467 C
          
            2050-12-20
          
          3.500000
          1363965.35
          1446914.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB1500 C
          
            2051-01-20
          
          3.000000
          1537643.00
          1630967.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8307 C
          
            2051-02-20
          
          2.500000
          1498359.25
          1581861.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV6357 C
          
            2051-02-20
          
          3.500000
          1556745.25
          1689078.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BP5382 C
          
            2051-02-20
          
          3.000000
          1397622.00
          1503059.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW2826 C
          
            2050-07-20
          
          3.500000
          1346757.62
          1448812.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4113 C
          
            2050-06-20
          
          3.500000
          1532831.79
          1632318.03
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-04-06
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0011
      25000000.00
      25000000.00
      0.0007
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.110000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXM002_0.11_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC 04.500 FGPC G08820 G
          
            2048-05-01
          
          4.500000
          126.01
          137.92
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC G16183 G
          
            2032-02-01
          
          2.500000
          54764.72
          58064.62
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G05792 G
          
            2040-02-01
          
          4.500000
          35685.93
          40329.56
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB3744
          
            2050-08-01
          
          4.000000
          220017.70
          242181.79
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB2702
          
            2050-08-01
          
          4.000000
          223647.16
          250280.80
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB2029
          
            2050-07-01
          
          4.000000
          199903.17
          223528.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB1965
          
            2050-08-01
          
          4.000000
          224032.87
          249593.18
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB2665
          
            2050-07-01
          
          4.000000
          105534.78
          118617.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQA4383
          
            2049-10-01
          
          4.500000
          121765.79
          133092.57
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q46109 G
          
            2047-02-01
          
          3.500000
          124363.70
          133699.38
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q63924 G
          
            2049-05-01
          
          3.500000
          32270.04
          34213.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J15482 G
          
            2026-05-01
          
          4.000000
          56600.79
          60562.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J18049 G
          
            2027-02-01
          
          3.000000
          123473.02
          131663.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB7565
          
            2050-11-01
          
          3.000000
          37827.76
          41267.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQB7541
          
            2050-11-01
          
          3.500000
          235970.21
          250472.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB7539
          
            2050-12-01
          
          3.000000
          198900.49
          216111.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB5076
          
            2050-10-01
          
          3.000000
          58226.03
          61946.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQB4232
          
            2050-09-01
          
          4.500000
          88933.37
          97075.39
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB8722
          
            2051-01-01
          
          3.000000
          209331.60
          228706.98
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB8343
          
            2050-12-01
          
          3.000000
          58043.36
          60973.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB8301
          
            2051-01-01
          
          3.000000
          148556.47
          162138.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQB8322
          
            2051-02-01
          
          3.500000
          215763.54
          241901.26
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB7768
          
            2050-12-01
          
          3.000000
          53788.35
          57486.21
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7761
          
            2051-01-01
          
          2.500000
          205102.90
          212622.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQB7659
          
            2050-12-01
          
          3.500000
          218570.36
          242386.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZA6946
          
            2049-05-01
          
          4.000000
          155.90
          167.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC V85658 G
          
            2049-05-01
          
          3.500000
          147435.33
          161188.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18578 G
          
            2030-12-01
          
          3.000000
          3157.84
          3342.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQA9722
          
            2050-05-01
          
          2.500000
          149877.38
          156342.51
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB6861
          
            2050-11-01
          
          2.500000
          20387.42
          21063.92
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7798
          
            2050-12-01
          
          2.500000
          152748.20
          157876.28
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7799
          
            2051-01-01
          
          2.500000
          100753.99
          104136.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB7802
          
            2050-12-01
          
          3.000000
          210173.27
          220241.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQA3518
          
            2049-05-01
          
          4.500000
          112926.15
          122928.69
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQB7542
          
            2050-10-01
          
          4.500000
          73463.06
          80309.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB6878
          
            2050-12-01
          
          2.500000
          185241.54
          192994.29
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7238
          
            2050-12-01
          
          2.500000
          125594.99
          130851.03
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC T65301 G
          
            2045-04-01
          
          2.500000
          241181.25
          246753.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 3PQU7682
          
            2050-07-01
          
          3.000000
          239126.63
          251056.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQB8492
          
            2051-01-01
          
          3.500000
          75641.40
          82771.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA1637
          
            2049-10-01
          
          3.000000
          102820.83
          109648.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18569 G
          
            2030-09-01
          
          3.000000
          5051.03
          5346.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQA5247
          
            2049-11-01
          
          4.500000
          114298.97
          124752.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQA6094
          
            2049-12-01
          
          4.500000
          165039.86
          180584.80
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC V85661 G
          
            2049-05-01
          
          3.500000
          232428.29
          250842.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC V83998 G
          
            2048-01-01
          
          4.000000
          179307.86
          195284.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8084
          
            2050-08-01
          
          3.000000
          523.79
          548.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLSD8002
          
            2049-07-01
          
          4.500000
          82.52
          90.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CISB8092
          
            2036-03-01
          
          1.500000
          42900.00
          43287.46
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CISB0096
          
            2034-05-01
          
          3.500000
          203.60
          217.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZS8020
          
            2027-09-01
          
          3.000000
          959.12
          1012.49
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC T65434 G
          
            2047-05-01
          
          4.500000
          57909.64
          63617.16
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC T65416 G
          
            2047-02-01
          
          2.500000
          178719.48
          182811.46
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC J29408 G
          
            2029-06-01
          
          2.500000
          142258.74
          148733.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC A93451 G
          
            2040-08-01
          
          4.500000
          53956.80
          60980.09
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J17508 G
          
            2026-12-01
          
          3.000000
          215247.10
          227723.54
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G18366 G
          
            2025-10-01
          
          3.500000
          67786.10
          72371.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO3254
          
            2049-11-01
          
          3.000000
          29450520.22
          31698046.49
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PRE6066
          
            2050-10-01
          
          2.000000
          2291.03
          2284.56
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CTRB5017
          
            2039-11-01
          
          3.000000
          53529.94
          55960.76
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA4534
          
            2051-02-01
          
          3.000000
          244218.35
          266546.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLRA1735
          
            2049-11-01
          
          4.000000
          53253.57
          57223.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08701 G
          
            2046-04-01
          
          3.000000
          639.86
          673.82
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G08323 G
          
            2039-02-01
          
          5.000000
          5.26
          6.15
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08847 G
          
            2048-11-01
          
          4.000000
          50.83
          54.61
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08791 G
          
            2047-12-01
          
          3.000000
          85.69
          89.76
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08786 G
          
            2047-10-01
          
          4.500000
          144.86
          159.26
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08768 G
          
            2047-06-01
          
          4.500000
          433.25
          476.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC G15883 G
          
            2029-01-01
          
          2.500000
          143454.96
          149984.18
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC G14896 G
          
            2023-10-01
          
          2.500000
          92720.96
          96941.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 3PQU7401
          
            2050-02-01
          
          4.000000
          231787.98
          248906.39
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 3PQU7216
          
            2049-06-01
          
          4.000000
          100337.20
          107703.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQB0936
          
            2050-07-01
          
          3.500000
          235698.80
          250947.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G60855 G
          
            2045-12-01
          
          4.500000
          221.91
          250.19
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q25332 G
          
            2044-03-01
          
          4.500000
          88.24
          99.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 3PQU7214
          
            2049-07-01
          
          4.000000
          38033.87
          40851.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZS8591
          
            2030-12-01
          
          3.000000
          10526.13
          11140.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08837 G
          
            2048-09-01
          
          4.500000
          123.26
          134.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08737 G
          
            2046-12-01
          
          3.000000
          4735.17
          5026.02
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18527 G
          
            2029-10-01
          
          3.000000
          3440.60
          3640.01
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8016
          
            2049-10-01
          
          3.000000
          970.72
          1014.62
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08776 G
          
            2047-08-01
          
          4.500000
          67.80
          74.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08707 G
          
            2046-05-01
          
          4.000000
          31582.56
          34434.05
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8090
          
            2050-09-01
          
          2.000000
          68193.22
          68370.38
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08677 G
          
            2045-11-01
          
          4.000000
          365.57
          400.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q46279 G
          
            2047-02-01
          
          3.500000
          342.49
          365.45
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08732 G
          
            2046-11-01
          
          3.000000
          87.03
          92.40
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD8129
          
            2051-02-01
          
          2.500000
          996.87
          1030.07
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q57426 G
          
            2048-07-01
          
          4.500000
          137.86
          150.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08682 G
          
            2045-12-01
          
          4.000000
          103.47
          113.11
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8074
          
            2050-07-01
          
          3.000000
          3004.94
          3150.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA3869
          
            2049-10-01
          
          3.500000
          1086.50
          1150.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08772 G
          
            2047-07-01
          
          4.500000
          9687.83
          10603.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08810 G
          
            2048-04-01
          
          4.500000
          196.40
          215.21
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18670 G
          
            2032-12-01
          
          3.000000
          187518.16
          198342.33
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLSD8086
          
            2050-08-01
          
          4.000000
          823.10
          885.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8121
          
            2051-01-01
          
          2.000000
          198.60
          199.82
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8113
          
            2050-12-01
          
          2.000000
          21541.17
          21587.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLSD8057
          
            2050-04-01
          
          3.500000
          274.22
          290.57
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLSD8045
          
            2050-02-01
          
          3.500000
          110.98
          117.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8024
          
            2049-11-01
          
          3.000000
          209.25
          218.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8010
          
            2049-09-01
          
          3.000000
          18115.32
          18963.91
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT2087
          
            2049-06-01
          
          4.000000
          139.06
          149.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZT1546
          
            2048-12-01
          
          4.500000
          65816.69
          71747.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZS8673
          
            2032-10-01
          
          3.000000
          142741.31
          150823.51
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZN1448
          
            2048-11-01
          
          4.000000
          178.26
          191.39
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CIZK2785
          
            2025-12-01
          
          3.500000
          278.58
          297.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC J21393 G
          
            2022-12-01
          
          2.500000
          61923.07
          64741.45
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC A90316 G
          
            2039-12-01
          
          4.500000
          325.30
          367.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC A86314 G
          
            2039-05-01
          
          4.000000
          113.84
          125.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC C09071 G
          
            2045-02-01
          
          4.000000
          233.93
          257.10
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J17343 G
          
            2021-12-01
          
          3.000000
          14993.80
          15829.98
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J14833 G
          
            2026-03-01
          
          3.500000
          173144.30
          184928.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18684 G
          
            2033-04-01
          
          3.000000
          3482.09
          3678.77
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08759 G
          
            2047-04-01
          
          4.500000
          1975.82
          2178.29
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08747 G
          
            2047-02-01
          
          3.000000
          502.41
          533.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA3861
          
            2049-07-01
          
          3.500000
          8935822.72
          9758790.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2280
          
            2048-08-01
          
          4.500000
          30346.56
          34386.08
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLQA5321
          
            2049-09-01
          
          5.000000
          193286.43
          214656.03
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-17
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0011
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.070000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXP005_0.07_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 02.000 CLMA4281
          
            2051-03-01
          
          2.000000
          5012981.20
          5023838.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CIFM6029
          
            2036-02-01
          
          1.500000
          19003685.80
          19175301.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA8929
          
            2051-02-01
          
          2.000000
          5764374.61
          5792746.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR2349
          
            2051-01-01
          
          3.000000
          4370.21
          4769.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO3254
          
            2049-11-01
          
          3.000000
          191038.12
          205617.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN8532
          
            2030-03-01
          
          3.400000
          530719.40
          602758.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7600
          
            2050-11-01
          
          2.500000
          210263.70
          217287.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM5510
          
            2051-01-01
          
          2.000000
          19929818.00
          19984722.43
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-04-15
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0007
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.040000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933CXX008_0.04_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          106700.00
          103635.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          9670520.00
          9900463.86
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 BOND 44
          
            2044-02-15
          
          3.625000
          7021680.00
          8817071.05
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BD 22
          
            2022-07-31
          
          0.125000
          220.00
          219.91
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AA 23
          
            2023-06-30
          
          2.625000
          60.00
          63.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          107.82
          118.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          8220.00
          8773.38
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE H 26
          
            2026-02-28
          
          2.500000
          894540.00
          980408.57
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          9060.00
          9898.71
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          2974800.00
          3405050.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          3935645.15
          4010331.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          33301800.00
          34079916.43
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 49
          
            2049-02-15
          
          1.000000
          1112945.45
          1365789.81
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          1654934.59
          2023139.11
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          9385960.00
          10742415.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          8565520.00
          9636254.96
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 45
          
            2045-08-15
          
          2.875000
          41178160.00
          45994959.57
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          9284480.00
          10653819.28
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 44
          
            2044-05-15
          
          3.375000
          15274440.00
          18605595.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          2351198.17
          2630569.69
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          1112110.16
          1597074.40
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          3945025.95
          4761284.91
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE AC 23
          
            2023-08-31
          
          2.750000
          1292460.00
          1390464.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AD 22
          
            2022-09-30
          
          1.875000
          3107960.00
          3216195.13
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN X 23
          
            2023-04-15
          
          0.625000
          83.88
          89.04
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          1933400.00
          1997088.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          9148423.24
          10526224.31
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE E 28
          
            2028-08-15
          
          2.875000
          20.00
          22.34
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 48
          
            2048-05-15
          
          3.125000
          17875220.00
          21115006.64
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 TRIB 32
          
            2032-04-15
          
          3.375000
          578100.44
          851225.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          6473400.00
          7667534.40
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          3489533.98
          4011153.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          3610700.00
          3608305.47
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          40.00
          40.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          7566193.08
          8202472.29
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          760560.00
          760443.50
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          2266460.00
          2229934.63
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/22
          
            2022-04-30
          
          0.144000
          157623260.00
          157800801.42
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          3018600.00
          3115670.84
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AG 24
          
            2024-11-30
          
          1.500000
          6824180.00
          7093642.12
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          2294760.00
          2389073.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          2599740.00
          2718176.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-25
      Y
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0004
      400000000.00
      400000000.00
      0.0116
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.020000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933DNB005_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRA CL069FA R19F069
          
            2049-12-25
          
          0.617600
          345536.17
          348073.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA 7.25 FNPR BB 05/30
          
            2030-05-15
          
          0.00
          826000.00
          703114.33
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 04.500 CLCA3088
          
            2049-02-01
          
          4.500000
          439117.45
          499355.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP5171
          
            2050-04-01
          
          3.000000
          7583262.21
          8194422.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN1278
          
            2049-03-01
          
          4.500000
          2002612.11
          2235117.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM2003
          
            2047-10-01
          
          4.000000
          15436.95
          16698.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM2002
          
            2047-10-01
          
          4.000000
          65400506.89
          70762287.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1125
          
            2046-12-01
          
          3.500000
          4210984.19
          4650461.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK3213
          
            2048-03-01
          
          4.000000
          650.10
          713.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ0752
          
            2047-10-01
          
          4.000000
          3271587.12
          3616526.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH5757
          
            2047-11-01
          
          4.000000
          12966941.32
          14377793.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBE2401
          
            2046-11-01
          
          3.500000
          121402.97
          134116.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD841068
          
            2034-11-01
          
          2.622000
          425566.75
          454411.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAT0998
          
            2043-04-01
          
          3.500000
          6637648.69
          7275762.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS8954
          
            2047-03-01
          
          4.000000
          1647715.28
          1854803.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS7022
          
            2046-04-01
          
          4.000000
          431.28
          478.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1290 H
          
            2066-07-20
          
          4.622000
          520910.15
          590469.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1041 H
          
            2065-03-20
          
          4.640000
          5128198.87
          5642527.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AF7320 H
          
            2063-11-20
          
          4.672000
          4669805.33
          5057606.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0471 H
          
            2064-05-20
          
          4.663000
          2362595.17
          2567522.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0476 H
          
            2064-05-20
          
          4.700000
          1721055.63
          1874313.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BN1303 H
          
            2069-05-20
          
          4.326000
          224300.52
          251213.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BK5129 H
          
            2069-05-20
          
          2.771000
          4065374.10
          4383023.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BE5024 H
          
            2067-12-20
          
          2.252000
          120801.86
          131520.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AO0478 H
          
            2065-07-20
          
          4.524000
          3444860.50
          3801891.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AC1003 H
          
            2063-10-20
          
          4.645000
          3258275.84
          3499002.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AA7555 H
          
            2064-06-20
          
          4.608000
          1381126.84
          1502189.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 771832 H
          
            2065-04-20
          
          4.575000
          1900070.68
          2087157.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 771826 H
          
            2065-01-20
          
          4.640000
          599478.84
          658376.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4153
          
            2040-10-01
          
          2.500000
          24075973.35
          25066124.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA3799
          
            2034-10-01
          
          3.500000
          463277.58
          493792.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CQMA2432
          
            2045-10-01
          
          3.500000
          32489.68
          34944.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM2320
          
            2049-11-01
          
          4.000000
          7935119.39
          8997693.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICA8402
          
            2035-12-01
          
          2.000000
          17627869.77
          18184326.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U95022 G
          
            2042-06-01
          
          4.000000
          50525.60
          55460.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G07281 G
          
            2042-12-01
          
          3.500000
          144266.32
          156573.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAR5752
          
            2043-02-01
          
          3.500000
          405.27
          443.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA3836
          
            2049-11-01
          
          4.000000
          322017.57
          346015.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BE5468 H
          
            2067-12-20
          
          4.628000
          3576769.00
          3960241.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3235
          
            2042-06-01
          
          3.500000
          17437.66
          19272.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BE0423 H
          
            2068-01-20
          
          4.271000
          643446.33
          714119.88
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q56254 G
          
            2048-05-01
          
          4.500000
          36241.89
          40326.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS2972
          
            2044-07-01
          
          4.500000
          1371225.64
          1530382.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0038
          
            2043-07-01
          
          3.000000
          351.22
          373.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL2373
          
            2041-08-01
          
          4.500000
          5282291.49
          6097275.11
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.500 CLQA2920
          
            2049-09-01
          
          5.500000
          900.14
          1005.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q55627 G
          
            2048-04-01
          
          4.000000
          543.03
          598.15
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC Q33888 G
          
            2045-06-01
          
          3.000000
          1254562.22
          1342950.31
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q25817 G
          
            2044-04-01
          
          4.000000
          135980.46
          150198.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q22252 G
          
            2043-10-01
          
          4.000000
          547478.62
          607721.95
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q12142 G
          
            2042-10-01
          
          3.500000
          185363.93
          201228.03
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U90493 G
          
            2042-05-01
          
          4.000000
          133240.70
          147268.92
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08239 G
          
            2042-05-01
          
          3.500000
          611.75
          667.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CTZA7079
          
            2039-06-01
          
          4.000000
          46364.60
          50090.36
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CTZA2511
          
            2038-06-01
          
          4.000000
          36890.28
          39898.56
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZN4690
          
            2049-04-01
          
          4.000000
          518704.23
          565738.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZL5313
          
            2043-03-01
          
          3.000000
          35809.43
          38187.61
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J27132 G
          
            2029-01-01
          
          3.500000
          132685.03
          144322.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC T61460 G
          
            2042-12-01
          
          3.000000
          433.31
          447.69
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G15215 G
          
            2029-11-01
          
          3.000000
          131067.05
          139785.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G07630 G
          
            2044-02-01
          
          4.500000
          1300770.90
          1469073.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 759148 X
          
            2041-01-15
          
          4.000000
          13879.35
          15633.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AX7809 H
          
            2066-11-20
          
          4.532000
          2486599.82
          2825076.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AP0120 C
          
            2045-10-20
          
          3.500000
          91871.57
          100682.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK8742 H
          
            2065-01-20
          
          4.526000
          4252928.39
          4674198.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0216 H
          
            2064-11-20
          
          4.622000
          2702572.40
          2935033.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0199 H
          
            2064-10-20
          
          4.566000
          2792019.61
          3017075.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL3563
          
            2043-03-01
          
          4.000000
          705.11
          782.47
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q39085 G
          
            2046-03-01
          
          4.000000
          29581.11
          32490.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AF7344 H
          
            2064-01-20
          
          4.693000
          2590518.78
          2816274.79
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J27831 G
          
            2029-04-01
          
          4.000000
          3696.41
          3945.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0474 H
          
            2064-05-20
          
          4.565000
          2451120.21
          2665855.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AS8158 X
          
            2046-06-15
          
          4.000000
          42311.48
          46714.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD1377 C
          
            2047-12-20
          
          4.000000
          33328.76
          37363.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH7100
          
            2048-01-01
          
          4.000000
          20683.43
          23106.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB3345 X
          
            2047-07-15
          
          4.000000
          44315.76
          47867.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AR6646 H
          
            2066-12-20
          
          4.512000
          2630534.41
          2977894.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0136
          
            2047-08-01
          
          4.000000
          1826272.98
          2062992.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1002 H
          
            2064-12-20
          
          4.674000
          4234129.91
          4623038.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1364 H
          
            2064-11-20
          
          4.680000
          2895196.23
          3155899.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2760
          
            2048-05-01
          
          4.000000
          2072.52
          2331.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BP0555 H
          
            2069-08-20
          
          2.300000
          2998.52
          3211.44
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT0542
          
            2048-07-01
          
          4.000000
          13613.20
          15008.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAY7248
          
            2045-06-01
          
          2.445000
          633.44
          639.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5158
          
            2048-07-01
          
          4.000000
          3954552.56
          4485118.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6476
          
            2046-01-01
          
          3.500000
          3425.66
          3743.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLQB6836
          
            2050-12-01
          
          5.000000
          3771.55
          4193.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4719 M
          
            2047-09-20
          
          3.500000
          52604.63
          56015.91
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD0231
          
            2050-01-01
          
          3.000000
          50419265.45
          54241314.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AU0758 C
          
            2046-07-20
          
          3.500000
          20228.50
          21700.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBN8733
          
            2049-06-01
          
          3.500000
          1479.27
          1634.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5917
          
            2049-04-01
          
          4.000000
          1457649.60
          1615827.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM5681
          
            2051-01-01
          
          2.000000
          1982603.22
          1988065.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL7944
          
            2046-01-01
          
          3.500000
          2661496.49
          2908330.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAB9703
          
            2043-06-01
          
          3.500000
          5531487.74
          6024346.37
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q42178 G
          
            2046-07-01
          
          3.500000
          528.79
          573.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3663
          
            2050-03-01
          
          4.000000
          1247.00
          1337.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AX6699 H
          
            2066-11-20
          
          4.473000
          9613.11
          10834.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN9657
          
            2049-04-01
          
          4.000000
          120821.83
          131864.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM6350
          
            2050-04-01
          
          4.500000
          19279216.00
          21484006.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4862
          
            2050-11-01
          
          2.500000
          13695428.93
          14222320.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZA6202
          
            2034-01-01
          
          4.000000
          386.14
          415.98
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      350000000.00
      350000000.00
      0.0102
      N
      Y
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.050000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933DNC003_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          4002155.19
          5747397.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          60.00
          67.50
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          9660.00
          10100.08
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          4599180.00
          4793265.90
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BK 22
          
            2022-11-30
          
          0.125000
          173240.00
          173150.30
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE AC 23
          
            2023-08-31
          
          2.750000
          20.00
          21.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          5699200.00
          5695420.42
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BH 22
          
            2022-10-31
          
          0.125000
          2680.00
          2679.22
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          3163480.00
          3162995.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          202880.00
          199610.47
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/22
          
            2022-04-30
          
          0.144000
          7125220.00
          7133245.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          26720.00
          27355.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          104560.00
          108004.30
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          1331040.00
          1420647.86
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AD 22
          
            2022-09-30
          
          1.875000
          70706080.00
          73168428.95
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          20.00
          15.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 49
          
            2049-02-15
          
          1.000000
          61623.30
          75623.19
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          162860.00
          186879.72
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          102140.00
          99206.20
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-19
      Y
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0029
      N
      N
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 4 Repo 0.010000%
      933FLD008_0.01_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 3/4 NOTE M 25
          
            2025-06-30
          
          2.750000
          1367400.00
          1496010.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 BOND 40
          
            2040-08-15
          
          1.125000
          155945600.00
          129273576.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          26616750.00
          29551393.37
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          40070603.14
          44025974.59
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          100.00
          107.31
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          1600.00
          1979.43
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-08-15
          
          2.750000
          13255600.00
          14508315.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 45
          
            2045-02-15
          
          2.500000
          1000.00
          1044.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          27937111.75
          36140057.28
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/04/21
          
            2021-03-04
          
          0.00
          200.00
          200.00
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/22/21
          
            2021-04-22
          
          0.00
          1600.00
          1599.91
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0001
      250000000.00
      250000000.00
      0.0073
      N
      Y
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 7 Repo 0.020000%
      933FLG001_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2020-104 YN
          
            2050-07-20
          
          1.200000
          98414216.00
          98636468.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-11 KF
          
            2049-09-20
          
          0.681100
          96874086.40
          97001235.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-51 FE
          
            2048-11-20
          
          0.811100
          6681.56
          6705.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-13 FD
          
            2048-08-20
          
          0.711100
          26771392.01
          26792662.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          19805089.84
          20815928.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6994 M
          
            2050-11-20
          
          2.000000
          51035887.16
          51454120.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6864 M
          
            2050-09-20
          
          2.000000
          111900450.79
          112759721.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6038 M
          
            2049-07-20
          
          3.000000
          466.52
          488.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5527 M
          
            2048-10-20
          
          3.500000
          375.91
          400.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4586 M
          
            2047-07-20
          
          3.500000
          23694422.63
          25322455.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4451 M
          
            2047-05-20
          
          3.500000
          333228.78
          357046.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAE0495
          
            2040-08-01
          
          5.000000
          209.59
          244.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBN7703
          
            2049-08-01
          
          3.000000
          92137253.67
          96471697.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3686
          
            2049-06-01
          
          3.500000
          1544.57
          1637.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6995 M
          
            2050-11-20
          
          2.500000
          57849141.75
          59875314.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5985 M
          
            2049-06-20
          
          3.500000
          518.13
          549.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4125 M
          
            2046-12-20
          
          2.500000
          59796206.04
          62236256.67
          Agency Mortgage-Backed Securities
        
        
          USTR TINT 05/15/28
          
            2028-05-15
          
          0.00
          1277869.00
          1158741.38
          U.S. Treasuries (including strips)
        
        
          USTR TINT 08/15/28
          
            2028-08-15
          
          0.00
          9037742.00
          8145554.26
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          400.00
          429.24
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          3583375.20
          4123050.51
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      650000000.00
      650000000.00
      0.0189
      N
      Y
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 10 Repo 0.050000%
      933FLK002_0.05_0308
      Other Instrument
      Forward settling U.S. Government Agency Repurchase Agreement, collateral not yet assigned
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-08
      2021-03-08
      2021-04-01
      Y
      
        RBC Dominion Securities Inc.
        1.0000
        10
        N
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0145
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.020000%
      0000050916
      933FLL000_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF BY0566 C
          
            2050-11-20
          
          2.000000
          1172591.52
          1182166.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTCA8305
          
            2040-12-01
          
          2.000000
          28078373.18
          28554017.70
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZS7944
          
            2033-02-01
          
          3.000000
          1989721.18
          2143228.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZS2965
          
            2040-08-01
          
          4.500000
          58018.35
          65552.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM6944
          
            2048-06-01
          
          4.500000
          104023.28
          118105.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q01875 G
          
            2041-07-01
          
          4.500000
          265106.89
          305496.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3601 C
          
            2050-12-20
          
          3.500000
          1343842.82
          1492109.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CIZS6507
          
            2026-11-01
          
          4.500000
          2776116.68
          2968945.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4288
          
            2041-03-01
          
          2.500000
          1716831.17
          1781543.87
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB1193
          
            2050-07-01
          
          2.500000
          8504241.37
          8871038.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ1587
          
            2047-10-01
          
          4.000000
          1034993.40
          1147619.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM6126
          
            2051-02-01
          
          2.000000
          339.15
          341.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616879 X
          
            2042-02-15
          
          3.500000
          708959.07
          780085.08
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN3259
          
            2049-02-01
          
          4.500000
          751339.76
          852038.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ5526
          
            2033-05-01
          
          3.500000
          293664.26
          319518.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2937 C
          
            2050-12-20
          
          3.500000
          468122.30
          518076.36
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZA6202
          
            2034-01-01
          
          4.000000
          2114422.85
          2277820.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY0241 C
          
            2051-01-20
          
          2.500000
          4076545.47
          4220162.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.000 CIFM6067
          
            2036-02-01
          
          1.000000
          347.46
          344.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN3538
          
            2049-02-01
          
          4.500000
          197613.49
          219027.09
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q33785 G
          
            2045-06-01
          
          4.000000
          2214036.44
          2457327.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH8155
          
            2047-11-01
          
          3.500000
          266239.48
          295440.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM5241
          
            2050-12-01
          
          3.000000
          7506751.83
          8119395.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785190 C
          
            2050-11-20
          
          2.500000
          336.27
          350.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZN2236
          
            2033-12-01
          
          4.000000
          290843.06
          313752.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3561 C
          
            2050-10-20
          
          4.000000
          725708.36
          816593.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZA4817
          
            2047-02-01
          
          4.000000
          821957.01
          913537.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ2936
          
            2047-12-01
          
          4.500000
          288183.16
          322525.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM2826
          
            2050-03-01
          
          3.000000
          267.78
          280.56
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM8057
          
            2048-09-01
          
          4.000000
          384662.61
          432686.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2717 C
          
            2050-11-20
          
          3.500000
          1608835.75
          1781039.98
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZN3880
          
            2049-03-01
          
          4.000000
          69306.18
          77254.40
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CISB8504
          
            2035-10-01
          
          2.500000
          1817877.67
          1930978.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH2091
          
            2047-06-01
          
          4.000000
          191.53
          212.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 I4BF0440
          
            2060-01-01
          
          3.000000
          397.47
          431.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTBA6566
          
            2036-01-01
          
          4.000000
          183826.05
          203936.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAW3058
          
            2044-04-01
          
          4.000000
          302979.29
          333017.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAU5944
          
            2028-09-01
          
          4.000000
          287491.10
          314273.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA4247
          
            2051-01-01
          
          4.000000
          388944.32
          418362.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA4241
          
            2050-12-01
          
          4.500000
          607944.53
          664960.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAB7335
          
            2042-12-01
          
          3.500000
          273566.20
          299827.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB5503
          
            2042-07-01
          
          3.500000
          2723147.05
          3024165.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL899085
          
            2037-03-01
          
          6.000000
          21.78
          26.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW6746 C
          
            2050-12-20
          
          2.500000
          331.33
          343.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU6923 C
          
            2050-05-20
          
          3.000000
          78313.50
          85520.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BS7023 C
          
            2049-08-20
          
          4.500000
          231555.31
          258586.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BP8227 C
          
            2049-09-20
          
          4.000000
          375762.99
          411154.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN9765 C
          
            2049-06-20
          
          4.500000
          299619.64
          327233.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN1508 C
          
            2049-05-20
          
          5.000000
          270816.16
          303673.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BL7520 C
          
            2049-04-20
          
          5.500000
          496831.69
          566965.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BL1238 C
          
            2049-01-20
          
          4.500000
          321021.44
          350860.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BK8707 X
          
            2049-03-15
          
          5.000000
          884897.90
          1008219.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BK5503 X
          
            2048-12-15
          
          4.500000
          524043.70
          589394.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BJ9579 C
          
            2049-02-20
          
          6.000000
          203908.55
          233949.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BJ9557 C
          
            2049-01-20
          
          6.000000
          172908.78
          193484.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BJ9556 C
          
            2049-01-20
          
          6.000000
          391834.00
          456775.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BJ9576 C
          
            2049-01-20
          
          6.000000
          215273.78
          243666.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BI6900 C
          
            2049-03-20
          
          6.000000
          241349.50
          269640.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BG8528 C
          
            2048-07-20
          
          4.000000
          184980.89
          198781.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BF9983 C
          
            2048-05-20
          
          4.000000
          255858.85
          275237.03
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9666
          
            2033-08-01
          
          4.000000
          743008.42
          804527.87
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9623
          
            2033-07-01
          
          4.000000
          1406512.38
          1535355.63
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9460
          
            2033-05-01
          
          4.000000
          91608.69
          99141.37
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZK9315
          
            2033-02-01
          
          3.000000
          281432.03
          302275.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP1614
          
            2042-08-01
          
          3.500000
          1493230.13
          1658276.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAK1036
          
            2042-01-01
          
          4.500000
          827511.53
          938187.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI6516
          
            2036-07-01
          
          4.500000
          161269.14
          181832.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CT255701
          
            2025-04-01
          
          5.000000
          236587.51
          262366.61
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA1021
          
            2049-06-01
          
          3.000000
          2001842.26
          2136352.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLRA1739
          
            2049-11-01
          
          3.500000
          50327691.01
          55300698.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB4758
          
            2050-10-01
          
          3.000000
          629264.68
          678617.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN5388
          
            2049-04-01
          
          4.000000
          1427581.60
          1534589.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL9128
          
            2045-02-01
          
          4.000000
          208986.95
          232528.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BO8204 C
          
            2049-09-20
          
          4.500000
          626153.42
          685018.11
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQA3238
          
            2049-09-01
          
          3.000000
          2578635.92
          2788875.54
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZM7249
          
            2048-07-01
          
          5.000000
          725488.28
          841060.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA4265
          
            2031-01-01
          
          3.000000
          42015.84
          44694.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ6954
          
            2048-05-01
          
          4.000000
          295493.38
          328288.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIFM3034
          
            2033-10-01
          
          3.000000
          268.03
          285.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBO8569
          
            2035-03-01
          
          3.000000
          290917.85
          311059.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM2192
          
            2046-12-01
          
          3.500000
          3004842.94
          3210432.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL7909
          
            2045-12-01
          
          3.500000
          3629169.17
          4009489.97
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZA3827
          
            2030-07-01
          
          3.000000
          1142550.50
          1217913.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAR6035
          
            2043-03-01
          
          3.500000
          268575.42
          298179.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAU2552
          
            2033-07-01
          
          3.500000
          240890.22
          261623.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA8179
          
            2050-12-01
          
          4.000000
          5127915.81
          5664479.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZL1889
          
            2041-08-01
          
          4.500000
          279638.44
          322871.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM4122
          
            2050-08-01
          
          2.000000
          372255.05
          375693.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH7920
          
            2047-08-01
          
          3.500000
          377510.29
          412019.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK5988
          
            2048-06-01
          
          4.500000
          229569.07
          256888.48
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9671
          
            2033-08-01
          
          4.000000
          1043076.29
          1142757.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBJ7078
          
            2033-08-01
          
          4.000000
          1731770.76
          1905679.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM8714
          
            2048-10-01
          
          4.500000
          2631654.02
          2941939.19
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2487
          
            2041-12-01
          
          4.000000
          245855.44
          270005.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN1509 C
          
            2049-05-20
          
          5.000000
          553865.59
          620790.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BC0387 X
          
            2047-07-15
          
          4.500000
          516342.85
          580400.34
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZA4019
          
            2033-10-01
          
          4.000000
          2477255.93
          2667454.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA2868
          
            2032-01-01
          
          2.500000
          473159.95
          496314.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ7305 C
          
            2050-11-20
          
          2.500000
          529836.23
          548293.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH9888
          
            2047-10-01
          
          3.500000
          234529.22
          259789.32
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9716
          
            2033-09-01
          
          4.000000
          439059.11
          490092.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL5784
          
            2043-05-01
          
          3.500000
          855862.62
          950127.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN1465
          
            2048-11-01
          
          5.000000
          339474.08
          393307.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK7197
          
            2033-09-01
          
          3.500000
          530538.61
          572264.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIQN1507
          
            2035-02-01
          
          3.000000
          919101.76
          994790.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA7813 C
          
            2050-12-20
          
          4.000000
          547351.48
          602645.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2429
          
            2041-12-01
          
          4.000000
          289488.45
          312990.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN0892
          
            2048-11-01
          
          4.500000
          1162.29
          1300.45
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL7481
          
            2043-12-01
          
          4.000000
          1087150.05
          1195129.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL2856
          
            2042-03-01
          
          3.500000
          1795961.95
          1994488.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM3612
          
            2050-06-01
          
          2.500000
          314.96
          328.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBK9982
          
            2033-08-01
          
          4.000000
          280471.68
          309129.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZL3793
          
            2042-09-01
          
          3.000000
          612248.28
          653552.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZN2385
          
            2049-01-01
          
          4.000000
          182871.05
          200475.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS9675
          
            2047-05-01
          
          4.500000
          3005385.51
          3469537.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL2885
          
            2042-03-01
          
          3.500000
          299415.32
          324541.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM6397
          
            2048-05-01
          
          4.500000
          546558.56
          620536.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM2485
          
            2047-01-01
          
          4.500000
          1682660.77
          1910866.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM0451
          
            2045-11-01
          
          4.000000
          959389.33
          1080470.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL7649
          
            2044-01-01
          
          4.000000
          565946.12
          622047.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL7427
          
            2043-12-01
          
          4.000000
          970030.50
          1076476.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL4101
          
            2042-11-01
          
          3.500000
          175433.24
          192201.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3769
          
            2042-09-01
          
          3.500000
          2752633.44
          3021113.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3755
          
            2042-09-01
          
          3.500000
          282549.19
          313778.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM5096
          
            2046-12-01
          
          3.500000
          24529649.47
          26667471.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9681
          
            2033-08-01
          
          4.000000
          1072843.16
          1169611.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZA3971
          
            2033-07-01
          
          4.000000
          2625594.26
          2829988.32
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM4244
          
            2047-09-01
          
          4.000000
          1626765.99
          1846489.66
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC C91431 G
          
            2032-02-01
          
          3.500000
          37516.52
          40294.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO3000
          
            2042-05-01
          
          4.000000
          1653367.29
          1817667.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO6382
          
            2042-06-01
          
          3.500000
          14495.31
          16097.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ7939
          
            2042-12-01
          
          3.500000
          2090952.28
          2322108.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTFM4480
          
            2040-09-01
          
          2.500000
          314.85
          333.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4544
          
            2049-11-01
          
          3.000000
          6887106.03
          7412684.05
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL1275
          
            2041-04-01
          
          4.000000
          423582.38
          469942.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN1510 C
          
            2049-05-20
          
          5.500000
          199489.91
          226622.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 I4BF0381
          
            2059-04-01
          
          4.000000
          273.71
          307.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6998 M
          
            2050-11-20
          
          4.000000
          308395.20
          335631.05
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2659
          
            2042-02-01
          
          4.000000
          676523.67
          768316.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN1511 C
          
            2049-05-20
          
          5.500000
          191591.42
          213724.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL3231
          
            2042-06-01
          
          4.000000
          2482810.36
          2819670.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM3220
          
            2047-04-01
          
          4.000000
          1461564.78
          1620768.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP7206
          
            2050-07-01
          
          2.500000
          847402.88
          893787.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA1535 C
          
            2050-12-20
          
          2.000000
          200708.48
          203234.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BF7258 C
          
            2048-07-20
          
          4.000000
          327721.16
          352723.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BE3869 C
          
            2048-07-20
          
          4.000000
          36449.37
          39091.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB5792 X
          
            2047-08-15
          
          4.500000
          291265.63
          325228.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB4374 X
          
            2047-07-15
          
          4.500000
          347305.56
          399169.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BA6892 X
          
            2047-06-15
          
          4.500000
          73710.38
          82804.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7134 M
          
            2051-01-20
          
          1.500000
          59210.22
          58445.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE7758
          
            2025-11-01
          
          3.500000
          15862.16
          16936.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAD6984
          
            2040-06-01
          
          4.000000
          156423.65
          173812.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAD3348
          
            2040-04-01
          
          5.500000
          519148.31
          592999.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BF9990 C
          
            2048-05-20
          
          4.000000
          713544.86
          768011.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAD1609
          
            2025-02-01
          
          4.000000
          14.87
          15.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3680
          
            2042-09-01
          
          3.500000
          450066.05
          499821.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3321
          
            2042-07-01
          
          3.500000
          1566782.59
          1719710.84
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3314
          
            2042-07-01
          
          3.500000
          332152.03
          360890.01
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3176
          
            2042-06-01
          
          3.500000
          592948.25
          650832.19
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3173
          
            2042-06-01
          
          3.500000
          1635639.99
          1795228.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3018
          
            2042-04-01
          
          3.500000
          2598407.95
          2851847.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL2721
          
            2042-02-01
          
          3.500000
          1223511.43
          1358767.63
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3485
          
