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

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10. JWN


March 7, 2022 1:05 PM EST 


  
    N-MFP2
    
      
        
          0000314650
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      2022-02-28
      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
      32
      89
      
        27596155625.30
        27867392531.90
        27546020881.68
        27915458792.98
      
      
        29502155625.30
        29837392531.90
        29746020881.68
        29715458792.98
        0.00
      
      
        0.7810
        0.7784
        0.7791
        0.7897
      
      
        0.8349
        0.8334
        0.8413
        0.8406
        0.0000
      
      722000.32
      35207268309.16
      35217940965.59
      6515124.38
      27770866.56
      35197407223.73
      35197398773.4120
      1.0000
      0.0011
      
        0.9997
        0.9996
        0.9997
        0.9997
        0.0000
      
    
    
      C000024632
      1.00
      25641306523.27
      25641300476.2270
      
        0.9997
        0.9996
        0.9997
        0.9997
        0.0000
      
      
        2135774034.76
        2101266301.70
      
      
        1685711811.13
        1754805479.44
      
      
        1822247980.91
        1702451393.63
      
      
        1466145817.95
        1578978271.40
      
      
        0.00
        0.00
      
      
        7203031556.31
        7179585057.54
      
      0.0001
      N
    
    
      C000024633
      1.00
      9556100700.46
      9556098297.1850
      
        0.9997
        0.9996
        0.9997
        0.9997
        0.0000
      
      
        2167566346.02
        2197055771.91
      
      
        1922217277.74
        2014697056.96
      
      
        2081284484.43
        1998760191.10
      
      
        1711998354.35
        1629648513.76
      
      
        0.00
        0.00
      
      
        7929279730.97
        7904974653.05
      
      0.0001
      Y
      Jones: Investment Adviser fees, TA fees, Shareholder service fees and 12b-1 distributions service fees: $18,530,144
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.135000%
      3130AJZF9
      2549001DPIFGXC1TOL40
      US3130AJZF99
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-20
      2022-05-20
      N
      N
      N
      0.0009
      75008171.25
      75008171.25
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.140000%
      3130AK5G7
      2549001DPIFGXC1TOL40
      US3130AK5G79
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-06-10
      2022-06-10
      N
      N
      N
      0.0009
      130018734.30
      130018734.30
      0.0037
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AKDD5
      2549001DPIFGXC1TOL40
      US3130AKDD52
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-04-26
      2022-04-26
      N
      N
      N
      0.0005
      110009416.00
      110009416.00
      0.0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.115000%
      3130AKG34
      2549001DPIFGXC1TOL40
      US3130AKG342
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0008
      75767910.33
      75767910.33
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.095000%
      3130AKH33
      2549001DPIFGXC1TOL40
      US3130AKH332
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0009
      235004739.95
      235004739.95
      0.0067
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AKH82
      2549001DPIFGXC1TOL40
      US3130AKH829
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0008
      160032070.40
      160032070.40
      0.0045
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AKHU3
      2549001DPIFGXC1TOL40
      US3130AKHU32
      U.S. Government Agency Debt
      Y
      2022-03-02
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0008
      150030102.00
      150030102.00
      0.0043
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.110000%
      3130AKKN5
      2549001DPIFGXC1TOL40
      US3130AKKN51
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0009
      200039980.00
      200039980.00
      0.0057
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.105000%
      3130AKYV2
      2549001DPIFGXC1TOL40
      US3130AKYV22
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-02-03
      2023-02-03
      N
      N
      N
      0.0009
      150026493.00
      150026493.00
      0.0043
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.085000%
      3130AMMK5
      2549001DPIFGXC1TOL40
      US3130AMMK50
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-05-19
      2023-05-19
      N
      N
      N
      0.0007
      111014961.69
      111014961.69
      0.0032
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.055000%
      3130AP7E9
      2549001DPIFGXC1TOL40
      US3130AP7E94
      U.S. Government Agency Debt
      Y
      2022-05-23
      2022-05-23
      2022-05-23
      N
      N
      N
      0.0033
      69956478.20
      69956478.20
      0.0020
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Discount Notes
      Federal Home Loan Banks
      313385YM2
      2549001DPIFGXC1TOL40
      US313385YM24
      U.S. Government Agency Debt
      Y
      2022-06-24
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0042
      84636607.89
      84636607.89
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.195000%
      3133EL2B9
      US3133EL2B97
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0006
      60033582.00
      60033582.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.070000%
      3133EM2J0
      US3133EM2J06
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-06-12
      2023-06-12
      N
      N
      N
      0.0010
      99961074.00
      99961074.00
      0.0028
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.080000%
      3133EM5D0
      US3133EM5D09
      U.S. Government Agency Debt
      Y
      2022-09-15
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0053
      249394637.50
      249394637.50
      0.0071
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.125000%
      3133EMFQ0
      US3133EMFQ07
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0006
      75033553.50
      75033553.50
      0.0021
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.115000%
      3133EMGS5
      US3133EMGS53
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0006
      55021676.60
      55021676.60
      0.0016
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.095000%
      3133EMHQ8
      US3133EMHQ88
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0006
      215038910.70
      215038910.70
      0.0061
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.105000%
      3133EMKP6
      US3133EMKP68
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0006
      160054264.00
      160054264.00
      0.0045
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.085000%
      3133EMUJ9
      US3133EMUJ98
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0010
      99985146.00
      99985146.00
      0.0028
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.080000%
      3133ENAT7
      US3133ENAT73
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-10-13
      2023-10-13
      N
      N
      N
      0.0010
      24991802.50
      24991802.50
      0.0007
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.100000%
      3133ENAY6
      US3133ENAY68
      U.S. Government Agency Debt
      Y
      2022-10-19
      2022-10-19
      2022-10-19
      N
      N
      N
      0.0059
      103430704.19
      103430704.19
      0.0029
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.080000%
      3133ENBG4
      US3133ENBG44
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-10-20
      2023-10-20
      N
      N
      N
      0.0010
      29990046.60
      29990046.60
      0.0009
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133ENBS8
      US3133ENBS81
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-10-27
      2023-12-07
      N
      N
      N
      0.0010
      84964339.10
      84964339.10
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.090000%
      3133ENCY4
      US3133ENCY41
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-11-02
      2023-11-02
      N
      N
      N
      0.0008
      51006089.40
      51006089.40
      0.0014
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.160000%
      3133ENDB3
      US3133ENDB39
      U.S. Government Agency Debt
      Y
      2022-12-05
      2022-12-05
      2022-12-05
      N
      N
      N
      0.0065
      52803052.53
      52803052.53
      0.0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.100000%
      3133ENDP2
      US3133ENDP25
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-11-09
      2023-11-09
      N
      N
      N
      0.0010
      24900058.27
      24900058.27
      0.0007
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.100000%
      3133ENEK2
      US3133ENEK29
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-08-22
      2023-08-22
      N
      N
      N
      0.0010
      50000002.00
      50000002.00
      0.0014
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.100000%
      3133ENFM7
      US3133ENFM75
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-09-29
      2023-09-29
      N
      N
      N
      0.0010
      32000228.48
      32000228.48
      0.0009
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.105000%
      3133ENGH7
      US3133ENGH71
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-11-07
      2023-11-07
      N
      N
      N
      0.0010
      40000407.60
      40000407.60
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133ENGU8
      US3133ENGU82
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-01-10
      2023-01-10
      N
      N
      N
      0.0007
      70850233.10
      70850233.10
      0.0020
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.110000%
      3133ENGX2
      US3133ENGX22
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-12-13
      2023-12-13
      N
      N
      N
      0.0011
      35000009.45
      35000009.45
      0.0010
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.100000%
      3133ENHT0
      US3133ENHT01
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-07-20
      2023-07-20
      N
      N
      N
      0.0010
      30000290.70
      30000290.70
      0.0009
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.110000%
      3133ENJQ4
      US3133ENJQ44
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-12-27
      2023-12-27
      N
      N
      N
      0.0010
      45012150.00
      45012150.00
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.085000%
      3133ENKJ8
      US3133ENKJ81
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-07-12
      2023-07-12
      N
      N
      N
      0.0008
      30000320.10
      30000320.10
      0.0009
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.100000%
      3133ENLK4
      US3133ENLK46
      U.S. Government Agency Debt
      Y
      2022-03-01
      2024-01-18
      2024-01-18
      N
      N
      N
      0.0010
      18999999.81
      18999999.81
      0.0005
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133ENLX6
      US3133ENLX66
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-06-26
      2023-06-26
      N
      N
      N
      0.0007
      109001050.76
      109001050.76
      0.0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.090000%
      3133ENNK2
      US3133ENNK28
      U.S. Government Agency Debt
      Y
      2022-03-01
      2024-02-09
      2024-02-09
      N
      N
      N
      0.0009
      21000101.85
      21000101.85
      0.0006
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133ENPK0
      US3133ENPK00
      U.S. Government Agency Debt
      Y
      2022-03-01
      2023-09-18
      2023-09-18
      N
      N
      N
      0.0007
      144675295.14
      144675295.14
      0.0041
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.090000%
      3133ENQJ2
      US3133ENQJ28
      U.S. Government Agency Debt
      Y
      2022-03-04
      2024-03-04
      2024-03-04
      N
      N
      N
      0.0009
      25000000.00
      25000000.00
      0.0007
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.250000%
      3134GVGW2
      S6XOOCT0IEG5ABCC6L87
      US3134GVGW20
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0006
      40002096.80
      40002096.80
      0.0011
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.140000%
      3134GWKC9
      S6XOOCT0IEG5ABCC6L87
      US3134GWKC92
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0007
      100028821.00
      100028821.00
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.115000%
      3134GXBH6
      S6XOOCT0IEG5ABCC6L87
      US3134GXBH63
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0009
      200036748.00
      200036748.00
      0.0057
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.440000%
      3135G03J0
      B1V7KEBTPIMZEU4LTD58
      US3135G03J02
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-04-15
      2022-04-15
      N
      N
      N
      0.0004
      84041854.68
      84041854.68
      0.0024
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.370000%
      3135G04A8
      B1V7KEBTPIMZEU4LTD58
      US3135G04A83
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0006
      70035438.90
      70035438.90
      0.0020
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.370000%
      3135G04D2
      B1V7KEBTPIMZEU4LTD58
      US3135G04D23
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-04-27
      2022-04-27
      N
      N
      N
      0.0005
      82040960.64
      82040960.64
      0.0023
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.320000%
      3135G04G5
      B1V7KEBTPIMZEU4LTD58
      US3135G04G53
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-04
      2022-05-04
      N
      N
      N
      0.0005
      145070426.50
      145070426.50
      0.0041
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.280000%
      3135G04J9
      B1V7KEBTPIMZEU4LTD58
      US3135G04J92
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0008
      100037449.00
      100037449.00
      0.0028
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.270000%
      3135G04L4
      B1V7KEBTPIMZEU4LTD58
      US3135G04L49
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-09
      2022-05-09
      N
      N
      N
      0.0008
      75027667.50
      75027667.50
      0.0021
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.240000%
      3135G04T7
      B1V7KEBTPIMZEU4LTD58
      US3135G04T74
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0006
      79534828.95
      79534828.95
      0.0023
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.230000%
      3135G04W0
      B1V7KEBTPIMZEU4LTD58
      US3135G04W04
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0008
      100038178.00
      100038178.00
      0.0028
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.250000%
      3135G05A7
      B1V7KEBTPIMZEU4LTD58
      US3135G05A74
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0008
      75039729.00
      75039729.00
      0.0021
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.220000%
      3135G0Z55
      B1V7KEBTPIMZEU4LTD58
      US3135G0Z556
      U.S. Government Agency Debt
      Y
      2022-03-01
      2022-03-09
      2022-03-09
      N
      N
      N
      0.0005
      84003173.52
      84003173.52
      0.0024
      N
      N
      N
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796G45
      254900HROIFWPRGM1V77
      US912796G459
      U.S. Treasury Debt
      Y
      2022-04-21
      2022-04-21
      2022-04-21
      N
      N
      N
      0.0019
      229940480.60
      229940480.60
      0.0065
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796K57
      254900HROIFWPRGM1V77
      US912796K576
      U.S. Treasury Debt
      Y
      2022-07-14
      2022-07-14
      2022-07-14
      N
      N
      N
      0.0054
      331386627.19
      331386627.19
      0.0094
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796L64
      254900HROIFWPRGM1V77
      US912796L640
      U.S. Treasury Debt
      Y
      2022-08-11
      2022-08-11
      2022-08-11
      N
      N
      N
      0.0064
      398863076.00
      398863076.00
      0.0113
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796M71
      254900HROIFWPRGM1V77
      US912796M713
      U.S. Treasury Debt
      Y
      2022-09-08
      2022-09-08
      2022-09-07
      N
      N
      N
      0.0067
      139512366.00
      139512366.00
      0.0040
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796N96
      254900HROIFWPRGM1V77
      US912796N968
      U.S. Treasury Debt
      Y
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0072
      208978809.90
      208978809.90
      0.0059
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796P37
      254900HROIFWPRGM1V77
      US912796P377
      U.S. Treasury Debt
      Y
      2022-04-28
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0020
      139955114.60
      139955114.60
      0.0040
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796P45
      254900HROIFWPRGM1V77
      US912796P450
      U.S. Treasury Debt
      Y
      2022-05-05
      2022-05-05
      2022-05-04
      N
      N
      N
      0.0024
      84963128.70
      84963128.70
      0.0024
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796P94
      254900HROIFWPRGM1V77
      US912796P948
      U.S. Treasury Debt
      Y
      2022-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0063
      85093429.55
      85093429.55
      0.0024
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796Q28
      254900HROIFWPRGM1V77
      US912796Q284
      U.S. Treasury Debt
      Y
      2022-05-12
      2022-05-12
      2022-05-12
      N
      N
      N
      0.0028
      529706910.00
      529706910.00
      0.0150
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796R43
      254900HROIFWPRGM1V77
      US912796R431
      U.S. Treasury Debt
      Y
      2022-06-23
      2022-06-23
      2022-06-23
      N
      N
      N
      0.0045
      289595168.70
      289595168.70
      0.0082
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796R50
      254900HROIFWPRGM1V77
      US912796R506
      U.S. Treasury Debt
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0045
      449331727.50
      449331727.50
      0.0128
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796R68
      254900HROIFWPRGM1V77
      US912796R688
      U.S. Treasury Debt
      Y
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0052
      249546517.50
      249546517.50
      0.0071
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796S26
      254900HROIFWPRGM1V77
      US912796S264
      U.S. Treasury Debt
      Y
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0001
      400000000.00
      400000000.00
      0.0114
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796S34
      254900HROIFWPRGM1V77
      US912796S348
      U.S. Treasury Debt
      Y
      2023-01-26
      2023-01-26
      2023-01-26
      N
      N
      N
      0.0089
      133617867.35
      133617867.35
      0.0038
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796T25
      254900HROIFWPRGM1V77
      US912796T254
      U.S. Treasury Debt
      Y
      2022-03-29
      2022-03-29
      2022-03-29
      N
      N
      N
      0.0006
      124994166.25
      124994166.25
      0.0036
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      United States Treasury Bill
      912796T41
      254900HROIFWPRGM1V77
      US912796T411
      U.S. Treasury Debt
      Y
      2022-08-18
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0065
      259209311.40
      259209311.40
      0.0074
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796V30
      254900HROIFWPRGM1V77
      US912796V300
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0036
      74933646.00
      74933646.00
      0.0021
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 06/22 0.00000
      912796V97
      254900HROIFWPRGM1V77
      US912796V979
      U.S. Treasury Debt
      Y
      2022-06-14
      2022-06-14
      2022-06-14
      N
      N
      N
      0.0045
      449415936.00
      449415936.00
      0.0128
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.875000%
      9128282P4
      254900HROIFWPRGM1V77
      US9128282P40
      U.S. Treasury Debt
      Y
      2022-07-31
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0060
      90481640.40
      90481640.40
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.000000%
      9128283C2
      254900HROIFWPRGM1V77
      US9128283C28
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0081
      24189374.88
      24189374.88
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.750000%
      9128286Y1
      254900HROIFWPRGM1V77
      US9128286Y11
      U.S. Treasury Debt
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0048
      186684894.78
      186684894.78
      0.0053
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.875000%
      912828L24
      254900HROIFWPRGM1V77
      US912828L245
      U.S. Treasury Debt
      Y
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0070
      15087304.65
      15087304.65
      0.0004
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.750000%
      912828L57
      254900HROIFWPRGM1V77
      US912828L575
      U.S. Treasury Debt
      Y
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0075
      30174609.30
      30174609.30
      0.0009
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.875000%
      912828M49
      254900HROIFWPRGM1V77
      US912828M490
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0081
      50353515.50
      50353515.50
      0.0014
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.125000%
      912828N30
      254900HROIFWPRGM1V77
      US912828N308
      U.S. Treasury Debt
      Y
      2022-12-31
      2022-12-31
      2022-12-31
      N
      N
      N
      0.0099
      85800195.10
      85800195.10
      0.0024
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.750000%
      912828SV3
      254900HROIFWPRGM1V77
      US912828SV33
      U.S. Treasury Debt
      Y
      2022-05-15
      2022-05-15
      2022-05-15
      N
      N
      N
      0.0041
      55152439.10
      55152439.10
      0.0016
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.625000%
      912828TJ9
      254900HROIFWPRGM1V77
      US912828TJ95
      U.S. Treasury Debt
      Y
      2022-08-15
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0061
      39181289.16
      39181289.16
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.625000%
      912828TY6
      254900HROIFWPRGM1V77
      US912828TY62
      U.S. Treasury Debt
      Y
      2022-11-15
      2022-11-15
      2022-11-15
      N
      N
      N
      0.0084
      145798632.45
      145798632.45
      0.0041
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.875000%
      912828XD7
      254900HROIFWPRGM1V77
      US912828XD79
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0047
      64474736.22
      64474736.22
      0.0018
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.000000%
      912828XQ8
      254900HROIFWPRGM1V77
      US912828XQ82
      U.S. Treasury Debt
      Y
      2022-07-31
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0061
      90523827.90
      90523827.90
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.750000%
      912828XW5
      254900HROIFWPRGM1V77
      US912828XW50
      U.S. Treasury Debt
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0053
      52211409.12
      52211409.12
      0.0015
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.500000%
      912828YF1
      254900HROIFWPRGM1V77
      US912828YF19
      U.S. Treasury Debt
      Y
      2022-09-15
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0069
      187559736.80
      187559736.80
      0.0053
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.125000%
      912828ZR4
      254900HROIFWPRGM1V77
      US912828ZR48
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0047
      107556683.60
      107556683.60
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.435400%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      2022-03-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0037
      200055094.00
      200055094.00
      0.0057
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.125000%
      91282CAG6
      254900HROIFWPRGM1V77
      US91282CAG69
      U.S. Treasury Debt
      Y
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0068
      249306640.00
      249306640.00
      0.0071
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.125000%
      91282CAN1
      254900HROIFWPRGM1V77
      US91282CAN11
      U.S. Treasury Debt
      Y
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0074
      90573328.13
      90573328.13
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.125000%
      91282CAR2
      254900HROIFWPRGM1V77
      US91282CAR25
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0079
      356284406.25
      356284406.25
      0.0101
      N
      N
      N
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.125000%
      91282CAX9
      254900HROIFWPRGM1V77
      US91282CAX92
      U.S. Treasury Debt
      Y
      2022-11-30
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0089
      248564452.50
      248564452.50
      0.0071
      N
      N
      N
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.429400%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      2022-03-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0039
      425171542.75
      425171542.75
      0.0121
      N
      N
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.414400%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      2022-03-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0039
      530176892.80
      530176892.80
      0.0151
      N
      N
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.409400%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      2022-03-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0030
      410642269.10
      410642269.10
      0.0117
      N
      N
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.415400%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      2022-03-01
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0031
      250451330.00
      250451330.00
      0.0071
      N
      N
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.365400%
      91282CDU2
      254900HROIFWPRGM1V77
      US91282CDU27
      U.S. Treasury Debt
      Y
      2022-03-01
      2024-01-31
      2024-01-31
      N
      N
      N
      0.0033
      195135718.05
      195135718.05
      0.0055
      N
      N
      N
      N
    