            2042-08-01
          
          3.500000
          1194484.98
          1326543.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2550
          
            2042-01-01
          
          4.000000
          2396203.52
          2642065.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7529
          
            2050-10-01
          
          2.500000
          28875634.93
          30367757.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6360
          
            2050-07-01
          
          2.500000
          326.35
          342.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1558
          
            2048-04-01
          
          4.500000
          36280.71
          40439.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ9297
          
            2050-12-01
          
          2.500000
          312335.54
          323128.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBO0278
          
            2049-05-01
          
          4.000000
          107736.15
          118638.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLBN9662
          
            2049-05-01
          
          5.500000
          2361305.46
          2741332.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN0618
          
            2049-01-01
          
          4.500000
          1327037.71
          1470603.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5400
          
            2044-04-01
          
          4.000000
          343.58
          387.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK6160
          
            2048-09-01
          
          5.000000
          253214.09
          287280.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK5474
          
            2033-07-01
          
          3.500000
          289521.34
          316571.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK1072
          
            2048-06-01
          
          4.500000
          139475.01
          156673.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK1019
          
            2048-02-01
          
          4.000000
          795125.69
          881061.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK0769
          
            2033-03-01
          
          3.500000
          295705.83
          321630.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2392
          
            2041-11-01
          
          4.000000
          1010934.76
          1114664.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL1974
          
            2041-09-01
          
          4.000000
          288338.43
          318415.81
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2660
          
            2042-02-01
          
          4.000000
          823589.27
          927580.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9756
          
            2033-09-01
          
          4.000000
          339055.17
          367745.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CIZK9752
          
            2033-09-01
          
          3.500000
          218932.80
          233522.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT9798
          
            2043-06-01
          
          3.500000
          855233.03
          934710.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAT7880
          
            2028-06-01
          
          2.500000
          442255.77
          462938.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CRAT4191
          
            2033-05-01
          
          2.500000
          180011.74
          186226.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9397
          
            2047-04-01
          
          4.000000
          2747726.08
          3093073.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS5091
          
            2030-06-01
          
          2.500000
          24488.82
          25841.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CWAR1707
          
            2028-01-01
          
          2.500000
          320369.99
          334857.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785053 C
          
            2050-06-20
          
          4.500000
          9576081.86
          10389052.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784948 C
          
            2050-03-20
          
          3.500000
          1433837.53
          1520671.52
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZA7029
          
            2049-05-01
          
          4.000000
          2842706.44
          3156648.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZS3995
          
            2044-07-01
          
          4.000000
          2609978.15
          2895470.03
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q42598 G
          
            2046-08-01
          
          3.500000
          172.24
          188.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784693 M
          
            2046-08-20
          
          3.500000
          235.94
          253.11
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q24793 G
          
            2044-02-01
          
          4.000000
          126.20
          140.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH8123
          
            2047-10-01
          
          4.000000
          344794.55
          382893.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AX7301 X
          
            2047-03-15
          
          4.500000
          95285.19
          107090.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785087 M
          
            2048-02-20
          
          3.500000
          28920910.81
          31018271.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC U91598 G
          
            2043-06-01
          
          3.500000
          53679.35
          57278.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC9487
          
            2046-07-01
          
          3.500000
          21511.57
          23506.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 K0762521
          
            2033-11-01
          
          4.500000
          929792.35
          1019544.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAY8218
          
            2045-05-01
          
          4.000000
          9455.89
          10498.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAW6406
          
            2044-06-01
          
          4.000000
          125826.08
          141677.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU5207
          
            2043-08-01
          
          4.000000
          380092.73
          421805.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA4222
          
            2050-12-01
          
          3.500000
          2148383.76
          2280199.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3738
          
            2034-08-01
          
          3.000000
          20773.43
          21927.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3283
          
            2033-02-01
          
          3.000000
          98908.10
          104598.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CVAB6565
          
            2027-10-01
          
          3.000000
          674985.50
          716302.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ9926
          
            2033-03-01
          
          3.500000
          367505.24
          397648.22
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC H11244 G
          
            2037-06-01
          
          5.500000
          37102.64
          39973.87
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G07146 G
          
            2042-10-01
          
          3.500000
          87241.53
          94974.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP1902
          
            2042-08-01
          
          3.500000
          146347.41
          158050.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO4106
          
            2042-06-01
          
          4.000000
          77.28
          85.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO0208
          
            2042-05-01
          
          4.000000
          1431736.12
          1578929.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL6392
          
            2045-01-01
          
          3.500000
          1751773.91
          1944660.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ3332
          
            2041-11-01
          
          4.000000
          1581980.93
          1738894.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI5617
          
            2036-06-01
          
          4.500000
          155511.47
          170359.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL190371
          
            2036-07-01
          
          6.500000
          430830.84
          503478.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE5418
          
            2047-01-01
          
          4.000000
          407042.13
          448197.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 I4BF0171
          
            2057-01-01
          
          4.000000
          139854.54
          157004.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785120 M
          
            2049-02-20
          
          4.000000
          13495346.61
          14583554.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU7169
          
            2043-09-01
          
          4.000000
          558990.71
          629633.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6337 M
          
            2049-12-20
          
          2.500000
          13324768.00
          13785486.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA3863
          
            2049-07-01
          
          3.500000
          213.84
          232.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BA3311 C
          
            2047-09-20
          
          4.000000
          545780.78
          589919.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZS3998
          
            2044-08-01
          
          4.000000
          2724063.02
          3022042.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BH7966 C
          
            2048-06-20
          
          5.500000
          852229.96
          980963.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BL3846 X
          
            2049-02-15
          
          4.500000
          524739.47
          590229.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6930 M
          
            2050-10-20
          
          2.000000
          86710.37
          87377.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4961 M
          
            2048-01-20
          
          3.000000
          2468481.05
          2604156.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2754 M
          
            2045-04-20
          
          3.500000
          10426725.86
          11162107.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAL7081
          
            2029-07-01
          
          4.000000
          32754.61
          36089.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB2376 X
          
            2047-09-15
          
          4.500000
          371528.82
          417650.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2523 M
          
            2045-01-20
          
          4.500000
          9016698.03
          10182295.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRMA1177
          
            2042-09-01
          
          3.500000
          3756782.52
          4104662.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ1623
          
            2042-10-01
          
          3.500000
          301662.62
          328794.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAE6393
          
            2041-03-01
          
          4.500000
          1428477.42
          1613686.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6282 M
          
            2049-11-20
          
          2.500000
          16196331.29
          16756499.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3695
          
            2034-07-01
          
          3.000000
          4412.53
          4657.65
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q55063 G
          
            2048-04-01
          
          4.000000
          79414.57
          85567.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB7228 X
          
            2047-09-15
          
          4.500000
          329938.20
          368948.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB6632 X
          
            2047-08-15
          
          4.500000
          373040.26
          419320.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB5777 X
          
            2047-08-15
          
          4.500000
          525852.89
          591205.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BA3652 X
          
            2047-06-15
          
          4.500000
          372883.79
          416945.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7054 M
          
            2050-12-20
          
          3.500000
          11906282.55
          12621797.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          2652243.39
          2787612.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6932 M
          
            2050-10-20
          
          3.000000
          44221129.95
          46464394.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6338 M
          
            2049-12-20
          
          3.000000
          25000215.50
          26031457.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7136 M
          
            2051-01-20
          
          2.500000
          15383469.19
          15914862.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5467 M
          
            2048-09-20
          
          4.500000
          2891824.29
          3155804.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4778 M
          
            2047-10-20
          
          3.500000
          1308366.70
          1399556.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3802 M
          
            2046-07-20
          
          3.000000
          3954190.72
          4147642.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3244 M
          
            2045-11-20
          
          3.500000
          9172920.89
          9820772.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2826 M
          
            2045-05-20
          
          3.500000
          11334419.93
          12196295.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2522 M
          
            2045-01-20
          
          4.000000
          7960819.07
          8835058.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA1996 M
          
            2044-06-20
          
          4.000000
          1336461.87
          1473486.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE5460
          
            2040-10-01
          
          4.000000
          1796042.68
          1993280.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CIAE0316
          
            2025-04-01
          
          4.500000
          223223.33
          237303.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAD0944
          
            2040-04-01
          
          5.500000
          3412390.84
          3981551.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CLAD0020
          
            2037-12-01
          
          7.000000
          322089.98
          380234.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3235
          
            2042-06-01
          
          3.500000
          2470665.68
          2730581.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4545
          
            2049-11-01
          
          3.000000
          14469121.65
          15554035.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBK9983
          
            2033-08-01
          
          4.000000
          277705.91
          301040.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBK9384
          
            2033-11-01
          
          4.000000
          197754.86
          212735.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK8672
          
            2048-07-01
          
          4.000000
          225373.85
          245652.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK5189
          
            2033-07-01
          
          3.500000
          229401.92
          248394.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9672
          
            2033-08-01
          
          4.000000
          458207.49
          496081.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9465
          
            2047-04-01
          
          4.000000
          22072770.63
          24399633.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS3641
          
            2044-10-01
          
          4.000000
          2658147.27
          2939027.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0038
          
            2043-07-01
          
          3.000000
          2893661.01
          3076723.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ9325
          
            2043-01-01
          
          3.500000
          6957003.23
          7723668.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CRAQ6240
          
            2042-12-01
          
          4.000000
          5082458.85
          5614677.56
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      665000000.00
      665000000.00
      0.0193
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Rbc Ny 7 Repo 0.080000%
      0000050916
      933FLS005_0.08_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FTRA 03607B 12/15/37
          
            2037-12-15
          
          2.577800
          884.88
          927.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2073PH 07/15/28
          
            2028-07-15
          
          6.500000
          0.18
          0.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5058LU 01/25/51
          
            2051-01-25
          
          1.000000
          196095.94
          150028.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC073KA R13F073
          
            2042-10-25
          
          3.000000
          1433107.24
          1511183.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC061BA R13F061
          
            2043-01-25
          
          3.000000
          141.45
          145.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FEPC 04.000 CIZN2312
          
            2033-12-01
          
          4.000000
          835169.46
          900686.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK6779
          
            2048-08-01
          
          5.000000
          918401.91
          1043558.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBK2738
          
            2050-07-01
          
          2.500000
          823844.21
          868941.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ3749
          
            2032-11-01
          
          3.500000
          401028.01
          436370.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH2091
          
            2047-06-01
          
          4.000000
          1266359.00
          1404105.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN3390
          
            2049-02-01
          
          4.500000
          8110391.54
          9075309.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZL7842
          
            2033-10-01
          
          4.000000
          572002.79
          623091.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4239
          
            2051-01-01
          
          3.000000
          551946.22
          582216.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL899085
          
            2037-03-01
          
          6.000000
          1066959.80
          1286877.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM6065
          
            2051-02-01
          
          3.000000
          2364010.84
          2574708.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM4124
          
            2050-08-01
          
          2.000000
          557684.87
          562664.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTFM2453
          
            2040-02-01
          
          3.000000
          664724.71
          715644.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICA7981
          
            2035-12-01
          
          2.000000
          57151550.60
          58955647.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2299
          
            2048-09-01
          
          4.500000
          4431613.23
          4952323.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2183
          
            2048-08-01
          
          4.000000
          3180108.16
          3577191.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBP3879
          
            2035-03-01
          
          2.500000
          1841220.88
          1924652.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM4586
          
            2048-02-01
          
          3.500000
          7450008.41
          8168193.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM1579
          
            2047-07-01
          
          4.000000
          5629049.00
          6389335.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN1946
          
            2048-10-01
          
          4.500000
          558844.77
          644985.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQA0077
          
            2049-06-01
          
          4.000000
          924689.17
          1021572.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN2562
          
            2049-01-01
          
          4.500000
          2085431.31
          2332329.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA5391
          
            2050-03-01
          
          5.000000
          1132139.72
          1297319.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB9262
          
            2051-02-01
          
          2.500000
          489.00
          509.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1828
          
            2051-01-01
          
          2.000000
          1025888.56
          1028712.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL3108
          
            2043-02-01
          
          3.500000
          4538040.07
          4937644.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK7429
          
            2042-02-01
          
          4.000000
          187995.86
          203392.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAK6313
          
            2042-03-01
          
          3.500000
          2826349.93
          3089705.14
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q61294 G
          
            2049-02-01
          
          4.500000
          1059253.96
          1196343.66
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q10750 G
          
            2042-09-01
          
          3.500000
          1814780.84
          2006295.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZT0343
          
            2048-06-01
          
          4.500000
          1056914.57
          1182608.14
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT0296
          
            2048-02-01
          
          4.000000
          5474458.56
          6115724.47
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZS8060
          
            2033-07-01
          
          4.000000
          8175180.38
          8815025.40
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZS3739
          
            2041-05-01
          
          5.000000
          6788649.98
          7883436.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZS3549
          
            2041-07-01
          
          4.500000
          4947569.53
          5587908.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZN4733
          
            2049-04-01
          
          4.000000
          1972936.46
          2184332.21
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN3382
          
            2049-02-01
          
          4.500000
          477809.61
          533648.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN2398
          
            2049-01-01
          
          4.500000
          1790242.77
          2004037.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3UZM9954
          
            2028-10-01
          
          3.500000
          109365.93
          117698.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM4759
          
            2047-11-01
          
          4.000000
          2030914.34
          2275876.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM4667
          
            2047-11-01
          
          3.500000
          1948279.64
          2109572.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CISB8504
          
            2035-10-01
          
          2.500000
          5772049.45
          6131163.92
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM2203
          
            2046-12-01
          
          3.500000
          2184580.33
          2378484.89
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3729
          
            2042-09-01
          
          3.500000
          4588621.82
          5008276.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3531
          
            2042-08-01
          
          3.500000
          7041241.28
          7781913.36
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2638
          
            2042-02-01
          
          4.000000
          1780006.90
          2021562.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAW7421
          
            2042-01-01
          
          4.000000
          3592343.03
          4044643.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9397
          
            2047-04-01
          
          4.000000
          330400.60
          371926.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAS0178
          
            2033-08-01
          
          3.500000
          2581183.64
          2800885.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAR7097
          
            2043-05-01
          
          3.000000
          179345.20
          194078.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL3443
          
            2034-11-01
          
          5.500000
          1370403.78
          1599096.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIRC1213
          
            2035-01-01
          
          3.000000
          2635782.52
          2847779.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CIQN1287
          
            2034-12-01
          
          2.500000
          958208.28
          1001627.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CIQN0010
          
            2034-06-01
          
          3.500000
          627444.69
          680012.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA8719
          
            2050-04-01
          
          3.500000
          881820.89
          970207.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA6360
          
            2050-01-01
          
          3.500000
          937542.95
          1032834.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q59980 G
          
            2048-11-01
          
          4.000000
          1673351.58
          1849908.21
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9624
          
            2033-07-01
          
          4.000000
          1723599.59
          1853996.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9447
          
            2033-05-01
          
          4.000000
          2537621.04
          2744253.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZK9374
          
            2033-04-01
          
          3.000000
          590835.72
          637070.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAK5480
          
            2042-03-01
          
          3.500000
          2186386.52
          2382922.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAJ6972
          
            2026-11-01
          
          4.000000
          193877.65
          207088.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI8404
          
            2041-09-01
          
          4.500000
          3121964.81
          3604570.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAH4116
          
            2041-03-01
          
          5.000000
          74362.90
          82594.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CI257120
          
            2023-02-01
          
          4.500000
          32746.94
          34500.71
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q49378 G
          
            2047-07-01
          
          4.000000
          882557.81
          1002060.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK3768
          
            2042-03-01
          
          4.000000
          2978791.64
          3290095.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAO6522
          
            2042-06-01
          
          3.500000
          3634071.92
          3970516.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ8853
          
            2043-01-01
          
          3.500000
          2697119.50
          2960435.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM4808
          
            2047-11-01
          
          3.500000
          840289.68
          932450.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CIZS6508
          
            2025-07-01
          
          4.500000
          1868597.02
          1980942.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q46217 G
          
            2047-02-01
          
          3.500000
          3178026.34
          3494159.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2727
          
            2042-02-01
          
          4.000000
          5881376.43
          6679230.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBK2269
          
            2035-03-01
          
          3.000000
          617098.15
          658813.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM4307
          
            2047-09-01
          
          3.500000
          2313290.05
          2511024.43
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3VZN0756
          
            2043-07-01
          
          3.500000
          151623.66
          161868.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL2392
          
            2041-11-01
          
          4.000000
          3156345.92
          3480211.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS9813
          
            2047-06-01
          
          3.500000
          6289200.56
          6978940.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX1458
          
            2044-11-01
          
          4.000000
          673861.17
          752430.54
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZL1988
          
            2041-09-01
          
          4.000000
          1245006.89
          1389246.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQA1329
          
            2049-07-01
          
          4.000000
          3271149.98
          3649994.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD7525
          
            2050-10-01
          
          2.500000
          1172284.05
          1222804.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3507
          
            2050-09-01
          
          2.500000
          2710308.65
          2803955.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8605
          
            2051-01-01
          
          2.500000
          499.29
          520.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK9066
          
            2048-12-01
          
          4.500000
          439754.90
          499282.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAR8170
          
            2043-03-01
          
          3.500000
          3351904.68
          3678110.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAS0906
          
            2028-11-01
          
          3.500000
          3396568.65
          3673553.91
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB6659
          
            2050-12-01
          
          2.000000
          7265515.69
          7285487.79
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G18678 G
          
            2033-02-01
          
          3.500000
          1697450.64
          1827880.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1691
          
            2048-05-01
          
          4.000000
          4609297.07
          5076572.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN0346
          
            2048-12-01
          
          5.000000
          661.97
          746.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK4182
          
            2048-04-01
          
          4.000000
          295986.07
          323560.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE2984
          
            2032-02-01
          
          3.500000
          2100280.18
          2262191.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC9487
          
            2046-07-01
          
          3.500000
          297.71
          325.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4045
          
            2040-06-01
          
          2.000000
          1966633.05
          1982946.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4210
          
            2050-12-01
          
          2.500000
          112421688.30
          116152077.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA4192
          
            2050-11-01
          
          4.000000
          1150524.69
          1237539.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB7302
          
            2042-12-01
          
          3.500000
          4563758.53
          4980897.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2946
          
            2049-01-01
          
          4.000000
          1375360.03
          1518903.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN5434
          
            2049-01-01
          
          4.500000
          2516258.30
          2817031.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q47732 G
          
            2047-04-01
          
          4.000000
          1578988.11
          1777962.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL2496
          
            2042-02-01
          
          4.000000
          3524828.33
          3887169.32
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC K93383 G
          
            2035-12-01
          
          3.500000
          2773163.21
          3008076.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC V60748 G
          
            2030-03-01
          
          3.000000
          4824312.27
          5139930.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U80571 G
          
            2033-09-01
          
          4.000000
          132519.32
          143423.11
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLSD7501
          
            2049-07-01
          
          4.000000
          341.99
          377.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3345
          
            2042-07-01
          
          3.500000
          5057189.06
          5550975.80
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3235
          
            2042-06-01
          
          3.500000
          654334.40
          723170.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAU8868
          
            2043-11-01
          
          4.500000
          3442897.71
          3887386.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU1813
          
            2043-08-01
          
          4.000000
          335471.94
          379005.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS5821
          
            2045-09-01
          
          3.500000
          2708588.50
          2967663.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS2589
          
            2043-08-01
          
          3.000000
          74147.19
          78722.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAQ0642
          
            2032-10-01
          
          3.500000
          183048.59
          195025.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO4106
          
            2042-06-01
          
          4.000000
          4719277.82
          5236783.34
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB2929
          
            2050-09-01
          
          2.000000
          899581.31
          902009.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK4674
          
            2042-03-01
          
          4.000000
          2049821.04
          2274550.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ4077
          
            2041-10-01
          
          4.000000
          2909037.84
          3227454.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAI8159
          
            2041-08-01
          
          5.000000
          2460048.49
          2856810.58
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q43947 G
          
            2046-10-01
          
          3.500000
          2277660.83
          2489710.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q62197 G
          
            2049-03-01
          
          4.000000
          917522.55
          985457.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLBN7266
          
            2049-03-01
          
          5.500000
          2265681.70
          2575392.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBD0972
          
            2046-06-01
          
          3.500000
          2543232.43
          2779100.84
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD7518
          
            2050-06-01
          
          3.000000
          897.27
          961.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3VZN0745
          
            2043-06-01
          
          3.500000
          641853.84
          703707.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC U80320 G
          
            2033-04-01
          
          3.500000
          269419.39
          291382.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAR7399
          
            2043-06-01
          
          3.000000
          2911213.70
          3092257.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL4434
          
            2043-02-01
          
          3.500000
          6768706.43
          7514621.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8098
          
            2050-10-01
          
          2.000000
          20511448.36
          20555873.88
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-05
      2021-03-05
      2021-08-09
      Y
      
        Royal Bank of Canada, New York Branch
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0008
      489000000.00
      489000000.00
      0.0142
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Rbc Ny 10 Repo 0.060000%
      0000050916
      933FLV008_0.06_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 4575BG 11/15/45
          
            2045-11-15
          
          3.000000
          368717.66
          390602.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-027 NW
          
            2051-02-20
          
          1.250000
          765703.80
          781782.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-027 NJ
          
            2051-02-20
          
          1.250000
          750000.00
          717635.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5083UC 03/25/51
          
            2051-03-25
          
          1.000000
          81340.50
          82698.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-172 GA
          
            2044-10-20
          
          3.000000
          69825.52
          70629.16
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FEPC 04.000 CLZM2916
          
            2047-04-01
          
          4.000000
          532017.74
          594603.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CTAL7220
          
            2028-02-01
          
          6.000000
          24673.50
          27794.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BP5564 X
          
            2049-09-15
          
          3.000000
          372016.70
          392254.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785194 C
          
            2050-11-20
          
          4.000000
          33817213.94
          37765061.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8501 C
          
            2050-12-20
          
          3.000000
          35972.70
          37371.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW0103 C
          
            2050-08-20
          
          4.500000
          356721.76
          394567.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU7546 C
          
            2050-11-20
          
          3.500000
          352441.87
          391423.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2310
          
            2048-09-01
          
          4.500000
          4836933.46
          5582570.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK4215
          
            2048-07-01
          
          4.000000
          1476605.20
          1636208.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBJ5426
          
            2033-04-01
          
          4.000000
          881266.24
          958097.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785116 M
          
            2049-09-20
          
          3.500000
          38815049.14
          41293372.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785263 C
          
            2051-01-20
          
          3.500000
          50480193.59
          54922932.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK4790
          
            2033-08-01
          
          3.500000
          1789084.83
          1933053.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU0644 C
          
            2050-02-20
          
          4.500000
          212147.24
          230093.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAP5969
          
            2027-09-01
          
          3.000000
          216733.24
          230063.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 737769 C
          
            2033-05-20
          
          6.500000
          24.56
          27.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBA4339
          
            2045-10-01
          
          3.500000
          196677.19
          211720.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX5688 C
          
            2050-10-20
          
          3.500000
          360593.31
          399411.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL9664
          
            2030-05-01
          
          3.000000
          25507.39
          26945.45
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM3282
          
            2047-05-01
          
          4.000000
          363902.44
          406227.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC0801
          
            2046-04-01
          
          3.500000
          39656.62
          42888.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT3781 C
          
            2050-04-20
          
          4.000000
          47460.06
          52642.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM4724
          
            2047-11-01
          
          3.500000
          489639.41
          543343.33
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM2813
          
            2047-03-01
          
          4.000000
          315273.70
          354901.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP4892
          
            2037-09-01
          
          3.500000
          434411.58
          463268.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP4536
          
            2042-09-01
          
          3.500000
          1560446.65
          1712807.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP4270
          
            2042-08-01
          
          3.500000
          264088.02
          292617.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAO3638
          
            2027-05-01
          
          3.000000
          330330.80
          350673.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL9862
          
            2030-05-01
          
          3.000000
          81872.91
          86516.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAL7926
          
            2043-11-01
          
          3.500000
          230257.04
          250337.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL7227
          
            2030-08-01
          
          3.000000
          37126.52
          39630.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAL6613
          
            2028-06-01
          
          2.500000
          18325.85
          19257.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO4626
          
            2037-06-01
          
          3.500000
          384336.67
          416493.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAO6406
          
            2042-07-01
          
          3.000000
          40139.43
          42418.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 678169 X
          
            2038-09-15
          
          5.500000
          131222.75
          155374.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT9467 C
          
            2050-04-20
          
          4.000000
          444.15
          485.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BA9085 C
          
            2047-05-20
          
          4.500000
          4969.28
          5485.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4778 M
          
            2047-10-20
          
          3.500000
          16743946.54
          17910958.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3596 M
          
            2046-04-20
          
          3.000000
          39549061.78
          41712804.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2305 M
          
            2044-10-20
          
          4.500000
          6971694.61
          7872807.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA1840 M
          
            2044-04-20
          
          4.500000
          32650283.05
          36873727.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4545
          
            2049-11-01
          
          3.000000
          2486002.25
          2672406.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBQ0755
          
            2050-08-01
          
          3.000000
          193733.10
          206224.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5940
          
            2048-05-01
          
          4.000000
          421416.99
          465988.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785053 C
          
            2050-06-20
          
          4.500000
          1404356.06
          1523580.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6217 M
          
            2049-10-20
          
          2.500000
          6081460.08
          6291532.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAO8958
          
            2032-07-01
          
          3.500000
          80097.92
          85034.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAP2443
          
            2032-08-01
          
          3.500000
          661919.61
          718401.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAP5414
          
            2027-09-01
          
          3.000000
          104056.73
          109894.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CVAQ6963
          
            2027-11-01
          
          3.000000
          80932.76
          85902.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6283 M
          
            2049-11-20
          
          3.000000
          7054981.18
          7366411.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7136 M
          
            2051-01-20
          
          2.500000
          23580081.40
          24394610.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CRAQ6286
          
            2042-12-01
          
          4.000000
          569555.61
          629198.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP5915
          
            2042-09-01
          
          3.500000
          436033.03
          476671.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAP1651
          
            2042-08-01
          
          3.000000
          64187.88
          68522.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO9381
          
            2042-07-01
          
          3.500000
          635095.42
          705299.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO9109
          
            2037-06-01
          
          3.500000
          102428.88
          108916.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO8772
          
            2042-08-01
          
          3.500000
          492942.50
          538878.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CRAO6762
          
            2042-06-01
          
          4.000000
          508829.51
          560611.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO1224
          
            2037-04-01
          
          3.500000
          317557.60
          342304.09
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-05
      2021-03-05
      2021-03-05
      Y
      
        Royal Bank of Canada, New York Branch
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0006
      300000000.00
      300000000.00
      0.0087
      N
      N
      Y
      N
    
    
      Nomura Securities International, Inc.
      Nomura 1 Repo 0.020000%
      0001163653
      933GQY005_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FEPC 02.500 CLQB3963
          
            2050-09-01
          
          2.500000
          588773.57
          609708.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB1717
          
            2050-08-01
          
          2.500000
          773699.32
          816911.29
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQA5902
          
            2050-01-01
          
          3.000000
          29257.60
          30664.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC U92487 G
          
            2044-03-01
          
          4.500000
          348414.05
          392423.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN0961
          
            2048-11-01
          
          4.500000
          570195.63
          637611.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CKCA7009
          
            2050-09-01
          
          2.500000
          1726253.33
          1783023.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA6548
          
            2035-05-01
          
          4.000000
          13881.46
          14824.81
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CISB8093
          
            2036-03-01
          
          2.000000
          5297450.00
          5464674.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4655 C
          
            2051-02-20
          
          2.000000
          3277850.00
          3304862.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR6025
          
            2051-02-01
          
          2.000000
          9396972.00
          9422859.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIBQ0411
          
            2035-08-01
          
          2.000000
          693557.12
          719816.51
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4216
          
            2050-12-01
          
          2.500000
          992956.72
          1034011.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CKMA2456
          
            2045-11-01
          
          3.500000
          74.02
          77.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC0906 C
          
            2051-02-20
          
          2.000000
          5745750.00
          5793100.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB6491
          
            2050-11-01
          
          2.500000
          1621099.06
          1687942.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4327
          
            2050-08-01
          
          2.500000
          14254236.65
          14791908.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM3639
          
            2050-03-01
          
          3.500000
          340341.85
          368048.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8528
          
            2051-01-01
          
          2.500000
          992440.18
          1033974.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLSD0194
          
            2049-12-01
          
          3.500000
          2054991.81
          2245192.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CNRD5049
          
            2031-02-01
          
          1.500000
          567717.37
          577562.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB4871
          
            2050-10-01
          
          2.500000
          1075790.03
          1121494.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB0161 C
          
            2051-02-20
          
          2.000000
          764150.00
          775904.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN CA1761
          
            2061-01-15
          
          2.490000
          5757131.43
          5996145.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIFM5632
          
            2035-03-01
          
          3.500000
          5201662.01
          5594374.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7176
          
            2051-01-01
          
          2.500000
          5643117.31
          5831626.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2748 C
          
            2051-02-20
          
          2.000000
          392100.00
          397035.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR0145
          
            2050-12-01
          
          2.500000
          2081474.18
          2167306.08
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB8268
          
            2051-02-01
          
          2.500000
          2054514.47
          2161220.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AA6294 X
          
            2043-04-15
          
          3.000000
          2677.15
          2892.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4820
          
            2050-11-01
          
          2.500000
          14629778.33
          15136818.82
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB5224
          
            2050-10-01
          
          2.500000
          1448955.13
          1497354.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2446 C
          
            2050-10-20
          
          3.000000
          505687.90
          542729.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6577
          
            2050-08-01
          
          2.500000
          18408783.08
          19294468.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBO1464
          
            2049-10-01
          
          3.500000
          579049.62
          613839.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CA1734
          
            2057-10-15
          
          2.640000
          9767050.00
          10276766.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA4811 C
          
            2051-02-20
          
          2.000000
          454100.00
          457842.19
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CIQN4527
          
            2035-08-01
          
          2.000000
          949608.42
          985858.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIFM5519
          
            2032-10-01
          
          3.500000
          4253527.93
          4533893.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6028
          
            2051-02-01
          
          2.500000
          10267950.00
          10782241.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB4222
          
            2050-09-01
          
          2.500000
          1381659.66
          1427812.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA7404
          
            2050-10-01
          
          4.000000
          4539741.15
          4997087.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2870 C
          
            2050-12-20
          
          3.500000
          498.56
          530.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLQA0331
          
            2049-06-01
          
          5.000000
          864111.45
          974780.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB0678
          
            2050-06-01
          
          3.000000
          695039.21
          732979.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB8038
          
            2051-02-01
          
          2.500000
          2255673.74
          2349160.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM1388
          
            2049-08-01
          
          3.500000
          6759007.63
          7308991.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR0625
          
            2051-01-01
          
          2.000000
          5026519.80
          5065263.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQB0375
          
            2050-06-01
          
          4.000000
          396285.67
          425938.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ9216
          
            2051-01-01
          
          2.000000
          16420796.16
          16511650.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBO7492
          
            2049-12-01
          
          5.000000
          2263725.04
          2515630.61
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB7725
          
            2051-01-01
          
          3.000000
          1431474.05
          1503406.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK8002
          
            2048-06-01
          
          5.000000
          972078.26
          1102253.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785172 C
          
            2050-03-20
          
          5.500000
          4745180.11
          5346154.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 736888 X
          
            2040-07-15
          
          4.000000
          3707.77
          4058.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN AP6748
          
            2056-02-15
          
          2.140000
          2875000.00
          2924918.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5419 C
          
            2051-02-20
          
          2.000000
          526000.00
          530334.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4701 C
          
            2051-02-20
          
          2.000000
          3061050.00
          3086275.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4132 C
          
            2051-02-20
          
          2.500000
          538400.00
          567065.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB0989 C
          
            2051-02-20
          
          2.000000
          5125400.00
          5167637.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB0417 C
          
            2051-01-20
          
          2.000000
          941512.86
          949224.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2267 C
          
            2051-02-20
          
          2.000000
          7686800.00
          7750146.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN BZ8174
          
            2056-01-15
          
          2.060000
          1569764.77
          1587450.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM BY9443
          
            2054-09-15
          
          2.990000
          589735.31
          636286.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY6469 C
          
            2050-12-20
          
          3.000000
          604518.68
          629657.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5060 C
          
            2050-10-20
          
          2.500000
          16184189.48
          16994646.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2867 C
          
            2050-12-20
          
          4.000000
          793624.02
          851175.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN BX1640
          
            2061-02-15
          
          2.170000
          3163150.00
          3209474.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN BW5286
          
            2056-02-15
          
          2.090000
          6840000.00
          6931521.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CTRB5058
          
            2040-05-01
          
          2.000000
          1870029.94
          1885554.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4137
          
            2050-12-01
          
          2.500000
          495.05
          515.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3987
          
            2050-11-01
          
          2.500000
          47507361.42
          49105561.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA4946
          
            2050-01-01
          
          3.500000
          1531083.99
          1673468.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA5306
          
            2050-03-01
          
          3.000000
          3530506.95
          3697794.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3057
          
            2049-02-01
          
          4.500000
          21488453.90
          24087031.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR6042
          
            2051-02-01
          
          2.000000
          13849163.00
          13887315.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR2994
          
            2051-03-01
          
          2.000000
          2333083.00
          2339510.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ9422
          
            2051-01-01
          
          2.000000
          4153728.00
          4180809.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ8552
          
            2050-12-01
          
          2.000000
          2753010.24
          2760588.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ8409
          
            2050-12-01
          
          2.500000
          1996970.11
          2071343.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ7974
          
            2051-02-01
          
          2.000000
          24627402.00
          24695247.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ5563
          
            2050-10-01
          
          2.500000
          656153.03
          678070.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ5554
          
            2050-10-01
          
          2.500000
          2481068.90
          2622981.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ5446
          
            2050-11-01
          
          2.500000
          865694.38
          907840.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ1686
          
            2050-09-01
          
          2.500000
          1218304.66
          1283364.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBP5354
          
            2050-05-01
          
          3.500000
          807180.19
          861704.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN7678
          
            2049-08-01
          
          5.000000
          644269.60
          725067.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN3112
          
            2049-04-01
          
          4.000000
          81399.57
          90174.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM4682
          
            2045-01-01
          
          4.000000
          1792204.12
          1977236.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW1579 C
          
            2050-06-20
          
          3.500000
          1258854.12
          1355492.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN BT2191
          
            2056-01-15
          
          2.020000
          2496196.05
          2515271.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7195 M
          
            2051-02-20
          
          3.500000
          303350.00
          326805.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CLMA4280
          
            2051-03-01
          
          1.500000
          1793695.00
          1743937.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CNMA3822
          
            2029-09-01
          
          3.500000
          126862.84
          135394.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFM6151
          
            2036-02-01
          
          2.000000
          8317856.50
          8580425.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6051
          
            2051-02-01
          
          2.500000
          500.00
          522.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTFM6046
          
            2040-05-01
          
          3.000000
          2894400.00
          3039861.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM5971
          
            2051-02-01
          
          2.000000
          51455450.00
          51963463.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM5034
          
            2050-12-01
          
          2.500000
          9130545.85
          9527972.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4862
          
            2050-11-01
          
          2.500000
          2701733.49
          2805674.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4773
          
            2050-10-01
          
          2.500000
          38742785.52
          40036992.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB9039
          
            2051-02-01
          
          2.000000
          41339600.00
          41651916.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB8423
          
            2051-01-01
          
          2.000000
          646150.00
          647930.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7878
          
            2051-01-01
          
          2.500000
          783003.37
          815393.18
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB7457
          
            2050-12-01
          
          2.500000
          1668656.05
          1724678.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB6648
          
            2050-11-01
          
          2.500000
          567577.31
          586536.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB5487
          
            2050-11-01
          
          3.000000
          749533.82
          812315.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB5225
          
            2050-11-01
          
          2.500000
          6194665.49
          6401592.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB4649
          
            2050-10-01
          
          2.500000
          914581.61
          945131.48
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB3256
          
            2050-08-01
          
          2.500000
          17107356.24
          17958722.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB2985
          
            2050-08-01
          
          2.500000
          3655306.38
          3844183.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 06.000 CLQA0030
          
            2049-01-01
          
          6.000000
          326117.97
          368043.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q54884 G
          
            2048-03-01
          
          4.500000
          386181.24
          429926.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC V85378 G
          
            2049-04-01
          
          3.500000
          340055.55
          365077.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8115
          
            2050-12-01
          
          3.000000
          416692.79
          436503.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLSD7513
          
            2050-04-01
          
          3.500000
          6233.02
          6832.44
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8062
          
            2050-05-01
          
          3.000000
          155006.63
          162335.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CISB8036
          
            2035-03-01
          
          3.000000
          19752.90
          20858.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CISB8035
          
            2035-03-01
          
          2.500000
          735227.75
          768543.21
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CISB8031
          
            2035-02-01
          
          2.500000
          120600.47
          126065.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 06.000 ZLZT1253
          
            2036-04-01
          
          6.000000
          20471.67
          24675.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLZS4680
          
            2046-09-01
          
          2.500000
          78542.65
          81272.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM3236
          
            2047-05-01
          
          4.000000
          2496.55
          2704.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ8436
          
            2050-12-01
          
          2.500000
          19234587.27
          19923264.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CIZK9145
          
            2032-12-01
          
          3.500000
          9647.27
          10497.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6719
          
            2050-08-01
          
          2.500000
          494957.26
          522597.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6822 M
          
            2050-08-20
          
          4.000000
          205749.92
          221295.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4056
          
            2050-08-01
          
          2.500000
          1862821.25
          1957605.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIFM2153
          
            2033-11-01
          
          4.000000
          15296523.92
          16311200.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CIFM1822
          
            2029-03-01
          
          4.500000
          8336647.16
          8866099.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM1586
          
            2048-01-01
          
          3.500000
          1485402.45
          1591000.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7754
          
            2050-11-01
          
          3.000000
          58855298.50
          61745407.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7053
          
            2050-09-01
          
          3.000000
          28801002.49
          30763339.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZA5433
          
            2048-06-01
          
          3.500000
          48868.23
          52279.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BO9513 X
          
            2049-12-15
          
          2.500000
          185273.19
          198923.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBM4688
          
            2048-09-01
          
          5.000000
          5270894.23
          5977790.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 U3BF0209
          
            2042-02-01
          
          3.500000
          47064546.40
          51361094.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM4216
          
            2049-06-01
          
          3.500000
          25800783.90
          27392655.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3871
          
            2049-12-01
          
          3.000000
          251724.42
          263206.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4071
          
            2050-12-01
          
          2.500000
          77661932.56
          80904792.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2337
          
            2048-09-01
          
          4.500000
          7811102.85
          8875381.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBO8122
          
            2049-11-01
          
          4.500000
          1675155.58
          1833385.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK7618
          
            2048-09-01
          
          5.000000
          162285.10
          183536.70
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM7365
          
            2048-07-01
          
          4.500000
          344.66
          376.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4237
          
            2051-01-01
          
          2.000000
          6634365.60
          6648734.90
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08810 G
          
            2048-04-01
          
          4.500000
          1145.69
          1255.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN6118
          
            2049-01-01
          
          5.000000
          97509.31
          110260.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6168
          
            2050-06-01
          
          2.500000
          48952427.64
          51481951.87
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLSD8086
          
            2050-08-01
          
          4.000000
          896683.71
          964502.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBK7635
          
            2033-09-01
          
          4.000000
          4350.33
          4787.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651862 X
          
            2036-06-15
          
          6.500000
          4.49
          5.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004656 M
          
            2040-03-20
          
          4.000000
          1103.97
          1226.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004372 M
          
            2039-02-20
          
          6.500000
          17.77
          20.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN CA1753
          
            2060-12-15
          
          2.730000
          3936129.43
          4152123.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BW3851 X
          
            2050-07-15
          
          2.500000
          4030149.31
          4160577.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBA3994
          
            2046-02-01
          
          4.500000
          476597.78
          533381.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CRAS8547
          
            2046-11-01
          
          3.000000
          15736.45
          16840.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQA4691
          
            2049-10-01
          
          4.000000
          408692.22
          439147.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLQA5329
          
            2049-12-01
          
          4.000000
          1956714.58
          2104694.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3661
          
            2050-10-01
          
          2.500000
          3836932.76
          3969522.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08759 G
          
            2047-04-01
          
          4.500000
          1975.82
          2178.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL912497
          
            2037-03-01
          
          6.000000
          13.07
          15.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 716791 X
          
            2024-04-15
          
          5.000000
          8.99
          9.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA2533
          
            2033-10-01
          
          4.000000
          8410.44
          9206.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ0855
          
            2050-08-01
          
          2.500000
          764365.29
          797327.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CKBP4240
          
            2050-04-01
          
          3.000000
          3175964.44
          3270088.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBO7471
          
            2049-11-01
          
          4.000000
          4447237.46
          4783990.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO3106
          
            2049-10-01
          
          3.000000
          7193.44
          7541.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CKBM3598
          
            2047-01-01
          
          2.500000
          4650245.48
          4755350.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK9917
          
            2048-10-01
          
          4.500000
          22624.38
          24656.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BM2461 C
          
            2049-08-20
          
          4.500000
          343731.88
          374207.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BE5578 H
          
            2068-10-20
          
          4.127000
          2293726.27
          2536732.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BE5536 H
          
            2068-06-20
          
          4.230000
          517810.60
          573600.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BB5742 H
          
            2067-08-20
          
          4.679000
          285621.74
          326608.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7136 M
          
            2051-01-20
          
          2.500000
          62998206.52
          65174360.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5530 M
          
            2048-10-20
          
          5.000000
          312772.72
          343456.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5471 M
          
            2048-09-20
          
          6.500000
          9870.34
          11491.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4197 M
          
            2047-01-20
          
          4.000000
          142011.24
          154577.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3104 M
          
            2045-09-20
          
          3.000000
          3901.20
          4126.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AA5970 C
          
            2043-01-20
          
          3.000000
          784.15
          849.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CLAD0440
          
            2039-10-01
          
          6.000000
          19.86
          23.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4100
          
            2050-08-01
          
          2.000000
          26902638.69
          26960906.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4931
          
            2050-11-01
          
          2.500000
          62623717.71
          65207579.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4836
          
            2050-11-01
          
          2.500000
          17426859.18
          18123168.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM5299
          
            2050-11-01
          
          3.500000
          86786233.65
          93071340.90
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/8 NOTE M 23
          
            2023-06-30
          
          1.375000
          9983000.00
          10268075.10
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          2343050.00
          2429467.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          696500.00
          698212.49
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          220808.91
          256741.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 31
          
            2031-01-15
          
          0.125000
          523445.90
          564587.20
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-2
      
      
        Standard and Poor's Ratings Services
        A-2
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      1250000000.00
      1250000000.00
      0.0363
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corp.
      Fixed Income Clearing Corp. 0.010000%
      0000093748
      935AYB007_0.01_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UST - 1.3750 - 08/15/2050
          
            2050-08-15
          
          1.375000
          50000000.00
          40559950.88
          U.S. Treasuries (including strips)
        
        
          UST - 1.3750 - 08/15/2050
          
            2050-08-15
          
          1.375000
          50000000.00
          40559950.88
          U.S. Treasuries (including strips)
        
        
          UST - 1.3750 - 08/15/2050
          
            2050-08-15
          
          1.375000
          27458300.00
          22274145.99
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0001
      100000000.00
      100000000.00
      0.0029
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A2 Bnp Repo A2 0.040000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEL004_0.04_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          169773.33
          168718.70
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Z 22
          
            2022-05-31
          
          1.750000
          1790058.67
          1833719.57
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 BOND 40
          
            2040-05-15
          
          1.125000
          44977688.00
          37586098.24
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          5691973.52
          5799989.92
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          8613696.00
          9486104.79
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          5861.33
          6594.03
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          421632.02
          485132.04
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          20.86
          26.98
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          590578.80
          848115.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          9047328.09
          12876272.40
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          3008766.19
          3866582.14
          U.S. Treasuries (including strips)
        
        
          USTR 2 TRIB 26
          
            2026-01-15
          
          2.000000
          2522.88
          2980.65
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          3352828.27
          3921362.41
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          7422692.48
          10534293.41
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/25/21
          
            2021-03-25
          
          0.00
          24197096.00
          24196491.07
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 24
          
            2024-07-15
          
          0.125000
          51214391.41
          55056230.21
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 25
          
            2025-04-15
          
          0.125000
          9394483.54
          10120368.65
          U.S. Treasuries (including strips)
        
        
          USTR 6 3/8 BOND 27
          
            2027-08-15
          
          6.375000
          23538.67
          31428.60
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          10.45
          14.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          12650504.96
          13899237.00
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          1107101.33
          1369643.66
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AF 25
          
            2025-10-31
          
          0.250000
          218362.67
          213635.53
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE R 25
          
            2025-10-31
          
          3.000000
          1674362.67
          1865556.47
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AU 23
          
            2023-12-15
          
          0.125000
          32704.00
          32530.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          38779682.67
          38055130.36
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BD 22
          
            2022-07-31
          
          0.125000
          147634.67
          147572.63
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AA 25
          
            2025-06-30
          
          0.250000
          12693333.33
          12472261.75
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          56.00
          52.09
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          2086093.33
          2153177.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE N 25
          
            2025-07-31
          
          2.875000
          11111034.67
          12203337.34
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          1355718.93
          1547758.10
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE M 22
          
            2022-06-30
          
          2.125000
          18.67
          19.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 23
          
            2023-05-15
          
          1.750000
          773472.00
          803489.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          93333.33
          98735.73
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 26
          
            2026-07-15
          
          0.125000
          10140760.00
          11052638.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE K 23
          
            2023-04-30
          
          1.625000
          112000.00
          116027.18
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          1261633.98
          1286482.03
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          1809137.51
          1953991.63
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          802162.67
          859706.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          24182.22
          27797.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Y 23
          
            2023-04-30
          
          2.750000
          88480.00
          94153.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN X 23
          
            2023-04-15
          
          0.625000
          18400870.24
          19531986.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          336.00
          356.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE R 24
          
            2024-10-31
          
          2.250000
          24544688.00
          26292276.02
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/17/21
          
            2021-06-17
          
          0.00
          10665237.33
          10663434.91
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE AM 22
          
            2022-05-15
          
          2.125000
          13328485.33
          13729756.32
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          37.33
          38.30
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BE 07/31/22
          
            2022-07-31
          
          0.085000
          112.00
          112.04
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          9333333.33
          9716928.69
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-11
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0004
      350000000.00
      350000000.00
      0.0102
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A3 Bnp Repo A3 0.050000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEM002_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 1/2 NOTE AX 21
          
            2021-02-28
          
          2.500000
          10.00
          10.13
          Agency Mortgage-Backed Securities
        
        
          USTR 2 NOTE K 24
          
            2024-04-30
          
          2.000000
          3158150.00
          3339741.53
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE R 25
          
            2025-10-31
          
          3.000000
          5390000.00
          6005478.74
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          363005.00
          362949.40
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 22
          
            2022-08-15
          
          1.625000
          3490655.00
          3567462.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          1904662.76
          2113680.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 25
          
            2025-02-15
          
          2.000000
          6551465.00
          6923442.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE G 22
          
            2022-01-31
          
          1.500000
          6232700.00
          6319504.98
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          1801105.00
          1922358.42
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          412236.10
          568930.01
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AA 24
          
            2024-06-30
          
          1.750000
          8408205.00
          8801503.20
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE F 26
          
            2026-11-15
          
          2.000000
          5.00
          5.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          140922.96
          157236.22
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          30.54
          33.56
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE AK 22
          
            2022-03-15
          
          2.375000
          616375.00
          637504.13
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          1063904.57
          1222938.30
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          2559130.00
          2796037.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE P 25
          
            2025-08-31
          
          2.750000
          1270840.00
          1404137.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          752670.00
          600783.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          776016.31
          790742.75
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          5.39
          6.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          47854.43
          61497.99
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/18/21
          
            2021-03-18
          
          0.00
          71235.00
          71233.50
          U.S. Treasuries (including strips)
        
        
          USTR BILL 07/15/21
          
            2021-07-15
          
          0.00
          5.00
          5.00
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/20/21
          
            2021-05-20
          
          0.00
          5.00
          5.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE AE 22
          
            2022-10-31
          
          2.000000
          13860.00
          14375.83
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE M 22
          
            2022-06-30
          
          2.125000
          2128240.00
          2191716.87
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/25/21
          
            2021-03-25
          
          0.00
          10.00
          10.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE AQ 21
          
            2021-08-15
          
          2.750000
          5.00
          5.07
          U.S. Treasuries (including strips)
        
        
          USTR BILL 02/24/22
          
            2022-02-24
          
          0.00
          1128380.00
          1127375.74
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-22
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A4 Bnp Repo A4 0.080000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEN000_0.08_0302
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR BILL 04/06/21
          
            2021-04-06
          
          0.00
          171250.00
          171242.81
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/05/21
          
            2021-08-05
          
          0.00
          1450.00
          1449.68
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          8414689.36
          9841555.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          6657299.12
          6783634.46
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE AL 22
          
            2022-04-15
          
          2.250000
          30081750.00
          31051374.06
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          79044749.78
          86847261.40
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          200.00
          247.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          27684574.00
          32791488.79
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          25.00
          25.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE W 22
          
            2022-03-31
          
          1.875000
          25.00
          25.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE S 27
          
            2027-11-30
          
          0.625000
          5025.00
          4855.16
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          1370225.00
          1344623.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE P 27
          
            2027-08-31
          
          0.500000
          50000.00
          48169.12
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/22
          
            2022-04-30
          
          0.144000
          155675.00
          155850.35
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 25
          
            2025-04-15
          
          0.125000
          7183616.90
          7738674.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AY 22
          
            2022-03-31
          
          0.375000
          6288775.00
          6315408.14
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE H 27
          
            2027-02-28
          
          1.125000
          3480750.00
          3521728.33
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          43319290.99
          46618018.82
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          13604275.00
          14786970.77
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE Y 22
          
            2022-04-30
          
          1.875000
          25.00
          25.66
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 22
          
            2022-04-15
          
          0.125000
          749.63
          770.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          24934148.10
          27496009.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AE 21
          
            2021-10-31
          
          1.250000
          4354775.00
          4406529.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 26
          
            2026-07-15
          
          0.125000
          1222323.75
          1332237.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          1544899.20
          1575326.21
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          330175.00
          341304.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE S 21
          
            2021-11-30
          
          1.875000
          50.00
          50.90
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          635893.55
          685522.92
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          56209900.00
          62201906.23
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE R 25
          
            2025-10-31
          
          3.000000
          216250.00
          240943.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE K 25
          
            2025-04-30
          
          2.875000
          5137650.00
          5665561.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          1443050.00
          1532187.16
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          9377970.88
          10463565.83
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 27
          
            2027-11-15
          
          2.250000
          250.00
          269.54
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          384800.00
          412798.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          1112580.15
          1235248.24
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          100.00
          102.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 49
          
            2049-02-15
          
          1.000000
          77.62
          95.26
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          14417732.29
          17625517.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 46
          
            2046-02-15
          
          1.000000
          27.48
          33.23
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          25.00
          28.69
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-08-15
          
          2.750000
          25.00
          27.41
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          28.81
          33.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          63925296.93
          90979295.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 27
          
            2027-01-15
          
          2.375000
          4842937.50
          5949236.47
          U.S. Treasuries (including strips)
        
        
          USTR 6 1/4 BOND 30
          
            2030-05-15
          
          6.250000
          126250.00
          181820.85
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          1101997.34
          1563955.85
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BE 07/31/22
          
            2022-07-31
          
          0.085000
          100.00
          100.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 25
          
            2025-10-15
          
          0.125000
          91213.96
          99061.19
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE L 24
          
            2024-05-31
          
          2.000000
          332775.00
          351515.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          123852.89
          135840.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          25.00
          25.91
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          8376750.00
          8600014.22
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          1346353.56
          1831264.04
          U.S. Treasuries (including strips)
        
        
          USTR 6 1/4 BOND 23
          
            2023-08-15
          
          6.250000
          1300.00
          1494.98
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/03/21
          
            2021-06-03
          
          0.00
          189350.00
          189323.87
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/13/21
          
            2021-05-13
          
          0.00
          16825475.00
          16823826.10
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/06/21
          
            2021-05-06
          
          0.00
          89625.00
          89617.92
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/25/21
          
            2021-03-25
          
          0.00
          50.00
          50.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-02
      2021-03-02
      2021-03-02
      Y
      
        BNP Paribas SA
        1.0000
        4
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0008
      500000000.00
      500000000.00
      0.0145
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A5 Bnp Repo A5 0.050000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEP005_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 1/2 NOTE AX 21
          
            2021-02-28
          
          2.500000
          50.00
          50.63
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/8 TRIN A 31
          
            2031-01-15
          
          0.125000
          266125.02
          286876.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE N 22
          
            2022-07-31
          
          2.000000
          25.00
          25.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          5312248.33
          5826400.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 22
          
            2022-04-15
          
          0.125000
          133.86
          137.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE C 24
          
            2024-05-15
          
          2.500000
          496200.00
          533337.23
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE H 24
          
            2024-02-29
          
          2.125000
          25.00
          26.59
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE E 23
          
            2023-08-15
          
          2.500000
          25.00
          26.40
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AF 21
          
            2021-11-30
          
          1.750000
          325.00
          330.43
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 22
          
            2022-05-15
          
          1.750000
          25.00
          25.61
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AA 21
          
            2021-06-30
          
          1.125000
          25.00
          25.13
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          50.00
          51.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          109.96
          118.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE T 21
          
            2021-12-31
          
          2.125000
          25.00
          25.51
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          935300.00
          1017331.05
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE AJ 22
          
            2022-02-15
          
          2.500000
          25.00
          25.60
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AT 21
          
            2021-11-15
          
          2.875000
          100.00
          102.80
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Z 23
          
            2023-05-31
          
          2.750000
          2504550.00
          2663735.07
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN X 23
          
            2023-04-15
          
          0.625000
          17722454.74
          18811868.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE AE 22
          
            2022-10-31
          
          2.000000
          607700.00
          630316.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AD 22
          
            2022-09-30
          
          1.875000
          25.00
          25.87
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          11557400.00
          10066186.74
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          2134150.00
          2414518.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-08-15
          
          2.750000
          636750.00
          698008.94
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          9901500.00
          14052219.79
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/4 BOND 29
          
            2029-02-15
          
          5.250000
          25.00
          32.56
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          1815720.94
          2072919.93
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          25.00
          25.60
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE M 21
          
            2021-06-30
          
          2.125000
          25.00
          25.26
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BE 07/31/22
          
            2022-07-31
          
          0.085000
          7902625.00
          7905499.62
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AE 23
          
            2023-10-31
          
          2.875000
          6276950.00
          6768068.28
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 39
          
            2039-08-15
          
          4.500000
          25.00
          34.63
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          85374559.60
          87056023.35
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 22
          
            2022-07-15
          
          0.125000
          56.63
          58.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          17108167.93
          18796916.14
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AG 24
          
            2024-11-30
          
          1.500000
          38625.00
          40150.16
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE M 23
          
            2023-06-30
          
          1.375000
          50.00
          51.43
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE U 22
          
            2022-01-31
          
          1.875000
          150.00
          152.66
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/4 BOND 43
          
            2043-11-15
          
          3.750000
          25.00
          32.18
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          25.00
          25.00
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          30191812.50
          41065870.21
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/17/21
          
            2021-06-17
          
          0.00
          1896100.00
          1895779.56
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AQ 23
          
            2023-08-15
          
          0.125000
          1411325.00
          1406693.01
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AH 24
          
            2024-12-31
          
          1.750000
          29199000.00
          30616188.79
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BK 21
          
            2021-11-30
          
          1.500000
          25.00
          25.36
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          360500.00
          375713.14
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE AB 23
          
            2023-07-31
          
          2.750000
          50.00
          53.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-16
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      250000000.00
      250000000.00
      0.0073
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A6 Bnp Repo A6 0.010000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEQ003_0.01_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 7 5/8 BOND 25
          
            2025-02-15
          
          7.625000
          8.30
          10.62
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          6447409.01
          6680532.71
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE Z 21
          
            2021-05-31
          
          1.375000
          8.30
          8.35
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE J 21
          
            2021-03-31
          
          2.250000
          10359251.40
          10475173.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          12479661.58
          13374898.03
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/21
          
            2021-04-30
          
          0.169000
          2048.91
          2049.49
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AT 21
          
            2021-11-15
          
          2.875000
          8.30
          8.53
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AS 21
          
            2021-10-15
          
          2.875000
          82.95
          85.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          17.52
          19.54
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE AE 22
          
            2022-10-31
          
          2.000000
          1769947.74
          1835820.48
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AD 22
          
            2022-09-30
          
          1.875000
          3028481.93
          3133949.23
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AC 22
          
            2022-08-31
          
          1.625000
          3642440.31
          3751951.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          176632.27
          196106.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 49
          
            2049-02-15
          
          1.000000
          8870972.66
          10886323.41
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          605080.31
          739703.94
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 46
          
            2046-02-15
          
          1.000000
          1080904.99
          1306937.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          9712169.67
          12563874.58
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          209215.24
          234074.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          2488.55
          2743.44
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          5731783.91
          6586163.05
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          1755905.41
          2521613.12
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 22
          
            2022-04-15
          
          0.125000
          1699755.86
          1747357.80
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          30.94
          37.34
          U.S. Treasuries (including strips)
        
        
          USTR 5 BOND 37
          
            2037-05-15
          
          5.000000
          8.30
          12.04
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE W 22
          
            2022-03-31
          
          1.875000
          16.59
          17.03
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BG 22
          
            2022-09-30
          
          0.125000
          398508.04
          398448.93
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          4836413.23
          4746050.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE L 27
          
            2027-05-31
          
          0.500000
          1645935.01
          1590891.31
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AH 23
          
            2023-01-15
          
          1.500000
          8295165.39
          8515985.45
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AU 22
          
            2022-12-15
          
          1.625000
          8003706.46
          8238366.56
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          7986817.51
          8323862.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE N 22
          
            2022-07-31
          
          2.000000
          3293844.27
          3385302.68
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE F 29
          
            2029-11-15
          
          1.750000
          2431064.12
          2517635.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AJ 24
          
            2024-01-15
          
          0.125000
          5640048.85
          5606913.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          12186701.22
          12789275.83
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 25
          
            2025-10-15
          
          0.125000
          30748.31
          33393.62
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE C 24
          
            2024-05-15
          
          2.500000
          82.95
          89.16
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          13889690.38
          15296460.25
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          16.59
          17.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          1985922.05
          2267230.22
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          11590243.77
          13335795.95
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE H 24
          
            2024-02-29
          
          2.125000
          2985430.03
          3174937.95
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/4 BOND 29
          
            2029-02-15
          
          5.250000
          8.30
          10.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0001
      163000000.00
      163000000.00
      0.0047
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A10 Bnp Repo A1 0.050000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEU004_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          36414839.11
          41573043.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          76981.15
          84431.85
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE Y 22
          
            2022-04-30
          
          1.875000
          5186295.65
          5323949.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 22
          
            2022-04-15
          
          0.125000
          7143284.80
          7343333.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 24
          
            2024-07-15
          
          0.125000
          1287.58
          1384.17
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          11107991.85
          12249283.39
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          52117826.05
          59908460.88
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          5974539.13
          6527621.86
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE G 25
          
            2025-01-31
          
          2.500000
          19565217.39
          21080065.70
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 24
          
            2024-12-31
          
          2.250000
          13043478.26
          13942588.93
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          26.09
          26.76
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          15831429.97
          17576932.37
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          12117.69
          13942.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          5834611.03
          6704317.57
          U.S. Treasuries (including strips)
        
        
          USTR 6 3/8 BOND 27
          
            2027-08-15
          
          6.375000
          29243.48
          39045.61
          U.S. Treasuries (including strips)
        
        
          USTR 8 1/8 BOND 21
          
            2021-05-15
          
          8.125000
          443.48
          461.41
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/25/21
          
            2021-05-25
          
          0.00
          79878.26
          79868.68
          U.S. Treasuries (including strips)
        
        
          USTR BILL 07/29/21
          
            2021-07-29
          
          0.00
          782.61
          782.44
          U.S. Treasuries (including strips)
        
        
          USTR BILL 01/27/22
          
            2022-01-27
          
          0.00
          227634.78
          227463.83
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/03/21
          
            2021-06-03
          
          0.00
          1956834.78
          1956564.74
          U.S. Treasuries (including strips)
        
        
          USTR BILL 12/02/21
          
            2021-12-02
          
          0.00
          850852.17
          850334.01
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/11/21
          
            2021-03-11
          
          0.00
          26.09
          26.09
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          182.61
          197.09
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/12/21
          
            2021-08-12
          
          0.00
          7564356.52
          7562541.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          3642208.70
          3471986.53
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          967200.00
          1002171.76
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/15/21
          
            2021-04-15
          
          0.00
          13133556.52
          13132676.57
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/25/21
          
            2021-03-25
          
          0.00
          52.17
          52.17
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 48
          
            2048-05-15
          
          3.125000
          600.00
          708.75
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BK 21
          
            2021-11-30
          
          1.500000
          2083434.78
          2113137.01
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/29/21
          
            2021-04-29
          
          0.00
          1957460.87
          1957327.76
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE R 25
          
            2025-10-31
          
          3.000000
          46406034.78
          51705093.75
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE Y 21
          
            2021-04-30
          
          1.375000
          26.09
          26.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AH 25
          
            2025-12-31
          
          0.375000
          1643478.26
          1612992.51
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          14775130.43
          14499074.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          2704356.52
          2660774.18
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE W 25
          
            2025-03-31
          
          0.500000
          10828434.78
          10802843.98
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-18
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0087
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citig Repo 10 Cit Repo 10 0.030000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      938DML009_0.03_0304
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FCSB FCFR 03SF DD 22/08
          
            2022-08-25
          
          0.065000
          285.71
          285.78
          Agency Debentures and Agency Strips
        
        
          FCSB 0.22 FCOR 21-22 OU
          
            2022-07-21
          
          0.220000
          1142.86
          1143.14
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 06.500 CZAL0778
          
            2049-01-01
          
          6.500000
          26935.22
          31496.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784824 X
          
            2048-07-15
          
          3.000000
          13434631.79
          14959883.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB4066
          
            2041-12-01
          
          4.500000
          15991.03
          18110.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB2345
          
            2041-02-01
          
          4.500000
          13811.15
          15534.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CT932346
          
            2030-01-01
          
          4.000000
          56.41
          60.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA1058
          
            2048-01-01
          
          3.500000
          23192.02
          25723.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM3053
          
            2046-07-01
          
          4.500000
          33161.35
          38281.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH4100
          
            2047-10-01
          
          3.500000
          17650.78
          19493.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784839 X
          
            2049-06-15
          
          3.500000
          60210.49
          64115.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784667 C
          
            2049-02-20
          
          4.500000
          78677.46
          89035.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784427 C
          
            2048-01-20
          
          4.000000
          4605397.43
          5088534.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA ML AE9594 H
          
            2063-07-20
          
          0.508000
          82888.69
          83425.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD5420 C
          
            2047-12-20
          
          3.500000
          83744.11
          92210.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9972
          
            2047-07-01
          
          4.000000
          27258.74
          29470.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAY2949
          
            2045-04-01
          
          3.500000
          17165.15
          18442.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBC6129
          
            2031-07-01
          
          2.500000
          21355.42
          22536.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBD1003
          
            2046-04-01
          
          4.000000
          24553.79
          26827.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BL2207 X
          
            2049-01-15
          
          4.500000
          14718.14
          16349.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT6302
          
            2043-06-01
          
          3.500000
          13748.84
          15264.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA ML 899620 H
          
            2063-08-20
          
          1.965000
          107160.63
          111492.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BB3786 C
          
            2047-11-20
          
          4.000000
          35103.63
          38142.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 U3BF0196
          
            2041-02-01
          
          3.500000
          26067.81
          28447.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784877 X
          
            2048-02-15
          
          2.500000
          3124436.20
          3261046.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAX5727
          
            2029-12-01
          
          3.000000
          60.86
          64.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAY7921
          
            2046-05-01
          
          3.000000
          24938.69
          26265.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAU0917
          
            2043-07-01
          
          3.500000
          18091.58
          20085.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS5851
          
            2045-09-01
          
          4.500000
          33833.09
          37436.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAS4126
          
            2044-12-01
          
          3.500000
          15807.82
          17324.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL7347
          
            2045-09-01
          
          4.000000
          22878.22
          25062.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAK0690
          
            2042-01-01
          
          4.500000
          14885.28
          16342.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAJ2399
          
            2041-10-01
          
          4.500000
          21048.73
          23531.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAJ1098
          
            2041-09-01
          
          4.500000
          28650.79
          31215.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI7544
          
            2041-07-01
          
          4.500000
          29263.18
          32206.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI0611
          
            2041-04-01
          
          4.500000
          40916.98
          45848.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH4882
          
            2041-02-01
          
          4.500000
          17727.29
          19956.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 3BRH0001
          
            2049-06-01
          
          4.000000
          1067135.31
          1141590.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZT1547
          
            2048-12-01
          
          5.000000
          2609193.69
          2895180.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM 892379 H
          
            2059-12-20
          
          1.520000
          134074.74
          136616.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH0351
          
            2041-02-01
          
          4.500000
          13532.74
          15287.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH4660
          
            2041-02-01
          
          4.500000
          17048.94
          18992.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB3278
          
            2041-07-01
          
          4.500000
          17992.51
          20255.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAJ0396
          
            2041-09-01
          
          4.500000
          13298.86
          14541.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5530 M
          
            2048-10-20
          
          5.000000
          4092136.85
          4493584.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5266 M
          
            2048-06-20
          
          5.000000
          8138256.81
          8941154.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5399 M
          
            2048-08-20
          
          4.500000
          20656716.06
          22649676.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA6535 M
          
            2050-03-20
          
          5.000000
          83369.30
          88821.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5819 M
          
            2049-03-20
          
          5.000000
          6101480.93
          6702429.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2207
          
            2048-08-01
          
          4.500000
          33194.94
          36246.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5137 M
          
            2048-04-20
          
          4.000000
          39551568.29
          42481302.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5020 M
          
            2048-02-20
          
          4.000000
          59565883.15
          64282773.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4836 M
          
            2047-11-20
          
          3.000000
          15629568.16
          16491903.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5398 M
          
            2048-08-20
          
          4.000000
          5467446.00
          5899362.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5331 M
          
            2048-07-20
          
          4.500000
          6904457.81
          7559518.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBN8493
          
            2049-04-01
          
          3.500000
          42145.47
          44677.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5986 M
          
            2049-06-20
          
          4.000000
          37649297.04
          40594066.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5931 M
          
            2049-05-20
          
          4.000000
          56185251.72
          60323507.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5876 M
          
            2049-04-20
          
          4.000000
          31161735.14
          33472589.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5816 M
          
            2049-03-20
          
          3.500000
          209042.29
          221967.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5764 M
          
            2049-02-20
          
          4.500000
          1503082.52
          1630626.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5712 M
          
            2049-01-20
          
          5.000000
          1759533.00
          1933132.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785120 M
          
            2049-02-20
          
          4.000000
          21264353.96
          22979021.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785087 M
          
            2048-02-20
          
          3.500000
          16689945.44
          17900309.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785072 M
          
            2049-03-20
          
          3.000000
          5174729.66
          5462177.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784934 M
          
            2048-08-20
          
          3.000000
          8513586.16
          8905631.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784699 X
          
            2048-04-15
          
          5.000000
          2794995.96
          3156702.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM 891562 H
          
            2058-08-20
          
          1.190000
          169927.72
          172048.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN1507 C
          
            2049-05-20
          
          5.000000
          224352.26
          251938.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BL5764 X
          
            2049-03-15
          
          4.500000
          343401.75
          422495.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BJ9913 X
          
            2049-03-15
          
          4.500000
          201278.63
          241284.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BJ9908 X
          
            2049-02-15
          
          5.500000
          306040.97
          348630.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BI6735 X
          
            2049-02-15
          
          5.000000
          654172.59
          754000.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6825 M
          
            2050-08-20
          
          5.500000
          81012.98
          90952.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6043 M
          
            2049-07-20
          
          5.500000
          510610.24
          566090.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5877 M
          
            2049-04-20
          
          4.500000
          5418161.95
          5882362.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5078 M
          
            2048-03-20
          
          4.000000
          503645.13
          544921.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5332 M
          
            2048-07-20
          
          5.000000
          4563398.83
          5031613.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5653 M
          
            2048-12-20
          
          5.000000
          3298305.40
          3617413.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5397 M
          
            2048-08-20
          
          3.500000
          341457.69
          363372.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784599 X
          
            2048-03-15
          
          5.000000
          141902.56
          160210.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4778 M
          
            2047-10-20
          
          3.500000
          74981.21
          80207.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5985 M
          
            2049-06-20
          
          3.500000
          343817.95
          364502.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5194 M
          
            2048-05-20
          
          5.000000
          11629661.80
          12777651.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5710 M
          
            2049-01-20
          
          4.000000
          21603684.29
          23245689.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5713 M
          
            2049-01-20
          
          5.500000
          18023.10
          20012.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5528 M
          
            2048-10-20
          
          4.000000
          4777016.14
          5163155.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5468 M
          
            2048-09-20
          
          5.000000
          5509222.29
          6064564.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5467 M
          
            2048-09-20
          
          4.500000
          6275727.88
          6848607.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5466 M
          
            2048-09-20
          
          4.000000
          23531697.72
          25445949.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5265 M
          
            2048-06-20
          
          4.500000
          4031956.43
          4404650.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5193 M
          
            2048-05-20
          
          4.500000
          906549.12
          983751.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5138 M
          
            2048-04-20
          
          4.500000
          1170740.43
          1278297.53
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-04
      2021-03-04
      2021-03-05
      Y
      
        Citigroup Global Markets, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0003
      500000000.00
      500000000.00
      0.0145
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citig Repo 13 Cit Repo 13 0.050000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      938DMP000_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 7/8 NOTE E 28
          
            2028-08-15
          
          2.875000
          35522426.09
          39685782.97
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE C 28
          
            2028-05-15
          
          2.875000
          43822017.39
          49227517.95
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 28
          
            2028-02-15
          
          2.750000
          45059034.78
          49848253.04
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          13378953.01
          18197594.05
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE T 27
          
            2027-12-31
          
          0.625000
          43741043.48
          42193140.51
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE S 27
          
            2027-11-30
          
          0.625000
          11542252.17
          11152135.47
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE R 27
          
            2027-10-31
          
          0.500000
          4460.87
          4280.75
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          78.26
          74.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE P 27
          
            2027-08-31
          
          0.500000
          26.09
          25.13
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          18176726.41
          20751480.90
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 27
          
            2027-11-15
          
          2.250000
          202826.09
          218681.19
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          50829686.37
          61346774.78
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          13774591.30
          13378939.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-22
      Y
      
        Citigroup Global Markets, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0087
      N
      N
      Y
      N
    
    
      BofA Securities, Inc.
      Boa Repo New 2 Boa Sec Repo 2 0.060000%
      8NAV47T0Y26Q87Y0QP81
      0000065100
      942JMR908_0.06_0305
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 02.000 CLFM5981
          
            2051-02-01
          
          2.000000
          17740302.90
          17971049.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4875
          
            2050-11-01
          
          2.500000
          20710702.95
          21758563.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA4348
          
            2049-10-01
          
          3.500000
          19298708.42
          21329445.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR4113
          
            2051-01-01
          
          2.500000
          19572693.06
          20229789.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP7504
          
            2050-11-01
          
          2.500000
          7519159.96
          7846447.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA6777
          
            2050-08-01
          
          4.500000
          18748726.14
          20629485.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CLFM5977
          
            2051-02-01
          
          1.500000
          23142152.40
          22528923.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 I4BF0120
          
            2056-07-01
          
          4.000000
          18248095.80
          20708081.04
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-24
      Y
      
        BofA Securities, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0006
      150000000.00
      150000000.00
      0.0044
      N
      N
      Y
      N
    
    
      Pershing LLC
      Pershing LLC 0.030000%
      ZI8Q1A8EI8LQFJNM0D94
      0000029648
      963FRG008_0.03_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FERM 5072CB 02/25/51
          
            2051-02-25
          
          1.500000
          1045957.72
          1059107.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4753UA 08/15/45
          
            2045-08-15
          
          3.000000
          1254321.93
          1285894.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC061NL R15F061
          
            2045-07-25
          
          3.000000
          2000000.00
          2144522.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-008 AT
          
            2051-01-20
          
          1.500000
          1950450.54
          1961505.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4064TE 06/15/42
          
            2042-06-15
          
          4.000000
          476.94
          483.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC111EY R09F111
          
            2040-01-25
          
          5.000000
          417.53
          458.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL025KP R03F025
          
            2033-04-25
          
          5.000000
          1451.38
          1624.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL149M RT93-149
          
            2023-08-25
          
          7.000000
          265.33
          281.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01753D 09/15/24
          
            2024-09-15
          
          8.500000
          104.72
          115.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039WC R06F039
          
            2036-01-25
          
          5.500000
          923.01
          982.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-116 HB
          
            2040-09-20
          
          4.000000
          285.49
          311.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110CB R05F110
          
            2035-12-25
          
          5.500000
          795.56
          869.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL043EM R10F043
          
            2040-05-25
          
          5.000000
          4500.00
          5438.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4754KE 09/15/44
          
            2044-09-15
          
          3.000000
          967.51
          976.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063PG R03F063
          
            2033-07-25
          
          4.000000
          4500.00
          5027.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1482PI 03/15/23
          
            2023-03-15
          
          7.000000
          650.01
          683.44
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01459M 01/15/23
          
            2023-01-15
          
          7.500000
          58.04
          61.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-59 DB
          
            2034-08-16
          
          5.000000
          500.00
          567.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-59 DA
          
            2034-06-16
          
          5.000000
          181.22
          189.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-077 DY
          
            2033-02-17
          
          5.500000
          155.23
          155.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-17 AD
          
            2035-02-20
          
          5.000000
          376.30
          410.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-47 PD
          
            2034-06-16
          
          6.000000
          1543.90
          1708.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-034 QL
          
            2034-05-16
          
          5.500000
          500.00
          585.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-70 MC
          
            2033-07-20
          
          5.500000
          38.79
          39.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-63 NT
          
            2032-09-20
          
          5.750000
          790.17
          839.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-19 PC
          
            2033-03-16
          
          5.500000
          532.72
          573.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-33 KC
          
            2033-04-20
          
          5.500000
          265.16
          285.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-30 KH
          
            2033-04-20
          
          5.500000
          1840.36
          2017.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-40 TH
          
            2033-03-20
          
          4.500000
          1073.54
          1150.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-34 QG
          
            2033-04-20
          
          5.500000
          1000.00
          1102.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 ND
          
            2033-06-20
          
          5.000000
          1115.29
          1217.01
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2378BD 11/15/31
          
            2031-11-15
          
          5.500000
          124.30
          136.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3081CD 12/15/25
          
            2025-12-15
          
          5.000000
          1529.95
          1623.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL129L RT92-129
          
            2022-07-25
          
          6.000000
          39.30
          40.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PM 03/15/34
          
            2034-03-15
          
          4.500000
          699.76
          762.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01384D 09/15/22
          
            2022-09-15
          
          7.000000
          162.21
          167.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01406L 11/15/22
          
            2022-11-15
          
          7.500000
          237.32
          246.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01310J 06/15/22
          
            2022-06-15
          
          8.000000
          56.81
          59.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01235C 04/15/22
          
            2022-04-15
          
          7.000000
          44.36
          44.81
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01530I 06/15/23
          
            2023-06-15
          
          7.000000
          868.76
          912.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2973GC 10/15/34
          
            2034-10-15
          
          5.500000
          1153.44
          1167.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC127EG R03F127
          
            2033-12-25
          
          6.000000
          3758.55
          4296.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3858TU 05/15/41
          
            2041-05-15
          
          4.000000
          881.44
          895.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-089 LP
          
            2038-11-20
          
          6.000000
          76.14
          85.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL088UB R09F088
          
            2039-11-25
          
          4.500000
          764.65
          870.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2864NW 06/15/21
          
            2021-06-15
          
          5.250000
          115.89
          116.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-70 TB
          
            2037-11-20
          
          5.750000
          452.71
          512.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2614GB 05/15/33
          
            2033-05-15
          
          5.500000
          721.01
          817.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 HA
          
            2033-06-20
          
          4.500000
          488.23
          529.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4912PA 06/25/49
          
            2049-06-25
          
          2.000000
          339.94
          349.16
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4915MA 09/25/49
          
            2049-09-25
          
          2.500000
          1070.53
          1055.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4815DC 07/15/46
          
            2046-07-15
          
          4.000000
          2000.00
          2205.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4176JC 03/15/33
          
            2033-03-15
          
          3.500000
          1000.00
          1028.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4032AE 10/15/41
          
            2041-10-15
          
          2.250000
          171.60
          174.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4033ED 10/15/36
          
            2036-10-15
          
          2.500000
          278.51
          280.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4002CQ 02/15/42
          
            2042-02-15
          
          3.500000
          590.07
          575.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3975GJ 12/15/41
          
            2041-12-15
          
          2.000000
          1492.79
          1265.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3864LA 05/15/26
          
            2026-05-15
          
          4.000000
          562.48
          588.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3837MA 04/15/26
          
            2026-04-15
          
          4.000000
          709.17
          746.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC005CK R05F005
          
            2035-01-25
          
          5.000000
          479.09
          521.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-092 CP
          
            2039-10-20
          
          5.000000
          1000.00
          1191.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2523AC 11/15/32
          
            2032-11-15
          
          5.500000
          84.79
          95.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01578K 09/15/23
          
            2023-09-15
          
          6.900000
          577.66
          612.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-34 YL
          
            2040-10-20
          
          4.500000
          500.00
          579.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3272PA 02/15/37
          
            2037-02-15
          
          6.000000
          245.90
          287.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01397G 10/15/22
          
            2022-10-15
          
          7.000000
          56.84
          58.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4419DC 12/15/44
          
            2044-12-15
          
          3.000000
          2000.00
          2008.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL88PK RT94-88
          
            2024-07-25
          
          7.500000
          232.36
          253.48
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003CP R05F003
          
            2034-10-25
          
          5.500000
          345.53
          347.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-33 AY
          
            2035-04-16
          
          5.500000
          529.76
          595.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 04399A 07/15/24
          
            2024-07-15
          
          2.500000
          63.88
          64.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2685BD 10/15/23
          
            2023-10-15
          
          4.500000
          16667.02
          17251.39
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1630PK 11/15/23
          
            2023-11-15
          
          6.000000
          900.48
          954.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-37 PH
          
            2033-05-20
          
          5.500000
          200.18
          220.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2717LH 12/15/33
          
            2033-12-15
          
          5.500000
          486.81
          545.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL055B  R01F055
          
            2031-10-25
          
          6.000000
          345.31
          389.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL119H RT93-119
          
            2023-07-25
          
          6.500000
          265.03
          279.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL074PJ R03F074
          
            2033-08-25
          
          3.500000
          128.57
          137.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-63 B
          
            2035-08-20
          
          5.000000
          307.08
          346.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3107YA 02/15/36
          
            2036-02-15
          
          5.500000
          106.20
          111.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-40 PA
          
            2033-05-16
          
          4.250000
          482.38
          512.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-81 PW
          
            2039-09-20
          
          5.000000
          500.00
          575.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1681PK 03/15/24
          
            2024-03-15
          
          7.000000
          73.85
          79.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2793PE 05/15/34
          
            2034-05-15
          
          5.000000
          893.34
          1002.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049BL R04F049
          
            2034-07-25
          
          5.000000
          1103.55
          1209.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2644PH 07/15/33
          
            2033-07-15
          
          5.000000
          271.54
          304.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2614NX 05/15/33
          
            2033-05-15
          
          5.500000
          609.55
          690.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2597AE 04/15/33
          
            2033-04-15
          
          5.500000
          58.12
          63.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2590OA 03/15/33
          
            2033-03-15
          
          4.000000
          389.56
          399.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2572LH 02/15/33
          
            2033-02-15
          
          5.500000
          322.55
          365.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2576HC 03/15/33
          
            2033-03-15
          
          5.500000
          251.20
          283.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2541BD 12/15/32
          
            2032-12-15
          
          5.500000
          959.32
          1084.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2535AW 12/15/32
          
            2032-12-15
          
          5.500000
          412.25
          468.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2531PM 12/15/32
          