    
      RBC Capital Markets, LLC
      Rbcm Repo 1 Repo 0.055000%
      549300LCO2FLSSVFFR64
      930LFP008_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 4314KA 12/15/39
          
            2039-12-15
          
          3.000000
          7512.22
          7525.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4821NY 12/15/42
          
            2042-12-15
          
          4.000000
          870876.73
          902024.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QA 02/25/52
          
            2052-02-25
          
          2.000000
          2406000.00
          2325194.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QH 02/25/52
          
            2052-02-25
          
          2.000000
          5306000.00
          5041946.91
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4026HA 12/15/39
          
            2039-12-15
          
          3.500000
          4327.92
          4339.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4105YC 08/15/42
          
            2042-08-15
          
          3.000000
          7469.18
          7295.34
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4120KU 10/15/32
          
            2032-10-15
          
          1.500000
          43263.28
          42701.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4139NE 12/15/42
          
            2042-12-15
          
          3.000000
          3000.00
          2935.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010CA R22F010
          
            2052-02-25
          
          2.500000
          215000.00
          213757.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-042 BG
          
            2028-03-20
          
          1.500000
          43332.47
          42733.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 KU
          
            2052-02-20
          
          2.000000
          447000.00
          429898.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL096BM R12F096
          
            2042-09-25
          
          3.000000
          1000.00
          1040.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099BY R12F099
          
            2042-09-25
          
          2.500000
          9000.00
          8689.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010KA R15F010
          
            2040-07-25
          
          3.000000
          4803.00
          4811.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4505JA 08/15/45
          
            2045-08-15
          
          3.000000
          64930.00
          63698.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4993UG 07/25/50
          
            2050-07-25
          
          1.500000
          14137.50
          11325.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC009KA R10F009
          
            2040-01-25
          
          3.000000
          1119.13
          1137.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2015-24O FL
          
            2065-08-20
          
          0.621300
          22985242.72
          23016733.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-071 LY
          
            2043-05-20
          
          3.000000
          1000.00
          1020.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-117 VB
          
            2032-02-20
          
          3.500000
          2000.00
          2019.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-122 DM
          
            2050-07-20
          
          3.000000
          22476.77
          22546.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL163M RT92-163
          
            2022-09-25
          
          7.750000
          0.38
          0.39
          Agency Collateralized Mortgage Obligation
        
        
          FHLB 2.60 FHOR 22-37 AJ
          
            2037-01-21
          
          2.600000
          240000.00
          232852.13
          Agency Debentures and Agency Strips
        
        
          FCSB 0.75 FCOR 21-26 HX
          
            2026-12-16
          
          0.750000
          200000.00
          187748.00
          Agency Debentures and Agency Strips
        
        
          FCSB 1.54 FCOR 22-26 JN
          
            2026-11-30
          
          1.540000
          69000.00
          67539.44
          Agency Debentures and Agency Strips
        
        
          FHLB 0.42 FHOR 21-24 HZ
          
            2024-06-26
          
          0.420000
          505000.00
          489536.06
          Agency Debentures and Agency Strips
        
        
          FHLB 1.25 FHOR 23-24 1Q
          
            2024-02-28
          
          1.250000
          250000.00
          247764.86
          Agency Debentures and Agency Strips
        
        
          FHLB 1.55 FHOR 23-25 IK
          
            2025-02-28
          
          1.550000
          350000.00
          346848.99
          Agency Debentures and Agency Strips
        
        
          FHLB 2.10 FHOR 22-27 W9
          
            2027-02-25
          
          2.100000
          10000.00
          9933.23
          Agency Debentures and Agency Strips
        
        
          FHLB FHOR 23-24 2J
          
            2024-02-28
          
          1.000000
          250000.00
          248676.64
          Agency Debentures and Agency Strips
        
        
          FHLB 1.30 FHOR 22-23 ID
          
            2023-11-27
          
          1.300000
          100000.00
          99568.00
          Agency Debentures and Agency Strips
        
        
          FHLB 1.50 FHOR 22-24 2Y
          
            2024-02-23
          
          1.500000
          500000.00
          497666.50
          Agency Debentures and Agency Strips
        
        
          FHLB 2.00 FHOR 22-25 KD
          
            2025-02-27
          
          2.000000
          750000.00
          749236.50
          Agency Debentures and Agency Strips
        
        
          FHLB 2.125 FHOR 22-25 KL
          
            2025-02-28
          
          2.125000
          55000.00
          54907.16
          Agency Debentures and Agency Strips
        
        
          FHLB 2.15 FHOR 22-25 KR
          
            2025-02-28
          
          2.150000
          570000.00
          568801.54
          Agency Debentures and Agency Strips
        
        
          FCSB 1.23 FCOR 22-30 EM
          
            2030-11-25
          
          1.230000
          500000.00
          445858.75
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 04.500 CLFS0844
          
            2050-01-01
          
          4.500000
          1000.00
          1088.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6222 M
          
            2049-10-20
          
          5.000000
          1395592.44
          1496545.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES WI
          
            2029-03-25
          
          0.00
          3934.00
          3760.90
          Agency Mortgage-Backed Securities
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          537751.42
          697093.06
          U.S. Treasuries (including strips)
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2035-10-25
          
          1.860000
          16000000.00
          14254368.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2029-11-25
          
          0.718700
          888.92
          909.69
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          589240.66
          609510.40
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIB 51
          
            2051-02-15
          
          0.125000
          2254048.32
          2264067.32
          U.S. Treasuries (including strips)
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2029-10-25
          
          2.234000
          52000000.00
          51274678.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2028-11-25
          
          0.666900
          5931519.03
          5961293.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX AS004593
          
            2024-05-01
          
          4.671000
          74.94
          75.75
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          3641812.21
          5145702.64
          U.S. Treasuries (including strips)
        
        
          FMAC 07.500 FGPC C80344 G
          
            2025-09-01
          
          7.500000
          2.29
          2.44
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.000 FGPC C37867 G
          
            2030-04-01
          
          8.000000
          2.49
          2.57
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C36429 G
          
            2030-02-01
          
          7.000000
          4.48
          4.63
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C32288 G
          
            2029-10-01
          
          7.500000
          8.55
          9.27
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C01289 G
          
            2031-12-01
          
          5.500000
          17.91
          20.02
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C01258 G
          
            2031-11-01
          
          6.000000
          14.32
          16.28
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C00370 G
          
            2024-08-01
          
          7.000000
          3.25
          3.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6223 M
          
            2049-10-20
          
          5.500000
          11182.55
          12189.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2305 M
          
            2044-10-20
          
          4.500000
          102925.23
          112688.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.250 FGPC D38262 G
          
            2023-07-01
          
          7.250000
          4.60
          4.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAL9903
          
            2044-05-01
          
          5.500000
          1631.54
          1828.13
          Agency Mortgage-Backed Securities
        
        
          FHLB 1.875 FHLB 24 WE
          
            2024-03-08
          
          1.875000
          200000.00
          202624.63
          Agency Debentures and Agency Strips
        
        
          FNMA FNRM RC029GA R14F029
          
            2043-06-25
          
          2.500000
          364602.60
          367005.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC051HJ R12F051
          
            2042-05-25
          
          3.500000
          570.24
          586.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC032PK R12F032
          
            2041-10-25
          
          3.000000
          2959.30
          2995.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL016GC R12F016
          
            2041-11-25
          
          2.500000
          6256.64
          6247.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010J RT93-G10
          
            2023-03-25
          
          5.000000
          17.85
          18.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL195C RT92-195
          
            2022-10-25
          
          7.500000
          1.21
          1.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL04LA RT93-04
          
            2023-01-25
          
          8.000000
          33.85
          34.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL059D RT92-G59
          
            2022-10-25
          
          6.000000
          1.59
          1.60
          Agency Collateralized Mortgage Obligation
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          1301905.46
          1464231.90
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          120359.20
          162899.08
          U.S. Treasuries (including strips)
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-04-25
          
          1.200000
          71133.70
          69105.26
          Agency Mortgage-Backed Securities
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          244747.64
          290013.53
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          769801.81
          821358.47
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 46
          
            2046-02-15
          
          1.000000
          2234.67
          2697.13
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          3382896.33
          4335465.07
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          6497139.00
          8023743.64
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          1136424.03
          1320244.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 27
          
            2027-01-15
          
          2.375000
          9211469.02
          10847414.31
          U.S. Treasuries (including strips)
        
        
          USTR 2 TRIB 26
          
            2026-01-15
          
          2.000000
          5897.18
          6689.78
          U.S. Treasuries (including strips)
        
        
          FMAC FRESB MTG TR 2018-SB5
          
            2038-05-25
          
          2.970000
          3388719.98
          3426411.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2019-SB6
          
            2039-06-25
          
          2.320000
          40452381.56
          40981795.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB5
          
            2038-08-25
          
          3.400000
          13449.29
          13589.61
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB4
          
            2037-12-25
          
          2.883200
          15883813.02
          16029410.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2039-10-25
          
          2.320000
          27596419.66
          27598351.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-01-25
          
          1.560000
          31223541.81
          30797795.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6770 M
          
            2050-07-20
          
          5.000000
          10217.84
          10914.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-038 AG
          
            2064-04-16
          
          1.750000
          112000.00
          110636.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-041 AD
          
            2062-01-16
          
          1.750000
          50000.00
          48369.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2022-035 AP
          
            2063-10-16
          
          0.00
          50000.00
          50070.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782372 X
          
            2038-07-15
          
          5.000000
          43620.32
          49461.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7887 M
          
            2052-02-20
          
          5.500000
          26000.00
          28605.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7833 M
          
            2052-01-20
          
          5.500000
          178503.78
          197003.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5714 M
          
            2049-01-20
          
          6.000000
          8744.72
          9684.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5655 M
          
            2048-12-20
          
          6.000000
          13511.36
          15228.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5470 M
          
            2048-09-20
          
          6.000000
          11911.43
          13605.23
          Agency Mortgage-Backed Securities
        
        
          FNMA 2.125 FNSM A 04/26
          
            2026-04-24
          
          2.125000
          6000.00
          6086.73
          Agency Debentures and Agency Strips
        
        
          FCSB 1.83 FCOR 23-28 GO
          
            2028-01-18
          
          1.830000
          100000.00
          98295.23
          Agency Debentures and Agency Strips
        
        
          FMAC FRESB MTG TR 2017-SB4
          
            2037-10-25
          
          2.710000
          42607156.99
          42883911.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL250414
          
            2025-12-01
          
          7.000000
          2.44
          2.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002629 M
          
            2028-08-20
          
          6.000000
          132.21
          145.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5821 M
          
            2049-03-20
          
          6.000000
          48291.06
          54414.37
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-2
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      300000000.00
      300000000.00
      0.0085
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.060000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXR001_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRA 2021-103 F
          
            2051-04-20
          
          0.298300
          15392197.79
          14941226.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-114 FB
          
            2051-06-20
          
          0.561700
          7971655.71
          7823341.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-116 KF
          
            2051-07-20
          
          0.328300
          694250.83
          672220.14
          Agency Collateralized Mortgage Obligation
        
        
          FHLB FHOR 23-24 1I
          
            2024-02-22
          
          0.875000
          1330000.00
          1323277.96
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SP 785953 C
          
            2052-02-20
          
          3.000000
          6022088.40
          6131967.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK0336 C
          
            2051-12-20
          
          3.000000
          1401937.71
          1435287.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK0359 C
          
            2051-12-20
          
          3.000000
          1967234.99
          2017694.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CL4373 C
          
            2052-02-20
          
          3.000000
          220927.40
          228103.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785892 C
          
            2052-02-20
          
          3.000000
          5623729.80
          5752226.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBT2065
          
            2037-03-01
          
          2.500000
          356100.20
          359995.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBT4540
          
            2051-09-01
          
          3.500000
          368227.56
          383396.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBT7552
          
            2051-08-01
          
          3.000000
          228683.96
          235241.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCB0560
          
            2051-05-01
          
          4.000000
          236478.16
          247843.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCB2185
          
            2051-11-01
          
          4.000000
          1334967.27
          1418970.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAC1889
          
            2039-09-01
          
          4.000000
          7248.93
          7776.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA1174
          
            2027-09-01
          
          3.000000
          7859.58
          8082.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CKMA4270
          
            2050-12-01
          
          3.000000
          94489.10
          94371.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4564
          
            2052-03-01
          
          3.000000
          3923641.80
          3951342.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA4568
          
            2037-03-01
          
          2.500000
          426534.40
          431198.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE4930
          
            2040-09-01
          
          4.000000
          6181.17
          6624.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE6090
          
            2040-10-01
          
          4.000000
          7597.99
          8141.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE6886
          
            2040-10-01
          
          4.000000
          2068.06
          2204.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE8334
          
            2040-11-01
          
          4.000000
          7370.86
          7906.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7870 M
          
            2052-02-20
          
          2.000000
          1675390.00
          1611859.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH2346 C
          
            2050-09-20
          
          4.000000
          2329472.20
          2461693.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ2815 C
          
            2052-01-20
          
          3.000000
          2523216.55
          2601252.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8177
          
            2051-11-01
          
          2.000000
          78711.76
          75007.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBK2321
          
            2035-04-01
          
          2.500000
          136042.60
          138340.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBK2776
          
            2050-07-01
          
          2.000000
          1039311.47
          991551.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2022-007 FA
          
            2064-02-16
          
          0.398300
          12676230.43
          12532301.68
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL023AB R21M023
          
            2031-11-25
          
          0.500000
          1339126.41
          1216108.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBO4672
          
            2049-11-01
          
          2.500000
          266655.53
          263002.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBO9286
          
            2035-02-01
          
          3.000000
          57787.80
          59540.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7137 M
          
            2051-01-20
          
          3.000000
          3961362.24
          4023191.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6864 M
          
            2050-09-20
          
          2.000000
          3981744.70
          3882280.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7475 M
          
            2051-07-20
          
          4.000000
          3551315.06
          3697007.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2015-26O FD
          
            2065-10-20
          
          0.761300
          6155238.98
          6198191.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-023 UF
          
            2049-02-20
          
          0.611700
          72779.45
          72870.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-083 FM
          
            2051-05-20
          
          0.558300
          14199422.85
          13645163.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL003PF R13F003
          
            2043-02-25
          
          0.436900
          6185.68
          6188.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 4748HF 01/15/48
          
            2048-01-15
          
          0.491100
          45049.61
          45053.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNHA RM 892399 H
          
            2060-01-20
          
          1.650000
          90.52
          92.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB7301
          
            2042-12-01
          
          3.500000
          15071.19
          15823.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA2670
          
            2046-07-01
          
          3.000000
          1192.00
          1214.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2405
          
            2045-09-01
          
          4.000000
          1149.14
          1230.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5193 M
          
            2048-05-20
          
          4.500000
          1441890.15
          1528492.95
          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
      
      2022-03-07
      2022-03-07
      2022-03-17
      Y
      
        BANK OF MONTREAL
        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
      100000000.00
      100000000.00
      0.0028
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.060000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXR001_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FEPC 03.000 CLSD8201
          
            2052-03-01
          
          3.000000
          200.00
          201.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM6404
          
            2051-02-01
          
          2.000000
          5540.92
          5289.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7829 M
          
            2052-01-20
          
          3.500000
          11310498.34
          11662876.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7870 M
          
            2052-02-20
          
          2.000000
          936000.80
          900507.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7871 M
          
            2052-02-20
          
          2.500000
          433101.60
          425857.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CI4618 C
          
            2049-05-20
          
          5.000000
          200935.60
          218861.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLRA5746
          
            2051-08-01
          
          3.500000
          3637648.45
          3777705.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAU3742
          
            2043-08-01
          
          3.500000
          1437.18
          1505.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6283 M
          
            2049-11-20
          
          3.000000
          12184036.38
          12366431.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7313 M
          
            2051-04-20
          
          3.000000
          12909984.48
          13106474.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CI6388 C
          
            2047-10-20
          
          3.500000
          841373.53
          872643.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH2316 C
          
            2050-08-20
          
          3.500000
          1477139.58
          1537170.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2019-18O FE
          
            2069-11-20
          
          0.614900
          3891445.14
          3869359.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O FG
          
            2068-10-20
          
          0.477600
          520242.11
          512433.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-116 KF
          
            2051-07-20
          
          0.328300
          1504979.19
          1457221.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-02O FD
          
            2070-01-20
          
          0.825900
          351672.06
          347392.75
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-07
      2022-03-07
      2022-03-17
      Y
      
        BANK OF MONTREAL
        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
      50000000.00
      50000000.00
      0.0014
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.120000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXS009_0.12_0307
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR BILL 01/26/23
          
            2023-01-26
          
          0.00
          22657.89
          22438.45
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/22/22
          
            2022-03-22
          
          0.00
          219426.32
          219417.54
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/19/22
          
            2022-04-19
          
          0.00
          31578.95
          31571.24
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 51
          
            2051-05-15
          
          2.375000
          4857236.84
          4959961.63
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          15.79
          15.97
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/2 BOND 39
          
            2039-02-15
          
          3.500000
          15.79
          18.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE L 24
          
            2024-05-31
          
          2.000000
          1231.58
          1246.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          6315.79
          6333.27
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          1221.49
          1717.41
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 29
          
            2029-08-15
          
          1.625000
          78.95
          77.19
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          1908.84
          2697.10
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 43
          
            2043-02-15
          
          3.125000
          234521.05
          261676.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 45
          
            2045-02-15
          
          2.500000
          4334478.95
          4377623.44
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          1195.91
          1365.65
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          5021.05
          5562.86
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 45
          
            2045-08-15
          
          2.875000
          12576394.74
          13579254.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AP 23
          
            2023-07-15
          
          0.125000
          15.79
          15.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          507825.14
          544216.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          671210.53
          733311.66
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          27782.86
          34058.15
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE R 27
          
            2027-10-31
          
          0.500000
          47.37
          43.80
          U.S. Treasuries (including strips)
        
        
          USTR 2 BOND 41
          
            2041-11-15
          
          2.000000
          221.05
          208.41
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE H 28
          
            2028-02-29
          
          1.125000
          4626000.00
          4412787.66
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/23
          
            2023-04-30
          
          0.414400
          2914752.63
          2916634.29
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          53.96
          58.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          719668.42
          701441.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          15.79
          15.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AS 24
          
            2024-09-15
          
          0.375000
          3227242.11
          3124195.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 28
          
            2028-02-15
          
          2.750000
          1449126.32
          1515884.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE BG 23
          
            2023-09-30
          
          0.250000
          15.79
          15.50
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE BH 23
          
            2023-10-31
          
          0.375000
          331547.37
          325653.48
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE R 28
          
            2028-10-31
          
          1.375000
          11599689.47
          11212120.78
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE F 31
          
            2031-11-15
          
          1.375000
          53652.63
          50951.77
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AG 26
          
            2026-11-30
          
          1.250000
          25910794.74
          25234799.19
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE T 28
          
            2028-12-31
          
          1.375000
          33931.58
          32703.29
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AH 26
          
            2026-12-31
          
          1.250000
          1916336.84
          1862865.86
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE BL 23
          
            2023-12-31
          
          0.750000
          15.79
          15.58
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE G 29
          
            2029-01-31
          
          1.750000
          4796668.42
          4731978.59
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE G 29
          