            2032-12-15
          
          5.500000
          291.79
          330.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL087FG R03F087
          
            2033-09-25
          
          0.617600
          185.40
          184.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL087NB R03F087
          
            2033-07-25
          
          3.250000
          240.05
          255.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL080QG R03F080
          
            2033-08-25
          
          5.000000
          6237.73
          6932.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069NB R03F069
          
            2033-07-25
          
          3.500000
          115.50
          120.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL078B R03F078
          
            2023-08-25
          
          5.000000
          649.16
          675.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026XB R03F026
          
            2033-04-25
          
          5.500000
          1626.11
          1684.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC043PE R03F043
          
            2033-05-25
          
          5.500000
          303.87
          344.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL043YA R03F043
          
            2033-03-25
          
          4.000000
          92.20
          92.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL011BX R03F011
          
            2033-02-25
          
          5.500000
          236.05
          267.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3033JX 09/15/35
          
            2035-09-15
          
          5.500000
          807.44
          937.34
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2981NE 05/15/35
          
            2035-05-15
          
          5.000000
          554.37
          624.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063QH R06F063
          
            2036-07-25
          
          5.500000
          255.33
          291.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2912EH 01/15/35
          
            2035-01-15
          
          5.500000
          269.20
          307.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2914AT 01/15/35
          
            2035-01-15
          
          5.000000
          1213.68
          1367.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-023 NG
          
            2039-04-20
          
          4.000000
          1392.89
          1526.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 NC
          
            2039-03-20
          
          3.000000
          439.18
          460.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-033 NJ
          
            2039-05-20
          
          4.250000
          45.84
          46.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-022 JL
          
            2039-04-20
          
          4.000000
          433.45
          464.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046UN R06F046
          
            2036-06-25
          
          6.250000
          509.57
          567.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2787OH 04/15/34
          
            2034-04-15
          
          5.500000
          646.99
          735.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC016PN R06F016
          
            2035-12-25
          
          5.000000
          73.32
          75.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC110PM R05F110
          
            2035-12-25
          
          5.750000
          1096.64
          1261.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110PL R05F110
          
            2035-12-25
          
          5.500000
          61.61
          71.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2739PG 01/15/34
          
            2034-01-15
          
          5.000000
          95.25
          106.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2720PC 12/15/23
          
            2023-12-15
          
          5.000000
          681.25
          712.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2711GD 11/15/33
          
            2033-11-15
          
          5.500000
          63.77
          69.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2682LD 10/15/33
          
            2033-10-15
          
          4.500000
          986.40
          1082.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2693MD 10/15/33
          
            2033-10-15
          
          5.500000
          599.17
          680.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC062JE R05F062
          
            2035-06-25
          
          5.000000
          3551.28
          3690.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062CP R05F062
          
            2035-07-25
          
          4.750000
          663.68
          672.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC029JC R05F029
          
            2035-04-25
          
          4.500000
          381.50
          390.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC035HY R05F035
          
            2035-04-25
          
          5.000000
          768.02
          860.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021ME R05F021
          
            2035-03-25
          
          5.000000
          2481.97
          2783.41
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2130NA 03/15/29
          
            2029-03-15
          
          6.250000
          342.69
          390.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2103TE 12/15/28
          
            2028-12-15
          
          6.000000
          65.17
          73.52
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2108CB 12/15/28
          
            2028-12-15
          
          6.250000
          748.83
          802.79
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2091PG 11/15/28
          
            2028-11-15
          
          6.000000
          745.26
          831.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2086PJ 09/15/28
          
            2028-09-15
          
          6.500000
          393.34
          444.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2078QN 08/15/28
          
            2028-08-15
          
          6.500000
          501.17
          556.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02064M 06/15/28
          
            2028-06-15
          
          6.000000
          127.08
          139.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01759H 10/15/24
          
            2024-10-15
          
          8.500000
          381.56
          424.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G027D 03/25/24
          
            2024-03-25
          
          7.000000
          348.78
          373.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G030I 04/25/24
          
            2024-04-25
          
          7.500000
          48.30
          51.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3820HA 05/15/40
          
            2040-05-15
          
          4.500000
          156.00
          163.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3804PW 03/15/40
          
            2040-03-15
          
          4.500000
          93.70
          94.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3777NX 02/15/40
          
            2040-02-15
          
          4.500000
          1764.16
          1817.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM G023PK 11/25/23
          
            2023-11-25
          
          6.000000
          260.48
          275.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1591PK 10/15/23
          
            2023-10-15
          
          6.350000
          296.36
          314.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01589E 09/15/23
          
            2023-09-15
          
          6.250000
          482.21
          508.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01602H 10/15/23
          
            2023-10-15
          
          6.500000
          575.56
          607.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL012CD R12F012
          
            2042-02-25
          
          3.500000
          6000.00
          5914.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL19ED RT95-19
          
            2022-01-25
          
          6.500000
          47.64
          48.75
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL96B RT1994-96
          
            2024-09-25
          
          8.000000
          203.48
          222.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL55H RT1994-55
          
            2024-03-25
          
          7.000000
          164.75
          177.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL30K RT1994-30
          
            2024-02-25
          
          6.500000
          167.38
          178.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL202J RT93-202
          
            2023-11-25
          
          6.500000
          1337.05
          1407.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039EA R16F039
          
            2046-04-25
          
          2.500000
          68.54
          67.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL088CA R13F088
          
            2038-08-25
          
          2.500000
          60.87
          60.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026KT R13F026
          
            2043-04-25
          
          2.500000
          238.99
          237.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC010NH R13F010
          
            2043-02-25
          
          2.500000
          84.40
          86.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL014ET R13F014
          
            2042-09-25
          
          3.000000
          474.65
          477.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC007C  R13F007
          
            2043-02-25
          
          2.500000
          3454.14
          3349.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099JA R12F099
          
            2042-06-25
          
          2.500000
          59.06
          59.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056WB R12F056
          
            2042-05-25
          
          3.500000
          5500.00
          5527.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL137WA R11F137
          
            2041-10-25
          
          4.000000
          750.12
          749.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL03PL RT94-03
          
            2024-01-25
          
          5.500000
          352.16
          371.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL203PL RT93203
          
            2023-10-25
          
          6.500000
          5771.33
          6169.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL183KA RT93183
          
            2023-10-25
          
          6.500000
          500.92
          532.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL127H RT93-127
          
            2023-07-25
          
          6.500000
          48.56
          51.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL122M RT93-122
          
            2023-07-25
          
          6.500000
          284.29
          300.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL82H RT1993-82
          
            2023-05-25
          
          7.000000
          13.18
          13.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL66H RT1993-66
          
            2023-05-25
          
          7.000000
          148.33
          155.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL21KA RT93-21
          
            2023-03-25
          
          7.700000
          261.09
          275.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010J RT93-G10
          
            2023-03-25
          
          5.000000
          47.40
          48.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL125L RT92-125
          
            2022-08-25
          
          7.000000
          104.14
          107.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC152DA R10F152
          
            2039-05-25
          
          3.000000
          257.08
          262.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3587NB 05/15/39
          
            2039-05-15
          
          4.500000
          909.93
          941.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-82 PG
          
            2033-09-20
          
          5.500000
          1404.05
          1557.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035E RT92-G35
          
            2022-07-25
          
          7.500000
          345.22
          356.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-26 MA
          
            2033-03-20
          
          5.500000
          33.19
          33.34
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM G051KA 05/17/60
          
            2026-05-17
          
          7.250000
          455.98
          488.16
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3284KB 03/15/37
          
            2037-03-15
          
          5.500000
          170.09
          194.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 04014E 05/15/26
          
            2026-05-15
          
          3.000000
          132.51
          133.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01603K 10/15/23
          
            2023-10-15
          
          6.500000
          342.52
          365.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2922LA 01/15/35
          
            2035-01-15
          
          5.000000
          93.80
          95.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2485WG 08/15/32
          
            2032-08-15
          
          6.000000
          265.02
          304.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002KA RT93G02
          
            2023-01-25
          
          7.500000
          88.95
          93.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL255E RT93-255
          
            2023-12-25
          
          7.100000
          177.93
          190.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL079UA R12F079
          
            2042-07-25
          
          2.000000
          901.88
          774.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2640PH 07/15/33
          
            2033-07-15
          
          5.000000
          136.15
          151.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-089 JD
          
            2038-08-20
          
          6.000000
          261.24
          292.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL068GC R05F068
          
            2035-07-25
          
          5.000000
          911.15
          941.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3101PE 01/15/36
          
            2036-01-15
          
          5.500000
          126.52
          144.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-033 LD
          
            2039-04-16
          
          5.000000
          598.09
          664.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3652PB 01/15/34
          
            2034-01-15
          
          5.000000
          8300.00
          9376.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC088AL R02F088
          
            2022-12-25
          
          5.500000
          466.74
          482.01
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3620EL 01/15/30
          
            2030-01-15
          
          4.000000
          424.15
          450.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC135EA R10F135
          
            2040-01-25
          
          3.000000
          299.14
          301.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3540TB 03/15/39
          
            2039-03-15
          
          5.000000
          498.03
          547.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3514WA 07/15/33
          
            2033-07-15
          
          4.000000
          1267.60
          1382.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3469PE 07/15/38
          
            2038-07-15
          
          5.000000
          550.46
          607.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC066QE R11F066
          
            2021-07-25
          
          2.000000
          165.39
          165.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3412AY 02/15/38
          
            2038-02-15
          
          5.500000
          331.02
          368.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL015HT R11F015
          
            2026-03-25
          
          5.500000
          41.51
          42.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL097GB R02F097
          
            2033-01-25
          
          5.500000
          1012.90
          1140.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063NB R02F063
          
            2032-10-25
          
          5.500000
          810.94
          917.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL057BP R02F057
          
            2032-09-25
          
          6.000000
          289.40
          309.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063TC R01F063
          
            2031-12-25
          
          6.000000
          533.62
          615.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC064QH R01F064
          
            2031-11-25
          
          6.000000
          413.51
          473.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3387WC 11/15/37
          
            2037-11-15
          
          6.000000
          534.79
          656.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL036HX R09F036
          
            2029-06-25
          
          4.500000
          1151.37
          1208.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL074B R08F074
          
            2038-09-25
          
          5.500000
          287.71
          328.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3344PD 07/15/37
          
            2037-07-15
          
          5.500000
          133.63
          153.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3344ME 07/15/37
          
            2037-07-15
          
          5.500000
          241.41
          276.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3329BE 06/15/37
          
            2037-06-15
          
          5.500000
          451.63
          519.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3279PE 02/15/37
          
            2037-02-15
          
          5.500000
          639.44
          732.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3237CB 07/15/36
          
            2036-07-15
          
          5.500000
          403.76
          415.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3212BK 09/15/36
          
            2036-09-15
          
          5.500000
          4796.37
          5498.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3213JE 09/15/36
          
            2036-09-15
          
          6.000000
          94.58
          110.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110QC R07F110
          
            2037-08-25
          
          5.000000
          625.44
          707.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039NB R07F039
          
            2037-05-25
          
          4.250000
          336.68
          364.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005CB R07F005
          
            2037-02-25
          
          4.250000
          800.44
          865.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3051AY 10/15/35
          
            2035-10-15
          
          6.000000
          110.78
          128.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-084 BE
          
            2044-06-20
          
          3.500000
          196.55
          186.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-136 GA
          
            2040-05-20
          
          2.000000
          359.12
          364.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-004 PD
          
            2039-01-16
          
          3.000000
          313.77
          326.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-74 HB
          
            2035-09-16
          
          7.500000
          652.10
          729.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2595GC 04/15/23
          
            2023-04-15
          
          5.500000
          852.47
          884.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3518PG 03/15/39
          
            2039-03-15
          
          5.500000
          1750.00
          2053.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017DL R11F017
          
            2041-03-25
          
          4.000000
          1007.48
          1079.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3003LD 12/15/34
          
            2034-12-15
          
          5.000000
          1168.73
          1316.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-081 UT
          
            2043-05-20
          
          2.500000
          610.26
          610.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056WE R12F056
          
            2042-05-25
          
          3.000000
          137.67
          138.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL139DV R13F139
          
            2025-05-25
          
          3.000000
          607.31
          632.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL076PH R02F076
          
            2032-11-25
          
          5.500000
          287.45
          324.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2152BD 05/15/29
          
            2029-05-15
          
          6.500000
          109.78
          122.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-008 NE
          
            2039-02-16
          
          4.500000
          269.71
          301.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-116 BH
          
            2039-12-16
          
          5.000000
          160.70
          182.14
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-078 KB
          
            2039-08-16
          
          3.000000
          1034.70
          1099.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-071 JC
          
            2038-08-20
          
          5.500000
          587.37
          654.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-051 NY
          
            2023-06-16
          
          5.000000
          125.68
          130.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-043 MB
          
            2038-03-20
          
          5.250000
          1320.25
          1472.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-044 PL
          
            2038-05-20
          
          5.250000
          972.35
          1081.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-050 KB
          
            2038-06-20
          
          6.000000
          800.40
          926.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-36 JC
          
            2037-06-20
          
          5.500000
          1002.48
          1118.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-07 PG
          
            2037-02-16
          
          5.000000
          1078.26
          1205.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-03 JA
          
            2027-08-20
          
          1.500000
          1900.23
          1928.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-023 DM
          
            2039-04-16
          
          4.000000
          342.08
          373.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-88 MG
          
            2034-10-20
          
          5.000000
          493.36
          551.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-01 BE
          
            2034-11-20
          
          5.000000
          477.84
          538.03
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL122E RT93-122
          
            2023-07-25
          
          6.500000
          304.05
          321.14
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-32 WB
          
            2032-05-20
          
          6.500000
          188.25
          189.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4030JE 03/15/42
          
            2042-03-15
          
          3.500000
          925.23
          950.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC073PL R13F073
          
            2042-06-25
          
          3.500000
          766.46
          811.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099CB R04F099
          
            2034-12-25
          
          5.500000
          1022.37
          1046.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-114 MA
          
            2039-03-20
          
          4.000000
          40.44
          40.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2579DA 03/15/23
          
            2023-03-15
          
          4.000000
          63.72
          64.44
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 2.49 FCSB 22 BE
          
            2022-06-24
          
          2.490000
          1500.00
          1552.51
          Agency Debentures and Agency Strips
        
        
          FCSB 2.93 FCSB 29 O
          
            2029-04-27
          
          2.930000
          4000.00
          4503.02
          Agency Debentures and Agency Strips
        
        
          FCSB 3.31 FCSB 33 K
          
            2033-03-11
          
          3.310000
          500.00
          586.51
          Agency Debentures and Agency Strips
        
        
          FCSB 1.95 FCSB 21 EW
          
            2021-03-17
          
          1.950000
          1500.00
          1514.23
          Agency Debentures and Agency Strips
        
        
          FCSB 3.00 FCSB 23 CZ
          
            2023-10-23
          
          3.000000
          1000.00
          1081.67
          Agency Debentures and Agency Strips
        
        
          FNMA 1.625 FNSM A 10/24
          
            2024-10-15
          
          1.625000
          1500000.00
          1572055.79
          Agency Debentures and Agency Strips
        
        
          FMAC FMNT 18-22 UZ3
          
            2022-06-29
          
          2.250000
          4000.00
          4123.33
          Agency Debentures and Agency Strips
        
        
          FMAC 0.375 FMNT GB 25 X3
          
            2025-09-23
          
          0.375000
          51000.00
          50159.67
          Agency Debentures and Agency Strips
        
        
          FCSB 3.07 FCSB 33 I
          
            2033-11-28
          
          3.070000
          6000.00
          6897.35
          Agency Debentures and Agency Strips
        
        
          FCSB 3.05 FCSB 21 EC
          
            2021-11-15
          
          3.050000
          10000.00
          10299.91
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 37 D
          
            2037-07-17
          
          3.300000
          2000.00
          2292.45
          Agency Debentures and Agency Strips
        
        
          FCSB 4.06 FCSB 40 B
          
            2040-04-03
          
          4.060000
          500.00
          618.64
          Agency Debentures and Agency Strips
        
        
          FCSB 5.24 FCSB 24 F
          
            2024-09-23
          
          5.240000
          11500.00
          13692.72
          Agency Debentures and Agency Strips
        
        
          FCSB 5.06 FCSB 33 E
          
            2033-09-19
          
          5.060000
          2500.00
          3449.65
          Agency Debentures and Agency Strips
        
        
          FHLB 2.50 FHLB 22 7C
          
            2022-12-09
          
          2.500000
          10000.00
          10461.87
          Agency Debentures and Agency Strips
        
        
          TVDB 2.875 TVBD 24 A
          
            2024-09-15
          
          2.875000
          72500.00
          79324.98
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/23
          
            2023-07-15
          
          0.00
          7000.00
          6927.06
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 10/15/22
          
            2022-10-15
          
          0.00
          2000.00
          1988.50
          Agency Debentures and Agency Strips
        
        
          FMAC 1.50 FMNT GB 25 P0
          
            2025-02-12
          
          1.500000
          192000.00
          198874.24
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 04/15/27
          
            2027-04-15
          
          0.00
          2000.00
          1854.94
          Agency Debentures and Agency Strips
        
        
          FCSB 3.05 FCSB 27 BV
          
            2027-02-09
          
          3.050000
          2000.00
          2224.84
          Agency Debentures and Agency Strips
        
        
          FCSB 2.90 FCSB 32 AN
          
            2032-06-28
          
          2.900000
          4000.00
          4483.64
          Agency Debentures and Agency Strips
        
        
          FCSB 2.60 FCSB 26 CB
          
            2026-01-05
          
          2.600000
          500.00
          544.09
          Agency Debentures and Agency Strips
        
        
          FCSB 1.95 FCSB 22 BZ
          
            2022-03-30
          
          1.950000
          2000.00
          2054.64
          Agency Debentures and Agency Strips
        
        
          FCSB 2.68 FCSB 26 AE
          
            2026-03-02
          
          2.680000
          1000.00
          1102.29
          Agency Debentures and Agency Strips
        
        
          FCSB 1 3/8 FCSB 22 FP
          
            2022-10-11
          
          1.375000
          2500000.00
          2561290.63
          Agency Debentures and Agency Strips
        
        
          FMAC 0.25 FMNT GB 23 A2
          
            2023-12-04
          
          0.250000
          455000.00
          454001.02
          Agency Debentures and Agency Strips
        
        
          FHLB 0.75 FHOR 21-26 5405
          
            2026-02-24
          
          0.750000
          3077500.00
          3040759.78
          Agency Debentures and Agency Strips
        
        
          FHLB 0.97 FHOR 22-28 UM
          
            2028-02-18
          
          0.970000
          2180000.00
          2139703.91
          Agency Debentures and Agency Strips
        
        
          FHLB 1.80 FHOR 22-36 CK
          
            2036-02-22
          
          1.800000
          2007500.00
          1928043.15
          Agency Debentures and Agency Strips
        
        
          FHLB FHOR 22-27 7G
          
            2027-02-09
          
          0.250000
          1075000.00
          1050767.41
          Agency Debentures and Agency Strips
        
        
          FNMA 2.25 FNSM A 04/22
          
            2022-04-12
          
          2.250000
          37500.00
          38720.07
          Agency Debentures and Agency Strips
        
        
          GNMA GNMI SF 587638 X
          
            2032-04-15
          
          6.500000
          101.95
          114.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587637 X
          
            2032-04-15
          
          6.000000
          158.42
          178.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587606 X
          
            2032-11-15
          
          5.000000
          211.89
          239.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587360 X
          
            2032-10-15
          
          6.000000
          1151.51
          1331.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587174 X
          
            2032-07-15
          
          6.000000
          76.79
          86.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587032 X
          
            2032-04-15
          
          6.500000
          612.59
          717.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587020 X
          
            2032-04-15
          
          6.000000
          171.89
          203.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587791 X
          
            2033-03-15
          
          5.500000
          297.11
          334.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL254904
          
            2033-10-01
          
          5.500000
          150.81
          176.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL254560
          
            2032-11-01
          
          5.000000
          101.65
          115.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL254415
          
            2032-07-01
          
          5.500000
          84.00
          94.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL254794
          
            2033-07-01
          
          5.500000
          75.98
          88.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL253547
          
            2030-12-01
          
          8.000000
          975.21
          1144.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL253398
          
            2030-08-01
          
          8.000000
          1525.89
          1776.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 GO252608
          
            2029-04-01
          
          7.000000
          54.17
          56.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL252572
          
            2029-07-01
          
          7.500000
          2068.93
          2332.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL252874
          
            2029-11-01
          
          7.500000
          68.02
          79.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL251698
          
            2028-05-01
          
          7.000000
          466.16
          532.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 09.000 CL250114
          
            2024-08-01
          
          9.000000
          1253.49
          1363.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL190357
          
            2035-03-01
          
          5.000000
          222.94
          259.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL190289
          
            2027-11-01
          
          7.000000
          47.33
          53.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002215 M
          
            2026-05-20
          
          6.500000
          482.72
          531.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002218 M
          
            2026-05-20
          
          7.500000
          1676.11
          1854.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 407840 X
          
            2026-04-15
          
          6.500000
          200.42
          224.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421727 X
          
            2026-05-15
          
          7.500000
          58.76
          64.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD685640
          
            2033-02-01
          
          2.277000
          1147.62
          1155.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593882 X
          
            2033-02-15
          
          6.000000
          965.65
          1088.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 585123 X
          
            2032-12-15
          
          6.000000
          637.89
          737.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 602190 X
          
            2033-02-15
          
          6.500000
          619.20
          703.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003346 M
          
            2033-02-20
          
          5.500000
          8743.54
          10217.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 553080 X
          
            2033-02-15
          
          5.500000
          412.18
          478.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS683628
          
            2033-02-01
          
          2.340000
          1254.55
          1249.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD626250
          
            2033-02-01
          
          3.625000
          1613.38
          1612.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781568 X
          
            2032-10-15
          
          6.500000
          330.70
          393.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 607718 X
          
            2033-03-15
          
          6.000000
          359.05
          413.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 447654 X
          
            2027-06-15
          
          7.000000
          224.96
          231.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780601 X
          
            2027-07-15
          
          7.000000
          114.34
          128.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002471 M
          
            2027-08-20
          
          7.000000
          285.21
          326.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780623 X
          
            2027-08-15
          
          7.000000
          370.39
          418.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 426490 X
          
            2027-09-15
          
          7.500000
          710.44
          717.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002495 M
          
            2027-10-20
          
          6.500000
          294.17
          326.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430294 X
          
            2027-10-15
          
          7.000000
          261.35
          266.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608227 X
          
            2033-07-15
          
          5.500000
          235.56
          273.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 614600 X
          
            2033-07-15
          
          4.500000
          685.80
          764.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003416 M
          
            2033-07-20
          
          6.000000
          1588.61
          1881.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WN701306
          
            2033-06-01
          
          2.855000
          1120.48
          1121.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781635 X
          
            2033-03-15
          
          6.000000
          531.95
          642.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC C01598 G
          
            2033-08-01
          
          5.000000
          86.44
          100.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611327 X
          
            2033-08-15
          
          5.000000
          345.21
          390.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G12978 G
          
            2022-12-01
          
          5.500000
          40.39
          41.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G12838 G
          
            2021-12-01
          
          5.000000
          177.18
          186.29
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G12734 G
          
            2021-12-01
          
          5.000000
          34.03
          35.78
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G12649 G
          
            2022-05-01
          
          5.500000
          229.14
          233.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC G12644 G
          
            2022-04-01
          
          6.000000
          564.58
          575.77
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G12653 G
          
            2021-12-01
          
          5.000000
          273.72
          287.79
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G12603 G
          
            2022-04-01
          
          5.500000
          346.69
          353.54
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G12601 G
          
            2022-02-01
          
          5.000000
          350.87
          368.90
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G07942 G
          
            2044-07-01
          
          4.500000
          100.93
          113.57
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G07618 G
          
            2040-08-01
          
          5.500000
          367.65
          432.55
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G07021 G
          
            2039-09-01
          
          5.000000
          56.56
          65.98
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G06031 G
          
            2040-03-01
          
          5.500000
          158.90
          187.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G05250 G
          
            2038-03-01
          
          5.000000
          271.31
          316.75
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G05205 G
          
            2039-01-01
          
          5.000000
          1311.72
          1531.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CNAB9972
          
            2023-07-01
          
          2.000000
          1218.77
          1257.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS9829
          
            2047-06-01
          
          3.500000
          329.76
          351.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004947 M
          
            2041-02-20
          
          5.000000
          426.28
          490.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004884 M
          
            2040-12-20
          
          5.000000
          1965.28
          2263.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004879 M
          
            2040-12-20
          
          4.000000
          724.15
          779.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605386 X
          
            2034-04-15
          
          6.000000
          795.32
          961.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605266 X
          
            2034-06-15
          
          5.000000
          645.36
          758.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605242 X
          
            2034-06-15
          
          5.500000
          662.28
          738.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605125 X
          
            2034-04-15
          
          6.000000
          593.36
          670.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604950 X
          
            2034-01-15
          
          6.000000
          182.22
          220.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604724 X
          
            2033-10-15
          
          5.500000
          1433.79
          1668.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 374856 X
          
            2023-12-15
          
          6.500000
          407.16
          455.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 550806 X
          
            2035-08-15
          
          5.000000
          983.73
          1126.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004220 M
          
            2038-08-20
          
          5.000000
          1175.37
          1349.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004197 M
          
            2038-07-20
          
          7.000000
          992.68
          1211.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004193 M
          
            2038-07-20
          
          5.000000
          791.29
          907.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004168 M
          
            2038-06-20
          
          5.000000
          364.13
          417.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 602636 X
          
            2033-01-15
          
          5.500000
          405.02
          452.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 602211 X
          
            2033-03-15
          
          5.500000
          352.18
          409.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 602101 X
          
            2033-02-15
          
          5.500000
          370.43
          417.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 600734 X
          
            2034-01-15
          
          6.000000
          660.99
          747.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 599844 X
          
            2033-02-15
          
          6.000000
          380.75
          432.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 599797 X
          
            2032-11-15
          
          6.000000
          334.16
          377.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 599564 X
          
            2037-08-15
          
          6.000000
          955.74
          1148.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 597944 X
          
            2032-11-15
          
          6.000000
          644.06
          725.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 597334 X
          
            2033-05-15
          
          6.000000
          972.62
          1096.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 596622 X
          
            2032-10-15
          
          6.000000
          1028.37
          1203.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002956 M
          
            2030-08-20
          
          7.000000
          59.18
          67.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002910 M
          
            2030-04-20
          
          8.500000
          31.85
          36.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002908 M
          
            2030-04-20
          
          7.500000
          35.28
          41.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002895 M
          
            2030-03-20
          
          7.000000
          164.32
          189.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002922 M
          
            2030-05-20
          
          8.000000
          127.83
          153.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002866 M
          
            2030-01-20
          
          7.000000
          781.37
          917.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002885 M
          
            2030-02-20
          
          8.500000
          189.86
          202.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002838 M
          
            2029-11-20
          
          7.000000
          1425.49
          1663.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 706707 X
          
            2039-02-15
          
          5.000000
          2037.35
          2304.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 706008 X
          
            2039-01-15
          
          6.000000
          439.27
          505.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 705983 X
          
            2039-01-15
          
          6.500000
          1104.21
          1280.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 705669 X
          
            2038-12-15
          
          7.000000
          242.81
          249.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 703544 X
          
            2039-07-15
          
          5.000000
          499.98
          565.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701837 X
          
            2035-10-15
          
          5.500000
          1210.87
          1351.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD649485
          
            2032-08-01
          
          2.665000
          567.02
          569.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002702 M
          
            2029-01-20
          
          7.000000
          739.70
          850.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003595 M
          
            2034-08-20
          
          5.000000
          1578.86
          1808.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003583 M
          
            2034-07-20
          
          5.500000
          1650.73
          1941.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003545 M
          
            2034-04-20
          
          6.000000
          940.99
          1113.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003490 M
          
            2033-12-20
          
          6.500000
          252.56
          304.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003476 M
          
            2033-11-20
          
          7.000000
          309.01
          362.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002548 M
          
            2028-02-20
          
          7.000000
          1718.92
          1959.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002563 M
          
            2028-03-20
          
          6.500000
          1919.42
          2173.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002562 M
          
            2028-03-20
          
          6.000000
          467.09
          530.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD675363
          
            2033-02-01
          
          3.790000
          2104.26
          2098.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002797 M
          
            2029-08-20
          
          7.250000
          132.94
          139.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002783 M
          
            2029-07-20
          
          7.000000
          1615.00
          1867.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002781 M
          
            2029-07-20
          
          6.500000
          87.48
          100.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 586738 X
          
            2032-06-15
          
          7.000000
          1300.19
          1353.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003202 M
          
            2032-02-20
          
          7.000000
          978.89
          1167.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003198 M
          
            2032-02-20
          
          5.000000
          350.24
          384.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003185 M
          
            2032-01-20
          
          5.500000
          1920.82
          2184.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003162 M
          
            2031-11-20
          
          7.000000
          1329.35
          1583.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003173 M
          
            2031-12-20
          
          6.500000
          146.41
          172.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003131 M
          
            2031-09-20
          
          5.500000
          741.79
          822.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003119 M
          
            2031-08-20
          
          6.000000
          784.04
          896.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003148 M
          
            2031-10-20
          
          5.500000
          252.69
          282.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003106 M
          
            2031-07-20
          
          6.000000
          1895.75
          2160.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003096 M
          
            2031-06-20
          
          7.000000
          738.30
          879.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003072 M
          
            2031-04-20
          
          8.500000
          305.74
          312.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003081 M
          
            2031-05-20
          
          7.000000
          900.50
          1076.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003042 M
          
            2031-02-20
          
          8.000000
          108.72
          132.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL124555
          
            2022-11-01
          
          8.000000
          903.66
          919.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX AS038670
          
            2026-12-01
          
          4.438000
          814.30
          833.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL250085
          
            2024-06-01
          
          8.000000
          144.76
          155.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS694659
          
            2033-03-01
          
          3.629000
          700.41
          702.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL694781
          
            2033-04-01
          
          5.000000
          108.17
          120.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 597953 X
          
            2033-04-15
          
          5.500000
          1172.17
          1340.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611420 X
          
            2033-04-15
          
          6.500000
          1321.73
          1491.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 553170 X
          
            2033-04-15
          
          6.000000
          1450.95
          1701.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593942 X
          
            2033-04-15
          
          5.500000
          316.98
          356.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003375 M
          
            2033-04-20
          
          5.500000
          694.40
          811.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CIAD0402
          
            2023-02-01
          
          5.000000
          50.75
          53.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004599 M
          
            2039-12-20
          
          5.000000
          1387.69
          1597.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 711067 X
          
            2040-01-15
          
          5.000000
          1079.90
          1262.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004622 M
          
            2040-01-20
          
          7.000000
          492.80
          498.76
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC J12076 G
          
            2025-04-01
          
          4.500000
          1295.55
          1372.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004747 M
          
            2040-07-20
          
          5.000000
          1862.71
          2144.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 383122 X
          
            2026-06-15
          
          7.500000
          354.40
          371.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 667338 X
          
            2037-05-15
          
          6.000000
          306.11
          345.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL941217
          
            2037-06-01
          
          6.000000
          224.14
          269.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003079 M
          
            2031-05-20
          
          6.000000
          566.16
          645.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 498273 X
          
            2031-06-15
          
          6.500000
          314.76
          361.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003105 M
          
            2031-07-20
          
          5.500000
          1097.00
          1214.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003108 M
          
            2031-07-20
          
          7.000000
          196.44
          236.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 549576 X
          
            2031-07-15
          
          6.500000
          841.04
          959.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J14492 G
          
            2026-02-01
          
          4.000000
          764.78
          816.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC J12438 G
          
            2025-06-01
          
          4.500000
          987.64
          1050.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G18684 G
          
            2033-04-01
          
          3.000000
          217.63
          229.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 02.500 FGPC G18622 G
          
            2031-12-01
          
          2.500000
          1210.48
          1265.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G18317 G
          
            2024-07-01
          
          4.500000
          1690.61
          1782.31
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08752 G
          
            2047-03-01
          
          4.000000
          152.36
          166.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 671127 X
          
            2037-09-15
          
          6.500000
          238.48
          276.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C90589 G
          
            2022-11-01
          
          6.000000
          481.83
          542.61
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.500 FGPC C90473 G
          
            2021-08-01
          
          6.500000
          31.92
          35.98
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q25332 G
          
            2044-03-01
          
          4.500000
          147.06
          166.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J32203 G
          
            2030-07-01
          
          3.500000
          110.81
          118.50
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J31539 G
          
            2030-05-01
          
          3.000000
          141.63
          149.88
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C59349 G
          
            2031-10-01
          
          7.000000
          69.90
          72.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A33044 G
          
            2035-01-01
          
          5.000000
          937.93
          1094.92
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC A28468 G
          
            2034-12-01
          
          5.500000
          174.38
          204.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A23170 G
          
            2034-05-01
          
          5.000000
          1469.52
          1706.29
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC A15090 G
          
            2033-10-01
          
          5.500000
          192.43
          225.25
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A14803 G
          
            2033-10-01
          
          5.000000
          153.39
          178.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A12507 G
          
            2033-09-01
          
          5.000000
          264.23
          304.74
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G02557 G
          
            2037-01-01
          
          5.500000
          346.91
          406.84
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G03205 G
          
            2035-07-01
          
          5.500000
          526.69
          615.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 545132 X
          
            2031-03-15
          
          7.000000
          331.09
          347.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 543737 X
          
            2030-12-15
          
          7.000000
          208.56
          218.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 544477 X
          
            2031-04-15
          
          6.500000
          300.37
          338.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 538313 X
          
            2032-02-15
          
          6.500000
          173.08
          205.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 385612 X
          
            2024-04-15
          
          7.000000
          51.52
          54.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 385564 C
          
            2024-02-20
          
          7.000000
          607.23
          641.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 384680 X
          
            2025-08-15
          
          7.000000
          537.75
          549.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 380987 X
          
            2024-05-15
          
          7.500000
          233.36
          237.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 377703 X
          
            2024-04-15
          
          7.000000
          657.04
          695.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 377615 X
          
            2025-09-15
          
          7.500000
          49.31
          53.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 377448 X
          
            2026-12-15
          
          7.500000
          42.55
          44.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 376348 X
          
            2023-12-15
          
          7.000000
          309.12
          326.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 375095 X
          
            2025-09-15
          
          7.000000
          55.89
          56.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CKCA0522
          
            2047-10-01
          
          3.000000
          342.31
          352.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 596763 X
          
            2032-12-15
          
          6.000000
          367.26
          414.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 596673 X
          
            2032-10-15
          
          6.000000
          38.89
          43.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595617 X
          
            2033-01-15
          
          5.500000
          177.34
          197.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595605 X
          
            2032-11-15
          
          5.500000
          221.83
          247.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595255 X
          
            2032-12-15
          
          5.500000
          1434.58
          1651.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595048 X
          
            2032-10-15
          
          6.000000
          1469.44
          1717.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595037 X
          
            2032-10-15
          
          6.000000
          278.04
          313.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AI0858 C
          
            2039-05-20
          
          5.500000
          529.41
          586.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX3537 C
          
            2047-05-20
          
          3.500000
          4302970.49
          4649465.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU0210 C
          
            2050-05-20
          
          4.000000
          393.37
          435.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781204 X
          
            2030-08-15
          
          7.500000
          624.98
          701.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781159 X
          
            2030-04-15
          
          7.500000
          698.87
          828.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701586 X
          
            2039-01-15
          
          5.500000
          87.97
          100.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 700913 X
          
            2038-11-15
          
          5.000000
          375.60
          432.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 700767 X
          
            2038-10-15
          
          6.500000
          192.04
          222.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 700103 X
          
            2039-01-15
          
          6.500000
          606.05
          708.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 699446 X
          
            2038-10-15
          
          5.500000
          471.76
          557.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 698771 X
          
            2038-12-15
          
          5.500000
          762.49
          867.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 699274 X
          
            2038-09-15
          
          6.500000
          1157.05
          1355.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 697853 X
          
            2039-02-15
          
          5.000000
          943.06
          1087.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 696494 X
          
            2038-08-15
          
          5.000000
          770.84
          871.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 696456 X
          
            2038-08-15
          
          5.500000
          905.57
          1064.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 695741 X
          
            2038-11-15
          
          6.500000
          259.97
          291.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 693639 X
          
            2038-07-15
          
          5.500000
          1497.11
          1738.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 693571 X
          
            2038-07-15
          
          5.000000
          1321.68
          1534.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 580985 X
          
            2032-02-15
          
          6.000000
          470.42
          530.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002768 M
          
            2029-06-20
          
          7.000000
          386.75
          447.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002766 M
          
            2029-06-20
          
          6.000000
          1512.09
          1722.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002794 M
          
            2029-08-20
          
          6.000000
          1084.24
          1232.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002752 M
          
            2029-05-20
          
          5.500000
          498.70
          553.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002743 M
          
            2029-04-20
          
          7.500000
          1578.44
          1795.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002742 M
          
            2029-04-20
          
          7.000000
          576.98
          662.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002741 M
          
            2029-04-20
          
          6.500000
          1729.26
          1982.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002740 M
          
            2029-04-20
          
          6.000000
          1284.10
          1463.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL888034
          
            2036-08-01
          
          6.500000
          1746.67
          2001.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL888284
          
            2037-04-01
          
          5.500000
          99.56
          116.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1883013
          
            2036-06-01
          
          3.610000
          2153.65
          2157.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CIFM2235
          
            2028-12-01
          
          4.500000
          1515.27
          1598.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIFM1902
          
            2034-11-01
          
          3.000000
          1520414.53
          1614594.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM1886
          
            2049-06-01
          
          3.500000
          568.26
          601.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003039 M
          
            2031-02-20
          
          6.500000
          1579.04
          1821.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003026 M
          
            2031-01-20
          
          7.000000
          406.86
          482.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003025 M
          
            2031-01-20
          
          6.500000
          299.65
          350.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003024 M
          
            2031-01-20
          
          6.000000
          215.60
          240.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003010 M
          
            2030-12-20
          
          7.000000
          59.51
          69.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003009 M
          
            2030-12-20
          
          6.500000
          325.88
          364.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 711296 X
          
            2039-01-15
          
          6.500000
          1219.49
          1365.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 710353 X
          
            2039-08-15
          
          5.500000
          1353.94
          1528.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 709728 X
          
            2039-06-15
          
          5.000000
          703.61
          795.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 656394 X
          
            2037-02-15
          
          6.000000
          823.39
          951.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 656323 X
          
            2036-11-15
          
          6.000000
          1173.86
          1400.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 657022 X
          
            2036-08-15
          
          6.000000
          718.23
          809.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 655352 X
          
            2036-05-15
          
          6.500000
          661.63
          760.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 654419 X
          
            2036-08-15
          
          6.000000
          1436.77
          1686.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430921 X
          
            2026-07-15
          
          7.500000
          60.03
          61.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002248 M
          
            2026-07-20
          
          7.500000
          1603.72
          1801.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002250 M
          
            2026-07-20
          
          8.500000
          893.40
          988.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 431046 X
          
            2026-08-15
          
          8.000000
          42.57
          44.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 423836 X
          
            2026-08-15
          
          8.000000
          203.17
          224.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 347208 X
          
            2026-09-15
          
          7.500000
          482.15
          487.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 431529 X
          
            2026-11-15
          
          7.750000
          101.43
          111.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780467 X
          
            2024-11-15
          
          7.500000
          49.47
          53.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780469 X
          
            2024-06-15
          
          6.000000
          59.78
          67.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002344 M
          
            2026-12-20
          
          8.000000
          180.06
          199.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002346 M
          
            2026-12-20
          
          9.000000
          489.49
          498.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 393235 X
          
            2027-01-15
          
          8.500000
          227.38
          254.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002379 M
          
            2027-02-20
          
          8.000000
          606.32
          677.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAI9793
          
            2026-08-01
          
          3.500000
          580.97
          620.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.500 FGPC G12797 G
          
            2022-02-01
          
          6.500000
          299.63
          303.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004037 M
          
            2037-10-20
          
          5.000000
          255.97
          293.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004040 M
          
            2037-10-20
          
          6.500000
          769.64
          919.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 664433 X
          
            2037-11-15
          
          6.000000
          179.41
          203.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS607373
          
            2031-11-01
          
          2.180000
          1580.81
          1588.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781339 X
          
            2031-09-15
          
          8.000000
          55.00
          67.16
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C59787 G
          
            2031-11-01
          
          5.500000
          84.35
          94.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004026 M
          
            2037-09-20
          
          5.000000
          1027.04
          1177.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781319 X
          
            2031-07-15
          
          7.000000
          885.51
          1064.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 566723 X
          
            2031-08-15
          
          7.000000
          320.56
          362.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2608435
          
            2030-06-01
          
          2.368000
          390.60
          391.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003135 M
          
            2031-09-20
          
          7.500000
          113.58
          137.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781330 X
          
            2031-09-15
          
          6.000000
          1219.52
          1455.21
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G12215 G
          
            2021-07-01
          
          5.500000
          128.50
          129.45
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G02195 G
          
            2036-05-01
          
          5.000000
          86.43
          100.85
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A46671 G
          
            2035-08-01
          
          5.000000
          64.46
          74.89
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC D69343 G
          
            2026-02-01
          
          7.000000
          641.09
          647.13
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G30370 G
          
            2027-09-01
          
          5.500000
          541.12
          608.25
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC C78396 G
          
            2033-04-01
          
          4.500000
          97.16
          106.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC C77648 G
          
            2033-03-01
          
          5.000000
          96.09
          107.49
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C72738 G
          
            2032-11-01
          
          5.500000
          257.22
          297.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C62740 G
          
            2032-01-01
          
          7.000000
          92.19
          105.11
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C61408 G
          
            2031-12-01
          
          5.500000
          95.47
          108.15
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC G01571 G
          
            2033-05-01
          
          7.500000
          1833.85
          2136.39
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC G01457 G
          
            2029-08-01
          
          6.000000
          155.70
          177.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.000 FGPC G00289 G
          
            2025-01-01
          
          8.000000
          79.80
          81.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAZ7916
          
            2026-04-01
          
          3.500000
          285.86
          305.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CVMA1557
          
            2028-08-01
          
          3.000000
          590.94
          627.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAW0744
          
            2044-03-01
          
          4.500000
          92.43
          103.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q25849 G
          
            2044-04-01
          
          4.500000
          524.67
          587.80
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G15039 G
          
            2026-09-01
          
          4.500000
          435.39
          460.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CNMA1999
          
            2024-08-01
          
          3.500000
          989.48
          1054.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAU2299
          
            2028-09-01
          
          2.500000
          602.64
          629.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAS0764
          
            2028-10-01
          
          3.500000
          661.92
          715.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAV1820
          
            2028-12-01
          
          3.500000
          133.81
          145.18
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G14922 G
          
            2026-09-01
          
          4.500000
          322.23
          343.10
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q23461 G
          
            2043-11-01
          
          4.500000
          329.59
          368.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAV2326
          
            2028-12-01
          
          3.500000
          291.44
          314.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781158 X
          
            2030-04-15
          
          8.000000
          955.65
          1150.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781129 X
          
            2028-11-15
          
          7.000000
          857.64
          997.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781122 X
          
            2029-12-15
          
          7.000000
          437.89
          513.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781120 X
          
            2029-12-15
          
          7.000000
          94.18
          111.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAJ6943
          
            2026-11-01
          
          3.500000
          227.95
          243.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAJ6937
          
            2026-11-01
          
          3.500000
          498.56
          532.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAI9798
          
            2026-08-01
          
          4.000000
          1407.99
          1506.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAH5620
          
            2026-02-01
          
          4.000000
          1275.88
          1364.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAH3613
          
            2026-01-01
          
          3.500000
          772.44
          824.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH3401
          
            2041-01-01
          
          4.500000
          54.14
          61.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003612 M
          
            2034-09-20
          
          6.500000
          632.12
          757.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003627 M
          
            2034-10-20
          
          7.000000
          462.30
          479.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003626 M
          
            2034-10-20
          
          6.500000
          1571.79
          1871.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003625 M
          
            2034-10-20
          
          6.000000
          1677.59
          1984.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 580607 X
          
            2033-02-15
          
          6.000000
          143.57
          173.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579538 X
          
            2032-03-15
          
          6.000000
          1694.02
          1916.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579420 X
          
            2032-05-15
          
          6.000000
          475.31
          535.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579210 X
          
            2032-03-15
          
          6.500000
          65.22
          74.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579179 X
          
            2032-01-15
          
          6.000000
          146.28
          165.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579140 X
          
            2032-01-15
          
          6.500000
          1155.77
          1303.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579137 X
          
            2032-01-15
          
          5.500000
          306.45
          342.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579091 X
          
            2031-12-15
          
          6.500000
          90.21
          101.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLBM3196
          
            2044-05-01
          
          5.500000
          520.51
          609.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM1248
          
            2046-09-01
          
          4.500000
          225.71
          255.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM1066
          
            2047-02-01
          
          4.000000
          178.04
          194.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM1064
          
            2030-11-01
          
          3.500000
          380.20
          409.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIFM1456
          
            2028-09-01
          
          2.500000
          327.09
          341.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA3413
          
            2034-04-01
          
          4.000000
          871.45
          943.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 693463 X
          
            2038-06-15
          
          6.000000
          95.50
          107.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII BD 693978 C
          
            2038-07-20
          
          4.500000
          444.49
          474.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 538327 X
          
            2032-03-15
          
          6.500000
          61.29
          72.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 538299 X
          
            2032-01-15
          
          6.000000
          842.82
          986.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 538269 X
          
            2031-11-15
          
          6.000000
          60.53
          68.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 535578 X
          
            2031-02-15
          
          7.500000
          82.36
          84.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 533977 X
          
            2032-05-15
          
          6.000000
          575.30
          653.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 527066 X
          
            2030-02-15
          
          7.500000
          84.08
          84.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 524289 X
          
            2029-11-15
          
          7.500000
          69.08
          72.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 520211 X
          
            2034-05-15
          
          5.000000
          1134.32
          1334.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD703165
          
            2033-07-01
          
          2.590000
          447.09
          445.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 652779 X
          
            2036-04-15
          
          5.500000
          146.66
          169.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 652201 X
          
            2036-02-15
          
          5.500000
          735.48
          849.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 652210 X
          
            2036-03-15
          
          5.500000
          87.66
          97.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651962 X
          
            2036-06-15
          
          5.500000
          606.64
          676.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651957 X
          
            2036-06-15
          
          6.000000
          885.26
          1004.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651850 X
          
            2036-06-15
          
          6.000000
          487.99
          585.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651826 X
          
            2036-05-15
          
          6.500000
          159.13
          178.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL518567
          
            2029-10-01
          
          7.500000
          1398.15
          1555.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL517874
          
            2030-02-01
          
          7.500000
          612.03
          685.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD510299
          
            2029-08-01
          
          2.615000
          841.56
          841.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA457808
          
            2029-01-01
          
          3.423000
          1518.98
          1520.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 710182 X
          
            2039-03-15
          
          5.000000
          1050.84
          1188.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 464612 X
          
            2029-03-15
          
          6.500000
          179.27
          200.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J16564 G
          
            2026-09-01
          
          3.500000
          369.72
          394.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002727 M
          
            2029-03-20
          
          5.500000
          1658.18
          1848.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C00748 G
          
            2029-04-01
          
          6.000000
          58.70
          67.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL323640
          
            2029-04-01
          
          7.500000
          221.98
          257.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002739 M
          
            2029-04-20
          
          5.500000
          241.20
          267.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487590 X
          
            2029-04-15
          
          7.000000
          341.92
          384.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487224 X
          
            2029-05-15
          
          6.500000
          291.86
          326.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WC499966
          
            2028-08-01
          
          2.670000
          1757.25
          1766.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492736 X
          
            2029-06-15
          
          6.500000
          79.91
          89.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002767 M
          
            2029-06-20
          
          6.500000
          1564.46
          1808.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 513778 X
          
            2029-07-15
          
          6.500000
          659.25
          737.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002778 M
          
            2029-07-20
          
          5.500000
          166.98
          185.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002784 M
          
            2029-07-20
          
          7.500000
          341.29
          381.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003151 M
          
            2031-10-20
          
          7.000000
          577.81
          688.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 550987 X
          
            2031-10-15
          
          6.500000
          276.89
          326.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 617569 X
          
            2037-06-15
          
          6.000000
          764.68
          865.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD888527
          
            2034-04-01
          
          2.892000
          281.40
          300.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL912925
          
            2037-07-01
          
          6.000000
          210.26
          251.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 658499 X
          
            2037-07-15
          
          6.000000
          866.94
          1047.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004007 M
          
            2037-07-20
          
          6.500000
          324.30
          392.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 599516 X
          
            2037-07-15
          
          5.500000
          166.67
          187.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 670142 X
          
            2037-08-15
          
          6.000000
          394.08
          444.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CI888677
          
            2022-08-01
          
          5.500000
          85.56
          87.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS545318
          
            2038-11-01
          
          2.960000
          365.61
          366.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS606116
          
            2031-09-01
          
          2.440000
          1682.51
          1687.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 535879 X
          
            2031-11-15
          
          6.500000
          469.70
          525.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574873 X
          
            2031-12-15
          
          6.000000
          536.74
          635.44
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.500 FGPC G00897 G
          
            2028-01-01
          
          8.500000
          60.12
          67.48
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC M30356 G
          
            2021-07-01
          
          4.500000
          51.96
          52.25
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A12403 G
          
            2033-08-01
          
          5.000000
          211.60
          245.82
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A12093 G
          
            2033-08-01
          
          5.000000
          67.07
          77.96
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC E04043 G
          
            2027-08-01
          
          3.500000
          273.28
          295.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A92179 G
          
            2040-05-01
          
          5.000000
          529.89
          609.74
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C33049 G
          
            2029-12-01
          
          7.500000
          57.79
          60.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C19932 G
          
            2029-01-01
          
          5.500000
          805.10
          900.06
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C17816 G
          
            2028-11-01
          
          7.000000
          77.20
          83.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C01840 G
          
            2034-05-01
          
          5.500000
          172.81
          202.35
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC C01585 G
          
            2033-07-01
          
          5.000000
          179.86
          208.62
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.500 FGPC C01010 G
          
            2030-06-01
          
          8.500000
          488.15
          578.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 656186 X
          
            2036-07-15
          
          6.500000
          632.35
          746.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL887319
          
            2036-08-01
          
          5.500000
          149.06
          166.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAS1756
          
            2029-02-01
          
          3.500000
          101.00
          108.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAZ0084
          
            2030-06-01
          
          3.500000
          113.47
          121.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781300 X
          
            2031-06-15
          
          7.000000
          1368.92
          1641.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781274 X
          
            2031-04-15
          
          6.500000
          341.34
          404.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781271 X
          
            2031-04-15
          
          7.000000
          63.02
          75.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781266 X
          
            2024-12-15
          
          7.500000
          319.42
          342.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781262 X
          
            2031-03-15
          
          6.000000
          117.81
          141.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781231 X
          
            2030-12-15
          
          7.000000
          1588.43
          1865.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781252 X
          
            2030-12-15
          
          8.000000
          183.41
          223.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781251 X
          
            2025-11-15
          
          8.000000
          122.60
          123.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781210 X
          
            2029-09-15
          
          6.500000
          173.63
          199.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004749 M
          
            2040-07-20
          
          6.000000
          1977.25
          2340.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004472 M
          
            2039-06-20
          
          6.500000
          550.70
          656.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3614
          
            2049-03-01
          
          3.500000
          137.57
          145.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA3610
          
            2034-03-01
          
          3.500000
          314.83
          335.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA3467
          
            2048-09-01
          
          4.000000
          910.02
          978.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3466
          
            2048-09-01
          
          3.500000
          308.04
          326.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIMA3463
          
            2033-09-01
          
          4.000000
          452.85
          482.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA3340
          
            2033-04-01
          
          3.500000
          195.17
          208.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA3333
          
            2048-04-01
          
          4.000000
          508.13
          547.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3276
          
            2048-02-01
          
          3.500000
          194.91
          206.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003613 M
          
            2034-09-20
          
          7.000000
          1579.67
          1849.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3237
          
            2048-01-01
          
          3.000000
          661.09
          692.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA3027
          
            2047-06-01
          
          4.000000
          155.80
          169.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2960
          
            2047-04-01
          
          4.000000
          153.40
          166.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA3489
          
            2033-10-01
          
          3.500000
          159.44
          170.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBM1791
          
            2032-06-01
          
          3.000000
          542.85
          584.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK0983
          
            2048-02-01
          
          5.000000
          544.35
          607.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ3260
          
            2047-10-01
          
          4.500000
          613.50
          678.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 422827 X
          
            2026-06-15
          
          8.000000
          67.75
          68.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 422561 X
          
            2026-04-15
          
          8.000000
          96.69
          98.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 422559 X
          
            2026-04-15
          
          7.000000
          131.32
          132.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 422529 X
          
            2026-04-15
          
          6.000000
          54.80
          61.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421829 X
          
            2026-04-15
          
          7.500000
          67.86
          72.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002676 M
          
            2028-11-20
          
          7.500000
          1042.26
          1171.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002675 M
          
            2028-11-20
          
          7.000000
          1283.91
          1481.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002660 M
          
            2028-10-20
          
          7.500000
          110.30
          123.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002643 M
          
            2028-09-20
          
          6.000000
          994.68
          1133.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002629 M
          
            2028-08-20
          
          6.000000
          398.93
          454.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002616 M
          
            2028-07-20
          
          7.000000
          1731.36
          1979.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 431034 X
          
            2026-07-15
          
          7.000000
          133.78
          136.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430993 X
          
            2026-07-15
          
          7.500000
          107.21
          109.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430882 X
          
            2026-06-15
          
          7.000000
          270.38
          275.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430603 X
          
            2028-02-15
          
          7.500000
          148.57
          152.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 431163 X
          
            2026-08-15
          
          7.250000
          170.05
          171.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430117 X
          
            2026-12-15
          
          7.500000
          164.50
          170.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 429766 X
          
            2033-11-15
          
          5.500000
          348.14
          388.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 430208 X
          
            2027-09-15
          
          7.000000
          566.91
          572.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 427827 X
          
            2027-11-15
          
          7.000000
          1377.56
          1390.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 426215 X
          
            2032-10-15
          
          6.500000
          90.95
          101.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 425968 X
          
            2026-03-15
          
          6.500000
          123.92
          138.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 425449 X
          
            2026-08-15
          
          8.000000
          447.98
          497.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 425021 X
          
            2033-11-15
          
          6.000000
          990.95
          1189.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 424717 X
          
            2026-04-15
          
          7.000000
          142.21
          143.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 462801 X
          
            2028-06-15
          
          6.500000
          373.63
          426.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 462763 X
          
            2028-06-15
          
          6.500000
          898.27
          1005.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 462622 X
          
            2028-03-15
          
          6.500000
          417.24
          475.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 460988 X
          
            2027-11-15
          
          7.250000
          71.56
          75.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 460982 X
          
            2027-11-15
          
          7.000000
          194.45
          215.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 454463 X
          
            2028-08-15
          
          6.500000
          98.39
          110.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 451505 X
          
            2027-10-15
          
          7.000000
          93.61
          103.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 586736 X
          
            2032-05-15
          
          7.500000
          193.67
          195.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 586314 X
          
            2034-12-15
          
          6.000000
          1095.82
          1239.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 586224 X
          
            2034-08-15
          
          5.500000
          338.50
          384.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 09.000 FGPC D10894 G
          
            2021-08-01
          
          9.000000
          245.54
          247.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002999 M
          
            2030-11-20
          
          7.500000
          328.35
          396.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002998 M
          
            2030-11-20
          
          7.000000
          649.96
          757.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002972 M
          
            2030-09-20
          
          7.500000
          656.88
          794.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 490215 X
          
            2029-07-15
          
          7.000000
          588.98
          659.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 513291 X
          
            2029-08-15
          
          7.000000
          100.32
          101.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002576 M
          
            2028-04-20
          
          6.000000
          1154.60
          1315.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002580 M
          
            2028-04-20
          
          7.500000
          1468.38
          1654.12
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C00604 G
          
            2028-04-01
          
          6.000000
          621.66
          712.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780777 X
          
            2028-04-15
          
          7.000000
          93.66
          107.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604723 X
          
            2033-10-15
          
          6.000000
          805.23
          967.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603130 X
          
            2033-10-15
          
          6.000000
          1702.78
          1944.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 594140 X
          
            2033-10-15
          
          5.000000
          287.92
          333.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 621289 X
          
            2033-10-15
          
          5.000000
          356.80
          403.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002521 M
          
            2027-12-20
          
          6.500000
          761.52
          857.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 446112 X
          
            2028-02-15
          
          7.500000
          444.28
          497.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002547 M
          
            2028-02-20
          
          6.500000
          288.62
          328.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002549 M
          
            2028-02-20
          
          7.500000
          196.37
          220.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 552234 X
          
            2031-12-15
          
          6.000000
          975.33
          1147.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570125 X
          
            2031-12-15
          
          5.500000
          1286.69
          1438.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003174 M
          
            2031-12-20
          
          7.000000
          496.03
          593.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 568865 X
          
            2031-12-15
          
          6.000000
          2037.99
          2297.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 571939 X
          
            2031-12-15
          
          6.500000
          279.86
          313.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL254145
          
            2032-01-01
          
          5.500000
          118.53
          137.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781381 X
          
            2031-12-15
          
          7.000000
          779.86
          929.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 678762 X
          
            2037-11-15
          
          6.500000
          265.51
          297.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004049 M
          
            2037-11-20
          
          6.000000
          341.97
          404.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004060 M
          
            2037-12-20
          
          6.000000
          881.90
          1042.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 680613 X
          
            2037-12-15
          
          6.500000
          925.72
          1088.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 391689 X
          
            2037-12-15
          
          5.000000
          927.99
          1049.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782244 X
          
            2037-12-15
          
          6.000000
          669.02
          808.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004071 M
          
            2038-01-20
          
          5.000000
          1051.26
          1204.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 609011 X
          
            2036-08-15
          
          6.000000
          198.26
          239.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003897 M
          
            2036-09-20
          
          5.000000
          1045.49
          1192.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003900 M
          
            2036-09-20
          
          6.500000
          631.49
          749.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 656486 X
          
            2036-09-15
          
          6.000000
          53.87
          60.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 661812 X
          
            2036-10-15
          
          6.500000
          296.27
          331.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD552218
          
            2030-10-01
          
          2.527000
          756.23
          759.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002986 M
          
            2030-10-20
          
          7.000000
          1111.82
          1324.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 412239 X
          
            2030-10-15
          
          8.500000
          607.76
          705.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 493531 X
          
            2029-07-15
          
          5.500000
          182.46
          205.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL535704
          
            2030-12-01
          
          5.500000
          562.07
          630.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003038 M
          
            2031-02-20
          
          6.000000
          485.38
          545.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003040 M
          
            2031-02-20
          
          7.000000
          581.20
          692.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 542644 X
          
            2031-03-15
          
          5.500000
          1386.82
          1545.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 474774 X
          
            2031-04-15
          
          6.000000
          247.91
          279.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004675 M
          
            2040-04-20
          
          5.500000
          870.27
          955.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004674 M
          
            2040-04-20
          
          5.000000
          168.16
          185.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004603 M
          
            2039-12-20
          
          6.500000
          1066.45
          1285.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570458 X
          
            2031-11-15
          
          6.000000
          97.21
          116.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570465 X
          
            2031-11-15
          
          6.500000
          55.38
          65.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570142 X
          
            2031-12-15
          
          6.000000
          141.46
          170.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570024 X
          
            2032-07-15
          
          6.000000
          116.80
          135.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570019 X
          
            2032-07-15
          
          6.500000
          867.29
          1038.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569898 X
          
            2032-06-15
          
          7.000000
          236.58
          278.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569556 X
          
            2032-01-15
          
          6.500000
          432.30
          499.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569549 X
          
            2032-01-15
          
          6.500000
          1887.17
          2125.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780773 X
          
            2028-04-15
          
          7.000000
          879.27
          984.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 342378 X
          
            2023-01-15
          
          8.000000
          75.43
          76.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003910 M
          
            2036-10-20
          
          6.000000
          495.91
          586.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CNMA2502
          
            2025-12-01
          
          3.500000
          699.62
          745.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL632255
          
            2032-02-01
          
          5.500000
          70.86
          79.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL629091
          
            2032-04-01
          
          6.500000
          408.41
          460.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAK0798
          
            2027-01-01
          
          3.500000
          641.67
          685.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781048 X
          
            2029-06-15
          
          6.500000
          189.44
          219.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781032 X
          
            2029-04-15
          
          6.500000
          836.54
          968.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781018 X
          
            2028-09-15
          
          7.500000
          65.38
          74.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780975 X
          
            2029-02-15
          
          6.000000
          81.11
          95.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780991 X
          
            2024-11-15
          
          9.000000
          261.11
          264.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780936 X
          
            2028-12-15
          
          7.500000
          639.53
          737.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781798 X
          
            2034-07-15
          
          6.000000
          472.36
          570.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781777 X
          
            2034-07-15
          
          5.500000
          1329.50
          1546.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781760 X
          
            2034-06-15
          
          5.500000
          808.21
          940.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002605 M
          
            2028-06-20
          
          7.500000
          1264.19
          1415.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002603 M
          
            2028-06-20
          
          6.500000
          1776.52
          2027.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002589 M
          
            2028-05-20
          
          6.000000
          1250.98
          1425.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002578 M
          
            2028-04-20
          
          7.000000
          123.68
          141.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002577 M
          
            2028-04-20
          
          6.500000
          888.60
          996.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001655 M
          
            2024-04-20
          
          7.000000
          184.00
          195.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001646 M
          
            2024-04-20
          
          6.000000
          1548.15
          1722.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001662 M
          
            2024-04-20
          
          7.500000
          50.35
          53.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 633618 X
          
            2034-09-15
          
          5.500000
          978.34
          1090.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD675632
          
            2032-12-01
          
          2.125000
          262.12
          263.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579072 X
          
            2031-12-15
          
          6.000000
          1555.59
          1786.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579633 X
          
            2032-02-15
          
          6.000000
          384.63
          441.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2676823
          
            2032-11-01
          
          2.244000
          1793.32
          1811.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 359191 X
          
            2028-07-15
          
          6.500000
          358.89
          401.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 424270 C
          
            2026-01-20
          
          7.000000
          151.96
          154.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 423417 X
          
            2025-12-15
          
          8.000000
          789.44
          824.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 423870 X
          
            2026-06-15
          
          7.500000
          43.15
          43.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 633577 X
          
            2034-08-15
          
          7.000000
          153.71
          155.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 632216 X
          
            2038-07-15
          
          5.000000
          1415.78
          1652.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 631270 X
          
            2035-07-15
          
          5.000000
          632.99
          745.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 629548 X
          
            2034-06-15
          
          6.000000
          620.50
          704.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 630007 X
          
            2034-07-15
          
          6.000000
          732.28
          839.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 628106 X
          
            2034-05-15
          
          5.500000
          705.21
          795.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 628130 X
          
            2034-05-15
          
          5.500000
          744.09
          830.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 627979 X
          
            2034-03-15
          
          5.000000
          387.71
          438.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI MH 625892 X
          
            2023-11-15
          
          5.750000
          1219.98
          1311.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 625095 X
          
            2034-02-15
          
          5.500000
          1972.30
          2221.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 622926 C
          
            2033-11-20
          
          6.000000
          468.12
          521.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL956425
          
            2037-12-01
          
          5.500000
          122.21
          138.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL940371
          
            2037-07-01
          
          5.500000
          648.54
          762.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL935228
          
            2039-05-01
          
          5.000000
          174.44
          194.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CI931194
          
            2024-05-01
          
          4.000000
          123.26
          131.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL929824
          
            2038-08-01
          
          5.500000
          354.70
          417.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 KL924070
          
            2037-05-01
          
          6.000000
          801.72
          912.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1909426
          
            2037-02-01
          
          1.924000
          2212.06
          2216.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS907897
          
            2036-12-01
          
          2.280000
          706.36
          706.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1905597
          
            2036-12-01
          
          2.250000
          1022.74
          1024.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL899509
          
            2037-05-01
          
          5.500000
          54.71
          64.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CI890838
          
            2033-05-01
          
          4.000000
          750.96
          804.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CI890430
          
            2027-07-01
          
          3.500000
          834.66
          890.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL889643
          
            2038-03-01
          
          6.000000
          259.59
          313.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CI890193
          
            2025-08-01
          
          3.500000
          357.54
          381.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 433647 X
          
            2028-03-15
          
          6.500000
          48.11
          53.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 426560 X
          
            2028-03-15
          
          6.500000
          412.11
          461.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002564 M
          
            2028-03-20
          
          7.000000
          1404.09
          1599.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 630141 X
          
            2034-07-15
          
          5.000000
          623.68
          705.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL725584
          
            2034-07-01
          
          5.000000
          580.20
          675.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004796 M
          
            2040-09-20
          
          4.500000
          481.77
          525.41
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J12989 G
          
            2025-09-01
          
          3.500000
          108.09
          115.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 752493 C
          
            2040-07-20
          
          5.000000
          1737.73
          1916.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE8325
          
            2025-11-01
          
          3.500000
          924.78
          987.27
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G06172 G
          
            2038-12-01
          
          5.500000
          967.59
          1139.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAH0969
          
            2025-12-01
          
          3.500000
          175.93
          187.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004928 M
          
            2041-01-20
          
          6.000000
          645.47
          762.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004952 M
          
            2041-02-20
          
          3.500000
          1349.85
          1416.12
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC A97047 G
          
            2041-02-01
          
          4.500000
          64.22
          72.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 683379 X
          
            2038-01-15
          
          6.500000
          976.81
          1093.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 646093 X
          
            2038-01-15
          
          5.000000
          1070.45
          1209.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL961767
          
            2038-03-01
          
          5.000000
          68.52
          79.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004086 M
          
            2038-02-20
          
          6.500000
          372.84
          442.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 683097 X
          
            2038-02-15
          
          5.000000
          157.03
          182.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G13043 G
          
            2023-02-01
          
          5.500000
          1538.17
          1596.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL962589
          
            2038-04-01
          
          5.500000
          142.13
          167.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 666094 X
          
            2038-04-15
          
          6.500000
          1353.21
          1514.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004115 M
          
            2038-04-20
          
          6.000000
          359.86
          425.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL545406
          
            2031-12-01
          
          5.500000
          47.13
          53.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 679385 X
          
            2038-05-15
          
          5.500000
          508.54
          601.76
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G13174 G
          
            2023-06-01
          
          5.000000
          568.50
          598.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 686951 X
          
            2038-06-15
          
          6.500000
          745.33
          869.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659727 X
          
            2036-11-15
          
          5.500000
          171.71
          191.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL190377
          
            2036-11-01
          
          5.000000
          642.95
          749.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003918 M
          
            2036-11-20
          
          5.000000
          793.57
          908.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 658451 X
          
            2036-12-15
          
          6.000000
          579.66
          696.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 NP256576
          
            2037-01-01
          
          5.500000
          205.74
          233.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 661598 X
          
            2037-01-15
          
          6.000000
          676.52
          800.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003964 M
          
            2037-03-20
          
          5.000000
          643.16
          737.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 667538 X
          
            2037-04-15
          
          6.000000
          372.50
          419.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL918957
          
            2037-04-01
          
          5.500000
          122.50
          142.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003976 M
          
            2037-04-20
          
          6.000000
          1071.50
          1267.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782144 X
          
            2037-02-15
          
          6.000000
          870.05
          1050.15
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A60611 G
          
            2037-06-01
          
          5.000000
          77.98
          91.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3442
          
            2048-08-01
          
          3.500000
          311.76
          330.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003899 M
          
            2036-09-20
          
          6.000000
          1196.99
          1415.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003898 M
          
            2036-09-20
          
          5.500000
          253.88
          298.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003889 M
          
            2036-08-20
          
          5.500000
          742.95
          861.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003920 M
          
            2036-11-20
          
          6.000000
          1614.57
          1908.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003866 M
          
            2036-06-20
          
          6.500000
          1252.87
          1523.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003864 M
          
            2036-06-20
          
          5.500000
          1563.93
          1841.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003842 M
          
            2036-04-20
          
          6.000000
          355.29
          420.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003807 M
          
            2036-01-20
          
          5.500000
          792.62
          933.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003820 M
          
            2036-02-20
          
          6.000000
          1499.95
          1774.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003777 M
          
            2035-10-20
          
          7.000000
          1401.47
          1530.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003748 M
          
            2035-08-20
          
          5.500000
          1381.91
          1626.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003713 M
          
            2035-05-20
          
          6.500000
          337.62
          396.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003725 M
          
            2035-06-20
          
          6.000000
          503.71
          595.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003653 M
          
            2034-12-20
          
          6.000000
          1739.48
          2059.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781688 X
          
            2033-12-15
          
          6.000000
          993.89
          1200.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780728 X
          
            2028-03-15
          
          7.500000
          151.08
          172.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780689 X
          
            2027-12-15
          
          6.500000
          307.12
          348.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780688 X
          
            2023-12-15
          
          7.000000
          462.03
          490.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780685 X
          
            2027-12-15
          
          6.500000
          358.99
          401.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780678 X
          
            2027-11-15
          
          6.500000
          279.36
          312.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780675 X
          
            2024-09-15
          
          7.000000
          606.45
          652.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780657 X
          
            2023-12-15
          
          8.000000
          389.69
          412.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004145 M
          
            2038-05-20
          
          6.000000
          479.42
          566.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004170 M
          
            2038-06-20
          
          6.000000
          1002.15
          1184.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004101 M
          
            2038-03-20
          
          7.000000
          1043.55
          1216.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004085 M
          
            2038-02-20
          
          6.000000
          1769.29
          2093.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004084 M
          
            2038-02-20
          
          5.500000
          1499.28
          1764.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004061 M
          
            2037-12-20
          
          6.500000
          551.82
          651.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 357905 X
          
            2023-05-15
          
          7.000000
          72.51
          73.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 357187 X
          
            2023-04-15
          
          6.500000
          67.93
          76.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 356705 X
          
            2023-08-15
          
          7.000000
          138.70
          141.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354840 X
          
            2024-06-15
          
          6.500000
          337.03
          377.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354815 X
          
            2024-05-15
          
          6.500000
          369.78
          413.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368394 X
          
            2024-02-15
          
          6.500000
          92.44
          103.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368354 X
          
            2024-01-15
          
          6.500000
          317.11
          354.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 364356 X
          
            2024-06-15
          
          7.500000
          94.35
          95.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 363678 X
          
            2023-11-15
          
          7.000000
          57.91
          58.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 362788 X
          
            2024-03-15
          
          6.500000
          60.38
          67.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 361398 X
          
            2024-01-15
          
          6.500000
          511.40
          572.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 361360 X
          
            2023-08-15
          
          6.500000
          49.04
          54.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 361805 X
          
            2023-09-15
          
          6.500000
          599.72
          671.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 360882 X
          
            2023-07-15
          
          6.500000
          572.55
          640.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 622610 X
          
            2033-10-15
          
          5.000000
          354.96
          401.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368074 X
          
            2023-11-15
          
          6.000000
          106.15
          119.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 366719 X
          
            2024-02-15
          
          6.000000
          738.77
          832.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 366634 X
          
            2023-11-15
          
          7.500000
          170.62
          173.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 366632 X
          
            2023-11-15
          
          6.500000
          275.17
          308.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 365934 X
          
            2023-11-15
          
          7.000000
          97.50
          99.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 365913 X
          
            2024-01-15
          
          6.500000
          98.30
          110.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605839 X
          
            2033-02-15
          
          6.000000
          310.69
          350.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 606699 X
          
            2034-01-15
          
          6.500000
          144.79
          162.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 594834 X
          
            2032-08-15
          
          6.000000
          228.16
          275.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 594701 X
          
            2033-01-15
          
          5.500000
          601.65
          684.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 413632 X
          
            2026-03-15
          
          7.500000
          142.70
          150.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 412508 X
          
            2025-10-15
          
          7.000000
          134.36
          145.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 412201 X
          
            2026-01-15
          
          7.000000
          169.39
          173.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB888757
          
            2037-09-01
          
          2.325000
          567.25
          578.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WZ888676
          
            2033-09-01
          
          2.933000
          2023.40
          2039.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 451818 X
          
            2029-11-15
          
          7.500000
          732.76
          769.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 449494 X
          
            2027-12-15
          
          7.000000
          1202.98
          1323.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 446982 X
          
            2027-04-15
          
          7.500000
          116.41
          119.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 440378 X
          
            2027-04-15
          
          7.000000
          107.38
          110.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 436031 X
          
            2027-12-15
          
          7.500000
          100.91
          102.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 434272 X
          
            2029-04-15
          
          7.000000
          88.80
          95.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 434128 X
          
            2028-12-15
          
          6.500000
          51.42
          57.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 433627 X
          
            2028-02-15
          
          7.000000
          102.94
          113.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 658020 X
          
            2036-07-15
          
          7.000000
          1293.73
          1484.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 657346 X
          
            2036-12-15
          
          6.000000
          755.99
          858.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 433606 X
          
            2028-02-15
          
          7.000000
          71.76
          76.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 469699 X
          
            2028-11-15
          
          7.000000
          163.00
          180.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486694 X
          
            2028-11-15
          
          6.000000
          164.45
          189.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780894 X
          
            2028-11-15
          
          6.500000
          1510.90
          1739.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780914 X
          
            2028-11-15
          
          6.000000
          1663.36
          1948.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 495756 X
          
            2028-12-15
          
          6.500000
          109.19
          122.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 466051 X
          
            2028-09-15
          
          6.500000
          113.51
          127.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS443193
          
            2027-11-01
          
          2.340000
          1256.44
          1256.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486597 X
          
            2028-10-15
          
          6.000000
          1113.04
          1274.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 481374 X
          
            2028-10-15
          
          6.500000
          411.34
          460.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL751715
          
            2033-11-01
          
          5.000000
          171.97
          194.07
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A15349 G
          
            2033-11-01
          
          5.000000
          61.54
          71.28
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C01674 G
          
            2033-11-01
          
          5.500000
          286.30
          334.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 429667 X
          
            2033-11-15
          
          6.000000
          620.52
          718.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004171 M
          
            2038-06-20
          
          6.500000
          1154.04
          1368.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782332 X
          
            2038-05-15
          
          5.500000
          371.04
          438.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CI890042
          
            2022-07-01
          
          5.500000
          251.05
          256.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL975646
          
            2038-07-01
          
          5.500000
          45.39
          52.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004196 M
          
            2038-07-20
          
          6.500000
          1138.18
          1379.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004216 M
          
            2038-08-20
          
          6.000000
          128.26
          141.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004224 M
          
            2038-08-20
          
          7.000000
          1572.61
          1830.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 673009 X
          
            2038-08-15
          
          6.000000
          260.57
          314.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX AS041732
          
            2027-02-01
          
          4.290000
          617.36
          629.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 301562 X
          
            2022-10-15
          
          7.500000
          92.85
          94.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 334125 X
          
            2022-10-15
          
          7.000000
          1608.94
          1624.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 338540 X
          
            2022-12-15
          
          7.000000
          171.70
          174.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 220715 X
          
            2023-01-15
          
          7.000000
          184.68
          186.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 329855 X
          
            2023-01-15
          
          7.000000
          64.40
          65.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA2335
          
            2025-07-01
          
          3.000000
          395.03
          416.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL8511
          
            2031-05-01
          
          3.500000
          876.58
          950.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAP0262
          
            2027-08-01
          
          3.500000
          104.69
          111.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAO4073
          
            2027-05-01
          
          2.500000
          472.76
          494.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL8271
          
            2031-04-01
          
          3.500000
          183.48
          198.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CIAL9461
          
            2024-10-01
          
          5.500000
          229.42
          236.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL7579
          
            2042-02-01
          
          5.500000
          133.10
          156.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL7468
          
            2045-02-01
          
          5.000000
          1888.92
          2188.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL6717
          
            2041-12-01
          
          5.500000
          1707.52
          1969.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL6545
          
            2044-11-01
          
          5.000000
          1610.21
          1847.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAL5956
          
            2027-05-01
          
          4.000000
          117.66
          125.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL5853
          
            2044-05-01
          
          5.000000
          281.32
          317.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL3803
          
            2028-06-01
          
          3.000000
          254.56
          268.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL3006
          
            2037-07-01
          
          5.000000
          108.26
          126.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003638 M
          
            2034-11-20
          
          6.000000
          910.70
          1077.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003636 M
          
            2034-11-20
          
          5.000000
          838.76
          960.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3225
          
            2049-03-01
          
          4.500000
          195.82
          213.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD615033
          
            2032-01-01
          
          2.450000
          902.23
          899.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB612498
          
            2032-11-01
          
          2.115000
          1596.68
          1602.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD610547
          
            2031-11-01
          
          2.277000
          792.34
          796.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA609590
          
            2031-10-01
          
          2.845000
          1097.83
          1094.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA607478
          
            2031-09-01
          
          3.020000
          1013.00
          1011.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS594586
          
            2030-12-01
          
          2.540000
          501.70
          501.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS594243
          
            2030-12-01
          
          2.633000
          1041.17
          1043.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD581879
          
            2031-07-01
          
          2.502000
          485.51
          489.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD582342
          
            2030-08-01
          
          2.538000
          365.50
          368.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL569972
          
            2031-03-01
          
          7.500000
          354.29
          400.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAS0513
          
            2043-08-01
          
          2.500000
          468.09
          487.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAQ4993
          
            2028-10-01
          
          3.500000
          735.95
          785.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTAP9582
          
            2032-10-01
          
          3.000000
          386.77
          413.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAP9771
          
            2027-10-01
          
          3.000000
          311.52
          330.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAP4750
          
            2027-08-01
          
          3.500000
          69.77
          75.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616083 X
          
            2033-11-15
          
          5.000000
          1192.37
          1403.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616015 X
          
            2033-10-15
          
          5.000000
          1214.55
          1401.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615901 X
          
            2033-08-15
          
          6.000000
          926.21
          1044.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615894 X
          
            2033-08-15
          
          5.000000
          323.45
          375.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615890 X
          
            2033-08-15
          
          5.000000
          1023.45
          1203.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615888 X
          
            2033-08-15
          
          5.000000
          522.07
          614.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5334 M
          
            2048-07-20
          
          6.000000
          925.13
          1084.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA4309 M
          
            2047-03-20
          
          3.000000
          209.66
          215.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4132 M
          
            2046-12-20
          
          6.000000
          1395.18
          1639.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 359954 X
          
            2023-12-15
          
          6.500000
          587.58
          657.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 359874 X
          
            2023-07-15
          
          7.000000
          42.34
          43.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575246 X
          
            2032-02-15
          
          6.000000
          128.47
          144.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574880 X
          
            2031-12-15
          
          5.500000
          470.58
          524.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 493532 X
          
            2029-09-15
          
          6.000000
          530.59
          622.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492887 X
          
            2028-11-15
          
          6.000000
          31.71
          35.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492723 X
          
            2029-04-15
          
          6.500000
          101.44
          113.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492747 X
          
            2029-07-15
          
          7.000000
          67.24
          74.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492202 X
          
            2028-12-15
          
          6.000000
          108.37
          122.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492165 X
          
            2029-02-15
          
          6.000000
          51.73
          58.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 492134 X
          
            2029-01-15
          
          6.000000
          580.77
          655.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 491134 X
          
            2028-12-15
          
          6.000000
          79.05
          89.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 491103 X
          
            2029-01-15
          
          6.000000
          246.82
          281.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 490827 X
          
            2028-11-15
          
          6.500000
          204.60
          229.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 411077 X
          
            2038-12-15
          
          5.500000
          991.61
          1106.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001369 M
          
            2023-09-20
          
          7.000000
          107.06
          112.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001147 M
          
            2023-05-20
          
          7.500000
          285.14
          297.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001790 M
          
            2024-07-20
          
          8.000000
          127.91
          134.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001717 M
          
            2024-05-20
          
          7.500000
          478.95
          512.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001709 M
          
            2024-05-20
          
          6.500000
          67.86
          70.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 000585 M
          
            2022-12-20
          
          8.500000
          156.99
          159.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 000446 M
          
            2022-11-20
          
          7.500000
          350.22
          365.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 000445 M
          
            2022-11-20
          
          7.000000
          79.36
          80.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 606883 C
          
            2033-08-20
          
          5.000000
          774.97
          851.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTAS2295
          
            2034-04-01
          
          3.000000
          957.40
          1012.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 320311 X
          