            2029-01-31
          
          1.750000
          13010.53
          12835.06
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/24/22
          
            2022-03-24
          
          0.00
          347.37
          347.35
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE C 28
          
            2028-05-15
          
          2.875000
          4750721.05
          5042567.77
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/19/22
          
            2022-05-19
          
          0.00
          587542.11
          587082.06
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/16/22
          
            2022-06-16
          
          0.00
          142105.26
          141904.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AG 23
          
            2023-12-31
          
          2.625000
          15.79
          16.16
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/08/22
          
            2022-09-08
          
          0.00
          1263.16
          1258.35
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/10/22
          
            2022-03-10
          
          0.00
          7278.95
          7278.80
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/17/22
          
            2022-03-17
          
          0.00
          54000.00
          53998.70
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/28/22
          
            2022-04-28
          
          0.00
          7831.58
          7828.41
          U.S. Treasuries (including strips)
        
        
          USTR BILL 12/01/22
          
            2022-12-01
          
          0.00
          157.89
          156.97
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/02/22
          
            2022-06-02
          
          0.00
          15710.53
          15694.69
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/30/22
          
            2022-06-30
          
          0.00
          5210.53
          5201.37
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/04/22
          
            2022-08-04
          
          0.00
          5115.79
          5100.69
          U.S. Treasuries (including strips)
        
        
          USTR BILL 02/23/23
          
            2023-02-23
          
          0.00
          15.79
          15.62
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/25/22
          
            2022-08-25
          
          0.00
          12914573.68
          12869488.91
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/05/22
          
            2022-04-05
          
          0.00
          505152.63
          505088.98
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/12/22
          
            2022-04-12
          
          0.00
          1555263.16
          1555008.09
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/07/22
          
            2022-06-07
          
          0.00
          789473.68
          788477.37
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/14/22
          
            2022-06-14
          
          0.00
          118421.05
          118255.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 52
          
            2052-02-15
          
          2.250000
          315.79
          312.89
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIB 52
          
            2052-02-15
          
          0.125000
          1193416.58
          1202265.63
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 32
          
            2032-01-15
          
          0.125000
          1666445.59
          1784566.48
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AK 25
          
            2025-02-15
          
          1.500000
          57915.79
          57480.77
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE H 29
          
            2029-02-28
          
          1.875000
          10120831.58
          10054418.68
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE V 27
          
            2027-02-28
          
          1.875000
          11385457.89
          11381006.18
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/31/22
          
            2022-03-31
          
          0.00
          47368.42
          47363.97
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/07/22
          
            2022-04-07
          
          0.00
          564268.42
          564178.14
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/05/22
          
            2022-05-05
          
          0.00
          7026.32
          7022.79
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/26/22
          
            2022-05-26
          
          0.00
          43421.05
          43383.28
          U.S. Treasuries (including strips)
        
        
          USTR BILL 12/29/22
          
            2022-12-29
          
          0.00
          221.05
          219.19
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          17.43
          19.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AP 22
          
            2022-07-15
          
          1.750000
          6222157.89
          6261152.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          7863.16
          8046.44
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 25
          
            2025-02-15
          
          2.000000
          15.79
          15.89
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE R 22
          
            2022-10-31
          
          1.875000
          502910.53
          509395.79
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE G 23
          
            2023-01-31
          
          1.750000
          7878.95
          7935.15
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE N 23
          
            2023-07-31
          
          1.250000
          31.58
          31.54
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          19.06
          19.74
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE C 24
          
            2024-05-15
          
          2.500000
          41810.53
          42863.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          253090.20
          270510.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AQ 22
          
            2022-08-15
          
          1.500000
          1910510.53
          1919009.76
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          1680000.00
          1677890.55
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE R 26
          
            2026-10-31
          
          1.625000
          157.89
          156.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AU 22
          
            2022-12-15
          
          1.625000
          6142.11
          6193.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE B 30
          
            2030-02-15
          
          1.500000
          63.16
          61.05
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE H 27
          
            2027-02-28
          
          1.125000
          592910.53
          571016.12
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE J 27
          
            2027-03-31
          
          0.625000
          6300.00
          5927.56
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          2028442.11
          2464789.14
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 49
          
            2049-02-15
          
          3.000000
          1317078.95
          1492160.03
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE K 28
          
            2028-04-30
          
          1.250000
          15.79
          15.21
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE AD 26
          
            2026-09-30
          
          0.875000
          157.89
          151.36
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/21/22
          
            2022-04-21
          
          0.00
          12157.89
          12154.48
          U.S. Treasuries (including strips)
        
        
          USTR BILL 07/14/22
          
            2022-07-14
          
          0.00
          436642.11
          435644.38
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BE 07/31/22
          
            2022-07-31
          
          0.435400
          8076584.21
          8079184.05
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AB 25
          
            2025-07-31
          
          0.250000
          78.95
          74.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BK 22
          
            2022-11-30
          
          0.125000
          1499936.84
          1490905.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AG 25
          
            2025-11-30
          
          0.375000
          1405.26
          1330.42
          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
      
      2022-03-07
      2022-03-07
      2022-04-01
      N
      N
      N
      0.0012
      150000000.00
      150000000.00
      0.0043
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.060000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933CXU004_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FCSB 2.39 FCSB 39 P
          
            2039-02-07
          
          2.390000
          50000.00
          46911.91
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 01.500 CLMA4343
          
            2051-05-01
          
          1.500000
          6572035.25
          6049525.59
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CIZK8646
          
            2032-04-01
          
          3.000000
          121870.43
          125138.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLRA4518
          
            2051-02-01
          
          3.500000
          14115541.33
          14636757.69
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA4837
          
            2051-03-01
          
          3.000000
          18183683.38
          18354228.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA5266
          
            2051-05-01
          
          3.000000
          12926188.10
          13047177.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5016
          
            2047-12-01
          
          4.000000
          545549.78
          588543.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK6138
          
            2048-08-01
          
          4.500000
          552341.42
          598849.12
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1480
          
            2029-02-01
          
          3.520000
          2258294.86
          2380175.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM7031
          
            2051-01-01
          
          4.000000
          21987752.45
          22970604.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFS0822
          
            2052-03-01
          
          2.000000
          475977.14
          453875.14
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD7543
          
            2051-08-01
          
          2.500000
          20566291.95
          20262548.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CIRC1860
          
            2036-04-01
          
          2.000000
          17051117.55
          16882140.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS7022
          
            2046-04-01
          
          4.000000
          99499.09
          106437.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ9263
          
            2048-06-01
          
          4.500000
          1061448.85
          1150817.53
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0264
          
            2028-11-01
          
          3.830000
          4154854.86
          4415208.45
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1108
          
            2034-02-01
          
          4.060000
          176583.43
          199386.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0398
          
            2051-05-01
          
          3.000000
          15004845.27
          15145575.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0534
          
            2051-05-01
          
          3.000000
          15661356.53
          15808244.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3664
          
            2049-03-01
          
          4.000000
          1041649.12
          1088210.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM7070
          
            2051-04-01
          
          3.000000
          6891150.28
          6993001.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0219
          
            2052-01-01
          
          3.000000
          10433991.11
          10531861.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0232
          
            2051-12-01
          
          3.000000
          797096.43
          804573.19
          Agency Mortgage-Backed Securities
        
        
          FMAC 2.22 FMNT GB21-40K0
          
            2040-07-13
          
          2.220000
          830000.00
          746026.41
          Agency Debentures and Agency Strips
        
        
          FMAC FEPC 03.000 CTSC0050
          
            2040-02-01
          
          3.000000
          13119618.46
          13546399.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4216
          
            2050-12-01
          
          2.500000
          14984083.40
          14711582.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL8371
          
            2046-05-01
          
          3.500000
          2152883.98
          2254166.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN9388
          
            2033-06-01
          
          3.670000
          166873.69
          181221.08
          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
      
      2022-03-07
      2022-03-07
      2022-03-14
      N
      N
      N
      0.0006
      200000000.00
      200000000.00
      0.0057
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.060000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933CXX008_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FHLB 2.00 FHOR 21-36 CY
          
            2036-02-26
          
          2.000000
          130000.00
          119953.74
          Agency Debentures and Agency Strips
        
        
          FHLB 4.03 FHOR 23-35 FF
          
            2035-09-27
          
          4.030000
          68000.00
          71203.73
          Agency Debentures and Agency Strips
        
        
          FCSB 2.34 FCOR 22-41 D
          
            2041-02-25
          
          2.340000
          750000.00
          687566.25
          Agency Debentures and Agency Strips
        
        
          FCSB 2.54 FCOR 22-41 R
          
            2041-10-18
          
          2.540000
          600000.00
          563443.33
          Agency Debentures and Agency Strips
        
        
          FMAC FEPC 03.500 CLZL3742
          
            2042-09-01
          
          3.500000
          44108.39
          46061.82
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q25947 G
          
            2044-05-01
          
          4.500000
          40694.14
          43143.19
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q26194 G
          
            2044-05-01
          
          4.000000
          29955.21
          31344.47
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q31005 G
          
            2045-01-01
          
          4.000000
          126159.57
          135389.53
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q31253 G
          
            2045-02-01
          
          4.000000
          70697.15
          74146.47
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQC3989
          
            2051-06-01
          
          3.000000
          270833.03
          272996.99
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQC4003
          
            2051-06-01
          
          3.000000
          226446.74
          233430.58
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLQC7322
          
            2051-09-01
          
          4.500000
          289728.54
          315589.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQC8778
          
            2051-10-01
          
          2.500000
          6734025.46
          6619708.65
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL2951
          
            2034-06-01
          
          3.370000
          104107.80
          111002.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ5411
          
            2050-11-01
          
          2.500000
          250646.30
          246616.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT1892
          
            2052-02-01
          
          2.500000
          275815.76
          271137.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBT7699
          
            2051-09-01
          
          4.000000
          1190730.19
          1278804.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBU3375
          
            2051-11-01
          
          2.500000
          239903.99
          235793.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB0869
          
            2051-06-01
          
          3.500000
          6814098.29
          7040292.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0198
          
            2051-04-01
          
          3.000000
          349520.58
          352798.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB2172
          
            2051-11-01
          
          3.500000
          2103119.82
          2209510.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB2438
          
            2051-12-01
          
          3.500000
          2505416.11
          2639536.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB2442
          
            2051-12-01
          
          3.500000
          2569748.18
          2669271.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM7031
          
            2051-01-01
          
          4.000000
          11600693.11
          12119244.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM7460
          
            2051-03-01
          
          4.000000
          7122062.13
          7440418.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CLMA4343
          
            2051-05-01
          
          1.500000
          430091.37
          395896.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BF3083 C
          
            2048-07-20
          
          4.000000
          2178.11
          2335.75
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G15215 G
          
            2029-11-01
          
          3.000000
          303108.12
          312156.81
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 1Q1289 G
          
            2038-10-01
          
          2.049000
          10.81
          11.36
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J27831 G
          
            2029-04-01
          
          4.000000
          945.26
          983.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC J38335 G
          
            2033-01-01
          
          3.000000
          514468.71
          531285.67
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZL5313
          
            2043-03-01
          
          3.000000
          4616.42
          4732.75
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q44456 G
          
            2046-11-01
          
          3.500000
          327482.24
          341716.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G61409 G
          
            2048-05-01
          
          3.500000
          62966.34
          65306.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLRA2014
          
            2050-01-01
          
          3.500000
          325580.66
          338926.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAK8201
          
            2042-04-01
          
          4.500000
          56892.78
          60526.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL2373
          
            2041-08-01
          
          4.500000
          886120.88
          974366.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL2760
          
            2042-08-01
          
          4.500000
          160631.34
          174852.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL6933
          
            2043-05-01
          
          4.000000
          1645620.02
          1765161.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL7909
          
            2045-12-01
          
          3.500000
          1173099.80
          1229203.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CQAS8542
          
            2041-11-01
          
          3.000000
          143149.56
          144377.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAV0189
          
            2043-10-01
          
          4.000000
          348926.03
          375212.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAW9537
          
            2045-06-01
          
          3.000000
          7066.76
          7233.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ9263
          
            2048-06-01
          
          4.500000
          2484279.98
          2693443.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK5170
          
            2048-06-01
          
          4.000000
          435492.51
          466528.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK5180
          
            2048-06-01
          
          4.000000
          171684.91
          181792.00
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0264
          
            2028-11-01
          
          3.830000
          176027.20
          187057.50
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1108
          
            2034-02-01
          
          4.060000
          187811.00
          212063.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5134
          
            2048-11-01
          
          4.000000
          65903.32
          70206.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBN1607
          
            2033-11-01
          
          4.000000
          240482.23
          255830.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN6599
          
            2049-05-01
          
          4.000000
          673714.22
          712640.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBQ0275
          
            2035-08-01
          
          3.000000
          77072.71
          79073.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ7056
          
            2052-01-01
          
          2.000000
          10673.11
          10175.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR5791
          
            2051-07-01
          
          2.500000
          198016.09
          194585.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR8186
          
            2051-05-01
          
          2.500000
          942856.07
          926519.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT0085
          
            2051-05-01
          
          2.500000
          487500.66
          479223.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT1074
          
            2051-05-01
          
          2.500000
          249134.21
          244832.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBT5214
          
            2051-07-01
          
          4.000000
          331221.85
          348972.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT6823
          
            2051-10-01
          
          2.500000
          386880.67
          380118.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA5231
          
            2050-02-01
          
          3.500000
          268751.69
          278893.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8528
          
            2051-01-01
          
          2.500000
          186.03
          182.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA9075
          
            2051-02-01
          
          4.500000
          77136.05
          81870.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0847
          
            2051-06-01
          
          3.000000
          6182632.70
          6278890.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCB1308
          
            2051-08-01
          
          2.000000
          903101.79
          861059.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM1631
          
            2049-09-01
          
          3.000000
          245573.08
          248172.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3664
          
            2049-03-01
          
          4.000000
          729154.33
          761747.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM7070
          
            2051-04-01
          
          3.000000
          1657793.78
          1682295.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM9921
          
            2051-12-01
          
          3.000000
          6193784.11
          6251788.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0219
          
            2052-01-01
          
          3.000000
          635066.57
          641023.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAB9163
          
            2043-05-01
          
          3.500000
          1615852.38
          1696960.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CQMA2432
          
            2045-10-01
          
          3.500000
          104342.77
          108844.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 771832 H
          
            2065-04-20
          
          4.563000
          122447.64
          127294.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6601 M
          
            2050-04-20
          
          4.000000
          916625.88
          958836.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT0812 C
          
            2050-03-20
          
          3.000000
          4193.70
          4245.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AE0624 C
          
            2043-08-20
          
          4.000000
          18.52
          19.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AF8307 X
          
            2049-04-15
          
          3.000000
          1108.91
          1140.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BQ0231 X
          
            2049-10-15
          
          3.000000
          22514.98
          23165.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AC1003 H
          
            2063-10-20
          
          4.621000
          434392.71
          447243.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRMA1177
          
            2042-09-01
          
          3.500000
          1555747.73
          1633304.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAB5616
          
            2042-07-01
          
          3.500000
          1334937.16
          1397159.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6078
          
            2050-06-01
          
          2.500000
          1030547.05
          1015866.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1878
          
            2048-06-01
          
          4.000000
          15416.25
          16501.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1379
          
            2048-03-01
          
          4.000000
          2105453.88
          2240508.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA0683
          
            2047-11-01
          
          3.500000
          2338595.31
          2435618.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0393
          
            2047-09-01
          
          4.000000
          114887.27
          122258.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBM5822
          
            2048-11-01
          
          3.000000
          106739.98
          108474.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM4703
          
            2048-02-01
          
          3.500000
          233344.68
          240719.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM1490
          
            2047-07-01
          
          4.000000
          1800646.01
          1912844.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1125
          
            2046-12-01
          
          3.500000
          528512.97
          553661.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ7254
          
            2047-12-01
          
          4.000000
          23630.94
          24701.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2897
          
            2047-11-01
          
          4.000000
          362032.51
          387161.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2760
          
            2048-05-01
          
          4.000000
          2025477.92
          2166673.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBJ2385
          
            2047-11-01
          
          3.500000
          200378.93
          208509.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ0752
          
            2047-10-01
          
          4.000000
          396904.79
          422045.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ0649
          
            2048-03-01
          
          4.000000
          884205.01
          946194.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH8138
          
            2047-11-01
          
          3.500000
          16719.39
          17597.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH6472
          
            2047-07-01
          
          4.000000
          240599.85
          255821.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH5757
          
            2047-11-01
          
          4.000000
          2453146.44
          2608357.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE3619
          
            2047-05-01
          
          4.000000
          409371.73
          432425.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBD6551
          
            2046-10-01
          
          4.000000
          89649.34
          94660.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBD2012
          
            2046-08-01
          
          4.000000
          245823.68
          261462.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS7022
          
            2046-04-01
          
          4.000000
          1134920.22
          1214066.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1364 H
          
            2064-11-20
          
          4.672000
          1932.25
          2016.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AF8316 X
          
            2049-05-15
          
          3.000000
          31702.63
          32617.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0192 H
          
            2064-10-20
          
          4.596000
          279673.41
          289135.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AY4793 H
          
            2067-05-20
          
          4.659000
          491264.38
          523999.42
          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
      
      2022-03-07
      2022-03-07
      2022-03-17
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0028
      N
      N
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 3 Repo 0.055000%
      933FLC000_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRA 5181FB 01/15/52
          
            2052-01-15
          
          0.248300
          957.10
          943.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-148 JL
          
            2050-10-20
          
          1.000000
          588.75
          545.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMS 05.000 CL889399
          
            2038-05-01
          
          5.000000
          191.05
          213.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7135 M
          
            2051-01-20
          
          2.000000
          45426938.76
          44259466.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7052 M
          
            2050-12-20
          
          2.500000
          795.10
          792.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7649 M
          
            2051-10-20
          
          2.500000
          981.53
          977.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2018-13 FD
          
            2048-08-20
          
          0.761700
          9540.75
          9561.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FEPC 05.500 CLZS1060
          
            2036-03-01
          
          5.500000
          23.92
          26.88
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.500 CLZS2751
          
            2038-08-01
          
          5.500000
          1375.54
          1553.40
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8050
          
            2050-03-01
          
          3.000000
          955.91
          965.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAH1130
          
            2041-01-01
          
          4.000000
          106.07
          113.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBN7703
          
            2049-08-01
          
          3.000000
          15012595.46
          15156356.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4938
          
            2050-01-01
          
          3.000000
          928.10
          938.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3416
          
            2048-07-01
          
          4.500000
          560.88
          593.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4323 M
          
            2047-03-20
          
          4.500000
          29586472.17
          31634447.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6930 M
          
            2050-10-20
          
          2.000000
          8123855.48
          7920677.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7368 M
          
            2051-05-20
          
          3.000000
          838.43
          850.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7419 M
          
            2051-06-20
          
          3.000000
          1243.83
          1262.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 783518 X
          
            2041-12-15
          
          4.000000
          2596926.29
          2787483.55
          Agency Mortgage-Backed Securities
        
        
          USTR 4 3/8 BOND 39
          
            2039-11-15
          
          4.375000
          200.00
          264.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 49
          
            2049-08-15
          
          2.250000
          17500.00
          17196.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          194028.84
          200703.39
          U.S. Treasuries (including strips)
        
        
          GNMA GNRA 2018-51 FE
          
            2048-11-20
          
          0.861700
          4379.25
          4407.22
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0028
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.070000%
      ES7IP3U3RHIGC71XBU11
      0000352613
      933FLM008_0.07_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2020-141 ML
          
            2050-09-20
          
          1.500000
          190400.00
          139604.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMS 03.500 CLBO3240
          