            2022-03-15
          
          8.000000
          26.70
          26.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 320246 X
          
            2021-12-15
          
          8.000000
          912.40
          922.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 316209 X
          
            2022-02-15
          
          8.000000
          339.72
          345.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 433262 X
          
            2026-10-15
          
          8.500000
          688.81
          766.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 432429 X
          
            2027-04-15
          
          7.500000
          123.38
          124.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 432331 X
          
            2027-02-15
          
          7.500000
          114.50
          115.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 431057 X
          
            2026-07-15
          
          7.500000
          94.61
          96.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002168 M
          
            2026-02-20
          
          7.000000
          227.48
          250.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002167 M
          
            2026-02-20
          
          6.500000
          1954.61
          2138.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002153 M
          
            2026-01-20
          
          7.000000
          131.16
          145.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002184 M
          
            2026-03-20
          
          7.000000
          882.61
          983.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002183 M
          
            2026-03-20
          
          6.500000
          569.08
          626.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002139 M
          
            2025-12-20
          
          7.500000
          1326.82
          1487.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659681 X
          
            2036-10-15
          
          6.500000
          451.04
          523.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 594139 X
          
            2033-10-15
          
          5.000000
          588.05
          687.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 594897 X
          
            2032-09-15
          
          6.000000
          77.83
          92.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593250 X
          
            2032-10-15
          
          7.000000
          586.48
          645.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604889 X
          
            2033-12-15
          
          6.000000
          197.28
          236.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 429788 X
          
            2033-12-15
          
          6.000000
          350.21
          398.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD751918
          
            2034-01-01
          
          2.365000
          1043.17
          1047.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781690 X
          
            2033-12-15
          
          6.000000
          1696.91
          2049.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 621980 X
          
            2034-01-15
          
          6.000000
          906.60
          1021.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003501 M
          
            2034-01-20
          
          6.000000
          1941.83
          2297.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 625686 X
          
            2034-01-15
          
          6.000000
          1162.75
          1319.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 623025 X
          
            2034-02-15
          
          5.500000
          964.80
          1106.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAL2689
          
            2027-02-01
          
          4.000000
          603.59
          644.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAR6322
          
            2043-02-01
          
          2.500000
          903.66
          942.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002592 M
          
            2028-05-20
          
          7.500000
          607.38
          710.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 472685 X
          
            2028-05-15
          
          7.000000
          173.18
          174.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780797 X
          
            2028-05-15
          
          7.000000
          794.50
          917.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL430194
          
            2028-06-01
          
          7.000000
          58.34
          64.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.250 CL204874
          
            2023-02-01
          
          7.250000
          336.24
          339.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354601 X
          
            2023-06-15
          
          6.500000
          71.78
          80.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 358070 X
          
            2023-09-15
          
          6.500000
          115.25
          129.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354687 X
          
            2023-11-15
          
          6.500000
          115.26
          129.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 366362 X
          
            2023-11-15
          
          7.000000
          208.63
          212.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569238 X
          
            2032-03-15
          
          6.500000
          139.87
          158.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 581154 X
          
            2032-03-15
          
          6.000000
          996.76
          1125.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781414 X
          
            2032-03-15
          
          5.500000
          1176.84
          1356.09
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G01386 G
          
            2032-03-01
          
          5.500000
          165.96
          189.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 567597 X
          
            2032-04-15
          
          6.500000
          382.08
          427.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 685972 X
          
            2038-06-15
          
          5.000000
          766.45
          901.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC C01785 G
          
            2034-02-01
          
          5.000000
          264.42
          307.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C00635 G
          
            2028-07-01
          
          6.000000
          53.18
          60.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C00542 G
          
            2027-08-01
          
          7.500000
          551.71
          634.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004039 M
          
            2037-10-20
          
          6.000000
          1501.53
          1776.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004038 M
          
            2037-10-20
          
          5.500000
          615.60
          713.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004030 M
          
            2037-09-20
          
          7.000000
          1610.11
          1899.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004020 M
          
            2037-08-20
          
          7.500000
          1087.86
          1231.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004017 M
          
            2037-08-20
          
          6.000000
          1716.92
          2030.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004041 M
          
            2037-10-20
          
          7.000000
          1075.26
          1281.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003994 M
          
            2037-06-20
          
          5.000000
          506.41
          580.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003968 M
          
            2037-03-20
          
          7.000000
          746.84
          859.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003966 M
          
            2037-03-20
          
          6.000000
          1532.81
          1814.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003955 M
          
            2037-02-20
          
          6.500000
          274.41
          329.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003929 M
          
            2036-12-20
          
          5.000000
          1260.01
          1443.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003922 M
          
            2036-11-20
          
          7.000000
          671.85
          800.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003952 M
          
            2037-02-20
          
          5.000000
          1048.13
          1201.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003911 M
          
            2036-10-20
          
          6.500000
          294.90
          355.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WN557382
          
            2030-03-01
          
          2.255000
          952.73
          954.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782449 X
          
            2038-09-15
          
          6.000000
          206.52
          246.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782272 X
          
            2038-02-15
          
          5.500000
          292.48
          346.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782167 X
          
            2037-06-15
          
          6.000000
          1058.20
          1277.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782166 X
          
            2037-06-15
          
          6.000000
          1033.74
          1248.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782138 X
          
            2037-02-15
          
          5.500000
          1052.68
          1244.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782131 X
          
            2036-12-15
          
          5.500000
          861.20
          1012.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782145 X
          
            2037-04-15
          
          6.000000
          426.39
          514.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781938 X
          
            2035-06-15
          
          6.000000
          1224.02
          1477.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781929 X
          
            2035-06-15
          
          6.000000
          820.45
          991.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781916 X
          
            2032-03-15
          
          6.500000
          272.74
          315.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781856 X
          
            2034-08-15
          
          6.000000
          1047.02
          1264.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781847 X
          
            2034-12-15
          
          6.000000
          903.62
          1084.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781805 X
          
            2034-04-15
          
          7.000000
          820.18
          976.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3178 M
          
            2039-09-20
          
          6.000000
          1469.73
          1738.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2897 M
          
            2045-03-20
          
          6.000000
          880.45
          1041.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2374 M
          
            2044-11-20
          
          5.000000
          576.30
          663.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA1149 M
          
            2043-07-20
          
          3.000000
          983.88
          1012.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AA2655 X
          
            2043-06-15
          
          3.000000
          2199.04
          2313.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 769423 C
          
            2033-12-20
          
          5.500000
          440.88
          489.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE8048
          
            2025-11-01
          
          3.500000
          103.10
          110.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAE7050
          
            2025-11-01
          
          4.000000
          1188.82
          1271.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE5487
          
            2025-10-01
          
          3.500000
          911.66
          973.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE3066
          
            2025-09-01
          
          3.500000
          61.46
          65.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CLAE0443
          
            2039-10-01
          
          6.500000
          277.52
          325.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAD5093
          
            2025-10-01
          
          3.500000
          743.66
          794.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CIAD0659
          
            2023-02-01
          
          6.000000
          74.33
          76.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 491466 X
          
            2029-05-15
          
          6.000000
          77.86
          87.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 488646 X
          
            2029-07-15
          
          7.000000
          489.74
          508.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487226 X
          
            2029-05-15
          
          6.000000
          114.30
          128.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487225 X
          
            2029-05-15
          
          6.500000
          38.83
          43.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487110 X
          
            2029-04-15
          
          6.500000
          148.70
          171.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 487058 X
          
            2029-03-15
          
          6.500000
          53.46
          59.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486797 X
          
            2029-01-15
          
          5.500000
          311.33
          346.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486710 X
          
            2028-11-15
          
          6.500000
          96.13
          110.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002704 M
          
            2029-01-20
          
          7.500000
          166.10
          186.50
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.250 FGPC D38262 G
          
            2023-07-01
          
          7.250000
          400.91
          416.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 321993 X
          
            2022-02-15
          
          7.500000
          48.20
          48.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 321706 X
          
            2022-10-15
          
          7.000000
          82.31
          83.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 320591 X
          
            2022-04-15
          
          7.500000
          75.31
          76.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ1608
          
            2047-10-01
          
          4.500000
          574.23
          630.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 316151 X
          
            2022-04-15
          
          7.500000
          136.55
          138.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 313107 X
          
            2022-11-15
          
          7.000000
          185.54
          188.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 303289 C
          
            2021-04-20
          
          8.500000
          54.37
          54.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 292340 X
          
            2026-02-15
          
          7.000000
          163.30
          164.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 247721 C
          
            2027-12-20
          
          6.500000
          99.58
          102.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 201230 X
          
            2024-11-15
          
          8.500000
          732.48
          748.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 197936 X
          
            2022-11-15
          
          7.000000
          74.29
          75.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 186978 X
          
            2029-10-15
          
          7.000000
          67.73
          68.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 184076 X
          
            2023-07-15
          
          6.500000
          47.63
          53.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004428 M
          
            2039-03-20
          
          7.000000
          101.25
          102.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004400 M
          
            2039-03-20
          
          6.000000
          1315.24
          1556.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003430 M
          
            2033-08-20
          
          6.000000
          287.34
          339.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003377 M
          
            2033-04-20
          
          6.500000
          808.06
          961.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL808260
          
            2035-06-01
          
          5.500000
          61.30
          68.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593983 X
          
            2033-05-15
          
          5.000000
          601.24
          680.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 592913 X
          
            2036-09-15
          
          6.000000
          472.90
          534.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 592704 X
          
            2033-04-15
          
          5.500000
          579.18
          661.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 592160 X
          
            2033-08-15
          
          5.000000
          77.24
          87.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 592132 X
          
            2032-12-15
          
          6.000000
          1823.58
          2058.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 591571 X
          
            2032-07-15
          
          7.500000
          329.02
          336.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590336 X
          
            2032-07-15
          
          6.500000
          352.93
          405.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003376 M
          
            2033-04-20
          
          6.000000
          700.95
          829.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003401 M
          
            2033-06-20
          
          4.500000
          373.04
          421.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003347 M
          
            2033-02-20
          
          6.000000
          536.37
          633.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003309 M
          
            2032-11-20
          
          7.000000
          385.29
          450.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003335 M
          
            2033-01-20
          
          6.500000
          880.71
          1055.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003334 M
          
            2033-01-20
          
          6.000000
          770.06
          911.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003294 M
          
            2032-10-20
          
          5.000000
          1210.71
          1379.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 158759 X
          
            2028-06-15
          
          7.000000
          131.59
          146.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002614 M
          
            2028-07-20
          
          6.000000
          478.05
          544.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002619 M
          
            2028-07-20
          
          8.000000
          808.71
          825.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 465362 X
          
            2028-07-15
          
          6.500000
          94.01
          105.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002646 M
          
            2028-09-20
          
          7.500000
          113.87
          128.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486516 X
          
            2028-09-15
          
          6.500000
          396.71
          448.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL535289
          
            2030-05-01
          
          7.500000
          232.49
          265.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.500 CL535332
          
            2030-04-01
          
          8.500000
          77.22
          94.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002934 M
          
            2030-06-20
          
          7.500000
          114.05
          135.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781184 X
          
            2024-12-15
          
          8.000000
          41.73
          45.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL253397
          
            2030-08-01
          
          7.500000
          299.84
          347.03
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.500 FGPC C01035 G
          
            2030-08-01
          
          8.500000
          130.25
          153.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002957 M
          
            2030-08-20
          
          7.500000
          200.69
          243.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781207 X
          
            2030-08-15
          
          7.500000
          539.39
          641.73
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.500 FGPC C00472 G
          
            2026-07-01
          
          8.500000
          712.02
          787.75
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C00460 G
          
            2026-05-01
          
          7.500000
          371.14
          406.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781481 X
          
            2032-01-15
          
          7.500000
          933.86
          1133.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590432 X
          
            2032-09-15
          
          6.500000
          215.75
          241.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003286 M
          
            2032-09-20
          
          6.500000
          120.34
          144.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587277 X
          
            2032-09-15
          
          6.500000
          307.57
          352.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781489 X
          
            2032-08-15
          
          6.000000
          172.07
          207.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 577733 X
          
            2032-10-15
          
          5.500000
          50.06
          55.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 389737 X
          
            2032-10-15
          
          6.000000
          664.73
          803.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD668266
          
            2032-10-01
          
          2.125000
          1830.25
          1839.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 589331 X
          
            2022-10-15
          
          6.000000
          564.65
          608.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 584088 X
          
            2032-10-15
          
          5.500000
          345.37
          385.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587358 X
          
            2032-10-15
          
          6.000000
          687.55
          776.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6997 M
          
            2050-11-20
          
          3.500000
          3691552.96
          3923236.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA2419
          
            2025-10-01
          
          3.000000
          303.47
          320.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002135 M
          
            2025-12-20
          
          6.500000
          999.06
          1075.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002122 M
          
            2025-11-20
          
          8.000000
          116.74
          128.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002097 M
          
            2025-10-20
          
          7.000000
          470.13
          520.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002094 M
          
            2025-10-20
          
          6.500000
          227.01
          244.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002116 M
          
            2025-11-20
          
          7.000000
          812.02
          898.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002064 M
          
            2025-08-20
          
          9.500000
          1227.22
          1256.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002040 M
          
            2025-07-20
          
          9.000000
          998.07
          1099.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002054 M
          
            2025-08-20
          
          7.000000
          714.54
          773.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002006 M
          
            2025-05-20
          
          8.500000
          290.42
          317.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001937 M
          
            2025-01-20
          
          8.000000
          49.17
          53.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 752495 C
          
            2039-01-20
          
          6.000000
          1981.71
          2208.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781590 X
          
            2033-04-15
          
          5.500000
          317.78
          369.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781588 X
          
            2033-04-15
          
          5.500000
          324.50
          377.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781577 X
          
            2033-03-15
          
          6.500000
          1284.54
          1537.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604706 X
          
            2033-10-15
          
          6.000000
          1223.88
          1477.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604730 X
          
            2033-10-15
          
          5.000000
          863.63
          975.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604630 X
          
            2033-09-15
          
          6.000000
          1020.14
          1215.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604622 X
          
            2033-09-15
          
          5.000000
          1644.62
          1918.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604550 X
          
            2033-08-15
          
          5.000000
          328.91
          383.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781548 X
          
            2032-11-15
          
          7.000000
          1182.76
          1418.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781547 X
          
            2033-01-15
          
          6.000000
          1154.57
          1393.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781569 X
          
            2032-10-15
          
          7.000000
          560.75
          674.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 610303 X
          
            2033-08-15
          
          5.000000
          2163.43
          2447.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 609511 X
          
            2033-11-15
          
          6.000000
          190.57
          214.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CIAD0629
          
            2024-02-01
          
          5.000000
          388.94
          408.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS888666
          
            2032-01-01
          
          2.884000
          1622.68
          1674.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD888627
          
            2035-09-01
          
          2.890000
          827.06
          836.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL888406
          
            2036-08-01
          
          5.000000
          409.26
          477.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL888174
          
            2035-06-01
          
          5.500000
          287.53
          336.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL888129
          
            2037-02-01
          
          5.500000
          264.18
          309.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3448
          
            2048-08-01
          
          5.000000
          166.80
          185.22
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G16557 G
          
            2033-07-01
          
          4.000000
          467.11
          506.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM4111
          
            2032-06-01
          
          3.500000
          534.92
          570.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA2746 M
          
            2045-04-20
          
          4.500000
          653.85
          702.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTMA2389
          
            2035-09-01
          
          3.500000
          787.79
          850.66
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08807 G
          
            2048-04-01
          
          3.000000
          209.98
          219.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL9309
          
            2031-10-01
          
          3.500000
          1856.90
          2003.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBH4706
          
            2047-05-01
          
          4.500000
          531.89
          587.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH5315
          
            2047-07-01
          
          4.000000
          718.97
          775.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE7150
          
            2032-02-01
          
          3.500000
          775.98
          831.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBE0640
          
            2047-08-01
          
          4.500000
          761.95
          837.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL879180
          
            2036-01-01
          
          8.000000
          1250.25
          1441.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD879120
          
            2036-07-01
          
          2.363000
          958.52
          957.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL850884
          
            2035-12-01
          
          5.000000
          486.67
          567.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL850566
          
            2036-01-01
          
          5.000000
          726.35
          847.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL839684
          
            2035-09-01
          
          5.000000
          915.16
          1061.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2832254
          
            2035-08-01
          
          2.635000
          852.11
          851.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS825405
          
            2035-08-01
          
          2.508000
          211.52
          213.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS822411
          
            2035-04-01
          
          3.679000
          1383.32
          1382.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB821697
          
            2035-06-01
          
          2.416000
          1731.52
          1752.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB806161
          
            2035-01-01
          
          2.758000
          2124.28
          2131.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS788182
          
            2034-07-01
          
          2.533000
          2270.40
          2278.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003444 M
          
            2033-09-20
          
          6.000000
          1856.39
          2194.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003461 M
          
            2033-10-20
          
          6.500000
          1649.51
          1978.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003415 M
          
            2033-07-20
          
          5.500000
          1381.45
          1584.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 672313 X
          
            2037-09-15
          
          6.000000
          1227.91
          1389.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 671231 X
          
            2038-02-15
          
          7.500000
          1215.32
          1340.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 671128 X
          
            2037-09-15
          
          7.000000
          188.45
          219.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 669046 X
          
            2037-05-15
          
          6.000000
          878.36
          1008.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 665255 X
          
            2037-04-15
          
          6.000000
          114.71
          130.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 664543 X
          
            2038-01-15
          
          6.500000
          145.15
          163.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 663814 X
          
            2037-02-15
          
          5.500000
          199.78
          224.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 662584 X
          
            2037-09-15
          
          6.500000
          570.91
          675.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 662397 X
          
            2037-05-15
          
          6.000000
          1453.89
          1756.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003287 M
          
            2032-09-20
          
          7.000000
          91.61
          109.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003261 M
          
            2032-07-20
          
          6.500000
          492.73
          589.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003273 M
          
            2032-08-20
          
          6.000000
          1812.23
          2123.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003226 M
          
            2032-04-20
          
          5.500000
          868.36
          991.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003216 M
          
            2032-03-20
          
          7.000000
          61.11
          73.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003213 M
          
            2032-03-20
          
          5.500000
          1259.35
          1431.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA1340
          
            2043-02-01
          
          2.500000
          1725.72
          1794.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA1034
          
            2027-04-01
          
          3.500000
          66.93
          72.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTMA1029
          
            2032-04-01
          
          3.500000
          199.30
          216.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAB8463
          
            2043-02-01
          
          2.500000
          2010.68
          2096.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CNAB5205
          
            2022-05-01
          
          2.500000
          636.88
          665.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486678 X
          
            2028-11-15
          
          6.000000
          244.41
          287.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486703 X
          
            2028-11-15
          
          6.000000
          268.34
          308.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486631 X
          
            2028-10-15
          
          6.500000
          161.44
          180.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604549 X
          
            2033-08-15
          
          5.000000
          892.43
          1049.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA670672
          
            2033-08-01
          
          2.775000
          1208.61
          1211.14
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC A12886 G
          
            2033-08-01
          
          5.000000
          403.48
          467.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781644 X
          
            2033-07-15
          
          5.500000
          332.60
          387.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555776
          
            2033-08-01
          
          2.576000
          205.92
          206.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604587 X
          
            2033-09-15
          
          5.500000
          941.56
          1094.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604624 X
          
            2033-09-15
          
          5.500000
          715.27
          837.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 620637 X
          
            2033-09-15
          
          5.000000
          1686.58
          1951.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003447 M
          
            2033-09-20
          
          7.000000
          285.24
          299.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 794636 X
          
            2042-06-15
          
          3.500000
          701.10
          761.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CI890434
          
            2027-07-01
          
          3.000000
          449.99
          480.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL405010
          
            2027-11-01
          
          8.000000
          262.24
          265.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002508 M
          
            2027-11-20
          
          6.500000
          37.99
          42.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002670 M
          
            2028-11-20
          
          5.500000
          1625.97
          1812.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL745580
          
            2036-06-01
          
          5.000000
          57.64
          67.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 651860 X
          
            2036-06-15
          
          5.500000
          226.64
          266.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608988 X
          
            2036-07-15
          
          6.000000
          640.82
          727.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 653640 X
          
            2036-07-15
          
          6.000000
          346.30
          414.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003878 M
          
            2036-07-20
          
          5.500000
          910.28
          1072.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC G12277 G
          
            2021-08-01
          
          6.000000
          298.52
          301.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 633405 X
          
            2036-03-15
          
          6.000000
          583.02
          668.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003833 M
          
            2036-03-20
          
          7.000000
          395.37
          456.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003843 M
          
            2036-04-20
          
          6.500000
          830.97
          977.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL745515
          
            2036-05-01
          
          5.000000
          201.41
          234.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL867439
          
            2036-05-01
          
          5.000000
          143.55
          165.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL259006
          
            2030-03-01
          
          8.000000
          923.78
          1047.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002909 M
          
            2030-04-20
          
          8.000000
          290.94
          351.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003297 M
          
            2032-10-20
          
          6.500000
          722.91
          871.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593271 X
          
            2032-11-15
          
          6.000000
          520.51
          627.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004310 M
          
            2038-12-20
          
          6.000000
          732.82
          806.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 411086 X
          
            2038-12-15
          
          5.500000
          1039.31
          1230.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL971036
          
            2039-02-01
          
          4.500000
          49.89
          56.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CI995253
          
            2023-12-01
          
          5.500000
          60.24
          61.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 704178 X
          
            2039-01-15
          
          5.500000
          709.06
          833.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004343 M
          
            2039-01-20
          
          5.500000
          1689.92
          1988.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701980 X
          
            2039-01-15
          
          6.000000
          225.83
          258.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 706517 X
          
            2039-02-15
          
          5.000000
          682.63
          798.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 683054 X
          
            2039-02-15
          
          5.000000
          822.87
          930.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004398 M
          
            2039-03-20
          
          5.000000
          1606.80
          1847.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 697946 X
          
            2039-03-15
          
          5.000000
          1210.34
          1424.21
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G05337 G
          
            2038-12-01
          
          5.500000
          409.75
          482.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001958 M
          
            2025-02-20
          
          9.000000
          207.52
          226.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001920 M
          
            2024-12-20
          
          7.500000
          436.67
          467.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001901 M
          
            2024-11-20
          
          8.000000
          76.74
          83.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001884 M
          
            2024-10-20
          
          8.000000
          126.19
          135.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001869 M
          
            2024-09-20
          
          8.000000
          515.43
          553.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001828 M
          
            2022-05-20
          
          8.000000
          89.98
          91.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002691 M
          
            2028-12-20
          
          7.500000
          49.24
          54.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL711657
          
            2033-05-01
          
          4.500000
          178.24
          198.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD711927
          
            2033-05-01
          
          3.095000
          703.40
          712.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 646888 X
          
            2035-08-15
          
          5.000000
          1168.71
          1321.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 646092 X
          
            2038-01-15
          
          5.500000
          275.66
          320.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 646061 X
          
            2037-11-15
          
          6.500000
          894.12
          1000.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 646280 X
          
            2035-07-15
          
          5.000000
          1025.76
          1160.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 643362 X
          
            2035-10-15
          
          5.000000
          396.82
          464.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 609505 X
          
            2033-11-15
          
          5.000000
          354.08
          400.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 610296 X
          
            2033-07-15
          
          5.500000
          870.85
          1013.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 610248 X
          
            2033-07-15
          
          6.000000
          1709.30
          2024.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA2161
          
            2030-01-01
          
          3.500000
          332.42
          358.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA2064
          
            2024-10-01
          
          3.000000
          198.67
          209.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA2021
          
            2024-09-01
          
          3.000000
          127.00
          134.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA1658
          
            2028-11-01
          
          3.500000
          214.07
          231.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CNMA1625
          
            2023-10-01
          
          3.000000
          277.65
          293.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CNMA1529
          
            2023-08-01
          
          2.500000
          42.40
          44.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608993 X
          
            2036-07-15
          
          5.500000
          540.97
          624.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608948 X
          
            2036-06-15
          
          6.000000
          778.99
          934.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 609348 X
          
            2033-02-15
          
          5.500000
          78.65
          88.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608207 X
          
            2033-06-15
          
          5.500000
          571.05
          664.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G15535 G
          
            2026-11-01
          
          4.500000
          1513.07
          1607.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM3257
          
            2032-11-01
          
          3.500000
          313.99
          338.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBH4667
          
            2047-05-01
          
          4.500000
          590.33
          660.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569572 X
          
            2032-01-15
          
          6.500000
          311.21
          348.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569570 X
          
            2032-01-15
          
          5.500000
          225.25
          254.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569359 X
          
            2032-04-15
          
          6.000000
          553.42
          664.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569278 X
          
            2032-04-15
          
          6.000000
          152.13
          171.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569160 X
          
            2032-03-15
          
          7.000000
          446.50
          532.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569158 X
          
            2032-03-15
          
          6.000000
          212.23
          251.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569800 X
          
            2032-05-15
          
          6.500000
          598.54
          699.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569704 X
          
            2032-02-15
          
          6.000000
          218.89
          264.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569684 X
          
            2032-02-15
          
          6.000000
          277.73
          335.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS815586
          
            2035-03-01
          
          3.708000
          523.39
          524.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL815334
          
            2035-02-01
          
          5.000000
          179.50
          209.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2814747
          
            2035-04-01
          
          3.680000
          2230.71
          2237.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB810896
          
            2035-01-01
          
          1.764000
          568.29
          590.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB809216
          
            2035-02-01
          
          1.795000
          2124.68
          2138.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 417239 X
          
            2026-02-15
          
          7.000000
          192.78
          208.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 416450 X
          
            2028-12-15
          
          6.000000
          354.30
          399.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 415346 X
          
            2026-04-15
          
          7.510000
          1065.42
          1076.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 415054 X
          
            2026-02-15
          
          7.000000
          44.31
          44.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 414735 X
          
            2025-11-15
          
          7.000000
          109.83
          119.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 414930 X
          
            2026-01-15
          
          7.000000
          183.07
          184.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002524 M
          
            2027-12-20
          
          7.500000
          1024.38
          1177.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002512 M
          
            2027-11-20
          
          8.000000
          242.87
          272.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002534 M
          
            2028-01-20
          
          6.500000
          1353.02
          1524.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 661591 X
          
            2037-01-15
          
          6.500000
          223.30
          262.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659635 X
          
            2036-08-15
          
          6.000000
          525.23
          592.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659289 X
          
            2036-11-15
          
          6.500000
          414.51
          474.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659265 X
          
            2036-10-15
          
          6.500000
          1139.03
          1399.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 659112 X
          
            2036-08-15
          
          6.500000
          84.44
          94.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 410745 X
          
            2028-09-15
          
          7.000000
          1090.69
          1119.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 410563 X
          
            2025-11-15
          
          8.000000
          269.25
          272.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 410247 X
          
            2025-12-15
          
          8.000000
          763.13
          837.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 568451 X
          
            2032-04-15
          
          6.500000
          1178.75
          1330.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 568825 X
          
            2031-09-15
          
          6.500000
          227.40
          258.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002249 M
          
            2026-07-20
          
          8.000000
          300.54
          332.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002230 M
          
            2026-06-20
          
          6.500000
          418.50
          450.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002217 M
          
            2026-05-20
          
          7.000000
          177.22
          194.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002245 M
          
            2026-07-20
          
          6.500000
          101.60
          102.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486630 X
          
            2028-10-15
          
          6.500000
          83.65
          95.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486515 X
          
            2028-09-15
          
          6.000000
          161.49
          185.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486470 X
          
            2028-08-15
          
          6.500000
          208.55
          233.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486164 X
          
            2030-06-15
          
          8.000000
          1028.63
          1127.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486935 X
          
            2029-02-15
          
          6.500000
          50.64
          56.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486881 X
          
            2029-02-15
          
          7.000000
          355.18
          397.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 485929 X
          
            2031-06-15
          
          6.500000
          147.56
          165.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 484842 X
          
            2028-10-15
          
          6.000000
          54.77
          61.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 484431 X
          
            2028-09-15
          
          6.500000
          651.22
          728.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 484401 X
          
            2028-09-15
          
          6.500000
          111.54
          124.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003259 M
          
            2032-07-20
          
          5.500000
          1215.89
          1390.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 485124 X
          
            2029-01-15
          
          6.500000
          405.47
          453.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 474208 X
          
            2028-05-15
          
          7.000000
          179.89
          187.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 676501 X
          
            2037-12-15
          
          5.500000
          626.03
          740.22
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C00680 G
          
            2028-11-01
          
          6.000000
          123.24
          141.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605098 X
          
            2034-03-15
          
          5.000000
          428.95
          504.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 627103 X
          
            2034-03-15
          
          6.000000
          48.97
          55.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS768192
          
            2034-04-01
          
          3.130000
          958.52
          959.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 592377 X
          
            2034-04-15
          
          6.000000
          457.66
          515.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603250 X
          
            2034-04-15
          
          5.500000
          523.94
          592.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 386890 X
          
            2024-09-15
          
          8.000000
          76.84
          77.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 392775 X
          
            2024-12-15
          
          8.500000
          218.28
          220.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001941 M
          
            2025-01-20
          
          9.500000
          180.43
          182.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.000 FGPC C80313 G
          
            2025-05-01
          
          8.000000
          142.68
          145.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002036 M
          
            2025-07-20
          
          8.000000
          359.37
          394.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002063 M
          
            2025-08-20
          
          9.000000
          1904.95
          2114.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 381322 C
          
            2025-08-20
          
          7.000000
          132.94
          134.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 398452 X
          
            2025-08-15
          
          8.000000
          211.85
          214.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780941 X
          
            2028-12-15
          
          6.000000
          185.71
          219.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486806 X
          
            2029-01-15
          
          6.500000
          342.67
          383.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002698 M
          
            2029-01-20
          
          5.500000
          591.11
          662.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486842 X
          
            2029-01-15
          
          6.000000
          139.25
          161.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486876 X
          
            2029-01-15
          
          6.000000
          185.42
          217.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 434177 X
          
            2029-01-15
          
          6.500000
          48.35
          54.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 495925 X
          
            2029-02-15
          
          6.500000
          214.60
          240.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002716 M
          
            2029-02-20
          
          7.000000
          1519.53
          1730.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 486934 X
          
            2029-02-15
          
          6.000000
          110.71
          130.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL252343
          
            2029-03-01
          
          7.000000
          316.12
          364.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 626691 X
          
            2034-07-15
          
          6.000000
          474.39
          544.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781769 X
          
            2033-11-15
          
          5.000000
          1504.58
          1769.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619027 X
          
            2034-08-15
          
          6.000000
          1162.00
          1323.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL725715
          
            2034-08-01
          
          5.500000
          142.03
          166.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701850 X
          
            2035-07-15
          
          5.000000
          1134.39
          1282.38
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J15781 G
          
            2026-06-01
          
          4.000000
          808.63
          864.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587223 X
          
            2032-08-15
          
          6.000000
          656.97
          787.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 567619 X
          
            2032-04-15
          
          6.000000
          225.16
          253.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582100 X
          
            2032-04-15
          
          7.500000
          508.81
          574.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 533974 X
          
            2032-05-15
          
          6.500000
          195.22
          230.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003239 M
          
            2032-05-20
          
          6.500000
          1898.16
          2270.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD635082
          
            2032-05-01
          
          3.624000
          1088.95
          1090.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 587069 X
          
            2032-05-15
          
          6.000000
          461.05
          524.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781446 X
          
            2032-02-15
          
          8.500000
          468.66
          577.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569839 X
          
            2032-06-15
          
          6.500000
          1368.96
          1591.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 578237 X
          
            2032-06-15
          
          6.500000
          192.99
          216.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569899 X
          
            2032-06-15
          
          6.500000
          184.11
          217.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL190391
          
            2038-09-01
          
          6.000000
          1318.92
          1573.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 389819 X
          
            2024-06-15
          
          7.500000
          125.31
          127.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 389798 X
          
            2033-01-15
          
          6.000000
          142.78
          172.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 389770 X
          
            2032-11-15
          
          5.500000
          315.71
          360.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 387189 X
          
            2024-02-15
          
          7.000000
          832.65
          847.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780373 X
          
            2023-12-15
          
          7.000000
          371.55
          390.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780213 X
          
            2025-08-15
          
          7.500000
          156.85
          171.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780129 X
          
            2024-11-15
          
          7.000000
          974.27
          1043.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780042 X
          
            2025-01-15
          
          8.000000
          137.41
          150.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780035 X
          
            2024-07-15
          
          6.500000
          127.31
          142.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780058 X
          
            2025-01-15
          
          7.000000
          38.64
          41.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780860 X
          
            2028-09-15
          
          6.000000
          90.08
          104.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780813 X
          
            2028-06-15
          
          6.500000
          712.53
          818.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 345036 X
          
            2023-10-15
          
          7.500000
          92.57
          94.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 345606 X
          
            2024-03-15
          
          6.500000
          57.69
          64.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 608205 X
          
            2033-06-15
          
          5.500000
          471.89
          542.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 607768 X
          
            2033-03-15
          
          5.500000
          555.56
          641.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 607623
          
            2033-01-15
          
          6.000000
          679.57
          767.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 607622
          
            2033-01-15
          
          5.500000
          268.49
          298.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GPII GP 009394 M
          
            2029-04-20
          
          5.500000
          329.76
          332.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AR 008046 M
          
            2022-09-20
          
          2.250000
          452.21
          456.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AR 008042 M
          
            2022-09-20
          
          2.250000
          504.55
          509.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 005241 M
          
            2039-08-20
          
          6.500000
          1156.36
          1309.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005092 M
          
            2041-06-20
          
          4.000000
          861.47
          927.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005051 M
          
            2041-05-20
          
          4.000000
          1234.81
          1328.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555565
          
            2032-08-01
          
          2.553000
          688.71
          691.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555152
          
            2037-12-01
          
          3.261000
          2321.28
          2317.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555369
          
            2036-08-01
          
          2.718000
          970.96
          974.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS545228
          
            2031-09-01
          
          2.385000
          379.36
          377.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605618 X
          
            2034-07-15
          
          5.500000
          716.96
          833.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605561 X
          
            2034-11-15
          
          5.500000
          213.86
          248.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605461 X
          
            2034-06-15
          
          5.000000
          480.87
          565.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD699531
          
            2033-07-01
          
          2.510000
          1019.24
          1023.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB694287
          
            2033-03-01
          
          3.534000
          144.10
          144.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2694856
          
            2033-04-01
          
          3.385000
          886.66
          890.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD694801
          
            2033-05-01
          
          2.790000
          529.81
          530.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD693880
          
            2033-06-01
          
          2.740000
          973.85
          974.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD690038
          
            2033-01-01
          
          2.400000
          677.38
          678.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS688969
          
            2033-04-01
          
          3.625000
          681.29
          684.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL688792
          
            2033-03-01
          
          5.500000
          162.62
          189.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL687983
          
            2033-03-01
          
          5.000000
          165.08
          188.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS686011
          
            2033-02-01
          
          2.955000
          2001.48
          2023.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL685031
          
            2034-01-01
          
          5.500000
          294.55
          329.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002496 M
          
            2027-10-20
          
          7.000000
          1890.30
          2175.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002482 M
          
            2027-09-20
          
          6.500000
          456.98
          499.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002473 M
          
            2027-08-20
          
          7.500000
          36.35
          41.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002499 M
          
            2027-10-20
          
          8.000000
          764.67
          861.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002459 M
          
            2027-07-20
          
          8.000000
          287.02
          334.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002457 M
          
            2027-07-20
          
          7.500000
          684.09
          789.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002442 M
          
            2027-06-20
          
          6.500000
          102.01
          111.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 684796 X
          
            2038-04-15
          
          5.000000
          1073.16
          1213.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 683864 X
          
            2038-02-15
          
          6.000000
          1279.18
          1453.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 682669 X
          
            2038-12-15
          
          6.500000
          1388.76
          1612.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 682586 X
          
            2038-04-15
          
          5.000000
          1166.63
          1367.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 681423 X
          
            2038-07-15
          
          6.000000
          1864.85
          2253.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 680652 X
          
            2037-12-15
          
          6.000000
          494.65
          558.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 680624 X
          
            2037-11-15
          
          6.500000
          1242.65
          1391.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002202 M
          
            2026-04-20
          
          7.000000
          886.51
          990.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002200 M
          
            2026-04-20
          
          6.500000
          41.67
          45.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002198 M
          
            2026-04-20
          
          6.000000
          1325.37
          1478.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002187 M
          
            2026-03-20
          
          8.000000
          59.22
          59.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 673233 X
          
            2038-11-15
          
          5.500000
          655.27
          759.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 410083 X
          
            2025-08-15
          
          7.000000
          392.49
          425.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 406647 X
          
            2025-09-15
          
          7.000000
          1215.85
          1227.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 406813 X
          
            2026-03-15
          
          7.000000
          106.05
          107.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 405527 X
          
            2025-11-15
          
          7.500000
          2060.39
          2243.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 404415 X
          
            2025-12-15
          
          7.000000
          263.36
          265.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 403384 C
          
            2033-08-20
          
          6.000000
          762.95
          851.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 403390 X
          
            2033-09-15
          
          5.500000
          922.81
          1073.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 399114 X
          
            2027-02-15
          
          8.000000
          72.29
          73.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 398662 X
          
            2026-05-15
          
          7.000000
          462.40
          485.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 676389 X
          
            2038-01-15
          
          5.500000
          456.61
          535.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 676891 X
          
            2038-03-15
          
          5.000000
          1036.13
          1219.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 676797 X
          
            2038-04-15
          
          6.000000
          466.85
          540.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 675072 X
          
            2038-01-15
          
          5.000000
          80.61
          93.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAB4998
          
            2027-04-01
          
          3.000000
          287.39
          304.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CIAB0352
          
            2022-05-01
          
          5.000000
          348.32
          366.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB0035
          
            2039-04-01
          
          4.500000
          63.03
          70.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL995876
          
            2038-11-01
          
          6.000000
          289.65
          347.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CI995707
          
            2024-05-01
          
          4.000000
          467.34
          498.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL995240
          
            2037-08-01
          
          4.500000
          92.17
          103.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL995082
          
            2037-08-01
          
          5.500000
          259.01
          303.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL995023
          
            2037-08-01
          
          5.500000
          333.13
          390.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL985615
          
            2034-04-01
          
          5.500000
          58.90
          68.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CI970212
          
            2023-05-01
          
          5.000000
          669.06
          703.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL250340
          
            2025-09-01
          
          7.500000
          392.32
          431.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002077 M
          
            2025-09-20
          
          7.000000
          109.36
          120.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 413432 X
          
            2025-09-15
          
          6.500000
          104.77
          117.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002099 M
          
            2025-10-20
          
          7.500000
          73.00
          81.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002118 M
          
            2025-11-20
          
          7.500000
          73.45
          82.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002136 M
          
            2025-12-20
          
          7.000000
          688.11
          759.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 589580 X
          
            2032-11-15
          
          5.500000
          546.84
          615.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582403 X
          
            2032-11-15
          
          6.000000
          289.10
          332.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD665750
          
            2032-11-01
          
          2.415000
          2388.56
          2383.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS658910
          
            2032-11-01
          
          2.465000
          2307.60
          2314.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CT254588
          
            2022-12-01
          
          6.000000
          283.65
          319.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2676704
          
            2032-12-01
          
          2.308000
          1844.93
          1854.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 595273 X
          
            2032-12-15
          
          6.000000
          649.36
          784.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616581 X
          
            2034-08-15
          
          6.000000
          1090.11
          1312.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003600 M
          
            2034-08-20
          
          7.000000
          419.90
          467.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CT255408
          
            2024-09-01
          
          5.500000
          89.46
          99.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574762 X
          
            2034-09-15
          
          5.500000
          722.55
          810.14
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC A27027 G
          
            2031-03-01
          
          7.000000
          396.18
          426.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605528 X
          
            2034-10-15
          
          6.000000
          276.67
          332.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781804 X
          
            2034-09-15
          
          6.000000
          1810.27
          2186.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619247 X
          
            2034-11-15
          
          5.000000
          872.35
          1005.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781848 X
          
            2034-10-15
          
          6.000000
          1335.26
          1612.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAH5614
          
            2026-02-01
          
          3.500000
          601.07
          641.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAE0988
          
            2025-09-01
          
          4.000000
          92.61
          98.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783277 M
          