            2049-11-01
          
          3.500000
          1906687.04
          1984689.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CJ9608
          
            2041-11-15
          
          2.290000
          786343.20
          788796.98
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 841073 G
          
            2045-09-01
          
          2.420000
          91876.44
          93889.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA5687
          
            2050-05-01
          
          3.000000
          2581223.71
          2626152.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA5968
          
            2050-06-01
          
          2.500000
          2745288.74
          2706245.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7137 M
          
            2051-01-20
          
          3.000000
          6497732.69
          6599149.30
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          33833840.00
          32711132.06
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          53410720.00
          54367680.46
          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+
      
      2022-03-01
      2022-03-07
      2022-05-12
      N
      N
      N
      0.0007
      100000000.00
      100000000.00
      0.0028
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 0.060000%
      ES7IP3U3RHIGC71XBU11
      0000352613
      933FLR007_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2022-010 TA
          
            2041-12-20
          
          2.000000
          425760.64
          414655.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 TC
          
            2052-01-20
          
          2.000000
          197888.50
          175349.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-216 QM
          
            2051-12-20
          
          1.500000
          288643.26
          248111.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-216 QW
          
            2051-12-20
          
          1.500000
          507004.72
          425418.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-216 QX
          
            2051-12-20
          
          2.000000
          507004.72
          438483.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-199 GT
          
            2051-11-20
          
          5.500000
          12366448.83
          14162762.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-209 HK
          
            2051-11-20
          
          1.500000
          183324.00
          152844.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QK
          
            2052-01-20
          
          1.750000
          500000.00
          424870.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNII SF BS6314 C
          
            2050-03-20
          
          4.500000
          39261.16
          41605.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4530 C
          
            2050-08-20
          
          4.000000
          207536.60
          224784.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4536 C
          
            2050-08-20
          
          4.500000
          45488.57
          48077.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW0096 C
          
            2050-08-20
          
          3.500000
          235785.18
          247955.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW0323 C
          
            2050-07-20
          
          3.500000
          237916.10
          250254.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW5985 C
          
            2050-07-20
          
          4.000000
          223058.41
          239329.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9170 C
          
            2050-08-20
          
          3.500000
          179436.64
          186359.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9306 C
          
            2050-08-20
          
          2.000000
          212395.09
          206505.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX1758 C
          
            2050-08-20
          
          4.000000
          2756.48
          2913.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX1759 C
          
            2050-08-20
          
          4.000000
          151194.74
          160834.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2898 C
          
            2050-12-20
          
          3.500000
          336927.13
          348862.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX5332 C
          
            2050-09-20
          
          3.500000
          29821.81
          31067.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5557 C
          
            2050-11-20
          
          4.000000
          318310.52
          336279.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ3091 C
          
            2052-01-20
          
          3.000000
          325753.28
          330635.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AW2766 X
          
            2046-09-15
          
          2.500000
          78387.57
          78428.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB3227 C
          
            2051-02-20
          
          3.500000
          49520.24
          53035.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9244 C
          
            2051-02-20
          
          2.500000
          218812.48
          221676.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CF7063 C
          
            2051-08-20
          
          4.000000
          271374.64
          292840.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CH1236 C
          
            2051-09-20
          
          3.000000
          173706.77
          179760.45
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQD4129
          
            2052-01-01
          
          2.000000
          4348279.32
          4145310.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX SOBM6892
          
            2052-03-01
          
          1.992000
          4123937.00
          4064284.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BA9840 C
          
            2047-08-20
          
          3.500000
          230247.57
          237295.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BG2631 C
          
            2048-08-20
          
          5.000000
          75299.65
          83445.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BH3110 C
          
            2048-07-20
          
          5.000000
          166502.41
          186574.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BL6002 C
          
            2049-01-20
          
          4.500000
          70055.31
          75396.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BM1275 C
          
            2049-04-20
          
          4.000000
          35947.57
          37430.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2017-56 WA
          
            2040-12-20
          
          6.513600
          658073.03
          741778.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-26 W
          
            2046-08-20
          
          6.907700
          290532.29
          323034.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-35 AW
          
            2038-06-20
          
          6.594900
          315362.25
          347708.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-42 AW
          
            2040-12-20
          
          6.854800
          4131.28
          4637.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNII SF BM7486 C
          
            2049-07-20
          
          3.500000
          488717.46
          504704.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AY2382 C
          
            2047-06-20
          
          3.250000
          128019.14
          134197.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 736305 C
          
            2027-05-20
          
          7.000000
          59616.59
          63435.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY0257 C
          
            2050-12-20
          
          3.500000
          339856.41
          350174.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY1857 C
          
            2050-12-20
          
          4.500000
          45935.67
          48299.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2024 C
          
            2050-11-20
          
          3.500000
          155849.44
          162741.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2128 C
          
            2050-08-20
          
          3.500000
          11795.28
          12417.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2134 C
          
            2050-08-20
          
          4.000000
          73760.38
          79052.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2197 C
          
            2050-08-20
          
          4.500000
          52475.59
          56767.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY2847 C
          
            2051-02-20
          
          2.500000
          67676.94
          68562.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY3445 C
          
            2050-09-20
          
          4.000000
          4512127.00
          4883335.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY4948 C
          
            2050-10-20
          
          3.500000
          37677.54
          38833.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY4963 C
          
            2050-09-20
          
          3.500000
          553672.44
          593329.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY4967 C
          
            2050-08-20
          
          4.500000
          101327.33
          110945.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5038 C
          
            2050-10-20
          
          3.500000
          101016.75
          106748.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5041 C
          
            2050-10-20
          
          3.500000
          108785.42
          116845.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5055 C
          
            2050-10-20
          
          3.500000
          174179.36
          183252.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY5063 C
          
            2050-10-20
          
          3.500000
          143722.11
          154350.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY8647 C
          
            2050-10-20
          
          3.000000
          313580.69
          319765.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ2611 C
          
            2051-01-20
          
          3.500000
          453609.39
          485967.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ2612 C
          
            2051-01-20
          
          3.500000
          122373.23
          131034.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3518 C
          
            2050-10-20
          
          3.500000
          4538775.62
          4797100.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3550 C
          
            2050-10-20
          
          4.000000
          51526.38
          55234.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH7267 C
          
            2041-09-20
          
          4.500000
          72218.00
          77212.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH7268 C
          
            2050-01-20
          
          4.500000
          231620.86
          247660.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH7269 C
          
            2049-08-20
          
          5.000000
          315089.85
          343200.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH7270 C
          
            2040-07-20
          
          5.000000
          72906.22
          79400.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CI6075 C
          
            2050-04-20
          
          4.500000
          2244129.93
          2383979.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CI6076 C
          
            2049-01-20
          
          4.500000
          2109230.34
          2240673.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ1667 C
          
            2052-01-20
          
          3.500000
          60210.32
          63261.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ2931 C
          
            2052-01-20
          
          4.500000
          370985.40
          399946.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CJ9382 C
          
            2048-02-20
          
          3.500000
          3548410.47
          3692571.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CJ9367 C
          
            2050-09-20
          
          3.500000
          420742.49
          437840.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CJ9401 C
          
            2048-03-20
          
          3.500000
          1368813.89
          1424420.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CL1917 C
          
            2051-11-20
          
          3.000000
          262846.46
          266804.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AF5097 C
          
            2043-08-20
          
          4.000000
          303985.33
          323996.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AG2675 C
          
            2043-10-20
          
          4.000000
          203651.92
          218308.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AJ6329 C
          
            2044-10-20
          
          3.500000
          59657.05
          61529.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AP7290 X
          
            2045-10-15
          
          4.500000
          93475.34
          104700.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AR9885 X
          
            2046-03-15
          
          4.500000
          145774.11
          164191.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AS1289 C
          
            2046-03-20
          
          3.500000
          84071.66
          86721.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AT8077 X
          
            2046-09-15
          
          4.000000
          182559.82
          198692.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AT7572 C
          
            2046-07-20
          
          3.500000
          1973965.71
          2058222.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AU9881 C
          
            2046-09-20
          
          3.500000
          143710.89
          148835.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AX5809 X
          
            2046-12-15
          
          4.000000
          1979546.40
          2118609.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AX6093 X
          
            2047-03-15
          
          4.000000
          41406.03
          43757.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AY2380 C
          
            2047-07-20
          
          4.000000
          134746.54
          148848.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3578 C
          
            2050-12-20
          
          3.500000
          5030964.72
          5317538.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3148 C
          
            2050-10-20
          
          4.000000
          79530.90
          83130.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3202 C
          
            2050-10-20
          
          3.500000
          224295.65
          241364.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3218 C
          
            2050-11-20
          
          3.500000
          123111.75
          132237.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ6498 C
          
            2050-12-20
          
          3.500000
          425208.85
          444834.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3292 C
          
            2051-01-20
          
          3.500000
          4804411.58
          5078142.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB1519 C
          
            2051-01-20
          
          4.000000
          5938.88
          6425.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC0940 C
          
            2051-02-20
          
          2.500000
          402072.91
          407336.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CG5132 C
          
            2049-06-20
          
          4.500000
          224643.60
          240118.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CG5451 C
          
            2044-02-20
          
          3.000000
          614905.11
          629341.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH5472 C
          
            2047-02-20
          
          3.500000
          117245.30
          122008.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CH5475 C
          
            2050-04-20
          
          4.500000
          38485.47
          41150.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCB1630
          
            2051-09-01
          
          2.500000
          1391432.28
          1367377.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 766745 X
          
            2027-05-15
          
          2.500000
          31653.62
          31972.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 798441 X
          
            2042-05-15
          
          4.500000
          77004.29
          85992.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AA5293 C
          
            2042-04-20
          
          3.500000
          60071.07
          61938.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AA5593 C
          
            2042-08-20
          
          3.500000
          127578.35
          132855.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AA6148 C
          
            2043-03-20
          
          3.000000
          69763.25
          71903.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6127 M
          
            2034-09-20
          
          3.000000
          68335.33
          70152.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6716 M
          
            2050-06-20
          
          6.000000
          76030.06
          84735.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7474 M
          
            2051-07-20
          
          3.500000
          4933836.45
          5087550.12
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7647 M
          
            2051-10-20
          
          1.500000
          428083.98
          398672.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AO3476 X
          
            2045-07-15
          
          4.000000
          37820.56
          40314.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB3468 X
          
            2047-08-15
          
          4.000000
          66282.02
          69812.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BB0215 C
          
            2047-07-20
          
          3.500000
          108464.00
          112233.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AO7619 C
          
            2045-08-20
          
          3.500000
          79341.24
          82776.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BC1506 C
          
            2047-08-20
          
          4.500000
          79754.66
          83942.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BC8975 C
          
            2047-11-20
          
          4.000000
          235374.13
          253811.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD6203 C
          
            2048-02-20
          
          4.500000
          45991.34
          48414.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD6204 C
          
            2048-02-20
          
          5.000000
          183339.02
          193390.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6544 M
          
            2050-03-20
          
          4.500000
          1800594.29
          1890002.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD9639 C
          
            2047-11-20
          
          4.500000
          139091.41
          149255.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6477 M
          
            2050-02-20
          
          4.500000
          4768.01
          5023.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6157 M
          
            2049-09-20
          
          5.000000
          62588.37
          67191.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BG7409 C
          
            2050-11-20
          
          3.500000
          15587.27
          16652.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BH3106 C
          
            2048-06-20
          
          5.000000
          149627.33
          166348.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5819 M
          
            2049-03-20
          
          5.000000
          50669.12
          54129.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BH7655 C
          
            2048-08-20
          
          6.000000
          66448.10
          71530.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005237 M
          
            2041-11-20
          
          3.500000
          29459.87
          30148.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 609173 C
          
            2044-07-20
          
          4.500000
          162427.81
          179959.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5817 M
          
            2049-03-20
          
          4.000000
          5504948.64
          5771933.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 726327 X
          
            2039-09-15
          
          4.500000
          75240.48
          83413.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 729578 C
          
            2040-02-20
          
          4.000000
          105668.89
          110680.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII BD 736304 C
          
            2027-09-20
          
          7.000000
          58740.41
          62116.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 736306 C
          
            2031-02-20
          
          7.000000
          84597.47
          92137.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 736644 X
          
            2031-05-15
          
          6.500000
          84041.45
          91527.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5710 M
          
            2049-01-20
          
          4.000000
          448226.90
          470333.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5266 M
          
            2048-06-20
          
          5.000000
          146692.29
          157057.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 741700 X
          
            2041-08-15
          
          4.000000
          46459.93
          50052.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5195 M
          
            2048-05-20
          
          5.500000
          71813.39
          77484.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784920 C
          
            2049-08-20
          
          4.500000
          394024.27
          423329.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3873 M
          
            2046-08-20
          
          3.000000
          496255.23
          507912.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784952 C
          
            2050-02-20
          
          4.000000
          6366798.90
          6954982.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3711 M
          
            2031-06-20
          
          3.000000
          54375.42
          55867.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR WK 785599 M
          
            2047-08-20
          
          1.816000
          2153101.65
          2221331.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 752099 X
          
            2032-12-15
          
          3.500000
          284387.45
          297091.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 755874 X
          
            2040-12-15
          
          4.500000
          28668.18
          31676.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 616879 X
          
            2042-02-15
          
          3.500000
          215326.36
          228553.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR2764 C
          
            2049-11-20
          
          3.500000
          64638.63
          66662.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR8629 C
          
            2050-08-20
          
          4.000000
          91040.64
          94977.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA2882 M
          
            2045-06-20
          
          3.000000
          236.04
          238.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA1498 M
          
            2028-12-20
          
          4.000000
          32764.37
          34196.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AA6089 X
          
            2043-02-15
          
          3.000000
          78491.38
          81457.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4875 C
          
            2050-07-20
          
          3.000000
          149868.15
          155651.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT4876 C
          
            2050-07-20
          
          3.000000
          317134.25
          329375.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU0644 C
          
            2050-02-20
          
          4.500000
          138009.20
          145054.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU3323 C
          
            2050-05-20
          
          3.000000
          180938.79
          187287.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU3325 C
          
            2050-05-20
          
          3.000000
          13615.41
          14007.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU3391 C
          
            2050-05-20
          
          5.000000
          154119.11
          166573.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU6923 C
          
            2050-05-20
          
          3.000000
          101374.09
          103726.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU7296 C
          
            2050-05-20
          
          3.000000
          122058.41
          126758.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BU7537 C
          
            2050-11-20
          
          3.500000
          184986.75
          196133.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV9027 C
          
            2050-05-20
          
          3.500000
          337381.53
          353638.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW0102 C
          
            2050-08-20
          
          4.000000
          83515.84
          87482.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW1719 C
          
            2050-10-20
          
          3.500000
          685820.34
          732699.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW2782 C
          
            2050-07-20
          
          3.000000
          422563.07
          435885.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW4986 C
          
            2050-10-20
          
          3.000000
          398004.92
          411874.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW5986 C
          
            2050-07-20
          
          4.000000
          57914.01
          61951.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW7261 C
          
            2050-09-20
          
          4.500000
          70696.30
          74337.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9125 C
          
            2050-08-20
          
          4.500000
          166141.92
          177325.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9168 C
          
            2050-09-20
          
          3.000000
          63120.12
          64941.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9172 C
          
            2050-09-20
          
          3.500000
          56104.61
          58039.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BW9173 C
          
            2050-09-20
          
          3.500000
          52278.99
          53997.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX2717 C
          
            2050-11-20
          
          3.500000
          3953519.18
          4248854.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX5468 C
          
            2050-09-20
          
          3.000000
          28890.44
          29326.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX5688 C
          
            2050-10-20
          
          3.500000
          314132.05
          337971.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9790 C
          
            2050-10-20
          
          3.500000
          101547.11
          109168.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9217 C
          
            2050-08-20
          
          3.000000
          54130.94
          54942.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BN4984 C
          
            2049-08-20
          
          4.000000
          168249.99
          175772.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AA5477 C
          
            2042-07-20
          
          3.500000
          123954.68
          129020.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BO7454 C
          
            2049-08-20
          
          3.500000
          462009.90
          482734.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BP4032 C
          
            2050-06-20
          
          3.000000
          303191.02
          314897.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BP5564 X
          
            2049-09-15
          
          3.000000
          246530.60
          251992.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ2470 C
          
            2049-11-20
          
          3.000000
          135061.41
          141375.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ9566 C
          
            2050-01-20
          
          4.500000
          821943.30
          888358.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 766647 C
          
            2042-04-20
          
          3.500000
          224117.81
          235331.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA4114
          
            2049-09-01
          
          3.500000
          4414773.80
          4586305.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA0376
          
            2047-09-01
          
          3.500000
          4042829.54
          4202820.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 701952 X
          
            2024-06-15
          
          4.000000
          6093.42
          6345.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 705648 X
          
            2038-12-15
          
          6.500000
          37021.82
          40319.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 705308 C
          
            2039-01-20
          
          7.250000
          17887.90
          19477.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 714687 X
          
            2024-06-15
          
          4.000000
          207.81
          215.52
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL6108
          
            2035-04-01
          
          2.215000
          4754465.50
          4475978.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTBK3050
          
            2040-09-01
          
          2.000000
          4391428.73
          4246669.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AZ7367 C
          
            2047-05-20
          
          3.500000
          109385.30
          116613.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3287 C
          
            2050-12-20
          
          3.500000
          3395851.29
          3590036.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2772 C
          
            2050-10-20
          
          3.500000
          61763.04
          63705.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ9725 C
          
            2050-09-20
          
          4.000000
          151187.42
          163437.84
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          8728885.32
          11186797.88
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          77457700.00
          74887422.00
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BZ6486 C
          
            2050-12-20
          
          4.000000
          98429.87
          103272.91
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          31250000.00
          31809906.60
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BZ3561 C
          
            2050-10-20
          
          4.000000
          163246.66
          176676.15
          Agency Mortgage-Backed Securities
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          2500000.00
          2541829.75
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BB5203 C
          
            2050-11-20
          
          3.500000
          1340739.12
          1432827.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BB5189 C
          
            2050-11-20
          
          3.500000
          411072.20
          439170.63
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/8 NOTE S 23
          
            2023-11-30
          
          2.125000
          6250000.00
          6345338.26
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BA9085 C
          
            2047-05-20
          
          4.500000
          147400.13
          158109.78
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          48392950.00
          49227632.14
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BD7970 C
          
            2048-04-20
          
          4.000000
          40789.04
          42484.48
          Agency Mortgage-Backed Securities
        
        
          USTR 0 3/4 NOTE W 26
          
            2026-03-31
          
          0.750000
          10766800.00
          10318591.72
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE P 28
          
            2028-08-31
          
          1.125000
          31250000.00
          29618812.50
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE Q 28
          
            2028-09-30
          
          1.250000
          25000000.00
          23998635.99
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE S 28
          
            2028-11-30
          
          1.500000
          11160200.00
          10862878.78
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/4 BOND 29
          
            2029-02-15
          
          5.250000
          6250000.00
          7590583.50
          U.S. Treasuries (including strips)
        
        
          USTR 4 5/8 BOND 40
          
            2040-02-15
          
          4.625000
          8325000.00
          11217270.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          2903197.16
          4081886.85
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF BG1901 C
          
            2048-05-20
          
          5.000000
          43585.85
          46503.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BG1907 C
          
            2048-05-20
          
          5.000000
          32150.63
          34313.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BH7654 C
          
            2048-08-20
          
          6.000000
          27796.18
          29975.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII BD 421392 C
          
            2033-11-20
          
          6.000000
          24040.43
          24635.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 736663 X
          
            2040-03-15
          
          5.000000
          65587.20
          73123.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 737769 C
          
            2033-05-20
          
          6.500000
          14.02
          14.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 784665 X
          