            2040-07-20
          
          6.000000
          663.92
          749.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL0244
          
            2041-04-01
          
          5.000000
          475.71
          556.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002686 M
          
            2028-12-20
          
          5.500000
          282.67
          313.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 691340 X
          
            2023-09-15
          
          5.500000
          177.76
          180.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004247 M
          
            2038-09-20
          
          7.000000
          954.49
          1149.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.500 FGPC G13297 G
          
            2023-03-01
          
          6.500000
          339.80
          347.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 700748 X
          
            2038-10-15
          
          6.500000
          508.14
          611.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 687987 X
          
            2023-10-15
          
          5.500000
          94.55
          98.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 673212 X
          
            2038-10-15
          
          6.500000
          80.06
          94.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004265 M
          
            2038-10-20
          
          5.000000
          379.89
          434.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 688040 X
          
            2038-10-15
          
          6.500000
          193.11
          223.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 698611 X
          
            2038-11-15
          
          6.000000
          519.90
          586.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701009 X
          
            2038-11-15
          
          6.000000
          157.62
          180.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 704105 X
          
            2038-12-15
          
          7.000000
          512.71
          603.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 364815 X
          
            2023-12-15
          
          6.500000
          366.07
          409.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354729 X
          
            2024-01-15
          
          7.500000
          368.07
          391.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 343977 X
          
            2023-06-15
          
          8.000000
          335.06
          338.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 612394 X
          
            2033-12-15
          
          5.500000
          319.71
          356.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 612943 X
          
            2033-07-15
          
          5.500000
          956.08
          1090.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611958 X
          
            2033-06-15
          
          5.500000
          720.61
          803.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611939 X
          
            2033-06-15
          
          5.500000
          613.56
          684.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611469 X
          
            2033-04-15
          
          5.500000
          346.58
          386.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780793 X
          
            2028-05-15
          
          6.500000
          943.51
          1084.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 345061 X
          
            2023-11-15
          
          7.000000
          341.33
          360.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570519 X
          
            2032-01-15
          
          6.500000
          976.43
          1093.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570503 X
          
            2031-12-15
          
          6.500000
          64.05
          72.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC Q61246 G
          
            2049-01-01
          
          3.000000
          285.52
          299.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP9638
          
            2050-06-01
          
          3.000000
          435.06
          456.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2758 M
          
            2045-04-20
          
          5.500000
          688.58
          810.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780651 X
          
            2027-10-15
          
          7.000000
          1077.85
          1235.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604471 X
          
            2033-07-15
          
          5.500000
          828.26
          962.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604286 X
          
            2033-05-15
          
          5.500000
          461.35
          536.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604245 X
          
            2033-04-15
          
          5.500000
          943.39
          1096.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 604895 X
          
            2033-12-15
          
          6.000000
          213.44
          251.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603773 X
          
            2033-06-15
          
          6.000000
          522.84
          623.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603671 X
          
            2033-05-15
          
          5.000000
          741.17
          868.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603578 X
          
            2033-04-15
          
          6.000000
          628.49
          755.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603467 X
          
            2033-02-15
          
          6.000000
          474.84
          568.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603340 X
          
            2032-12-15
          
          5.500000
          597.51
          692.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603146 X
          
            2033-11-15
          
          5.500000
          1609.82
          1873.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555840
          
            2027-08-01
          
          2.703000
          1612.83
          1620.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555715
          
            2033-07-01
          
          2.851000
          822.10
          858.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL555667
          
            2033-07-01
          
          5.500000
          142.11
          165.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS545117
          
            2040-12-01
          
          2.940000
          536.36
          539.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD681846
          
            2033-03-01
          
          2.999000
          2117.05
          2139.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD681802
          
            2033-02-01
          
          2.129000
          1064.07
          1068.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD681767
          
            2033-01-01
          
          2.125000
          1532.28
          1536.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD681756
          
            2033-01-01
          
          2.229000
          600.38
          604.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD681755
          
            2033-01-01
          
          2.125000
          2245.13
          2241.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 374650 X
          
            2023-12-15
          
          6.500000
          283.88
          317.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 372798 X
          
            2024-02-15
          
          7.500000
          64.71
          68.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 372216 X
          
            2025-09-15
          
          7.000000
          754.71
          761.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 371920 X
          
            2024-02-15
          
          6.000000
          51.50
          58.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 371000 X
          
            2024-01-15
          
          6.000000
          123.72
          139.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 370673 X
          
            2023-10-15
          
          6.000000
          62.13
          69.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 370885 X
          
            2023-11-15
          
          6.500000
          297.46
          332.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 368688 C
          
            2023-09-20
          
          7.500000
          1285.26
          1357.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368503 X
          
            2024-02-15
          
          7.500000
          350.85
          357.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 678795 X
          
            2037-12-15
          
          6.000000
          40.35
          45.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 676539 X
          
            2037-10-15
          
          6.500000
          523.19
          585.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421828 X
          
            2026-04-15
          
          7.000000
          161.21
          175.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421784 X
          
            2026-03-15
          
          7.000000
          42.20
          44.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421719 X
          
            2026-04-15
          
          6.500000
          323.45
          362.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421692 X
          
            2026-02-15
          
          6.500000
          115.21
          128.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421399 X
          
            2026-04-15
          
          6.500000
          52.45
          58.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421379 X
          
            2033-11-15
          
          6.500000
          1783.59
          2060.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 420703 X
          
            2026-02-15
          
          6.500000
          131.92
          147.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 420168 X
          
            2025-10-15
          
          7.000000
          123.24
          125.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 420051 X
          
            2026-01-15
          
          7.000000
          409.94
          444.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD648562
          
            2032-06-01
          
          2.662000
          1117.74
          1116.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD642981
          
            2032-11-01
          
          2.198000
          466.74
          467.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 398552 X
          
            2026-04-15
          
          7.000000
          91.01
          91.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002185 M
          
            2026-03-20
          
          7.500000
          315.69
          345.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL787523
          
            2034-09-01
          
          7.000000
          1008.80
          1211.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS770140
          
            2034-03-01
          
          3.434000
          546.30
          553.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL759223
          
            2034-01-01
          
          5.500000
          1361.01
          1588.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL753084
          
            2033-12-01
          
          5.000000
          386.72
          447.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WN748085
          
            2033-09-01
          
          2.580000
          2262.99
          2272.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1745761
          
            2036-08-01
          
          2.638000
          2317.22
          2377.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CI745526
          
            2021-05-01
          
          6.000000
          26.81
          26.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB745472
          
            2036-03-01
          
          3.221000
          1680.51
          1702.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL745418
          
            2036-04-01
          
          5.500000
          130.53
          152.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL741849
          
            2033-09-01
          
          5.000000
          413.04
          479.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 398476 X
          
            2026-03-15
          
          6.500000
          105.64
          118.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 394778 X
          
            2025-04-15
          
          8.500000
          255.09
          258.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL969064
          
            2038-03-01
          
          5.500000
          74.06
          87.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL969868
          
            2038-06-01
          
          5.000000
          333.37
          370.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL963081
          
            2038-05-01
          
          5.000000
          57.19
          66.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL961793
          
            2038-03-01
          
          5.000000
          799.10
          932.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 474090 X
          
            2028-04-15
          
          6.750000
          334.58
          374.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 473058 X
          
            2028-07-15
          
          6.500000
          281.39
          314.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 471616 X
          
            2028-11-15
          
          6.000000
          52.37
          58.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 470462 X
          
            2029-06-15
          
          6.000000
          77.97
          87.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 467775 X
          
            2028-01-15
          
          7.000000
          42.31
          42.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002432 M
          
            2027-05-20
          
          7.500000
          1200.94
          1367.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002414 M
          
            2027-04-20
          
          8.000000
          1656.40
          1843.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002412 M
          
            2027-04-20
          
          7.000000
          339.00
          372.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002394 M
          
            2027-03-20
          
          7.000000
          51.99
          57.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003321 M
          
            2032-12-20
          
          6.000000
          492.08
          581.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL677571
          
            2033-02-01
          
          6.000000
          1515.57
          1708.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 578260 X
          
            2033-01-15
          
          5.500000
          335.07
          373.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603914 X
          
            2033-01-15
          
          6.000000
          936.19
          1129.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS658901
          
            2033-01-01
          
          2.340000
          864.70
          863.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 588189 X
          
            2033-01-15
          
          5.500000
          1219.54
          1359.58
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C76240 G
          
            2033-02-01
          
          5.500000
          77.45
          90.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 600124 X
          
            2033-02-15
          
          6.000000
          283.58
          320.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 692479 X
          
            2039-04-15
          
          5.000000
          1747.97
          2048.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 708824 X
          
            2039-05-15
          
          5.000000
          552.47
          636.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 717072 X
          
            2039-05-15
          
          5.000000
          312.37
          364.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL930922
          
            2039-04-01
          
          4.500000
          89.39
          100.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL995737
          
            2038-02-01
          
          5.000000
          412.47
          481.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004448 M
          
            2039-05-20
          
          5.500000
          1159.89
          1364.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 640117 X
          
            2035-01-15
          
          5.000000
          2047.18
          2313.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G01765 G
          
            2035-02-01
          
          5.000000
          215.07
          251.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781869 X
          
            2034-10-15
          
          6.500000
          259.17
          309.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 626719 X
          
            2035-02-15
          
          5.000000
          383.95
          433.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 640225 X
          
            2035-04-15
          
          5.500000
          743.25
          833.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL255706
          
            2035-05-01
          
          5.500000
          92.29
          108.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL821276
          
            2035-04-01
          
          5.500000
          215.77
          252.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 641334 X
          
            2035-05-15
          
          5.500000
          157.71
          176.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781920 X
          
            2035-05-15
          
          5.500000
          753.06
          875.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 RE813984
          
            2035-06-01
          
          4.500000
          92.85
          100.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003723 M
          
            2035-06-20
          
          5.000000
          1614.84
          1849.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 643445 X
          
            2035-07-15
          
          5.000000
          445.12
          521.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2735806
          
            2035-06-01
          
          3.383000
          1218.84
          1217.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368376 X
          
            2024-01-15
          
          6.500000
          147.65
          165.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 368399 X
          
            2024-02-15
          
          6.000000
          58.07
          65.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569326 X
          
            2032-04-15
          
          6.000000
          98.38
          116.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD625273
          
            2032-02-01
          
          2.370000
          1245.41
          1245.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 572494 X
          
            2032-01-15
          
          6.000000
          85.51
          96.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 548264 X
          
            2032-01-15
          
          6.000000
          828.04
          933.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569548 X
          
            2032-01-15
          
          6.000000
          498.32
          563.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 569552 X
          
            2032-01-15
          
          6.000000
          422.08
          491.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574960 X
          
            2032-01-15
          
          6.500000
          803.53
          918.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004149 M
          
            2038-05-20
          
          7.500000
          290.72
          298.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575407 X
          
            2032-01-15
          
          7.500000
          240.23
          246.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003189 M
          
            2032-01-20
          
          7.000000
          312.90
          376.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 552317 X
          
            2032-01-15
          
          6.000000
          282.49
          331.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575492 X
          
            2031-12-15
          
          6.500000
          73.19
          81.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616540 X
          
            2034-07-15
          
          6.000000
          583.19
          704.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615460 X
          
            2033-08-15
          
          5.500000
          835.59
          971.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 614169 X
          
            2033-07-15
          
          5.000000
          1001.28
          1165.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 614160 X
          
            2033-06-15
          
          5.500000
          461.35
          536.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 783217 X
          
            2040-09-15
          
          5.000000
          249.77
          293.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782564 X
          
            2039-02-15
          
          5.000000
          530.93
          624.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354808 X
          
            2024-05-15
          
          7.500000
          43.11
          45.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354751 X
          
            2024-02-15
          
          6.000000
          406.74
          458.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 352828 X
          
            2024-02-15
          
          6.000000
          939.15
          1057.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 351162 X
          
            2023-08-15
          
          7.000000
          158.26
          164.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 351943 X
          
            2023-05-15
          
          7.000000
          42.44
          42.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 350638 X
          
            2023-06-15
          
          6.500000
          117.36
          131.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 350246 X
          
            2023-04-15
          
          6.500000
          482.93
          540.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 351025 X
          
            2023-04-15
          
          6.500000
          57.64
          64.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS544773
          
            2025-09-01
          
          2.275000
          1336.62
          1344.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL545393
          
            2032-01-01
          
          5.500000
          90.39
          104.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA538110
          
            2029-11-01
          
          3.020000
          1945.20
          1956.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2536179
          
            2026-12-01
          
          3.725000
          647.27
          651.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL535661
          
            2031-01-01
          
          7.500000
          327.42
          369.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS535331
          
            2025-12-01
          
          2.683000
          1424.37
          1437.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 GL535182
          
            2029-10-01
          
          8.000000
          643.89
          664.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS535111
          
            2029-12-01
          
          3.770000
          951.77
          955.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.000 CL535039
          
            2029-12-01
          
          8.000000
          255.76
          298.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL535486
          
            2030-09-01
          
          7.500000
          295.53
          334.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL532950
          
            2030-05-01
          
          7.500000
          845.79
          874.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS529405
          
            2024-11-01
          
          2.565000
          1504.31
          1522.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL527278
          
            2029-11-01
          
          6.000000
          40.11
          45.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 585210 X
          
            2033-03-15
          
          6.000000
          352.67
          404.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 642029 X
          
            2036-06-15
          
          6.000000
          725.47
          857.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 641635 X
          
            2035-05-15
          
          5.500000
          1020.05
          1196.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 641277 X
          
            2035-04-15
          
          5.000000
          497.36
          583.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 639504 X
          
            2035-02-15
          
          6.000000
          232.05
          261.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 634806 X
          
            2035-08-15
          
          5.000000
          1000.00
          1172.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 633553 X
          
            2034-08-15
          
          5.500000
          1869.10
          2143.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2054
          
            2048-07-01
          
          4.500000
          167.39
          182.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CICA0251
          
            2032-08-01
          
          3.500000
          543.25
          584.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS674468
          
            2032-11-01
          
          2.205000
          357.96
          357.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS670317
          
            2030-10-01
          
          2.344000
          1323.02
          1324.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAZ2881
          
            2030-08-01
          
          3.500000
          517.23
          558.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAX5306
          
            2027-01-01
          
          3.500000
          93.05
          99.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAX2187
          
            2029-11-01
          
          3.500000
          150.01
          161.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAW1543
          
            2029-03-01
          
          3.500000
          154.95
          166.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAV8497
          
            2029-02-01
          
          3.500000
          1487.21
          1595.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAV4892
          
            2043-12-01
          
          4.500000
          79.91
          88.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAV2925
          
            2029-01-01
          
          3.500000
          792.91
          851.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAU7552
          
            2028-10-01
          
          3.500000
          134.01
          143.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT6971
          
            2043-05-01
          
          3.000000
          594.37
          634.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAT2894
          
            2028-05-01
          
          2.500000
          524.81
          554.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAT2717
          
            2043-05-01
          
          2.500000
          605.07
          625.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAT1156
          
            2043-09-01
          
          3.256000
          273.67
          286.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAS9518
          
            2032-03-01
          
          3.500000
          236.20
          254.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS8012
          
            2031-09-01
          
          2.500000
          464.78
          491.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 395113 X
          
            2024-09-15
          
          8.000000
          248.92
          251.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 392621 X
          
            2024-10-15
          
          7.500000
          92.92
          93.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 393377 X
          
            2027-02-15
          
          7.000000
          52.18
          57.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 392246 X
          
            2024-06-15
          
          8.000000
          52.00
          53.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 392239 X
          
            2024-05-15
          
          8.000000
          406.68
          409.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 391995 X
          
            2024-05-15
          
          7.000000
          659.09
          698.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 391660 X
          
            2024-04-15
          
          6.500000
          199.33
          223.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 567383 X
          
            2031-12-15
          
          6.000000
          135.96
          153.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 567994 X
          
            2033-02-15
          
          5.500000
          1803.99
          2070.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 566671 X
          
            2031-07-15
          
          6.500000
          835.57
          935.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 565821 X
          
            2032-01-15
          
          6.000000
          1287.83
          1462.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 565693 X
          
            2032-04-15
          
          6.500000
          1147.34
          1289.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 565482 X
          
            2032-06-15
          
          7.000000
          79.96
          90.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 565069 X
          
            2032-01-15
          
          6.000000
          1028.89
          1164.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002362 M
          
            2027-01-20
          
          8.000000
          128.74
          142.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002345 M
          
            2026-12-20
          
          8.500000
          140.49
          157.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002376 M
          
            2027-02-20
          
          7.000000
          299.41
          338.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002324 M
          
            2026-11-20
          
          8.000000
          328.72
          374.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002340 M
          
            2026-12-20
          
          7.000000
          702.07
          763.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002301 M
          
            2026-10-20
          
          7.000000
          193.59
          209.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002285 M
          
            2026-09-20
          
          8.000000
          809.06
          931.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002305 M
          
            2026-10-20
          
          8.000000
          159.07
          183.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002268 M
          
            2026-08-20
          
          7.500000
          1202.97
          1363.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002266 M
          
            2026-08-20
          
          7.000000
          208.82
          227.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 672719 X
          
            2038-05-15
          
          6.000000
          549.72
          656.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 GO418049
          
            2026-01-01
          
          7.500000
          76.85
          77.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 08.500 CL394602
          
            2027-07-01
          
          8.500000
          421.24
          426.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL371124
          
            2027-02-01
          
          7.000000
          72.99
          73.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CI931253
          
            2024-05-01
          
          4.000000
          68.73
          73.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL995871
          
            2039-07-01
          
          5.000000
          534.07
          623.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 710534 X
          
            2039-08-15
          
          5.500000
          1419.83
          1583.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 405731 X
          
            2025-10-15
          
          7.000000
          344.04
          348.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002853 M
          
            2029-12-20
          
          7.500000
          460.49
          542.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781124 X
          
            2029-12-15
          
          7.000000
          360.31
          423.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 434714 X
          
            2030-02-15
          
          7.000000
          76.71
          78.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002883 M
          
            2030-02-20
          
          7.500000
          49.62
          59.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002896 M
          
            2030-03-20
          
          7.500000
          752.12
          895.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781148 X
          
            2029-07-15
          
          6.000000
          869.24
          1033.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 644669 X
          
            2035-10-15
          
          6.000000
          720.14
          811.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003775 M
          
            2035-10-20
          
          6.000000
          626.86
          741.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL735989
          
            2035-02-01
          
          5.500000
          82.04
          95.66
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC A47728 G
          
            2035-11-01
          
          5.500000
          459.74
          514.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 647978 X
          
            2035-08-15
          
          5.500000
          526.04
          586.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB838948
          
            2035-08-01
          
          1.760000
          858.10
          892.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 635405 X
          
            2035-09-15
          
          6.500000
          998.03
          1117.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 005207 M
          
            2041-10-20
          
          6.000000
          768.72
          908.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAJ5336
          
            2026-11-01
          
          3.000000
          301.68
          318.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005262 M
          
            2041-12-20
          
          3.500000
          1859.92
          1953.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAJ7696
          
            2041-12-01
          
          4.500000
          280.19
          316.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 ZL310104
          
            2037-08-01
          
          5.500000
          124.00
          145.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 005318 M
          
            2039-07-20
          
          6.500000
          838.52
          985.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL252717
          
            2029-09-01
          
          7.500000
          49.77
          59.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 514455 X
          
            2029-09-15
          
          8.000000
          117.55
          132.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL518473
          
            2029-10-01
          
          7.500000
          124.06
          125.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002839 M
          
            2029-11-20
          
          7.500000
          177.32
          209.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 470772 X
          
            2029-08-15
          
          7.000000
          316.14
          329.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575464 X
          
            2032-01-15
          
          6.000000
          259.37
          292.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 565824 X
          
            2032-01-15
          
          6.500000
          277.90
          311.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579190 X
          
            2032-02-15
          
          6.500000
          239.17
          270.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582196 X
          
            2032-02-15
          
          7.000000
          187.84
          214.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 581075 X
          
            2032-02-15
          
          6.000000
          56.91
          64.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL975116
          
            2038-05-01
          
          5.000000
          186.62
          217.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08713 G
          
            2046-06-01
          
          4.500000
          109.06
          121.27
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G08706 G
          
            2046-05-01
          
          3.500000
          462.54
          500.52
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08588 G
          
            2044-05-01
          
          4.000000
          77.40
          85.10
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08600 G
          
            2044-08-01
          
          4.500000
          307.30
          345.53
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G08100 G
          
            2035-12-01
          
          5.500000
          317.94
          372.72
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G08079 G
          
            2035-09-01
          
          5.000000
          287.23
          335.30
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G08062 G
          
            2035-06-01
          
          5.000000
          815.31
          951.76
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G08020 G
          
            2034-11-01
          
          5.000000
          408.32
          476.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 348820 X
          
            2023-06-15
          
          6.500000
          47.99
          53.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 347226 X
          
            2027-01-15
          
          7.500000
          62.19
          62.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 346691 X
          
            2023-08-15
          
          7.500000
          260.69
          266.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 346167 X
          
            2023-05-15
          
          8.500000
          165.09
          168.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 345070 X
          
            2023-12-15
          
          6.000000
          199.22
          224.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780650 X
          
            2027-10-15
          
          6.500000
          182.09
          205.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6662 M
          
            2050-05-20
          
          6.000000
          754.56
          871.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7137 M
          
            2051-01-20
          
          3.000000
          813.73
          859.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL2069
          
            2041-08-01
          
          5.000000
          196.56
          229.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL2629
          
            2039-06-01
          
          5.000000
          684.43
          798.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL1013
          
            2037-01-01
          
          5.500000
          78.28
          91.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL0578
          
            2026-08-01
          
          3.500000
          39.07
          41.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX GA520790
          
            2028-04-01
          
          3.602000
          1749.27
          1752.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781525 X
          
            2032-11-15
          
          6.500000
          427.17
          504.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781539 X
          
            2032-07-15
          
          7.000000
          97.65
          118.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781485 X
          
            2032-08-15
          
          6.000000
          1806.42
          2180.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781468 X
          
            2032-07-15
          
          6.500000
          173.00
          206.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781459 X
          
            2032-06-15
          
          6.000000
          110.30
          133.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781448 X
          
            2032-05-15
          
          7.000000
          1548.18
          1849.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781419 X
          
            2032-03-15
          
          7.500000
          1193.08
          1439.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781402 X
          
            2032-02-15
          
          7.500000
          402.71
          486.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781340 X
          
            2031-10-15
          
          6.500000
          1400.14
          1651.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781338 X
          
            2031-10-15
          
          6.000000
          187.15
          226.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781329 X
          
            2031-09-15
          
          6.000000
          349.94
          416.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781324 X
          
            2031-07-15
          
          7.000000
          413.44
          491.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS669261
          
            2032-10-01
          
          2.250000
          605.71
          606.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 RE668366
          
            2032-11-01
          
          5.500000
          569.27
          600.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD668269
          
            2032-10-01
          
          2.123000
          118.50
          119.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS662762
          
            2032-10-01
          
          2.465000
          612.99
          615.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD658471
          
            2033-09-01
          
          2.518000
          857.39
          859.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WD657934
          
            2032-12-01
          
          2.400000
          1109.75
          1113.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS656181
          
            2031-08-01
          
          3.020000
          1542.99
          1559.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX W2655007
          
            2032-07-01
          
          2.540000
          1662.68
          1673.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WC650970
          
            2032-07-01
          
          2.570000
          1634.75
          1641.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL651649
          
            2032-08-01
          
          6.500000
          312.11
          355.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL650386
          
            2033-07-01
          
          5.000000
          271.11
          304.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 498448 X
          
            2029-03-15
          
          6.000000
          83.86
          94.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 497396 X
          
            2029-01-15
          
          7.000000
          439.88
          454.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 493996 X
          
            2029-07-15
          
          7.000000
          322.85
          353.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAS5729
          
            2030-09-01
          
          3.000000
          291.94
          308.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS5696
          
            2045-08-01
          
          3.500000
          513.32
          551.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS3114
          
            2029-08-01
          
          2.500000
          517.91
          544.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 340925 X
          
            2023-04-15
          
          6.500000
          72.03
          80.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 339163 X
          
            2022-12-15
          
          7.000000
          54.71
          55.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 338943 X
          
            2022-11-15
          
          7.000000
          85.96
          86.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 336247 C
          
            2023-06-20
          
          7.000000
          215.70
          219.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 335958 X
          
            2022-11-15
          
          8.500000
          216.11
          218.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 329554 X
          
            2022-08-15
          
          7.500000
          85.18
          86.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 325474 X
          
            2022-05-15
          
          8.000000
          133.20
          134.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 323423 X
          
            2022-06-15
          
          8.500000
          1132.93
          1151.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 417331 X
          
            2026-03-15
          
          7.500000
          94.10
          102.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 691774 X
          
            2038-07-15
          
          5.500000
          993.62
          1175.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 563345 X
          
            2031-09-15
          
          6.500000
          462.80
          522.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 563302 X
          
            2031-07-15
          
          7.000000
          618.81
          722.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 562883 X
          
            2031-08-15
          
          6.500000
          237.49
          265.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 557681 X
          
            2031-08-15
          
          6.000000
          594.29
          669.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 557521 X
          
            2031-07-15
          
          6.500000
          49.36
          56.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 554680 X
          
            2031-03-15
          
          6.500000
          93.87
          105.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 553144 X
          
            2033-04-15
          
          5.500000
          429.80
          498.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 552459 X
          
            2032-03-15
          
          6.000000
          464.99
          526.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 552376 X
          
            2032-02-15
          
          5.500000
          161.49
          180.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 551116 X
          
            2031-08-15
          
          7.000000
          380.87
          459.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 551094 X
          
            2031-11-15
          
          6.500000
          624.29
          735.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 550718 X
          
            2035-11-15
          
          5.000000
          893.49
          1043.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL735997
          
            2035-11-01
          
          5.500000
          118.56
          139.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL357688
          
            2035-01-01
          
          5.000000
          431.32
          503.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL346269
          
            2026-05-01
          
          7.000000
          1748.94
          1795.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS335043
          
            2026-03-01
          
          4.098000
          570.02
          571.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 GL330296
          
            2025-11-01
          
          6.000000
          403.52
          429.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.750 GL326386
          
            2024-05-01
          
          6.750000
          80.80
          84.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL323645
          
            2029-04-01
          
          7.500000
          174.84
          195.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL323542
          
            2029-02-01
          
          7.000000
          100.50
          113.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL323347
          
            2028-09-01
          
          7.000000
          54.57
          61.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL323995
          
            2029-10-01
          
          6.000000
          53.01
          60.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 ZL310151
          
            2034-11-01
          
          5.500000
          231.63
          270.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL256269
          
            2036-06-01
          
          5.500000
          59.28
          69.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL256059
          
            2036-01-01
          
          5.500000
          107.62
          126.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL256552
          
            2037-01-01
          
          5.500000
          63.06
          74.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL255073
          
            2034-02-01
          
          5.500000
          69.16
          80.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2012-070 AB
          
            2052-08-16
          
          2.177000
          776.63
          796.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY0381 C
          
            2042-06-20
          
          3.500000
          211935.54
          228986.08
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 841121 G
          
            2035-11-01
          
          2.782000
          136797.78
          144934.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ6493 C
          
            2050-12-20
          
          2.500000
          4846890.76
          5016241.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ8370 C
          
            2051-02-20
          
          2.500000
          2600078.50
          2712675.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIFM2606
          
            2035-03-01
          
          3.000000
          1883354.13
          2041511.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP5243
          
            2050-05-01
          
          3.000000
          343927.82
          368514.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5531 C
          
            2050-11-20
          
          2.500000
          2510993.75
          2598652.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7044 M
          
            2050-12-20
          
          3.000000
          2439366.97
          2507750.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM6555
          
            2050-04-01
          
          2.828000
          2356802.00
          2462681.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7187 M
          
            2051-02-20
          
          3.500000
          2690892.50
          2817406.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR5984
          
            2051-03-01
          
          2.000000
          2125430.00
          2134601.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR5335
          
            2051-02-01
          
          2.500000
          1956133.50
          2016820.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7184 M
          
            2051-02-20
          
          2.000000
          4737262.00
          4743912.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF CB0439 H
          
            2071-01-20
          
          4.560000
          920715.00
          1014053.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003787 M
          
            2035-11-20
          
          6.000000
          1408.82
          1667.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL850561
          
            2035-12-01
          
          5.000000
          481.66
          562.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS866923
          
            2036-02-01
          
          2.393000
          998.45
          1003.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782024 X
          
            2030-12-15
          
          8.000000
          1317.75
          1579.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL745283
          
            2036-01-01
          
          5.500000
          97.01
          113.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605404 X
          
            2034-05-15
          
          5.500000
          734.91
          855.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL725424
          
            2034-04-01
          
          5.500000
          1056.67
          1223.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 605423 X
          
            2034-05-15
          
          5.000000
          1149.69
          1332.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 631810 X
          
            2024-05-15
          
          6.000000
          170.73
          184.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003557 M
          
            2034-05-20
          
          6.000000
          1709.22
          1978.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C01847 G
          
            2034-06-01
          
          5.500000
          59.68
          69.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 579166 X
          
            2034-06-15
          
          6.000000
          550.26
          664.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTMA0200
          
            2029-10-01
          
          4.500000
          369.58
          406.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780518 X
          
            2026-06-15
          
          7.000000
          739.41
          824.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CT254763
          
            2023-05-01
          
          6.000000
          1064.20
          1198.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS704405
          
            2033-05-01
          
          2.677000
          1450.72
          1462.42
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC C79405 G
          
            2033-05-01
          
          5.000000
          177.09
          203.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 611547 X
          
            2033-05-15
          
          5.500000
          439.85
          496.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 531066 X
          
            2033-05-15
          
          5.000000
          916.69
          1050.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 610210 X
          
            2023-05-15
          
          6.000000
          931.62
          1018.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 593984 X
          
            2033-05-15
          
          5.000000
          1116.53
          1280.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 603734 X
          
            2033-05-15
          
          5.000000
          292.10
          339.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555562
          
            2033-05-01
          
          2.906000
          415.25
          417.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL702459
          
            2033-06-01
          
          5.500000
          1301.41
          1514.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 610900 X
          
            2033-06-15
          
          6.000000
          384.43
          433.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 612200 X
          
            2033-06-15
          
          6.000000
          105.75
          124.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003405 M
          
            2033-06-20
          
          6.500000
          1218.07
          1390.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G08886 G
          
            2049-05-01
          
          3.000000
          164.49
          172.11
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08867 G
          
            2049-03-01
          
          4.500000
          274.42
          299.34
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08843 G
          
            2048-10-01
          
          4.500000
          161.83
          176.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 371311 X
          
            2024-02-15
          
          6.500000
          204.74
          229.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 374822 X
          
            2024-02-15
          
          6.000000
          1347.54
          1517.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001583 M
          
            2024-02-20
          
          6.500000
          62.16
          66.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 354783 X
          
            2024-03-15
          
          6.500000
          242.24
          271.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001620 M
          
            2024-03-20
          
          7.000000
          312.92
          322.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 174253 X
          
            2024-04-15
          
          8.000000
          239.12
          244.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 366762 X
          
            2024-04-15
          
          6.500000
          116.71
          130.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 389955 X
          
            2024-04-15
          
          7.500000
          398.21
          426.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 367540 X
          
            2024-05-15
          
          7.500000
          56.64
          57.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001716 M
          
            2024-05-20
          
          7.000000
          241.29
          256.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 364242 X
          
            2024-06-15
          
          7.500000
          441.21
          445.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 622533 X
          
            2033-10-15
          
          6.000000
          629.03
          711.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 620599 X
          
            2033-09-15
          
          5.500000
          1529.21
          1749.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 620063 X
          
            2034-06-15
          
          6.000000
          375.43
          423.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619488 X
          
            2033-08-15
          
          5.000000
          770.00
          899.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619054 X
          
            2034-08-15
          
          6.000000
          452.70
          545.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619017 X
          
            2034-07-15
          
          6.000000
          335.61
          388.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 619189 X
          
            2035-01-15
          
          5.000000
          322.85
          365.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 617699 X
          
            2037-09-15
          
          5.000000
          330.62
          373.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 617495 X
          
            2037-04-15
          
          6.500000
          114.50
          128.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J18800 G
          
            2027-04-01
          
          3.000000
          164.90
          174.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3247 M
          
            2045-11-20
          
          5.000000
          1389.58
          1600.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAS4198
          
            2029-12-01
          
          3.500000
          300.45
          325.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBD7095
          
            2032-03-01
          
          4.000000
          545.24
          605.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 781341 X
          
            2031-10-15
          
          6.000000
          258.83
          312.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780644 X
          
            2027-09-15
          
          7.000000
          455.26
          514.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780615 X
          
            2027-08-15
          
          6.500000
          812.80
          909.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780589 X
          
            2027-06-15
          
          7.000000
          106.26
          118.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780580 X
          
            2027-06-15
          
          7.500000
          1156.84
          1339.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780514 X
          
            2024-05-15
          
          6.500000
          63.19
          70.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780481 X
          
            2026-12-15
          
          7.000000
          137.39
          150.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780509 X
          
            2027-02-15
          
          6.500000
          1171.23
          1311.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780468 X
          
            2023-12-15
          
          7.000000
          270.55
          288.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780385 X
          
            2024-10-15
          
          7.000000
          81.57
          87.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL5616
          
            2041-09-01
          
          5.500000
          626.81
          737.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAS3417
          
            2044-09-01
          
          5.000000
          329.60
          372.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC G15796 G
          
            2024-01-01
          
          6.000000
          244.06
          250.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2803
          
            2048-12-01
          
          4.500000
          278.28
          303.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001619 M
          
            2024-03-20
          
          6.500000
          759.48
          800.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001584 M
          
            2024-02-20
          
          7.000000
          218.57
          230.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001512 M
          
            2023-12-20
          
          7.500000
          73.85
          78.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001501 M
          
            2023-12-20
          
          6.000000
          42.47
          47.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001467 M
          
            2023-11-20
          
          6.500000
          162.96
          172.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001466 M
          
            2023-11-20
          
          6.000000
          63.72
          70.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001476 M
          
            2023-11-20
          
          7.500000
          78.00
          82.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001475 M
          
            2023-11-20
          
          7.000000
          93.14
          98.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 584363 X
          
            2032-05-15
          
          6.000000
          1310.09
          1481.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 583851 X
          
            2032-04-15
          
          6.500000
          174.84
          195.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 584087 X
          
            2032-10-15
          
          6.000000
          124.47
          140.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582430 X
          
            2032-11-15
          
          6.000000
          1362.60
          1538.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582185 X
          
            2031-12-15
          
          6.000000
          204.57
          231.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 581931 X
          
            2032-05-15
          
          7.500000
          260.14
          302.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 690907 X
          
            2038-06-15
          
          5.000000
          653.33
          763.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 689874 X
          
            2038-09-15
          
          5.500000
          71.84
          80.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 688030 X
          
            2038-10-15
          
          6.500000
          832.96
          971.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 688025 X
          
            2038-10-15
          
          6.000000
          1073.49
          1290.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 686911 X
          
            2038-06-15
          
          5.500000
          272.50
          309.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 686115 X
          
            2038-09-15
          
          6.000000
          282.82
          320.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 686061 X
          
            2038-05-15
          
          6.500000
          369.36
          413.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 685963 X
          
            2038-06-15
          
          5.500000
          328.00
          366.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 686788 X
          
            2038-06-15
          
          5.000000
          531.71
          623.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 685785 X
          
            2038-05-15
          
          5.000000
          1303.15
          1473.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574843 X
          
            2031-11-15
          
          6.500000
          825.77
          943.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574577 X
          
            2034-04-15
          
          6.000000
          1604.55
          1900.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574472 X
          
            2032-03-15
          
          6.500000
          112.31
          125.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574408 X
          
            2032-02-15
          
          6.000000
          97.75
          110.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL735893
          
            2035-10-01
          
          5.000000
          174.99
          204.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS735150
          
            2033-07-01
          
          2.456000
          345.45
          347.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB730830
          
            2033-08-01
          
          2.239000
          674.40
          684.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LB728765
          
            2033-07-01
          
          2.220000
          1759.65
          1768.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS726774
          
            2033-02-01
          
          2.050000
          2186.65
          2181.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL725773
          
            2034-09-01
          
          5.500000
          799.91
          936.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL725598
          
            2034-07-01
          
          5.500000
          233.97
          273.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS725553
          
            2033-09-01
          
          3.531000
          97.30
          97.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL725314
          
            2034-04-01
          
          5.000000
          518.28
          601.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS725463
          
            2033-12-01
          
          2.250000
          170.42
          171.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590330 X
          
            2032-07-15
          
          7.000000
          598.02
          682.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590238 X
          
            2032-09-15
          
          6.500000
          264.01
          295.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590122 X
          
            2032-05-15
          
          6.000000
          388.26
          437.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 589695 X
          
            2032-05-15
          
          6.000000
          111.80
          126.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004562 M
          
            2039-10-20
          
          6.500000
          614.78
          699.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 405194 X
          
            2025-12-15
          
          7.000000
          317.54
          320.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 411556 X
          
            2026-01-15
          
          6.500000
          128.94
          144.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 412543 X
          
            2026-01-15
          
          7.000000
          90.64
          97.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780312 X
          
            2026-01-15
          
          6.000000
          172.70
          194.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 417277 X
          
            2026-02-15
          
          6.000000
          433.71
          488.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 415189 X
          
            2026-03-15
          
          7.000000
          76.57
          79.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 408241 X
          
            2026-03-15
          
          7.000000
          132.86
          144.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 417340 X
          
            2026-04-15
          
          7.500000
          66.28
          71.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC D70700 G
          
            2026-04-01
          
          7.000000
          226.02
          231.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 418278 X
          
            2026-04-15
          
          6.500000
          317.28
          355.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 421717 X
          
            2026-04-15
          
          7.000000
          57.66
          62.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 422688 X
          
            2026-05-15
          
          7.000000
          444.94
          481.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 373723 X
          
            2026-05-15
          
          7.000000
          228.72
          230.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS555626
          
            2033-05-01
          
          3.350000
          2057.55
          2068.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 615285 X
          
            2033-07-15
          
          5.500000
          565.50
          658.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAB1496
          
            2025-09-01
          
          3.500000
          507.09
          541.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAK5545
          
            2027-03-01
          
          3.500000
          361.70
          390.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAB5085
          
            2032-05-01
          
          3.500000
          173.41
          188.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA1062
          
            2027-05-01
          
          3.000000
          139.35
          147.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002396 M
          
            2027-03-20
          
          7.500000
          108.15
          124.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 432985 X
          
            2027-03-15
          
          7.000000
          156.81
          158.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 399225 X
          
            2027-04-15
          
          7.500000
          65.62
          68.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 440365 X
          
            2027-04-15
          
          7.000000
          76.74
          79.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002430 M
          
            2027-05-20
          
          7.000000
          977.67
          1094.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 780570 X
          
            2027-05-15
          
          7.000000
          319.33
          361.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 247781 X
          
            2027-06-15
          
          7.500000
          415.63
          423.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001754 M
          
            2024-06-20
          
          7.500000
          60.74
          64.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 584470 X
          
            2032-06-15
          
          6.500000
          384.02
          442.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590221 X
          
            2032-07-15
          
          6.500000
          1018.32
          1139.92
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08817 G
          
            2048-06-01
          
          4.000000
          424.97
          456.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G08810 G
          
            2048-04-01
          
          4.500000
          1473.03
          1614.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G08800 G
          
            2048-02-01
          
          3.500000
          189.61
          202.04
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G15555 G
          
            2024-12-01
          
          5.500000
          440.49
          451.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G15191 G
          
            2028-11-01
          
          4.000000
          350.92
          374.53
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G14121 G
          
            2026-02-01
          
          4.000000
          634.88
          677.53
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G13603 G
          
            2024-02-01
          
          5.500000
          905.58
          934.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G13255 G
          
            2023-07-01
          
          5.000000
          1153.96
          1214.12
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G13225 G
          
            2023-06-01
          
          5.000000
          549.37
          578.05
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC G13096 G
          
            2023-03-01
          
          5.500000
          605.76
          624.86
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G16302 G
          
            2029-07-01
          
          4.000000
          974.99
          1040.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BS8561 C
          
            2051-01-20
          
          2.500000
          6402312.11
          6704354.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08831 G
          
            2048-08-01
          
          4.000000
          398.56
          428.35
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G18696 G
          