            2047-02-15
          
          4.000000
          1164536.25
          1277053.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 784948 C
          
            2050-03-20
          
          3.500000
          3966408.68
          4088153.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785053 C
          
            2050-06-20
          
          4.500000
          25910697.98
          27422043.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT1002 C
          
            2050-06-20
          
          4.500000
          118795.40
          134437.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT3788 C
          
            2050-04-20
          
          4.000000
          55154.99
          57459.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BT3781 C
          
            2050-04-20
          
          4.000000
          39086.85
          40954.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BO0573 C
          
            2049-06-20
          
          4.000000
          1217070.05
          1264100.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 678169 X
          
            2038-09-15
          
          5.500000
          24016.87
          27423.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 681568 X
          
            2038-09-15
          
          5.500000
          87095.20
          99451.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 685832 X
          
            2038-04-15
          
          5.500000
          77169.31
          87499.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AZ3532 C
          
            2047-11-20
          
          4.500000
          275138.19
          300146.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AZ7362 X
          
            2047-05-15
          
          3.500000
          237766.82
          254148.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AZ8387 C
          
            2047-05-20
          
          4.500000
          31703.39
          33338.90
          Agency Mortgage-Backed Securities
        
        
          USTR 4 1/4 BOND 40
          
            2040-11-15
          
          4.250000
          3250000.00
          4226964.13
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 42
          
            2042-05-15
          
          3.000000
          230000.00
          254358.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 BOND 50
          
            2050-02-15
          
          2.000000
          9525000.00
          8879588.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE AE 22
          
            2022-10-31
          
          2.000000
          6000000.00
          6083819.01
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE J 23
          
            2023-03-31
          
          1.500000
          12500000.00
          12613406.59
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          596764.65
          640279.42
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE K 22
          
            2022-04-30
          
          1.750000
          12500000.00
          12602513.81
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          16956334.30
          18260016.44
          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+
      
      2022-03-07
      2022-03-07
      2022-03-17
      N
      N
      N
      0.0006
      500000000.00
      500000000.00
      0.0142
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Rbc Ny 9 Repo 0.055000%
      ES7IP3U3RHIGC71XBU11
      0000352613
      933FLU000_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          USTR 0 1/2 NOTE R 27
          
            2027-10-31
          
          0.500000
          174233100.00
          161117260.60
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE AC 26
          
            2026-08-31
          
          0.750000
          13448500.00
          12784480.31
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/18/22
          
            2022-08-18
          
          0.00
          541910500.00
          540099435.11
          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+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      700000000.00
      700000000.00
      0.0199
      N
      Y
      Y
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo 10 Repo 0.055000%
      5U0XI89JRFVHWIBS4F54
      0001184915
      933FWF001_0.05_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 MA1284 M
          
            2043-09-20
          
          3.000000
          2365487.98
          2444377.00
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G61009 G
          
            2047-06-01
          
          4.000000
          1991977.66
          2109813.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4437
          
            2051-10-01
          
          2.000000
          15890343.84
          15146961.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4356
          
            2051-06-01
          
          2.500000
          21434184.40
          21062537.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5136 M
          
            2048-04-20
          
          3.500000
          50224459.57
          52207019.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6219 M
          
            2049-10-20
          
          3.500000
          5449791.01
          5619579.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6283 M
          
            2049-11-20
          
          3.000000
          61785080.39
          62710003.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6995 M
          
            2050-11-20
          
          2.500000
          3674921.41
          3661478.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782879 X
          
            2040-02-15
          
          5.000000
          2345809.92
          2660031.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 711033 X
          
            2039-12-15
          
          5.000000
          1889728.88
          2163131.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783829 M
          
            2042-09-20
          
          3.000000
          5581625.61
          5741087.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783802 C
          
            2043-04-20
          
          3.500000
          2757252.54
          2934985.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004747 M
          
            2040-07-20
          
          5.000000
          5216703.35
          5874941.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 004542 M
          
            2039-09-20
          
          5.500000
          1753669.18
          1990877.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7042 M
          
            2050-12-20
          
          2.000000
          5833801.17
          5636910.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6994 M
          
            2050-11-20
          
          2.000000
          54985234.40
          53609448.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6710 M
          
            2050-06-20
          
          3.000000
          9321801.72
          9475126.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6599 M
          
            2050-04-20
          
          3.000000
          26227052.79
          26648259.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6541 M
          
            2050-03-20
          
          3.000000
          56566057.53
          57439776.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5467 M
          
            2048-09-20
          
          4.500000
          1367757.52
          1448462.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5078 M
          
            2048-03-20
          
          4.000000
          20032057.98
          21106176.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4382 M
          
            2047-04-20
          
          3.500000
          4968432.73
          5169579.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA1447 M
          
            2043-11-20
          
          3.000000
          1987580.95
          2044006.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3663
          
            2049-05-01
          
          3.500000
          2380818.75
          2454895.54
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G08813 G
          
            2048-05-01
          
          3.500000
          4865920.26
          5021109.05
          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
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      369000000.00
      369000000.00
      0.0105
      N
      Y
      Y
      N
    
    
      Federal Reserve Bank of New York
      Frbnybo Prime 1 Frbnybo Prime 1 0.050000%
      934LZW007_0.05_0301
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          9411214800.00
          9546171620.23
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AT 23
          
            2023-11-15
          
          0.250000
          2112288400.00
          2068391114.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          511656800.00
          498698271.76
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          398686600.00
          386756357.25
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      12500000000.00
      12500000000.00
      0.3551
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation
      Bny Ficc P Repo 1 Repo 0.060000%
      0000093748
      935AYM003_0.06_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 03.000 CLCB0044
          
            2051-04-01
          
          3.000000
          113311261.31
          114111578.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7605
          
            2050-11-01
          
          3.000000
          88624034.00
          90431964.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7606
          
            2050-11-01
          
          3.000000
          110566253.51
          112514652.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 I4BF0110
          
            2056-03-01
          
          4.000000
          67573400.85
          73847523.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1740
          
            2047-09-01
          
          3.500000
          23823472.01
          24801854.36
          Agency Mortgage-Backed Securities
        
        
          USTR 2 3/8 BOND 51
          
            2051-05-15
          
          2.375000
          94526400.00
          98328423.10
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      500000000.00
      500000000.00
      0.0142
      N
      Y
      Y
      N
    
    
      J.P. Morgan Securities LLC
      Jpmorg Repo Bank 1 Jpmorg Bank 1 0.050000%
      ZBUT11V806EZRVTWT807
      0001325347
      935LPA005_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 03.000 CIAP7539
          
            2027-09-01
          
          3.000000
          1068034.20
          1098409.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.500 CL831713
          
            2036-08-01
          
          7.500000
          120827.94
          136968.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE5335
          
            2047-01-01
          
          4.000000
          467932.32
          497800.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 I6BF0541
          
            2061-03-01
          
          3.000000
          23207088.98
          23598801.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CKBJ8702
          
            2049-04-01
          
          3.500000
          2034518.79
          2097391.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK2189
          
            2050-03-01
          
          4.000000
          911046.19
          958484.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK6150
          
            2048-08-01
          
          4.500000
          1509898.18
          1649261.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CLBM1506
          
            2040-01-01
          
          7.000000
          1308519.42
          1485507.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CKBO5949
          
            2049-10-01
          
          4.500000
          575263.56
          593213.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBO7959
          
            2050-03-01
          
          4.000000
          2087066.21
          2184127.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP3609
          
            2050-06-01
          
          3.000000
          2461547.91
          2504920.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBP5294
          
            2050-04-01
          
          3.500000
          2696949.24
          2813686.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP7954
          
            2050-06-01
          
          3.000000
          1354382.31
          1381973.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP9871
          
            2050-07-01
          
          2.500000
          1261730.03
          1243481.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBP9656
          
            2050-07-01
          
          2.000000
          3973999.10
          3794533.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR6913
          
            2051-05-01
          
          3.000000
          1026578.17
          1049806.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBT0404
          
            2051-05-01
          
          4.000000
          965891.62
          1023073.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBT1915
          
            2052-02-01
          
          3.000000
          21366928.78
          21517779.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT4776
          
            2051-08-01
          
          2.500000
          2053993.19
          2037119.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT5132
          
            2051-07-01
          
          2.500000
          20324939.93
          19967708.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBT9702
          
            2051-09-01
          
          4.000000
          1583762.85
          1668850.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBU7977
          
            2052-02-01
          
          3.500000
          2301784.00
          2377475.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBU7777
          
            2036-12-01
          
          2.500000
          1596962.15
          1621237.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBU9828
          
            2052-02-01
          
          2.500000
          5072368.00
          4986792.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBU9538
          
            2051-12-01
          
          4.000000
          1125783.78
          1183506.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBU9950
          
            2051-12-01
          
          2.000000
          2825378.26
          2693486.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBV0849
          
            2052-02-01
          
          3.000000
          2287272.00
          2311654.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBV0474
          
            2052-01-01
          
          2.500000
          3416994.42
          3358553.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBV2812
          
            2052-02-01
          
          3.500000
          3188776.00
          3312274.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CICA0781
          
            2032-11-01
          
          3.000000
          7545942.60
          7779640.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTCA0369
          
            2037-09-01
          
          4.500000
          1008302.55
          1094745.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2952
          
            2049-01-01
          
          4.500000
          359510.46
          387284.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3222
          
            2047-10-01
          
          4.500000
          2468344.45
          2671740.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTCA3704
          
            2039-06-01
          
          4.000000
          1480670.36
          1598986.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA3976
          
            2049-08-01
          
          4.000000
          667818.26
          703919.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA5318
          
            2050-03-01
          
          3.500000
          80525236.87
          83937654.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB0210
          
            2051-04-01
          
          3.500000
          10883489.56
          11495522.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIFM1301
          
            2029-03-01
          
          2.500000
          1536573.90
          1554645.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM3485
          
            2050-06-01
          
          2.000000
          18403129.06
          17560081.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFS0785
          
            2037-02-01
          
          2.000000
          29000000.00
          28751760.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CNFS0892
          
            2032-03-01
          
          1.500000
          30823456.00
          30155727.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0894
          
            2051-10-01
          
          3.000000
          169997568.00
          171355848.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0896
          
            2051-12-01
          
          3.000000
          327375360.00
          330673012.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFS0912
          
            2049-06-01
          
          4.000000
          58885760.00
          62210450.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CI890686
          
            2029-01-01
          
          2.500000
          1238009.58
          1252527.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CL895625
          
            2036-02-01
          
          3.500000
          1028300.31
          1071998.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.350 CB971778
          
            2048-01-01
          
          6.350000
          142783.53
          153844.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAA1078
          
            2035-01-01
          
          4.500000
          3418912.11
          3721800.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CQMA3551
          
            2048-11-01
          
          4.500000
          65939.66
          71528.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CKMA4244
          
            2051-01-01
          
          1.500000
          1834117.42
          1686672.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4311
          
            2041-04-01
          
          2.000000
          10945.85
          10583.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA4593
          
            2052-03-01
          
          4.000000
          4201016.00
          4426723.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4564
          
            2052-03-01
          
          3.000000
          95658624.00
          96333973.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTMA4611
          
            2042-02-01
          
          3.500000
          543350.00
          563700.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 I4BF0118
          
            2056-06-01
          
          4.500000
          684195.05
          748245.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBH5775
          
            2032-11-01
          
          3.000000
          10475076.25
          10799384.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CKBO7460
          
            2049-12-01
          
          3.000000
          2336478.00
          2345029.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA7221
          
            2050-10-01
          
          2.000000
          44897.96
          42876.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0397
          
            2051-05-01
          
          3.000000
          1376362.07
          1386073.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIFM2153
          
            2033-11-01
          
          4.000000
          3165503.38
          3290651.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTMA0776
          
            2031-06-01
          
          4.500000
          11594117.64
          12307213.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CTMA0214
          
            2029-10-01
          
          5.000000
          245116.89
          267587.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CWMA1635
          
            2028-10-01
          
          3.000000
          541448.71
          556249.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAD7906
          
            2040-07-01
          
          5.000000
          10639991.20
          11884433.93
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      1000000000.00
      1000000000.00
      0.0284
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citig Repo 1 Cit Repo 1 0.060000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      938DMB001_0.06_0307
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/8 TRIN A 32
          
            2032-01-15
          
          0.125000
          11477635.46
          12291192.45
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE B 32
          
            2032-02-15
          
          1.875000
          244688.00
          242444.05
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 TRIB 32
          
            2032-04-15
          
          3.375000
          576414.53
          826791.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          834088.42
          863893.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          352.00
          316.78
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          16.00
          14.40
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          779841.84
          835726.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          47611424.00
          42621815.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          26464.00
          24211.54
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 31
          
            2031-01-15
          
          0.125000
          2024536.73
          2167331.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE B 31
          
            2031-02-15
          
          1.125000
          367472.00
          342011.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          29129184.00
          28391440.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          4195584.00
          4089324.11
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 31
          
            2031-07-15
          
          0.125000
          38110282.22
          40932803.42
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE E 31
          
            2031-08-15
          
          1.250000
          49508160.00
          46389239.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE F 31
          
            2031-11-15
          
          1.375000
          1726208.00
          1639311.14
          U.S. Treasuries (including strips)
        
        
          USTR 6 1/4 BOND 30
          
            2030-05-15
          
          6.250000
          12208.00
          16391.37
          U.S. Treasuries (including strips)
        
        
          USTR 5 3/8 BOND 31
          
            2031-02-15
          
          5.375000
          17407632.00
          22326093.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-07
      2022-03-07
      2022-03-17
      N
      N
      N
      0.0006
      200000000.00
      200000000.00
      0.0057
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citig Repo 10 Cit Repo 10 0.070000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      938DML009_0.07_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          USTR TRFR AX 01/31/24
          
            2024-01-31
          
          0.365400
          171.43
          171.57
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE AW 24
          
            2024-01-31
          
          0.875000
          28.57
          28.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          34586714.29
          34990813.23
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE V 24
          
            2024-02-29
          
          2.375000
          8355142.86
          8482266.35
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          44966971.43
          45876228.93
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          22718314.29
          23247845.68
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          1088600.00
          1106814.35
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          1236212.67
          1280387.41
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE G 24
          
            2024-01-31
          
          2.250000
          8828.57
          8955.30
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE C 24
          
            2024-05-15
          
          2.500000
          27776514.29
          28476354.15
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE L 24
          
            2024-05-31
          
          2.000000
          16275657.14
          16476043.93
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          6665000.00
          6683445.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 24
          
            2024-03-15
          
          0.250000
          21752571.43
          21177181.30
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 24
          
            2024-03-15
          
          0.250000
          39294085.71
          38254694.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AM 24
          
            2024-04-15
          
          0.375000
          58558600.00
          57085564.21
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          4640571.43
          4501707.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          17943342.86
          17406408.74
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AP 24
          
            2024-06-15
          
          0.250000
          4125714.29
          3994797.57
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AQ 24
          
            2024-07-15
          
          0.375000
          6422857.14
          6228834.20
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AR 24
          
            2024-08-15
          
          0.375000
          2753657.14
          2665654.85
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AR 24
          
            2024-08-15
          
          0.375000
          22323828.57
          21610396.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          16581408.60
          17560990.67
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE H 24
          
            2024-02-29
          
          2.125000
          13839142.86
          13982142.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          15468685.71
          15762254.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 24
          
            2024-07-15
          
          0.125000
          42197436.31
          44582052.83
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE K 24
          
            2024-04-30
          
          2.000000
          50563685.71
          51276069.10
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE M 24
          
            2024-06-30
          
          2.000000
          25633828.57
          25904949.08
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          934371.43
          923625.22
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          467857.14
          454622.35
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-07
      2022-03-07
      2022-03-07
      N
      N
      N
      0.0007
      500000000.00
      500000000.00
      0.0142
      N
      N
      Y
      N
    
    
      BofA Securities, Inc.
      Bofar Repo 22 Bofar Rp 22 0.050000%
      549300HN4UKV1E2R3U73
      0000065100
      943GER001_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FEPC 04.000 ZLZT2229
          
            2048-05-01
          
          4.000000
          27877004.96
          29125616.01
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 ZLZT2232
          
            2048-07-01
          
          4.000000
          25795520.86
          26965089.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQD2970
          
            2051-12-01
          
          3.000000
          24945561.02
          25132702.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQD7641
          
            2052-02-01
          
          2.500000
          32698959.00
          32103805.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA6703
          
            2052-02-01
          
          3.000000
          24908949.14
          25153804.11
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CTRB5134
          
            2041-11-01
          
          1.500000
          30769561.23
          28833878.90
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CTRB5137
          
            2041-12-01
          
          1.500000
          36864725.30
          34362900.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 ZLSI2017
          
            2048-12-01
          
          4.000000
          31014146.96
          32407922.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FREMF MTG TR 2019-KL0
          
            2029-06-25
          
          3.958400
          53678000.00
          45392521.57
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD7543
          
            2051-08-01
          
          2.500000
          28796772.25
          28371472.72
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLSD0093
          
            2049-10-01
          
          5.000000
          27163982.27
          29351742.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 3VZN0472
          
            2042-09-01
          
          3.500000
          3527196.26
          3703256.26
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G06942 G
          
            2042-03-01
          
          4.000000
          23905823.79
          25662280.28
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQC1187
          
            2051-04-01
          
          2.500000
          28802858.62
          28301544.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FREMF MTG TR 2019-KC0
          
            2029-10-25
          
          3.617700
          45957000.00
          39551432.93
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G61591 G
          
            2048-08-01
          
          4.500000
          7798058.41
          8380690.34
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.000 FGPC G67722 G
          
            2049-03-01
          
          5.000000
          26430801.81
          29312261.39
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8172
          
            2051-10-01
          
          2.000000
          29912714.34
          28512470.27
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      490000000.00
      490000000.00
      0.0139
      N
      Y
      Y
      N
    
    
      Pershing LLC
      Pershing LLC 0.060000%
      ZI8Q1A8EI8LQFJNM0D94
      0000029648
      963FRH006_0.06_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRM RC116PC R12F116
          
            2042-10-25
          
          2.000000
          631641.85
          614017.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL020EH R15F020
          
            2042-11-25
          
          3.500000
          2725000.00
          2766676.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL011KA R18F011
          
            2048-03-25
          
          3.000000
          591778.24
          597539.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028CA R18F028
          
            2048-05-25
          
          3.000000
          519289.98
          525248.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4153DC 05/15/41
          
            2041-05-15
          
          1.750000
          655362.06
          647055.02
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5035JL 02/25/50
          
            2050-02-25
          
          1.500000
          1539724.57
          1436986.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL006DC R22F006
          
            2051-10-25
          
          2.000000
          179995.33
          174134.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005QA R22F005
          
            2050-02-25
          
          2.000000
          1855598.91
          1787528.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005GL R22F005
          
            2052-02-25
          
          3.000000
          1622731.00
          1620246.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005TL R22F005
          
            2052-02-25
          
          3.000000
          1281748.00
          1260437.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-8O FJ
          
            2067-03-20
          
          0.811100
          1756074.53
          1745724.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-20 VD
          
            2029-12-20
          
          3.500000
          1201543.34
          1242262.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5147PA 10/25/48
          
            2048-10-25
          
          1.000000
          465301.28
          434847.31
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5174TQ 08/25/51
          
            2051-08-25
          
          2.000000
          580542.15
          567442.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC034KA R12F034
          
            2041-09-25
          
          3.500000
          1721.34
          1746.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC067AG R12F067
          
            2027-07-25
          
          2.000000
          449.84
          453.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC006FL R13F006
          
            2043-02-25
          
          0.586900
          11541.24
          11631.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC059PY R13F059
          
            2043-06-25
          
          2.500000
          673000.00
          666821.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022PA R12F022
          
            2040-11-25
          
          2.000000
          3176.80
          3182.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019HB R12F019
          
            2042-01-25
          
          4.000000
          491.85
          501.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017CW R12F017
          
            2030-11-25
          
          2.000000
          3339.10
          3346.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC051FG R12F051
          
            2040-11-25
          
          0.586900
          4396.72
          4410.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC068HM R12F068
          
            2042-01-25
          
          3.000000
          1144.02
          1137.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL098CA R12F098
          
            2042-02-25
          
          3.000000
          2278.65
          2267.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL120QB R12F120
          
            2042-08-25
          
          2.500000
          2000.00
          1761.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL139GA R12F139
          
            2042-11-25
          
          2.500000
          2652.72
          2512.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL139NA R12F139
          
            2042-11-25
          
          2.500000
          1432.26
          1354.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC132MD R12F132
          
            2042-04-25
          
          2.000000
          2411.90
          2355.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL133KA R12F133
          
            2042-07-25
          
          2.500000
          528.51
          507.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC001PG R13F001
          
            2042-06-25
          
          2.000000
          1102.68
          1088.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL009KA R13F009
          
            2042-10-25
          
          2.500000
          1116.61
          1082.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC007C  R13F007
          
            2043-02-25
          
          2.500000
          2276.43
          2159.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC014QE R13F014
          
            2043-03-25
          
          1.750000
          133354.14
          127918.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-214 DR
          
            2051-12-20
          
          2.000000
          1597031.00
          1362505.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-019 GB
          
            2052-01-20
          
          3.000000
          500000.00
          493523.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198HC 12/25/51
          
            2051-12-25
          
          2.500000
          5229979.81
          5193526.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198JV 02/25/35
          
            2035-02-25
          
          3.000000
          3268819.80
          3329806.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL013KD R15F013
          
            2045-03-25
          
          3.000000
          757.48
          742.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL013WH R13F013
          
            2043-03-25
          
          3.500000
          17000.00
          16759.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004PC R13F004
          
            2042-06-25
          
          2.000000
          1212.08
          1197.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC002LA R16F002
          
            2041-12-25
          
          3.000000
          1163.27
          1173.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL031NC R13F031
          
            2043-04-25
          
          3.000000
          37000.00
          36995.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL034GM R13F034
          
            2043-04-25
          
          3.000000
          2000.00
          2037.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026CP R13F026
          
            2040-10-25
          
          3.000000
          5643.38
          5684.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL072YC R13F072
          
            2033-07-25
          
          3.000000
          15000.00
          14121.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049LA R16F049
          
            2043-01-25
          
          3.500000
          50930.36
          52078.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC048UF R16F048
          
            2046-08-25
          
          0.586900
          7937.95
          7993.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL067HL R13F067
          
            2043-07-25
          
          3.500000
          1194.53
          1202.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL075MA R13F075
          
            2043-07-25
          
          3.000000
          1437.49
          1347.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL070KP R14F070
          
            2044-03-25
          
          3.500000
          823.82
          844.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC093TY R12F093
          
            2042-06-25
          
          2.000000
          5257.67
          5115.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084CA R18F084
          
            2045-11-25
          
          4.000000
          6841.27
          6903.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL152TA R12F152
          
            2042-09-25
          
          2.500000
          21976.06
          21358.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL131FG R12F131
          
            2042-09-25
          
          0.536900
          6802.35
          6807.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL129HT R12F129
          
            2032-12-25
          
          2.000000
          2577.66
          2491.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3975GK 12/15/41
          
            2041-12-15
          
          5.000000
          4105.17
          4106.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4011CA 03/15/32
          
            2032-03-15
          
          3.000000
          1136.26
          1161.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017KU R15F017
          
            2041-12-25
          
          2.500000
          484.15
          458.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4068MB 02/15/42
          
            2042-02-15
          
          2.000000
          1658.48
          1636.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4068PE 06/15/42
          
            2042-06-15
          
          3.000000
          1000.00
          1015.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4073QB 07/15/42
          
            2042-07-15
          
          3.000000
          1000.00
          1038.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056AU R15F056
          
            2045-08-25
          
          3.250000
          1318.64
          1370.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4098MC 11/15/41
          
            2041-11-15
          
          2.000000
          393.69
          392.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040KA R16F040
          
            2046-07-25
          
          2.500000
          80268.44
          75770.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040KY R16F040
          
            2046-07-25
          
          3.000000
          608.63
          569.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040QU R16F040
          
            2046-07-25
          
          2.500000
          1083.26
          1085.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL054PA R16F054
          
            2044-02-25
          
          3.000000
          321.83
          322.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062KA R16F062
          
            2046-09-25
          
          2.500000
          334.87
          324.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4112CP 01/15/42
          
            2042-01-15
          
          2.000000
          993.36
          987.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4121DA 07/15/42
          
            2042-07-15
          
          2.000000
          1773.96
          1740.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063CA R16F063
          
            2046-09-25
          
          2.500000
          696.60
          679.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4121GU 10/15/42
          
            2042-10-15
          
          2.000000
          1399.85
          1070.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4120ME 10/15/32
          
            2032-10-15
          
          2.000000
          1006.88
          997.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4116YA 01/15/42
          
            2042-01-15
          
          2.500000
          376.52
          361.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL083UK R16F083
          
            2046-11-25
          
          2.500000
          59971.37
          56380.59
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL200FK RT92200
          
            2022-11-25
          
          1.523000
          376.41
          377.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FXRA CL045FB R00F045
          
            2030-12-18
          
          0.686700
          4746.90
          4773.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL100WF R16F100
          
            2047-01-25
          
          0.601900
          138074.17
          138041.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL090CA R16F090
          
            2045-02-25
          
          3.000000
          133542.11
          133836.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC015LE R17F015
          
            2046-06-25
          
          3.000000
          20347.72
          20493.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL038JA R17F038
          
            2047-03-25
          
          3.000000
          88533.05
          88634.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL009HL R19F009
          
            2048-01-25
          
          3.500000
          698945.04
          717073.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3910CU 03/15/41
          
            2041-03-15
          
          4.000000
          1500.00
          1563.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL183KA RT93183
          
            2023-10-25
          
          6.500000
          852.72
          885.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 03935A 06/15/26
          
            2026-06-15
          
          3.000000
          775.15
          786.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3966YC 11/15/41
          
            2041-11-15
          
          4.000000
          46000.00
          44984.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3997EC 02/15/42
          
            2042-02-15
          
          3.500000
          30950.40
          31095.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4012YE 11/15/41
          
            2041-11-15
          
          3.500000
          1519.81
          1527.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4027NB 04/15/42
          
            2042-04-15
          
          3.500000
          5000.00
          5380.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4032AE 10/15/41
          
            2041-10-15
          
          2.250000
          2263.54
          2267.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL226PK RT93226
          
            2023-12-25
          
          6.000000
          13192.08
          13602.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4087TC 07/15/42
          
            2042-07-15
          
          3.000000
          1607.22
          1587.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4098PB 04/15/42
          
            2042-04-15
          
          2.000000
          2866.60
          2806.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL225OK RT93225
          
            2023-12-25
          
          6.500000
          369.61
          385.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL88PK RT94-88
          
            2024-07-25
          
          7.500000
          1516.36
          1601.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4096HY 08/15/42
          
            2042-08-15
          
          2.000000
          2000.00
          1848.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097BG 12/15/41
          
            2041-12-15
          
          2.000000
          5915.72
          5812.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4135AU 11/15/42
          
            2042-11-15
          
          2.000000
          2663.42
          2473.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097DC 06/15/41
          
            2041-06-15
          
          1.500000
          11990.70
          11926.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097EG 11/15/40
          
            2040-11-15
          
          2.000000
          398.66
          400.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 4161FY 03/15/41
          
            2041-03-15
          
          0.491100
          4875.46
          4884.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4121DW 10/15/42
          
            2042-10-15
          
          2.000000
          1947.34
          1789.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4116YE 01/15/42
          
            2042-01-15
          
          2.500000
          1506.10
          1490.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002KA RT93G02
          
            2023-01-25
          
          7.500000
          490.25
          501.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161KC 02/15/43
          
            2043-02-15
          
          3.000000
          100000.00
          99189.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003K RT93-G03
          
            2023-02-25
          
          7.000000
          489.12
          498.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL66H RT1993-66
          
            2023-05-25
          
          7.000000
          773.11
          793.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060HA R19F060
          
            2049-10-25
          
          2.500000
          164735.78
          163843.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4373CT 08/15/44
          
            2044-08-15
          
          3.000000
          458.71
          444.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC066JP R19F066
          
            2049-04-25
          
          2.500000
          15689.09
          15625.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL045NB R20F045
          
            2050-07-25
          
          1.500000
          259992.00
          200898.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4488DA 11/15/39
          
            2039-11-15
          
          2.500000
          27681.04
          27776.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4505JA 08/15/45
          
            2045-08-15
          
          3.000000
          7791.60
          7643.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 4577HM 12/15/50
          
            2050-12-15
          
          4.000000
          51638.05
          54752.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4774LP 09/15/46
          
            2046-09-15
          
          3.500000
          33881.15
          34685.76
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3891DJ 12/15/40
          
            2040-12-15
          
          3.500000
          1755.82
          1783.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL203PL RT93203
          
            2023-10-25
          
          6.500000
          6800.76
          6986.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL03PL RT94-03
          
            2024-01-25
          
          5.500000
          568.58
          588.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL208K RT93-208
          
            2023-11-25
          
          6.500000
          1533.87
          1594.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4906QB 09/25/49
          
            2049-09-25
          
          2.500000
          960000.00
          950462.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4917DA 10/25/49
          
            2049-10-25
          
          2.500000
          1600.69
          1581.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL202J RT93-202
          
            2023-11-25
          
          6.500000
          2197.25
          2266.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL255E RT93-255
          
            2023-12-25
          
          7.100000
          297.00
          309.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039L RT93-G39
          
            2023-12-25
          
          6.500000
          483.07
          502.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC053OP R01F053
          
            2031-10-25
          
          6.000000
          1003.02
          1094.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC064QH R01F064
          
            2031-11-25
          
          6.000000
          2167.17
          2369.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL40FC RT94-40
          
            2024-03-25
          
          0.686900
          504.04
          505.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL006FH R02F006
          
            2032-02-25
          
          0.736900
          8325.03
          8395.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL007BC R02F007
          
            2032-03-25
          
          6.000000
          293.53
          318.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022GQ R02F022
          
            2032-04-25
          
          6.750000
          520.29
          580.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC022G  R02F022
          
            2032-04-25
          
          6.500000
          811.73
          900.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021PE R02F021
          
            2032-04-25
          
          6.500000
          555.17
          617.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FXRA CL034FE R02F034
          
            2032-05-18
          
          0.536700
          6534.59
          6562.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL225UB RT93225
          
            2023-12-25
          
          6.500000
          452.84
          472.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL55H RT1994-55
          
            2024-03-25
          
          7.000000
          517.73
          542.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063NB R02F063
          
            2032-10-25
          
          5.500000
          590.51
          644.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC058PG R02F058
          
            2032-09-25
          
          6.000000
          992.69
          1091.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL071AQ R02F071
          
            2032-11-25
          
          4.000000
          683.49
          703.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085PE R02F085
          
            2032-12-25
          
          5.500000
          1447.78
          1581.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019MK R03F019
          
            2033-03-25
          
          4.250000
          2626.29
          2732.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021OA R03F021
          
            2033-03-25
          
          4.000000
          783.96
          808.22
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4125YB 07/15/42
          
            2042-07-15
          
          3.000000
          3562.56
          3567.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2483FL 03/15/32
          
            2032-03-15
          
          1.191100
          8552.43
          8748.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL024FA R03F024
          
            2033-04-25
          
          0.686900
          5159.61
          5197.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4142AT 12/15/32
          
            2032-12-15
          
          1.750000
          4606.54
          4535.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026JA R03F026
          
            2033-04-25
          
          3.000000
          1678.84
          1707.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033PG R03F033
          
            2033-05-25
          
          5.500000
          9371.89
          10207.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4146ME 12/15/42
          
            2042-12-15
          
          3.500000
          2000.00
          2072.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033PU R03F033
          
            2033-05-25
          
          4.500000
          859.89
          903.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161JA 11/15/42
          
            2042-11-15
          
          3.000000
          2316.31
          2330.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL042CA R03F042
          
            2033-05-25
          
          4.000000
          996.10
          1038.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL052FX R03F052
          
            2031-10-25
          
          0.536900
          8296.75
          8312.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL044BY R03F044
          
            2033-06-25
          
          4.000000
          6000.00
          6373.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046PJ R03F046
          
            2033-06-25
          
          5.500000
          1184.59
          1296.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL076P R03F076
          
            2033-08-25
          
          5.000000
          292.57
          314.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161JC 02/15/43
          
            2043-02-15
          
          3.000000
          4000.00
          3820.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161JH 11/15/42
          
            2042-11-15
          
          3.000000
          4825.66
          4750.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063YB R03F063
          
            2033-07-25
          
          5.000000
          310.29
          331.02
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4191HA 04/15/33
          
            2033-04-15
          
          3.000000
          1976.99
          2019.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL074PJ R03F074
          
            2033-08-25
          
          3.500000
          1742.66
          1791.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL094CE R03F094
          
            2033-10-25
          
          5.000000
          1223.87
          1278.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC071MB R03F071
          
            2033-08-25
          
          5.500000
          1357.57
          1480.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4347KT 06/15/44
          
            2044-06-15
          
          3.500000
          1282590.76
          1332305.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL82H RT1993-82
          
            2023-05-25
          
          7.000000
          312.30
          321.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL105D RT93-105
          
            2023-06-25
          
          6.500000
          478.92
          493.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL149M RT93-149
          
            2023-08-25
          
          7.000000
          556.83
          576.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL122E RT93-122
          
            2023-07-25
          
          6.500000
          1109.69
          1148.41
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2543YX 12/15/32
          
            2032-12-15
          
          6.000000
          417.37
          460.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL119H RT93-119
          
            2023-07-25
          
          6.500000
          869.89
          899.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4384LB 08/15/43
          
            2043-08-15
          
          3.500000
          8000.00
          8222.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL178PK RT93178
          
            2023-09-25
          
          6.500000
          409.45
          424.52
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4468CD 04/15/41
          
            2041-04-15
          
          2.500000
          1244.00
          1164.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4903GP 03/25/49
          
            2049-03-25
          
          2.250000
          3564.51
          3493.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC106FA R03F106
          
            2033-11-25
          
          1.086900
          8866.94
          9063.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4912PA 06/25/49
          
            2049-06-25
          
          2.000000
          3626.27
          3521.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL055B  R01F055
          
            2031-10-25
          
          6.000000
          389.90
          423.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL119FH R03F119
          
            2033-12-25
          
          0.686900
          8175.52
          8203.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2634PT 06/15/23
          
            2023-06-15
          
          5.000000
          606.96
          615.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL051GH R01F051
          
            2031-10-25
          
          5.500000
          269.09
          288.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL036KD R04F036
          
            2034-05-25
          
          5.500000
          3754.02
          3941.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060GK R01F060
          
            2031-11-25
          
          6.000000
          773.85
          835.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL025KD R04F025
          
            2034-04-25
          
          5.500000
          1084.55
          1106.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063TC R01F063
          
            2031-12-25
          
          6.000000
          2719.60
          2987.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL016VF R02F016
          
            2032-04-25
          
          0.736900
          7697.23
          7750.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL053NC R04F053
          
            2024-07-25
          
          5.500000
          1972.69
          2025.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060JD R04F060
          
            2034-04-25
          
          5.500000
          2000.00
          2186.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC005CK R05F005
          
            2035-01-25
          
          5.000000
          675.10
          704.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL057BP R02F057
          
            2032-09-25
          
          6.000000
          262.91
          287.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC003HC R05F003
          
            2035-01-25
          
          4.500000
          1624.17
          1640.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021ME R05F021
          
            2035-03-25
          
          5.000000
          1168.99
          1259.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL045BE R05F045
          
            2025-06-25
          
          4.500000
          3113.18
          3188.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039TE R05F039
          
            2035-05-25
          
          5.000000
          1028.58
          1118.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL050DM R05F050
          
            2035-06-25
          
          5.000000
          5723.41
          6189.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2492GH 08/15/32
          
            2032-08-15
          
          6.000000
          645.38
          710.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL068GD R05F068
          
            2035-08-25
          
          5.000000
          33000.00
          36012.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC068PG R05F068
          
            2035-08-25
          
          5.500000
          617.67
          673.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL058EP R05F058
          
            2035-07-25
          
          5.500000
          297.01
          320.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2773CD 04/15/24
          
            2024-04-15
          
          4.500000
          422.87
          433.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026XB R03F026
          
            2033-04-25
          
          5.500000
          1547.50
          1574.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033PT R03F033
          
            2033-05-25
          
          4.500000
          401.57
          420.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC033A  R03F033
          
            2033-05-25
          
          4.000000
          633.72
          658.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069NB R03F069
          
            2033-07-25
          
          3.500000
          343.44
          352.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064JK R03F064
          
            2033-07-25
          
          3.500000
          387.08
          399.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2915KU 01/15/35
          
            2035-01-15
          
          5.000000
          1061.43
          1150.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2935HJ 02/15/35
          
            2035-02-15
          
          5.000000
          532.89
          580.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2938EB 02/15/25
          
            2025-02-15
          
          5.000000
          767.81
          797.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2952PA 02/15/35
          
            2035-02-15
          
          5.000000
          512.65
          538.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2942LA 03/15/35
          
            2035-03-15
          
          5.000000
          6453.85
          6951.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2960TW 04/15/35
          
            2035-04-15
          
          5.500000
          1401.00
          1542.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL087NB R03F087
          
            2033-07-25
          
          3.250000
          331.39
          338.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085QD R03F085
          
            2033-09-25
          
          5.500000
          2408.06
          2634.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2527TB 11/15/32
          
            2032-11-15
          
          6.000000
          693.14
          743.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 4363FA 06/15/41
          
            2041-06-15
          
          0.471900
          175819.00
          175147.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3018MP 08/15/35
          
            2035-08-15
          
          5.500000
          1914.64
          2019.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2544HC 12/15/32
          
            2032-12-15
          
          6.000000
          710.65
          761.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2534CB 12/15/32
          
            2032-12-15
          
          5.500000
          1434.20
          1529.79
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3035PA 09/15/35
          
            2035-09-15
          
          5.500000
          795.20
          862.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3051AY 10/15/35
          
            2035-10-15
          
          6.000000
          365.24
          393.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3081CQ 12/15/35
          
            2035-12-15
          
          5.500000
          1298.62
          1407.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3094GB 12/15/25
          
            2025-12-15
          
          5.500000
          4058.25
          4217.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2541BW 12/15/32
          
            2032-12-15
          
          6.000000
          1359.50
          1500.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2576HC 03/15/33
          
            2033-03-15
          
          5.500000
          1188.58
          1293.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL093YL R06F093
          
            2036-10-25
          
          5.500000
          973.14
          1058.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC103CA R06F103
          
            2036-10-25
          
          5.750000
          701.00
          775.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047JL R12F047
          
            2042-01-25
          
          3.500000
          1761.89
          1771.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2569LD 02/15/33
          
            2033-02-15
          
          5.500000
          1737.78
          1874.76
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2621QH 05/15/33
          
            2033-05-15
          
          5.000000
          1256.13
          1347.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL075MB R12F075
          
            2042-03-25
          
          2.000000
          1549.13
          1514.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5083BP 03/25/51
          
            2051-03-25
          
          2.000000
          734955.52
          709529.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC113HA R13F113
          
            2031-11-25
          
          3.000000
          366.91
          371.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4900MN 07/25/49
          