            2033-07-01
          
          3.500000
          349.27
          373.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2907
          
            2047-02-01
          
          4.000000
          644.47
          699.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2452 M
          
            2039-02-20
          
          7.000000
          786.78
          874.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL8081
          
            2031-02-01
          
          3.500000
          228.76
          244.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA3827
          
            2034-11-01
          
          2.500000
          282.50
          295.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBJ4916
          
            2048-03-01
          
          3.500000
          224.85
          239.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3212
          
            2047-12-01
          
          4.500000
          992.52
          1091.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS8700
          
            2047-01-01
          
          4.500000
          140.41
          154.96
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G16308 G
          
            2032-09-01
          
          3.500000
          834.51
          898.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CVMA1481
          
            2028-06-01
          
          3.000000
          966.24
          1025.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          2990498.43
          3143131.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL6848
          
            2044-06-01
          
          5.000000
          1521.10
          1770.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G07981 G
          
            2041-03-01
          
          5.000000
          628.47
          733.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM1147
          
            2049-05-01
          
          5.000000
          388.68
          432.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004578 M
          
            2039-11-20
          
          5.000000
          1742.13
          2005.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004572 M
          
            2039-11-20
          
          4.500000
          41.18
          44.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004543 M
          
            2039-09-20
          
          6.000000
          1556.67
          1840.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 005317 M
          
            2042-02-20
          
          5.500000
          906.35
          1066.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004319 M
          
            2038-12-20
          
          7.500000
          1001.72
          1214.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004315 M
          
            2038-12-20
          
          5.500000
          274.23
          322.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004290 M
          
            2038-11-20
          
          5.500000
          1466.83
          1726.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 004260 M
          
            2038-10-20
          
          6.000000
          51.63
          59.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004248 M
          
            2038-09-20
          
          7.500000
          941.35
          1076.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004222 M
          
            2038-08-20
          
          6.000000
          1698.61
          2019.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 581854 X
          
            2032-02-15
          
          5.500000
          327.44
          365.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582382 X
          
            2032-11-15
          
          6.000000
          637.55
          737.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 582349 X
          
            2032-10-15
          
          6.500000
          199.27
          225.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 513034 X
          
            2029-08-15
          
          7.000000
          365.09
          411.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 510095 X
          
            2029-07-15
          
          6.500000
          179.04
          200.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 509932 X
          
            2029-06-15
          
          6.500000
          66.46
          76.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 510394 X
          
            2029-09-15
          
          7.000000
          167.66
          186.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 505801 X
          
            2029-08-15
          
          7.000000
          100.17
          105.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 502948 X
          
            2029-02-15
          
          6.000000
          74.48
          83.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 502968 X
          
            2029-03-15
          
          6.000000
          222.24
          250.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 502618 X
          
            2029-03-15
          
          6.000000
          346.00
          389.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 501940 X
          
            2029-05-15
          
          6.000000
          69.36
          78.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002971 M
          
            2030-09-20
          
          7.000000
          84.69
          100.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002985 M
          
            2030-10-20
          
          6.500000
          38.13
          42.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575071 X
          
            2031-12-15
          
          6.000000
          574.53
          647.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 574100 X
          
            2032-01-15
          
          6.000000
          537.53
          606.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 572503 X
          
            2032-01-15
          
          6.500000
          115.79
          131.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 572493 X
          
            2032-01-15
          
          6.000000
          184.30
          207.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 571366 X
          
            2031-12-15
          
          6.000000
          576.39
          649.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570523 X
          
            2032-01-15
          
          7.000000
          1866.74
          2094.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 570521 X
          
            2032-01-15
          
          6.500000
          365.75
          431.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 577761 X
          
            2032-11-15
          
          6.000000
          185.05
          208.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 577470 X
          
            2032-12-15
          
          6.000000
          1458.15
          1686.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 577297 X
          
            2031-11-15
          
          6.000000
          332.60
          375.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575824 X
          
            2032-03-15
          
          6.500000
          816.86
          914.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575816 X
          
            2034-03-15
          
          5.500000
          478.54
          550.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575443 X
          
            2031-12-15
          
          6.000000
          1327.27
          1520.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 575423 X
          
            2031-11-15
          
          6.000000
          237.77
          268.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590482 X
          
            2032-09-15
          
          6.000000
          185.82
          210.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590477 X
          
            2032-09-15
          
          6.000000
          317.22
          369.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590434 X
          
            2032-09-15
          
          6.500000
          310.07
          347.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 590407 X
          
            2032-07-15
          
          7.000000
          390.67
          446.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 589333 X
          
            2022-10-15
          
          7.000000
          194.38
          196.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 588142 X
          
            2032-12-15
          
          6.000000
          108.50
          123.18
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/4 NOTE AF 21
          
            2021-11-30
          
          1.750000
          479500.00
          487503.23
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE L 25
          
            2025-05-31
          
          2.875000
          55000.00
          60557.78
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Y 23
          
            2023-04-30
          
          2.750000
          44755500.00
          47625405.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          24875000.00
          27394379.45
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          500000.00
          476632.02
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          254000.00
          251671.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          549.12
          602.26
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          4646400.00
          4915346.73
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0003
      150000000.00
      150000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      ABN Amro Bank NV
      Abn Repo 1 Repo 0.020000%
      BFXS5XCH7N0Y05NIXW11
      0001245022
      963FUB005_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 4852DH 04/15/47
          
            2047-04-15
          
          4.000000
          419010.48
          435452.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-097 DB
          
            2050-07-20
          
          3.000000
          25770784.00
          26833579.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4629KA 03/15/45
          
            2045-03-15
          
          3.000000
          14845356.68
          14983230.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-026 ME
          
            2051-02-20
          
          1.250000
          28000000.00
          28698965.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-97 JG
          
            2048-05-20
          
          2.750000
          5802910.68
          5972992.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-013 HB
          
            2048-12-20
          
          3.000000
          15692693.00
          16153875.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-001 YK
          
            2050-01-20
          
          2.500000
          20388.15
          20928.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-115 YA
          
            2050-08-20
          
          1.000000
          836976.34
          833540.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-146 YK
          
            2050-10-20
          
          1.000000
          98961121.00
          98762253.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-021 F
          
            2050-02-20
          
          0.811100
          2843309.36
          2849195.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-28 YF
          
            2049-10-20
          
          0.761100
          14286.14
          14306.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027AP R15F027
          
            2043-06-25
          
          3.000000
          882279.56
          919227.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-148 JL
          
            2050-10-20
          
          1.000000
          34636071.37
          34435370.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-100 AN
          
            2062-05-16
          
          1.650000
          29050919.10
          28064926.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-38 BD
          
            2046-07-20
          
          2.250000
          214971.00
          218414.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FEPC 03.500 CIZK8980
          
            2032-10-01
          
          3.500000
          602149.22
          652280.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ1525
          
            2047-10-01
          
          4.000000
          393509.04
          446662.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2021-038 DA
          
            2062-12-16
          
          1.000000
          11370690.00
          11461853.88
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0535
          
            2028-12-01
          
          3.840000
          3814204.00
          4416797.38
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0351
          
            2028-10-01
          
          3.560000
          80596.00
          91654.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK2873
          
            2050-08-01
          
          2.047000
          14167425.34
          14686229.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK2034
          
            2048-05-01
          
          2.974000
          3904212.27
          4068600.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK1076
          
            2033-06-01
          
          3.500000
          579603.68
          623765.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2700
          
            2048-04-01
          
          4.000000
          4493613.17
          4979304.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBH9638
          
            2047-10-01
          
          2.663000
          1187711.87
          1237770.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH7100
          
            2048-01-01
          
          4.000000
          4271458.76
          4771786.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH1942
          
            2048-03-01
          
          3.500000
          12789.93
          13966.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAZ7318
          
            2045-10-01
          
          2.773000
          43611.38
          45643.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS8479
          
            2047-01-01
          
          3.000000
          30731840.27
          32429538.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP6346
          
            2042-09-01
          
          3.500000
          6243685.07
          6933959.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAP4874
          
            2042-09-01
          
          3.500000
          907672.40
          991541.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAL6009
          
            2043-05-01
          
          2.837000
          3084001.17
          3246991.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL2828
          
            2042-07-01
          
          4.000000
          17747483.15
          19988152.20
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HY387933
          
            2028-10-01
          
          3.520000
          45941.00
          52215.83
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G61832 G
          
            2049-01-01
          
          4.000000
          966800.98
          1067836.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM2172
          
            2049-06-01
          
          4.500000
          11428019.86
          12824809.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBN0378
          
            2049-01-01
          
          3.892000
          4757782.34
          5011761.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK2824
          
            2050-08-01
          
          2.026000
          9602391.51
          9975299.85
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CTRB5078
          
            2040-10-01
          
          2.500000
          106578.36
          110963.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9798
          
            2047-06-01
          
          4.000000
          18187429.05
          20473348.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBJ2679
          
            2048-04-01
          
          3.301000
          5359842.57
          5586780.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7960 G
          
            2050-09-01
          
          1.972000
          210065.00
          217555.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7580 G
          
            2049-08-01
          
          3.302000
          14991349.35
          15593972.45
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B8032 G
          
            2050-11-01
          
          2.022000
          106915.50
          110815.69
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B6894 G
          
            2048-05-01
          
          3.081000
          2987961.48
          3116173.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B6868 G
          
            2048-04-01
          
          3.452000
          270653.05
          281893.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B4251 G
          
            2045-05-01
          
          3.114000
          2521297.19
          2619508.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 849283 G
          
            2044-03-01
          
          2.365000
          1135334.77
          1177663.87
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC C04055 G
          
            2042-06-01
          
          3.500000
          334.87
          364.51
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G14278 G
          
            2026-10-01
          
          3.500000
          118885.33
          126987.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE0628
          
            2040-11-01
          
          4.000000
          4273797.85
          4743136.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBN5374
          
            2049-04-01
          
          3.627000
          673940.96
          706624.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM6084
          
            2049-08-01
          
          3.416000
          10559788.67
          11008106.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3667
          
            2048-01-01
          
          2.744000
          1622529.76
          1693550.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM1535
          
            2047-08-01
          
          2.962000
          1368744.34
          1426521.70
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1081
          
            2028-12-01
          
          3.900000
          946772.00
          1096218.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAB3873
          
            2041-11-01
          
          4.000000
          3388202.71
          3724291.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB1050
          
            2040-05-01
          
          4.500000
          5484076.31
          6333038.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7527
          
            2050-10-01
          
          2.500000
          1365937.60
          1418489.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2951
          
            2049-01-01
          
          4.500000
          18794168.65
          20882745.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA3506
          
            2049-05-01
          
          4.000000
          11552101.60
          12811855.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2340
          
            2048-09-01
          
          4.500000
          11414984.88
          12687013.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2185
          
            2048-08-01
          
          4.000000
          20443598.93
          22516207.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA0458
          
            2047-09-01
          
          3.500000
          1991922.61
          2176096.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBN5231
          
            2049-02-01
          
          3.828000
          6664616.44
          7010405.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZS9992
          
            2047-04-01
          
          4.000000
          412624.14
          464481.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B8012 G
          
            2050-11-01
          
          2.059000
          24273028.25
          25163845.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK6038
          
            2048-08-01
          
          4.500000
          6006.61
          6742.35
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3087
          
            2050-07-01
          
          2.500000
          3771805.05
          3896961.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK3000
          
            2050-09-01
          
          2.133000
          22424.91
          23327.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA4527
          
            2047-09-01
          
          2.801000
          1847930.31
          1923895.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA8618
          
            2051-01-01
          
          3.000000
          8617486.93
          9447121.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICA8402
          
            2035-12-01
          
          2.000000
          18876894.32
          19472779.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK3849
          
            2048-04-01
          
          4.000000
          610941.43
          674021.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBJ7557
          
            2049-01-01
          
          3.700000
          2533417.98
          2653632.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-106 AE
          
            2062-06-16
          
          2.250000
          5691770.89
          5837135.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-080 AK
          
            2062-05-16
          
          1.800000
          27262371.90
          26577841.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-020 AK
          
            2061-05-16
          
          2.450000
          19430128.00
          19988343.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-020 AJ
          
            2061-05-16
          
          2.350000
          5994194.49
          6144732.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-008 AH
          
            2062-01-16
          
          2.550000
          18467198.40
          19134175.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-025 AC
          
            2062-01-16
          
          2.700000
          17813085.58
          18494899.24
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      700000000.00
      700000000.00
      0.0203
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia
      Novasc Repo 10 Repo 0.020000%
      L3I9ZG2KFGXZ61BMYR72
      0001041839
      963FUW009_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 03.500 CQAO4957
          
            2042-06-01
          
          3.500000
          208.55
          225.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTBM3623
          
            2034-07-01
          
          4.500000
          504.45
          555.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBP9140
          
            2050-07-01
          
          4.000000
          1160430.67
          1255628.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP2958
          
            2050-04-01
          
          3.000000
          1472227.91
          1590676.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBM5451
          
            2049-02-01
          
          5.000000
          501.89
          565.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM3446
          
            2048-02-01
          
          3.500000
          533.16
          573.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM2870
          
            2050-03-01
          
          3.000000
          845.90
          903.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM2761
          
            2050-03-01
          
          5.000000
          772.35
          858.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA3106
          
            2049-02-01
          
          5.000000
          376.00
          417.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAB3284
          
            2041-07-01
          
          5.000000
          151.53
          176.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTMA0895
          
            2031-11-01
          
          3.500000
          113.44
          121.80
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM5308
          
            2047-12-01
          
          4.500000
          1700471.54
          1931089.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBP0532
          
            2050-01-01
          
          3.500000
          730.47
          775.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q48675 G
          
            2047-06-01
          
          4.500000
          506170.03
          568176.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK0840
          
            2042-01-01
          
          4.000000
          2487122.71
          2747063.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS1555
          
            2044-01-01
          
          4.000000
          4987476.85
          5533085.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAR5497
          
            2043-02-01
          
          3.500000
          2576075.60
          2846279.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAP3886
          
            2042-10-01
          
          3.500000
          2061698.41
          2259781.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAP2483
          
            2032-08-01
          
          3.500000
          132297.04
          143669.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO1383
          
            2042-08-01
          
          3.500000
          714706.09
          780366.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO0158
          
            2042-04-01
          
          3.500000
          486243.37
          527607.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1AL8550
          
            2036-07-01
          
          2.621000
          13974222.85
          14884324.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL9950
          
            2047-02-01
          
          4.000000
          2542472.27
          2862022.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAL9432
          
            2046-10-01
          
          3.000000
          558.50
          599.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL4763
          
            2044-01-01
          
          4.000000
          1286047.04
          1460145.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL2686
          
            2042-11-01
          
          3.500000
          5441961.65
          5922658.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL0539
          
            2041-07-01
          
          4.500000
          4509920.76
          5094631.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL0538
          
            2041-07-01
          
          4.500000
          7635558.95
          8815672.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAK8968
          
            2042-05-01
          
          3.500000
          959297.36
          1065338.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK4660
          
            2042-03-01
          
          4.000000
          1711742.13
          1881846.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ9618
          
            2042-03-01
          
          4.000000
          137940.33
          148527.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ3332
          
            2041-11-01
          
          4.000000
          284924.27
          313185.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI1886
          
            2041-05-01
          
          4.500000
          142.14
          160.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CIAH5621
          
            2026-02-01
          
          4.500000
          328393.08
          350915.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAH3421
          
            2041-01-01
          
          4.000000
          2379604.57
          2615572.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLQA4697
          
            2049-11-01
          
          5.000000
          247610.20
          289906.54
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G67706 G
          
            2047-12-01
          
          3.500000
          4255761.23
          4637913.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q47594 G
          
            2047-04-01
          
          4.000000
          3031734.36
          3413798.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q42409 G
          
            2046-08-01
          
          3.500000
          604.01
          656.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q40719 G
          
            2046-05-01
          
          4.000000
          938.99
          1041.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3667
          
            2048-01-01
          
          2.744000
          8635872.11
          9013877.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL4145
          
            2028-09-01
          
          3.500000
          4398535.12
          4753068.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAY3362
          
            2045-04-01
          
          3.500000
          764.65
          844.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA3468
          
            2049-05-01
          
          3.500000
          632.62
          683.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5191
          
            2048-12-01
          
          4.000000
          712910.32
          801929.84
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B8011 G
          
            2050-10-01
          
          1.891000
          3050619.30
          3154600.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM4339
          
            2033-07-01
          
          3.500000
          22692548.45
          24679225.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3225
          
            2049-03-01
          
          4.500000
          391.64
          427.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBC4714
          
            2046-10-01
          
          3.000000
          541.97
          581.58
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V84483 G
          
            2048-07-01
          
          4.500000
          8142481.54
          9222646.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBP2977
          
            2050-04-01
          
          3.500000
          730.04
          800.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBO1786
          
            2049-07-01
          
          5.000000
          567.99
          631.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5437
          
            2044-05-01
          
          4.000000
          385513.36
          425484.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3757
          
            2048-04-01
          
          3.008000
          461.28
          480.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK4933
          
            2048-06-01
          
          5.000000
          534.92
          594.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM4599
          
            2041-02-01
          
          4.500000
          620.01
          703.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2454
          
            2048-10-01
          
          4.000000
          20997157.25
          23619004.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2429
          
            2048-10-01
          
          4.000000
          538.66
          593.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA0963
          
            2032-12-01
          
          4.000000
          291.55
          315.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBO5799
          
            2049-09-01
          
          5.000000
          287.59
          324.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBO6205
          
            2049-12-01
          
          5.000000
          807016.57
          896472.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBO4281
          
            2049-07-01
          
          4.000000
          626.52
          685.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN5932
          
            2049-05-01
          
          4.000000
          525.12
          571.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN4683
          
            2048-12-01
          
          4.000000
          721360.58
          798569.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTBM4608
          
            2038-10-01
          
          4.000000
          533.04
          587.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTBM4331
          
            2038-07-01
          
          4.000000
          602.40
          659.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1616
          
            2047-08-01
          
          3.500000
          1151295.62
          1243407.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1569
          
            2047-07-01
          
          3.500000
          4870698.57
          5379031.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK9022
          
            2048-10-01
          
          4.000000
          537.65
          582.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK9890
          
            2048-08-01
          
          5.000000
          587.64
          665.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK5622
          
            2050-09-01
          
          2.086000
          7944.48
          8212.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBJ3489
          
            2048-05-01
          
          3.500000
          1548206.17
          1701075.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q30469 G
          
            2044-12-01
          
          4.000000
          13689.64
          15191.46
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7670 G
          
            2049-11-01
          
          3.042000
          245263.61
          254418.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC K92558 G
          
            2035-04-01
          
          3.500000
          1028589.57
          1115837.17
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U99047 G
          
            2042-09-01
          
          4.000000
          3823253.81
          4196673.99
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U95018 G
          
            2042-06-01
          
          4.000000
          246.52
          270.59
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U90493 G
          
            2042-05-01
          
          4.000000
          322.84
          356.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT0542
          
            2048-07-01
          
          4.000000
          19263.48
          21238.33
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZS9440
          
            2045-06-01
          
          3.500000
          6258623.36
          6881084.48
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CIZK9674
          
            2033-08-01
          
          4.000000
          539936.25
          582363.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4545
          
            2049-11-01
          
          3.000000
          2780967.51
          2989488.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM1775
          
            2049-09-01
          
          5.000000
          469.70
          522.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK5207
          
            2048-08-01
          
          4.500000
          2081729.94
          2336729.37
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN2087
          
            2048-12-01
          
          4.500000
          5199.47
          5780.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM2377
          
            2049-01-01
          
          4.500000
          455.44
          497.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM1789
          
            2049-11-01
          
          3.000000
          770.93
          822.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTCA5441
          
            2038-02-01
          
          2.500000
          825.06
          856.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA5118
          
            2050-02-01
          
          2.932000
          2320649.43
          2410526.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH3181
          
            2047-08-01
          
          4.000000
          322024.14
          351749.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE8024
          
            2047-03-01
          
          4.000000
          516568.46
          564911.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC6147
          
            2046-07-01
          
          3.500000
          4968350.74
          5429168.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBA0325
          
            2045-11-01
          
          3.500000
          528.19
          567.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX6506
          
            2044-11-01
          
          4.000000
          1147360.40
          1270109.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAV7112
          
            2044-03-01
          
          4.500000
          640.10
          717.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAU1225
          
            2043-07-01
          
          3.500000
          394.96
          438.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT5358
          
            2043-05-01
          
          3.500000
          2220316.79
          2436510.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT2018
          
            2043-04-01
          
          3.500000
          5536414.98
          6146530.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9465
          
            2047-04-01
          
          4.000000
          459311.88
          507731.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CQAS6501
          
            2046-01-01
          
          4.000000
          518.23
          568.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS3177
          
            2044-08-01
          
          4.500000
          15463502.82
          17371745.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAE0691
          
            2040-10-01
          
          4.500000
          106.99
          119.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3926
          
            2050-01-01
          
          5.000000
          20134.23
          22348.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL995941
          
            2039-07-01
          
          6.500000
          114776.51
          138734.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK8216
          
            2042-04-01
          
          4.000000
          1946722.78
          2160194.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAK8483
          
            2042-04-01
          
          4.000000
          3146405.69
          3491480.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAP1351
          
            2027-07-01
          
          3.000000
          191.40
          202.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP1634
          
            2042-08-01
          
          3.500000
          45625440.84
          49515491.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ8859
          
            2043-01-01
          
          3.500000
          166593.49
          181776.08
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G61811 G
          
            2049-01-01
          
          4.000000
          230988.02
          252434.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3VZT1159
          
            2044-02-01
          
          3.500000
          1791967.41
          1964221.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC2842
          
            2046-09-01
          
          3.500000
          21777244.02
          23797095.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2090
          
            2048-07-01
          
          4.000000
          460387.50
          517872.76
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/8 TRIN AE 25
          
            2025-10-15
          
          0.125000
          12588681.29
          13671697.93
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          41507139.97
          43356616.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          38729626.68
          41830632.56
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          172312500.00
          197215033.96
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 36
          
            2036-02-15
          
          4.500000
          89747800.00
          121625626.52
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      700000000.00
      700000000.00
      0.0203
      N
      Y
      Y
      N
    
    
      Natixis Financial Products LLC
      Natixis SA 0.100000%
      WGYX5OQ1IY3N5AOSQ066
      0001503859
      963FWD009_0.10_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          1068066.73
          1227272.65
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 42
          
            2042-02-15
          
          3.125000
          133.33
          155.22
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/4 BOND 40
          
            2040-11-15
          
          4.250000
          1221360.00
          1661845.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          144547.00
          205721.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          145.56
          187.07
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/2 BOND 28
          
            2028-08-15
          
          5.500000
          223586.67
          292211.29
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/09/21
          
            2021-09-09
          
          0.00
          160.00
          159.94
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          1605120.00
          1684485.57
          U.S. Treasuries (including strips)
        
        
          USTR 7 5/8 BOND 22
          
            2022-11-15
          
          7.625000
          195426.67
          224704.60
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/20/21
          
            2021-05-20
          
          0.00
          266.67
          266.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AP 21
          
            2021-07-15
          
          2.625000
          13.33
          13.50
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AR 23
          
            2023-09-15
          
          0.125000
          15398480.00
          15348839.89
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-05-15
          
          3.000000
          2360973.33
          2721455.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          400.00
          348.39
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/08/21
          
            2021-04-08
          
          0.00
          133.33
          133.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AA 23
          
            2023-06-30
          
          2.625000
          134933.33
          143023.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 43
          
            2043-05-15
          
          2.875000
          13.33
          15.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          66.67
          63.55
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 42
          
            2042-05-15
          
          3.000000
          1385533.33
          1590741.78
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 22
          
            2022-01-15
          
          0.125000
          15.34
          15.69
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE P 24
          
            2024-08-31
          
          1.875000
          1265120.00
          1338960.51
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          2431990.19
          2700130.51
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          213.33
          233.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 25
          
            2025-02-15
          
          2.000000
          120.00
          126.81
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 22
          
            2022-02-15
          
          2.000000
          1170666.67
          1192684.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          13.33
          13.77
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          674853.50
          729513.73
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AQ 23
          
            2023-08-15
          
          0.125000
          266.67
          265.79
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 48
          
            2048-08-15
          
          3.000000
          2324706.67
          2669517.86
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN D 29
          
            2029-07-15
          
          0.250000
          135.75
          149.15
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE S 26
          
            2026-11-30
          
          1.625000
          4121800.00
          4290623.04
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          133.33
          132.43
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          1612426.67
          1852050.86
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE R 27
          
            2027-10-31
          
          0.500000
          13.33
          12.79
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/4 BOND 43
          
            2043-11-15
          
          3.750000
          13.33
          17.16
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          336990.82
          399154.80
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE B 29
          
            2029-02-15
          
          2.625000
          6643146.67
          7310913.46
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          257120.00
          239159.48
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE H 27
          
            2027-02-28
          
          1.125000
          6634906.67
          6713018.40
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AX 22
          
            2022-02-28
          
          1.125000
          3328626.67
          3380962.15
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BF 21
          
            2021-08-31
          
          1.500000
          50480.00
          51213.33
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          3784000.00
          3956387.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE N 25
          
            2025-07-31
          
          2.875000
          77213.33
          84804.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          26440959.87
          30186352.66
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE L 22
          
            2022-05-31
          
          1.875000
          2152053.33
          2208637.20
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          3754093.33
          4080457.68
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          13.33
          14.17
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE U 22
          
            2022-01-31
          
          1.875000
          13.33
          13.57
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          545213.33
          576771.82
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 22
          
            2022-08-15
          
          1.625000
          2266200.00
          2316064.98
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE E 21
          
            2021-08-15
          
          2.125000
          13978933.33
          14122297.33
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE L 23
          
            2023-05-31
          
          1.625000
          1473906.67
          1526154.55
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          2099693.22
          2141046.96
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          677346.67
          722946.79
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          2063706.67
          2211747.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AN 22
          
            2022-06-15
          
          1.750000
          519066.67
          531695.36
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE BB 21
          
            2021-05-31
          
          2.125000
          173.33
          175.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          13.33
          14.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE V 24
          
            2024-02-29
          
          2.375000
          133.33
          142.93
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE AJ 22
          
            2022-02-15
          
          2.500000
          16180133.33
          16566671.35
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE G 26
          
            2026-01-31
          
          2.625000
          132880.00
          144991.39
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          13.33
          13.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AU 23
          
            2023-12-15
          
          0.125000
          12541546.67
          12475085.08
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BJ 10/31/22
          
            2022-10-31
          
          0.085000
          133.33
          133.37
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AD 25
          
            2025-09-30
          
          0.250000
          1200.00
          1175.73
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AP 23
          
            2023-07-15
          
          0.125000
          26.67
          26.59
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          739546.67
          727628.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE L 27
          
            2027-05-31
          
          0.500000
          932880.00
          901682.43
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE U 24
          
            2024-01-31
          
          2.500000
          133.33
          141.95
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          26.67
          29.51
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          48600.00
          55629.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AD 23
          
            2023-09-30
          
          2.875000
          346.67
          374.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE S 24
          
            2024-11-30
          
          2.125000
          133.33
          142.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 27
          
            2027-11-15
          
          2.250000
          642533.33
          692760.76
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AD 22
          
            2022-09-30
          
          1.875000
          397386.67
          411225.71
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          40.00
          34.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 BOND 40
          
            2040-05-15
          
          1.125000
          4917000.00
          4108944.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          13.33
          10.64
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 BOND 50
          
            2050-05-15
          
          1.250000
          146.67
          113.71
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          5867826.66
          5979180.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 BOND 50
          
            2050-02-15
          
          2.000000
          1333.33
          1248.53
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 49
          
            2049-08-15
          
          2.250000
          1484813.33
          1470753.19
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 49
          
            2049-02-15
          
          1.000000
          471955.44
          579176.57
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 48
          
            2048-05-15
          
          3.125000
          15550946.67
          18369471.38
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          125333.33
          138027.29
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-08-15
          
          2.750000
          3112786.67
          3406959.44
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          706533.33
          808641.25
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          13.33
          15.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          722.57
          831.40
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 45
          
            2045-02-15
          
          2.500000
          5333066.67
          5569559.74
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          106.67
          122.40
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 BOND 43
          
            2043-08-15
          
          3.625000
          3758320.00
          4714649.03
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 43
          
            2043-02-15
          
          3.125000
          133.33
          155.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-08-15
          
          2.750000
          3859813.33
          4231149.13
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          38986.67
          38744.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-04-05
      Y
      
        Natixis Financial Products LLC
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0010
      200000000.00
      200000000.00
      0.0058
      N
      N
      Y
      N
    
    
      Standard Chartered Bank
      Standard Chartered Bank 0.010000%
      0000861350
      966RRD006_0.01_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 1 3/4 NOTE AA 24
          
            2024-06-30
          
          1.750000
          115033.33
          120375.66
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          66.67
          71.07
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          2760066.67
          3013124.17
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE Q 25
          
            2025-09-30
          
          3.000000
          66.67
          74.32
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Z 23
          
            2023-05-31
          
          2.750000
          666.67
          709.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE C 28
          
            2028-05-15
          
          2.875000
          845366.67
          948819.47
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          35.19
          39.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE R 24
          
            2024-10-31
          
          2.250000
          1232433.33
          1319725.67
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          704100.00
          778516.72
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 25
          
            2025-04-15
          
          0.125000
          33.61
          36.20
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 BOND 40
          
            2040-08-15
          
          1.125000
          16956333.33
          14177102.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 24
          
            2024-07-15
          
          0.125000
          3089660.43
          3322203.20
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE F 23
          
            2023-11-15
          
          2.750000
          3786800.00
          4067275.35
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE W 22
          
            2022-03-31
          
          1.875000
          1996700.00
          2050119.99
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          6215808.56
          7496491.30
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/15/21
          
            2021-04-15
          
          0.00
          333.33
          333.31
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          5171000.00
          5174733.95
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          33.33
          30.83
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          6311137.13
          6844655.59
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AP 23
          
            2023-07-15
          
          0.125000
          773466.67
          771389.16
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          1000133.33
          998711.81
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE J 27
          
            2027-03-31
          
          0.625000
          233.33
          228.07
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE B 30
          
            2030-02-15
          
          1.500000
          18332500.00
          18461667.15
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE F 29
          
            2029-11-15
          
          1.750000
          2694700.00
          2789268.56
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          4131233.33
          4430069.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          6426666.67
          6690201.79
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          17453324.87
          18776603.93
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE M 25
          
            2025-06-30
          
          2.750000
          300.00
          327.94
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          2924466.67
          3176191.88
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          66.67
          54.08
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 48
          
            2048-08-15
          
          3.000000
          1043966.67
          1211189.88
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          1945333.33
          2252952.61
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          3306266.67
          3820807.43
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          5028660.00
          6567539.67
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 BOND 40
          
            2040-08-15
          
          3.875000
          33.33
          43.16
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          3.33
          4.62
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 22
          
            2022-05-15
          
          1.750000
          3371033.33
          3453587.52
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE U 22
          
            2022-01-31
          
          1.875000
          33.33
          33.92
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          5693566.67
          5899473.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 22
          
            2022-08-15
          
          1.625000
          966.67
          988.35
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE R 23
          
            2023-10-31
          
          1.625000
          2233233.33
          2324880.68
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AD 21
          
            2021-09-30
          
          1.125000
          366.67
          370.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 22
          
            2022-01-15
          
          0.125000
          38.36
          39.23
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE N 23
          
            2023-07-31
          
          1.250000
          5678000.00
          5820096.44
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 26
          
            2026-07-15
          
          0.125000
          36.22
          39.48
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          5390233.33
          5768632.75
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE Q 21
          
            2021-09-30
          
          2.125000
          14092666.67
          14384109.90
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 42
          
            2042-02-15
          
          3.125000
          66.67
          78.17
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          1933966.67
          1680844.50
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          825133.33
          811347.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE S 22
          
            2022-11-30
          
          2.000000
          366.67
          380.16
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/03/21
          
            2021-06-03
          
          0.00
          34389366.67
          34384689.71
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AA 21
          
            2021-06-30
          
          1.125000
          4468666.67
          4492589.27
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE G 22
          
            2022-01-31
          
          1.500000
          366.67
          371.77
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          13834966.67
          14393315.27
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          4216633.33
          4480879.16
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/20/21
          
            2021-05-20
          
          0.00
          400.00
          399.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AJ 24
          
            2024-01-15
          
          0.125000
          4999966.67
          4972051.99
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          923333.33
          947132.88
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE E 21
          
            2021-08-15
          
          2.125000
          33.33
          33.67
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AH 24
          
            2024-12-31
          
          1.750000
          671566.67
          703884.82
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 41
          
            2041-05-15
          
          4.375000
          633.33
          883.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          26973800.00
          26955911.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BG 22
          
            2022-09-30
          
          0.125000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 51
          
            2051-02-15
          
          1.875000
          166666.67
          153519.63
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          4133066.67
          4107883.82
          U.S. Treasuries (including strips)
        
      
      Y
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0001
      250000000.00
      250000000.00
      0.0073
      N
      Y
      Y
      N
    
    
      Standard Chartered Bank
      Standard Chartered Bank 0.020000%
      0000861350
      966RRE004_0.02_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRA CL027FA R07F027
          
            2037-04-25
          
          0.427600
          85.98
          86.23
          Agency Collateralized Mortgage Obligation
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          13.00
          18.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE B 30
          
            2030-02-15
          
          1.500000
          74999900.00
          75528334.38
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AA 24
          
            2024-06-30
          
          1.750000
          815000.00
          852849.84
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE U 24
          
            2024-01-31
          
          2.500000
          38300000.00
          40782666.52
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AH 24
          
            2024-12-31
          
          1.750000
          100.00
          104.81
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE R 24
          
            2024-10-31
          
          2.250000
          148806000.00
          159345817.99
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AB 21
          
            2021-07-31
          
          1.125000
          39372600.00
          39580409.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE N 23
          
            2023-07-31
          
          1.250000
          100.00
          102.50
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 25
          
            2025-02-15
          
          2.000000
          72779000.00
          76889538.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          100.00
          94.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          101.23
          109.48
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Z 23
          
            2023-05-31
          
          2.750000
          6744000.00
          7172199.16
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AU 21
          
            2021-12-15
          
          2.625000
          1103800.00
          1131675.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE G 22
          
            2022-01-31
          
          1.500000
          5095000.00
          5165857.94
          U.S. Treasuries (including strips)
        
        
          USTR 3 NOTE Q 25
          
            2025-09-30
          
          3.000000
          163000.00
          181719.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BH 22
          
            2022-10-31
          
          0.125000
          100.00
          99.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Q 22
          
            2022-09-30
          
          1.750000
          29881100.00
          30844271.29
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE AK 22
          
            2022-03-15
          
          2.375000
          291500.00
          301503.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          23393500.00
          24337609.83
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AG 25
          
            2025-11-30
          
          0.375000
          82599700.00
          81149133.08
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE P 26
          
            2026-08-31
          
          1.375000
          10016000.00
          10323020.78
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE C 25
          
            2025-05-15
          
          2.125000
          100.00
          106.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          200.00
          217.22
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE F 23
          
            2023-11-15
          
          2.750000
          16974000.00
          18231206.22
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 23
          
            2023-07-15
          
          0.375000
          111.91
          119.29
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          8919000.00
          9241553.27
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE F 22
          
            2022-11-15
          
          1.625000
          100.00
          102.95
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 22
          
            2022-08-15
          
          1.625000
          49996200.00
          51117803.98
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 22
          
            2022-07-15
          
          0.125000
          113.25
          117.65
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AD 21
          
            2021-09-30
          
          1.125000
          50001900.00
          50538374.51
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 22
          
            2022-05-15
          
          1.750000
          4401900.00
          4509699.37
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 22
          
            2022-01-15
          
          0.125000
          115.07
          117.68
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AB 21
          
            2021-07-31
          
          1.125000
          14668000.00
          14745417.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE T 22
          
            2022-12-31
          
          2.125000
          35134200.00
          36504503.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE T 21
          
            2021-12-31
          
          2.125000
          100.00
          102.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          979300.00
          1048047.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          12392700.00
          13225064.19
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          42386900.00
          45233845.18
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE L 26
          
            2026-05-31
          
          2.125000
          4870000.00
          5208783.32
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          18310700.00
          19895502.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE H 26
          
            2026-02-28
          
          2.500000
          200.00
          219.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          14604300.00
          15943299.44
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          904400.00
          999986.53
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AS 21
          
            2021-10-15
          
          2.875000
          24300.00
          24980.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Z 23
          
            2023-05-31
          
          2.750000
          12997800.00
          13823073.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE L 25
          
            2025-05-31
          
          2.875000
          100.00
          110.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE L 25
          
            2025-05-31
          
          2.875000
          4100000.00
          4510904.25
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN X 23
          
            2023-04-15
          
          0.625000
          104.85
          111.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BG 22
          
            2022-09-30
          
          0.125000
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE P 27
          
            2027-08-31
          
          0.500000
          14499900.00
          13956927.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          40171900.00
          40200907.88
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          19192100.00
          17752652.53
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          203.16
          220.33
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          50000000.00
          49997841.16
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 23
          
            2023-06-15
          
          0.250000
          100.00
          100.11
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          166600.00
          166363.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          2999400.00
          3184351.92
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          105.58
          117.63
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 24
          
            2024-12-31
          
          2.250000
          100.00
          106.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          2933900.00
          3009523.28
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/03/21
          
            2021-06-03
          
          0.00
          3994500.00
          3993956.75
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/13/21
          
            2021-05-13
          
          0.00
          9561200.00
          9560282.12
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/12/21
          
            2021-08-12
          
          0.00
          1807100.00
          1806637.38
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/20/21
          
            2021-05-20
          
          0.00
          400.00
          399.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          100.00
          102.37
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AV 22
          
            2022-01-31
          
          1.375000
          4011500.00
          4062588.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AG 24
          
            2024-11-30
          
          1.500000
          4999000.00
          5195162.63
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          101.51
          109.21
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AS 22
          
            2022-10-15
          
          1.375000
          100.00
          102.47
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          140406000.00
          146318231.28
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          200.00
          206.62
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE P 26
          
            2026-08-31
          
          1.375000
          3960900.00
          4082313.60
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/27/21
          
            2021-05-27
          
          0.00
          92398300.00
          92388782.98
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          20935000.00
          20807442.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AV 23
          
            2023-01-31
          
          0.125000
          126100.00
          125990.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 31
          
            2031-01-15
          
          0.125000
          100.05
          107.91
          U.S. Treasuries (including strips)
        
      
      Y
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0002
      1250000000.00
      1250000000.00
      0.0363
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate and Investment Bank
      Credit Agr Paris New 10 Cre Agr Paris Repo News 10 0.010000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      967FVJ904_0.01_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 3/8 NOTE AK 22
          
            2022-03-15
          
          2.375000
          17048375.00
          17632787.64
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AS 22
          
            2022-10-15
          
          1.375000
          40812550.00
          41821102.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE K 24
          
            2024-04-30
          
          2.000000
          38162350.00
          40356659.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE K 23
          
            2023-04-30
          
          1.625000
          38949875.00
          40350394.15
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE N 25
          
            2025-07-31
          
          2.875000
          37611600.00
          41309118.06
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE M 24
          
            2024-06-30
          
          2.000000
          30759400.00
          32470550.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          41439525.00
          41059623.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-01
      2021-03-01
      2021-03-01
      N
      N
      N
      0.0001
      250000000.00
      250000000.00
      0.0073
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate and Investment Bank
      Credit Agricole Repo New 10 Cre Agr Repo News 10 0.050000%
      1VUV7VQFKUOQSJ21A208
      0001330437
      967GLJ903_0.05_0305
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 BOND 50
          
            2050-02-15
          
          2.000000
          85393975.00
          79962724.76
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 48
          
            2048-08-15
          
          3.000000
          52696775.00
          60513003.19
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 44
          
            2044-05-15
          
          3.375000
          25983025.00
          31649582.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-08-15
          
          2.750000
          75607225.00
          82881066.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-03-05
      2021-03-05
      2021-03-11
      Y
      
        Credit Agricole Corporate and Investment Bank
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      250000000.00
      250000000.00
      0.0073
      N
      N
      Y
      N
    
    
      Edward Jones Money Market Fund
      2021-03-05
      Aaron J. Masek
      Aaron J. Masek
      Treasurer

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