            2049-07-25
          
          3.000000
          1688842.74
          1714633.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019HA R14F019
          
            2040-06-25
          
          2.000000
          6379.18
          6337.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC015PA R14F015
          
            2044-04-25
          
          3.500000
          2219.72
          2283.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085VG R14F085
          
            2026-04-25
          
          3.000000
          3572.05
          3595.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003ME R21F003
          
            2051-02-25
          
          1.000000
          5338.46
          4946.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC018AG R21F018
          
            2049-11-25
          
          1.000000
          1911606.43
          1801534.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL116KL R03F116
          
            2033-11-25
          
          4.000000
          6992.48
          7325.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL083BM R21F083
          
            2051-12-25
          
          2.000000
          2209703.00
          1773262.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110WB R03F110
          
            2033-11-25
          
          4.000000
          9947.56
          10385.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3715PC 08/15/40
          
            2040-08-15
          
          4.500000
          2826.05
          3015.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3705BU 08/15/30
          
            2030-08-15
          
          4.500000
          9069.02
          9535.01
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3703DY 08/15/30
          
            2030-08-15
          
          4.000000
          1307.45
          1347.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3745LK 10/15/40
          
            2040-10-15
          
          4.000000
          2530612.00
          2706826.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3757PB 11/15/40
          
            2040-11-15
          
          4.500000
          55000.00
          60178.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3753PA 09/15/39
          
            2039-09-15
          
          3.500000
          21427.74
          21528.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2644PH 07/15/33
          
            2033-07-15
          
          5.000000
          618.75
          667.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3772MB 12/15/40
          
            2040-12-15
          
          4.000000
          762519.10
          789695.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017LC R04F017
          
            2034-01-25
          
          3.750000
          1569.54
          1624.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3784AD 07/15/23
          
            2023-07-15
          
          3.000000
          326.92
          330.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3795ED 10/15/39
          
            2039-10-15
          
          3.000000
          11079.65
          11209.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3800AF 02/15/41
          
            2041-02-15
          
          0.691100
          21169.21
          21398.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3844PC 04/15/41
          
            2041-04-15
          
          5.000000
          952000.00
          1091559.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028NH R04F028
          
            2034-05-25
          
          5.500000
          1486.97
          1575.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3843GK 10/15/39
          
            2039-10-15
          
          3.250000
          9401.80
          9478.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028KA R04F028
          
            2034-05-25
          
          6.000000
          1976.94
          2350.16
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3874GW 06/15/26
          
            2026-06-15
          
          3.500000
          1676.05
          1725.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3886AC 07/15/41
          
            2041-07-15
          
          4.000000
          1000.00
          1067.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003CH R05F003
          
            2035-02-25
          
          5.250000
          12789.05
          13819.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL068GC R05F068
          
            2035-07-25
          
          5.000000
          14922.68
          15114.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2793PE 05/15/34
          
            2034-05-15
          
          5.000000
          2358.22
          2549.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2494EJ 09/15/32
          
            2032-09-15
          
          6.000000
          672.20
          740.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2497JH 09/15/32
          
            2032-09-15
          
          6.000000
          884.62
          973.39
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2806CG 06/15/34
          
            2034-06-15
          
          6.000000
          1700.11
          1793.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2815YC 05/15/34
          
            2034-05-15
          
          6.000000
          4651.13
          4799.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046UN R06F046
          
            2036-06-25
          
          6.250000
          1558.67
          1678.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC043PE R03F043
          
            2033-05-25
          
          5.500000
          510.57
          558.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039PG R03F039
          
            2023-05-25
          
          5.500000
          1457.31
          1484.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL029WG R03F029
          
            2033-04-25
          
          4.000000
          1374.03
          1408.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA S20432 05/15/28
          
            2028-05-15
          
          0.491100
          5472.43
          5432.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2902QG 12/15/34
          
            2034-12-15
          
          5.500000
          1055.27
          1159.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2576TA 02/15/23
          
            2023-02-15
          
          5.000000
          694.21
          701.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2963DE 04/15/35
          
            2035-04-15
          
          6.000000
          358.76
          394.34
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2575QE 02/15/33
          
            2033-02-15
          
          6.000000
          501.32
          554.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2962TN 03/15/35
          
            2035-03-15
          
          4.750000
          567.55
          585.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2994BG 06/15/35
          
            2035-06-15
          
          6.000000
          6442.13
          6683.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2586WG 03/15/33
          
            2033-03-15
          
          4.000000
          329.29
          342.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2986EC 06/15/35
          
            2035-06-15
          
          5.000000
          23570.15
          25347.81
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2597AE 04/15/33
          
            2033-04-15
          
          5.500000
          1332.57
          1414.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3033JX 09/15/35
          
            2035-09-15
          
          5.500000
          2684.61
          2671.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2595GC 04/15/23
          
            2023-04-15
          
          5.500000
          480.22
          488.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL050MX R09F050
          
            2039-07-25
          
          5.000000
          7000.00
          7843.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL061MA R09F061
          
            2039-08-25
          
          6.000000
          1312.85
          1371.04
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL066ET R09F066
          
            2039-05-25
          
          6.000000
          2792.09
          2882.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3154KW 05/15/36
          
            2036-05-15
          
          6.000000
          1136.40
          1247.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3174HD 06/15/26
          
            2026-06-15
          
          6.000000
          1214.09
          1291.91
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3191FE 07/15/36
          
            2036-07-15
          
          0.591100
          6123.92
          6161.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3033WY 09/15/35
          
            2035-09-15
          
          5.500000
          1770.05
          1900.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC033HE R07F033
          
            2037-04-25
          
          5.500000
          1560.41
          1715.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL042B R07F042
          
            2037-05-25
          
          6.000000
          1546.34
          1680.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3107YA 02/15/36
          
            2036-02-15
          
          5.500000
          446.02
          452.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL051PA R07F051
          
            2037-05-25
          
          5.500000
          3128.31
          3218.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL051PB R07F051
          
            2037-06-25
          
          5.500000
          4000.00
          4308.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC063MB R07F063
          
            2037-07-25
          
          5.500000
          607.99
          654.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL076EB R07F076
          
            2037-08-25
          
          6.000000
          1148.49
          1248.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC076PE R07F076
          
            2037-08-25
          
          6.000000
          1240.64
          1384.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3107YD 02/15/36
          
            2036-02-15
          
          5.500000
          581.65
          587.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069MC R12F069
          
            2042-07-25
          
          3.000000
          2673.61
          2589.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3258JE 12/15/36
          
            2036-12-15
          
          5.500000
          1632.52
          1699.07
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3272PA 02/15/37
          
            2037-02-15
          
          6.000000
          341.89
          382.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3284KB 03/15/37
          
            2037-03-15
          
          5.500000
          909.31
          1000.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3290PE 03/15/37
          
            2037-03-15
          
          5.500000
          1097.89
          1211.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3306PE 04/15/37
          
            2037-04-15
          
          5.500000
          1086.46
          1202.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL059PB R12F059
          
            2041-07-25
          
          2.000000
          1207.78
          1209.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3360FC 05/15/37
          
            2037-05-15
          
          0.911100
          6878.65
          7021.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3378FA 06/15/37
          
            2037-06-15
          
          0.771100
          7884.99
          7986.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3380FM 10/15/37
          
            2037-10-15
          
          0.781100
          10356.48
          10525.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL024PF R08F024
          
            2038-02-25
          
          0.836900
          5615.12
          5643.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL024WD R08F024
          
            2038-02-25
          
          5.500000
          747.56
          844.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC022AB R08F022
          
            2048-04-25
          
          5.000000
          226334.10
          241146.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC056FD R08F056
          
            2048-07-25
          
          1.126900
          2446.18
          2504.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL034GB R09F034
          
            2039-05-25
          
          4.000000
          3000.00
          3066.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2614NX 05/15/33
          
            2033-05-15
          
          5.500000
          1803.95
          1968.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC036HY R09F036
          
            2029-06-25
          
          4.500000
          1232.71
          1272.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC042KW R09F042
          
            2039-06-25
          
          4.500000
          317.65
          333.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032GL R09F032
          
            2039-05-25
          
          5.000000
          865.00
          914.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040BA R09F040
          
            2024-06-25
          
          4.000000
          311.88
          317.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3386FL 11/15/37
          
            2037-11-15
          
          0.771100
          45891.07
          46181.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3387FE 11/15/37
          
            2037-11-15
          
          0.791100
          7624.85
          7742.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3387WC 11/15/37
          
            2037-11-15
          
          6.000000
          1069.57
          1267.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017PC R11F017
          
            2041-03-25
          
          3.750000
          1792.15
          1827.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017DL R11F017
          
            2041-03-25
          
          4.000000
          1308.78
          1355.41
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3427YB 03/15/38
          
            2038-03-15
          
          5.000000
          518.58
          564.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027P R11F027
          
            2040-09-25
          
          2.500000
          530.59
          535.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3448AG 05/15/38
          
            2038-05-15
          
          5.000000
          382.60
          411.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3463GX 06/15/38
          
            2038-06-15
          
          6.000000
          2000.00
          2232.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2624QH 06/15/33
          
            2033-06-15
          
          5.000000
          1216.93
          1333.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3497CB 09/15/24
          
            2024-09-15
          
          4.500000
          1323.01
          1355.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3502DA 01/15/39
          
            2039-01-15
          
          3.750000
          937.28
          973.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3508PK 02/15/39
          
            2039-02-15
          
          4.000000
          1601.08
          1665.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3518PG 03/15/39
          
            2039-03-15
          
          5.500000
          3500.00
          3932.52
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3514WA 07/15/33
          
            2033-07-15
          
          4.000000
          1970.96
          2060.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3699LC 03/15/40
          
            2040-03-15
          
          4.000000
          356.54
          340.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 03539B 06/15/29
          
            2029-06-15
          
          4.500000
          1000.00
          1072.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3762WP 12/15/39
          
            2039-12-15
          
          4.000000
          1504.75
          1545.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL078YF R09F078
          
            2039-10-25
          
          0.956900
          8453.53
          8624.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL082FC R09F082
          
            2039-10-25
          
          1.106900
          5403.19
          5564.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3563LB 08/15/29
          
            2029-08-15
          
          4.000000
          947.17
          983.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3572KT 09/15/39
          
            2039-09-15
          
          4.500000
          27477.05
          28891.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3587DN 10/15/39
          
            2039-10-15
          
          4.500000
          9000.00
          10148.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3772ND 11/15/40
          
            2040-11-15
          
          4.500000
          1445.35
          1455.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 03602B 08/15/39
          
            2039-08-15
          
          5.000000
          1569.84
          1667.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3597FC 11/15/39
          
            2039-11-15
          
          1.041100
          3390.51
          3444.99
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3622WA 09/15/39
          
            2039-09-15
          
          5.500000
          648771.00
          690850.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC013PA R10F013
          
            2040-03-25
          
          4.500000
          1885.06
          1997.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035AB R10F035
          
            2049-11-25
          
          5.000000
          7089.88
          7479.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL046WF R10F046
          
            2040-05-25
          
          0.936900
          7035.86
          7184.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3747HX 11/15/39
          
            2039-11-15
          
          4.500000
          576.23
          584.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3747PY 10/15/40
          
            2040-10-15
          
          4.000000
          10000.00
          10589.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3843GH 10/15/39
          
            2039-10-15
          
          3.750000
          5082.06
          5130.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL141AL R10F141
          
            2040-12-25
          
          4.000000
          7120.92
          7419.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL141FB R10F141
          
            2040-12-25
          
          0.656900
          10888.26
          10971.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL081PA R10F081
          
            2040-07-25
          
          2.250000
          416.81
          416.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL090QL R10F090
          
            2024-09-25
          
          4.500000
          323.39
          329.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3858TU 05/15/41
          
            2041-05-15
          
          4.000000
          4643.31
          4594.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3653UG 11/15/39
          
            2039-11-15
          
          5.000000
          979.68
          1008.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2478DL 08/15/32
          
            2032-08-15
          
          6.000000
          945.78
          1031.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2501PW 09/15/32
          
            2032-09-15
          
          6.000000
          1000.71
          1101.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2501GE 09/15/32
          
            2032-09-15
          
          6.000000
          2347.60
          2582.25
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2508BC 10/15/32
          
            2032-10-15
          
          6.000000
          6760.52
          7433.02
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2515UP 10/15/22
          
            2022-10-15
          
          5.500000
          667.16
          676.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2524HC 11/15/32
          
            2032-11-15
          
          6.000000
          2679.81
          2956.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-19 PC
          
            2033-03-16
          
          5.500000
          710.42
          731.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01406L 11/15/22
          
            2022-11-15
          
          7.500000
          283.24
          288.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02568D 02/15/33
          
            2033-02-15
          
          5.500000
          974.86
          1067.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-13 AG
          
            2033-02-20
          
          5.000000
          3931.21
          3983.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-89 C
          
            2032-12-20
          
          5.500000
          783.74
          806.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-02 AG
          
            2033-01-20
          
          5.000000
          764.26
          789.22
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02581B 03/15/33
          
            2033-03-15
          
          5.500000
          518.14
          564.87
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2579PD 03/15/33
          
            2033-03-15
          
          5.500000
          1359.72
          1476.81
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2590OA 03/15/33
          
            2033-03-15
          
          4.000000
          372.18
          376.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-57 OA
          
            2033-01-20
          
          4.500000
          1246.88
          1275.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL058CY R05F058
          
            2035-07-25
          
          5.500000
          2182.18
          2363.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL070KE R05F070
          
            2035-08-25
          
          5.000000
          9402.90
          10190.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL079ND R05F079
          
            2035-09-25
          
          5.500000
          1126.47
          1208.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02647A 04/15/32
          
            2032-04-15
          
          3.250000
          636.44
          650.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2661GF 08/15/33
          
            2033-08-15
          
          1.606300
          49207.48
          50604.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2596QH 03/15/33
          
            2033-03-15
          
          6.000000
          902.74
          998.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032KT R07F032
          
            2037-04-25
          
          5.500000
          344.87
          376.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2676KY 09/15/23
          
            2023-09-15
          
          5.000000
          663.62
          678.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2693MD 10/15/33
          
            2033-10-15
          
          5.500000
          922.33
          976.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL036PH R07F036
          
            2037-04-25
          
          5.500000
          1706.55
          1819.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2707FH 04/15/32
          
            2032-04-15
          
          0.841100
          4760.12
          4823.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3212BK 09/15/36
          
            2036-09-15
          
          5.500000
          867.92
          957.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3237CD 09/15/36
          
            2036-09-15
          
          5.500000
          60000.00
          63439.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3316CD 05/15/37
          
            2037-05-15
          
          5.500000
          1336.97
          1467.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2723PE 12/15/33
          
            2033-12-15
          
          5.500000
          4325.16
          4705.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2720PC 12/15/23
          
            2023-12-15
          
          5.000000
          1882.48
          1931.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2713EJ 12/15/33
          
            2033-12-15
          
          5.500000
          686.16
          749.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2727UE 01/15/34
          
            2034-01-15
          
          5.000000
          751.68
          812.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010PG R09F010
          
            2039-03-25
          
          5.500000
          3000.00
          3283.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-62 HE
          
            2033-07-20
          
          5.000000
          2021.39
          2153.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056WB R12F056
          
            2042-05-25
          
          3.500000
          16419.70
          16744.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3469PE 07/15/38
          
            2038-07-15
          
          5.000000
          733.66
          764.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC123DH R13F123
          
            2043-05-25
          
          3.000000
          1476.13
          1480.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL031HL R21F031
          
            2051-06-25
          
          2.500000
          97417.00
          88295.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-031 PC
          
            2038-04-20
          
          5.500000
          7299.07
          7921.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL088UB R09F088
          
            2039-11-25
          
          4.500000
          2792.62
          3065.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3587NB 05/15/39
          
            2039-05-15
          
          4.500000
          1486.14
          1507.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-110 A
          
            2033-10-20
          
          4.000000
          354.71
          363.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-110 AL
          
            2033-10-20
          
          4.000000
          6000.00
          6162.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-003 JD
          
            2035-01-20
          
          4.750000
          2024.73
          2144.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC152DA R10F152
          
            2039-05-25
          
          3.000000
          18291.63
          18467.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-70 BY
          
            2035-09-20
          
          5.000000
          1502.41
          1577.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3645WD 02/15/40
          
            2040-02-15
          
          4.500000
          10000.00
          10129.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 ND
          
            2033-06-20
          
          5.000000
          4675.40
          4923.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-41 ED
          
            2033-05-20
          
          5.250000
          989.23
          1031.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-094 PB
          
            2035-12-20
          
          5.500000
          2950.10
          3232.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-41 BX
          
            2033-05-20
          
          4.500000
          906.80
          932.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-40 PA
          
            2033-05-16
          
          4.250000
          1838.70
          1898.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-30 KH
          
            2033-04-20
          
          5.500000
          2861.42
          2979.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-35 TB
          
            2033-03-16
          
          4.250000
          300.27
          304.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-72 AH
          
            2032-10-20
          
          4.000000
          78393.63
          78688.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-32 WB
          
            2032-05-20
          
          6.500000
          1960.36
          1972.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-011 AP
          
            2039-02-16
          
          4.500000
          1941.35
          2023.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-035 NF
          
            2038-04-20
          
          5.000000
          3322.08
          3567.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-017 EC
          
            2038-08-16
          
          4.000000
          33000.00
          33642.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-056 EB
          
            2038-06-20
          
          6.000000
          4641.74
          4989.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-79 PC
          
            2033-09-20
          
          5.500000
          2684.12
          2899.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2662PJ 08/15/33
          
            2033-08-15
          
          5.500000
          937.59
          1026.79
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2671LD 09/15/33
          
            2033-09-15
          
          5.500000
          1897.18
          2076.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2682LD 10/15/33
          
            2033-10-15
          
          4.500000
          1496.93
          1564.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-055 WD
          
            2037-06-16
          
          4.500000
          1237.18
          1291.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-055 NP
          
            2038-02-20
          
          4.500000
          1769.41
          1830.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-050 TW
          
            2039-07-20
          
          4.500000
          516.62
          530.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-057 HC
          
            2039-06-16
          
          4.500000
          1999.22
          2043.91
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2711GD 11/15/33
          
            2033-11-15
          
          5.500000
          550.48
          561.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2715QH 12/15/33
          
            2033-12-15
          
          5.500000
          612.51
          670.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2722BE 12/15/33
          
            2033-12-15
          
          5.500000
          1110.61
          1170.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2012-H30 GA
          
            2062-12-20
          
          0.451300
          253697.12
          253410.26
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PC 03/15/34
          
            2034-03-15
          
          4.000000
          844.96
          873.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PM 03/15/34
          
            2034-03-15
          
          4.500000
          1095.32
          1144.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-62 BG
          
            2033-07-20
          
          5.000000
          1559.47
          1667.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL104UE R05F104
          
            2035-12-25
          
          5.500000
          1488.95
          1623.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-58 LD
          
            2033-07-20
          
          4.500000
          308.64
          318.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110TK R05F110
          
            2035-12-25
          
          6.000000
          2128.80
          2438.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-74 B
          
            2033-08-20
          
          5.500000
          1062.53
          1146.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL109GE R05F109
          
            2035-12-25
          
          6.000000
          2000.00
          2132.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL053A2 R06F005
          
            2035-05-25
          
          1.907000
          552612.00
          547263.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2383PC 11/15/31
          
            2031-11-15
          
          5.500000
          576.13
          612.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2432FH 03/15/32
          
            2032-03-15
          
          0.891100
          3882.18
          3944.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2426GJ 03/15/32
          
            2032-03-15
          
          6.000000
          1879.61
          2072.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-026 GE
          
            2034-04-16
          
          5.000000
          1442.72
          1546.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-02 BT
          
            2034-01-16
          
          5.500000
          532.26
          562.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-02 BU
          
            2034-01-16
          
          5.500000
          1699.23
          1779.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-08 JD
          
            2033-11-17
          
          5.500000
          3034.53
          3153.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-017 HG
          
            2033-12-20
          
          4.500000
          806.42
          822.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-16 EC
          
            2034-02-20
          
          5.500000
          6906.67
          7439.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-16 GC
          
            2034-02-20
          
          5.500000
          822.67
          898.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-42 AD
          
            2032-03-20
          
          6.000000
          2572.59
          2585.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-034 QL
          
            2034-05-16
          
          5.500000
          1000.00
          1102.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-35 PM
          
            2034-05-20
          
          5.500000
          2257.59
          2421.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-37 JC
          
            2034-04-20
          
          6.000000
          3805.12
          4130.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3533GX 06/15/36
          
            2036-06-15
          
          4.500000
          5000.00
          5323.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-72 BD
          
            2034-09-20
          
          5.500000
          2591.45
          2731.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-054 BG
          
            2034-07-20
          
          5.500000
          3444.97
          3724.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-59 DA
          
            2034-06-16
          
          5.000000
          557.90
          572.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-86 QG
          
            2033-10-20
          
          5.500000
          3255.28
          3527.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-080 WH
          
            2034-10-20
          
          5.000000
          1548.29
          1658.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-105 KA
          
            2034-12-16
          
          5.000000
          9943.30
          10462.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-105 MD
          
            2034-12-20
          
          5.000000
          634.31
          672.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-05 EA
          
            2034-07-20
          
          5.500000
          918.48
          933.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-044 PL
          
            2038-05-20
          
          5.250000
          2269.30
          2416.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-040 JB
          
            2038-05-16
          
          4.250000
          1967.68
          2080.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-043 MB
          
            2038-03-20
          
          5.250000
          3252.00
          3518.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-050 PB
          
            2038-06-20
          
          5.750000
          8256.49
          9005.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-065 CM
          
            2038-08-20
          
          5.000000
          5965.29
          6369.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-071 JC
          
            2038-08-20
          
          5.500000
          1061.57
          1131.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-069 EP
          
            2038-08-20
          
          5.750000
          737.45
          802.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2010-H28 FE
          
            2060-12-20
          
          0.501300
          45432.07
          45420.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-04 MG
          
            2034-01-16
          
          5.000000
          3635.84
          3895.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-17 GE
          
            2035-02-20
          
          5.000000
          970.38
          1045.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-41 PA
          
            2035-05-20
          
          4.000000
          2897.13
          3029.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-060 AY
          
            2023-07-16
          
          5.500000
          991.02
          1011.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-61 NB
          
            2038-07-20
          
          5.500000
          3345.60
          3611.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-48 CY
          
            2035-06-20
          
          5.000000
          2044.26
          2179.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-056 CB
          
            2035-07-20
          
          5.000000
          1168.34
          1242.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-93 BH
          
            2035-06-20
          
          5.500000
          973.94
          1066.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-24 KE
          
            2037-04-20
          
          5.500000
          1277.80
          1343.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-07 PG
          
            2037-02-16
          
          5.000000
          2520.20
          2705.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-48 PM
          
            2037-08-20
          
          6.000000
          2126.95
          2294.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-033 LE
          
            2037-06-20
          
          5.500000
          341.46
          362.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-064 PH
          
            2036-11-20
          
          5.500000
          1712.89
          1793.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-70 TN
          
            2037-11-20
          
          5.500000
          686.18
          739.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-063 AC
          
            2037-05-16
          
          5.750000
          165883.88
          173099.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2007-059 PZ
          
            2037-10-20
          
          6.000000
          498456.96
          532311.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-068 NA
          
            2037-11-20
          
          5.000000
          7993.02
          8369.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-001 BL
          
            2038-01-20
          
          5.500000
          2214.58
          2326.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-001 PB
          
            2038-01-20
          
          5.250000
          1971.52
          2086.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-038 HD
          
            2036-08-20
          
          5.500000
          3107.02
          3270.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-007 PK
          
            2038-02-20
          
          5.000000
          2162.37
          2286.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-047 MB
          
            2039-06-20
          
          5.000000
          17165.10
          18284.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-008 ED
          
            2039-02-20
          
          5.500000
          1977.25
          2155.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-050 KB
          
            2038-06-20
          
          6.000000
          1283.40
          1399.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-087 EC
          
            2039-08-20
          
          4.000000
          1655.38
          1714.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-034 DE
          
            2039-05-20
          
          5.000000
          1337.80
          1455.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-015 NX
          
            2039-03-20
          
          5.000000
          3000.12
          3189.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2015-26O FK
          
            2061-05-20
          
          0.601200
          14998.92
          15047.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-20O FG
          
            2066-08-20
          
          0.801300
          169946.54
          170614.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-022 JL
          
            2039-04-20
          
          4.000000
          647.18
          666.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-001 NM
          
            2040-01-20
          
          5.000000
          1000.00
          1153.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-028 NL
          
            2039-04-20
          
          5.000000
          1000.00
          1131.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-068 AJ
          
            2040-06-16
          
          5.000000
          11924.20
          12617.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-098 MG
          
            2039-08-20
          
          3.000000
          1632.97
          1651.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-032 AB
          
            2039-05-16
          
          4.000000
          1257.99
          1311.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-029 TA
          
            2039-03-16
          
          4.500000
          1036.27
          1055.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-045 KE
          
            2039-06-16
          
          4.500000
          1207.81
          1294.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-146 HB
          
            2040-11-16
          
          3.750000
          670.37
          660.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-069 LC
          
            2038-07-20
          
          5.750000
          1546.76
          1623.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-077 PG
          
            2038-08-20
          
          5.500000
          1484.41
          1543.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-077 AY
          
            2023-09-20
          
          5.500000
          727.11
          746.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-084 PB
          
            2038-05-20
          
          5.000000
          8453.47
          8490.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-084 JD
          
            2038-09-20
          
          5.500000
          1045.96
          1050.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-089 TB
          
            2038-11-20
          
          5.500000
          2534.18
          2643.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-085 PG
          
            2038-10-20
          
          5.250000
          6275.19
          6318.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-097 LP
          
            2038-12-20
          
          5.500000
          543.00
          571.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-89 E
          
            2039-10-16
          
          3.000000
          1595.29
          1622.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-075 N
          
            2039-06-20
          
          4.000000
          344.38
          353.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-092 DA
          
            2039-09-16
          
          4.500000
          504.64
          528.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-81 B
          
            2036-09-20
          
          5.750000
          11000.00
          12140.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 ND
          
            2039-03-20
          
          5.000000
          2466.47
          2790.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 KL
          
            2039-03-20
          
          4.500000
          574.39
          609.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 KN
          
            2039-03-20
          
          5.000000
          755.77
          809.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-106 HA
          
            2039-11-16
          
          4.000000
          1310.40
          1371.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-104 KE
          
            2039-08-16
          
          2.500000
          803.18
          810.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-093 TH
          
            2039-10-20
          
          5.000000
          1211.20
          1300.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PW 03/15/34
          
            2034-03-15
          
          4.250000
          719.78
          722.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110CB R05F110
          
            2035-12-25
          
          5.500000
          1307.83
          1386.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-60 MW
          
            2033-07-16
          
          4.500000
          6835.28
          7083.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC110PM R05F110
          
            2035-12-25
          
          5.750000
          394.30
          430.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-69 AD
          
            2034-09-20
          
          5.500000
          2919.84
          3113.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 01498I 04/15/23
          
            2023-04-15
          
          1.341100
          1654.64
          1662.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-080 PE
          
            2034-07-20
          
          5.000000
          3791.69
          4024.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-002 PC
          
            2038-01-20
          
          4.750000
          4421.73
          4694.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-048 MA
          
            2042-04-16
          
          2.500000
          1961.10
          1964.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-043 UA
          
            2042-04-16
          
          2.000000
          1499.92
          1324.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-084 JB
          
            2042-07-20
          
          2.500000
          2815.01
          2767.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-03 HB
          
            2042-08-20
          
          2.500000
          1000.00
          850.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-097 PB
          
            2042-08-20
          
          2.500000
          4000.00
          3980.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2007-037 FW
          
            2037-06-20
          
          0.471700
          10017.07
          10048.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-007 LJ
          
            2037-12-20
          
          5.000000
          944.40
          961.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01643E 05/15/23
          
            2023-05-15
          
          6.500000
          1007.35
          1050.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1643PK 12/15/23
          
            2023-12-15
          
          6.500000
          575.74
          591.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-007 PQ
          
            2038-02-20
          
          5.000000
          6487.13
          6834.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01644K 12/15/23
          
            2023-12-15
          
          6.750000
          864.95
          895.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-020 MD
          
            2037-11-20
          
          5.500000
          1041.93
          1114.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-018 WT
          
            2045-09-20
          
          3.000000
          1164.36
          1170.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-018 PG
          
            2040-08-20
          
          3.000000
          284.32
          286.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-039 NE
          
            2039-09-16
          
          3.500000
          1600.08
          1638.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-158 CP
          
            2040-12-20
          
          4.500000
          1256.56
          1343.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-166 GP
          
            2039-04-20
          
          3.000000
          1415.87
          1427.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-124 PC
          
            2039-12-20
          
          4.500000
          5090.80
          5310.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-004 PD
          
            2039-01-16
          
          3.000000
          444.79
          454.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-136 HA
          
            2042-11-20
          
          2.000000
          1978.09
          1736.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-089 BG
          
            2040-07-20
          
          4.000000
          4556.77
          4787.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-123 WB
          
            2041-09-20
          
          3.000000
          1214.53
          1179.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-141 GA
          
            2041-08-20
          
          3.000000
          5621.88
          5343.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-116 HB
          
            2040-09-20
          
          4.000000
          696.62
          728.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-34 YL
          
            2040-10-20
          
          4.500000
          1000.00
          1111.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2011-153 LF
          
            2041-07-16
          
          0.375700
          8270.72
          8271.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-156 JY
          
            2040-02-20
          
          3.000000
          32174.54
          31645.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-006 TA
          
            2042-01-20
          
          2.000000
          2255.34
          2148.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-039 GA
          
            2040-10-16
          
          3.000000
          1509.36
          1531.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-039 GB
          
            2041-08-16
          
          3.000000
          1000.00
          971.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-144 DA
          
            2039-09-16
          
          4.000000
          6976.09
          7009.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 PE
          
            2042-03-16
          
          3.500000
          27000.00
          29134.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-020 YT
          
            2042-03-20
          
          2.500000
          1627.16
          1545.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-010 BU
          
            2043-01-16
          
          2.000000
          1707.49
          1474.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-019 BA
          
            2042-12-20
          
          2.500000
          2793.91
          2796.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-81 PW
          
            2039-09-20
          
          5.000000
          1000.00
          1091.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-061 AP
          
            2039-08-20
          
          4.000000
          941.98
          977.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-28 PN
          
            2042-10-16
          
          2.000000
          1111.53
          1092.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-044 C
          
            2042-05-16
          
          2.500000
          658.59
          610.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-044 CE
          
            2043-03-16
          
          2.500000
          390.79
          376.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-23 LC
          
            2042-08-20
          
          2.500000
          1183.79
          1174.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-078 KL
          
            2049-06-20
          
          2.500000
          13000.00
          12210.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-078 KB
          
            2039-08-16
          
          3.000000
          1568.90
          1600.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-004 TE
          
            2050-01-20
          
          2.000000
          43746.27
          42821.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-093 HB
          
            2039-09-16
          
          3.000000
          1449.07
          1464.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-024 HL
          
            2051-02-20
          
          1.000000
          108479.84
          96103.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-087 DC
          
            2039-09-20
          
          4.000000
          2106.68
          2184.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRA 0G007B 04/25/23
          
            2023-04-25
          
          1.007700
          1727.96
          1721.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-50 PG
          
            2041-12-20
          
          2.000000
          1426.22
          1414.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-139 NL
          
            2051-08-20
          
          2.000000
          411974.00
          356202.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-12O GY
          
            2071-07-20
          
          4.611200
          375001.00
          431836.31
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2054FC 05/15/28
          
            2028-05-15
          
          0.591100
          7302.50
          7320.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01578K 09/15/23
          
            2023-09-15
          
          6.900000
          592.62
          614.29
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01584L 09/15/23
          
            2023-09-15
          
          6.500000
          2371.02
          2436.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2091PG 11/15/28
          
            2028-11-15
          
          6.000000
          1094.65
          1180.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01603K 10/15/23
          
            2023-10-15
          
          6.500000
          3110.91
          3240.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2104PG 12/15/28
          
            2028-12-15
          
          6.000000
          450.35
          486.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2108CB 12/15/28
          
            2028-12-15
          
          6.250000
          2095.53
          2178.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2103TE 12/15/28
          
            2028-12-15
          
          6.000000
          1492.58
          1614.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02122K 02/15/29
          
            2029-02-15
          
          6.000000
          631.60
          666.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1591PK 10/15/23
          
            2023-10-15
          
          6.350000
          1377.25
          1428.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2132PE 03/15/29
          
            2029-03-15
          
          6.000000
          680.02
          735.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 02157F 05/15/29
          
            2029-05-15
          
          0.541100
          12959.39
          12835.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2149TM 05/15/29
          
            2029-05-15
          
          6.500000
          380.17
          405.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2152BD 05/15/29
          
            2029-05-15
          
          6.500000
          778.09
          835.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2156TA 05/15/29
          
            2029-05-15
          
          6.250000
          5549.53
          5793.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2162PH 06/15/29
          
            2029-06-15
          
          6.000000
          447.87
          482.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2306PL 04/15/31
          
            2031-04-15
          
          6.000000
          443.57
          481.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2301QW 04/15/31
          
            2031-04-15
          
          6.500000
          456.38
          490.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2441GF 04/15/32
          
            2032-04-15
          
          6.500000
          2416.75
          2684.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL42K RT1994-42
          
            2024-04-25
          
          6.500000
          873.98
          915.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL31G RT1996-31
          
            2026-08-25
          
          7.500000
          817.37
          881.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL96B RT1994-96
          
            2024-09-25
          
          8.000000
          2519.18
          2677.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1630PK 11/15/23
          
            2023-11-15
          
          6.000000
          1675.13
          1738.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017PD R01F017
          
            2031-05-25
          
          6.000000
          380.82
          410.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032B R99F032
          
            2029-07-25
          
          6.000000
          479.97
          519.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL006PH R00F006
          
            2030-03-25
          
          6.500000
          1166.93
          1269.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064TH R99F064
          
            2029-12-25
          
          7.500000
          14767.12
          16208.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC087FJ R11F087
          
            2041-09-25
          
          0.736900
          9071.95
          9203.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL104NY R11F104
          
            2039-03-25
          
          4.000000
          17285.69
          17682.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL139LB R11F139
          
            2042-01-25
          
          4.000000
          9000.00
          9424.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL123JG R11F123
          
            2041-03-25
          
          2.500000
          2138.52
          2162.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL126CL R11F126
          
            2041-12-25
          
          2.000000
          1249.33
          1143.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC126CP R11F126
          
            2041-12-25
          
          3.500000
          20822.09
          21374.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM G023PK 11/25/23
          
            2023-11-25
          
          6.000000
          1112.73
          1151.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL137WB R11F137
          
            2041-12-25
          
          4.000000
          15000.00
          15347.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL146JA R11F146
          
            2042-01-25
          
          3.500000
          19869.27
          19548.07
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01671L 02/15/24
          
            2024-02-15
          
          7.000000
          1478.48
          1524.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G030I 04/25/24
          
            2024-04-25
          
          7.500000
          1455.12
          1503.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002JB R12F002
          
            2042-02-25
          
          4.000000
          2163.33
          2099.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 1691EB 03/15/24
          
            2024-03-15
          
          0.641100
          11707.55
          11724.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1681PK 03/15/24
          
            2024-03-15
          
          7.000000
          1138.82
          1189.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01714K 04/15/24
          
            2024-04-15
          
          7.000000
          2022.17
          2113.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL113FA R06F113
          
            2036-12-25
          
          0.726900
          8205.48
          8328.44
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G027D 03/25/24
          
            2024-03-25
          
          7.000000
          1242.51
          1292.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022A R07F022
          
            2037-03-25
          
          5.500000
          1551.81
          1630.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047BN R09F047
          
            2039-07-25
          
          4.500000
          4538.24
          4755.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-069 PV
          
            2039-08-20
          
          4.000000
          1812.80
          1879.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-072 LG
          
            2039-08-16
          
          5.000000
          1140.37
          1228.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-065 YN
          
            2039-08-20
          
          5.000000
          1150.97
          1222.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-065 AH
          
            2039-07-20
          
          4.500000
          6030.76
          6261.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-068 CH
          
            2039-04-16
          
          4.000000
          2493.40
          2567.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 HB
          
            2033-06-20
          
          6.500000
          1573.42
          1695.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 MD
          
            2033-05-20
          
          5.000000
          1889.25
          1987.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-071 TC
          
            2043-05-20
          
          2.500000
          539.44
          530.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-070 CA
          
            2043-05-20
          
          2.500000
          590.84
          550.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-013 PD
          
            2041-01-20
          
          4.500000
          2000.00
          2142.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-002 KN
          
            2040-02-20
          
          3.500000
          613.14
          616.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-144 ML
          
            2044-09-20
          
          3.000000
          5819.11
          5887.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-161 TE
          
            2044-11-20
          
          3.000000
          3000.00
          3051.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-05 TF
          
            2046-01-20
          
          0.306300
          4105.10
          4102.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-057 BA
          
            2040-05-20
          
          3.000000
          413.17
          419.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-91 KU
          
            2046-07-20
          
          2.500000
          652.79
          629.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-20 KU
          
            2046-09-20
          
          2.000000
          601.37
          558.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-00 MY
          
            2041-07-20
          
          4.000000
          12742.13
          13355.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-136 GA
          
            2040-05-20
          
          2.000000
          365.51
          366.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-162 PA
          
            2047-03-20
          
          3.000000
          4655.55
          4732.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-63 GD
          
            2047-08-20
          
          3.000000
          111482.79
          112532.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-04O FP
          
            2069-06-20
          
          0.601200
          73983.33
          74249.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-135 JA
          
            2041-08-16
          
          3.000000
          2069.46
          2042.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-09O EC
          
            2071-06-20
          
          4.634800
          100000.00
          115204.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 GB
          
            2041-10-16
          
          3.500000
          3297.85
          3231.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-148 TA
          
            2042-12-20
          
          2.000000
          78379.75
          73249.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-127 GB
          
            2042-10-16
          
          2.000000
          1000.00
          927.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-06 PA
          
            2049-05-20
          
          2.500000
          2223.00
          2189.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-118 LC
          
            2051-05-20
          
          1.750000
          122532.00
          97151.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-158 NL
          
            2051-09-20
          
          2.000000
          120052.00
          105545.52
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01994E 09/15/27
          
            2027-09-15
          
          6.500000
          819.42
          880.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-17O BC
          
            2071-10-20
          
          2.723700
          250000.00
          265159.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2022-01O DA
          
            2071-12-20
          
          4.584600
          103120.64
          108794.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-155 EL
          
            2051-09-20
          
          2.000000
          281344.00
          257979.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-205 KB
          
            2051-11-20
          
          1.750000
          1074324.00
          885947.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-188 DL
          
            2051-10-20
          
          2.000000
          114359.00
          97106.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-194 KQ
          
            2051-11-20
          
          1.750000
          1570414.79
          1504996.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-194 KR
          
            2051-11-20
          
          1.750000
          68196.00
          51524.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-194 BP
          
            2051-11-20
          
          3.000000
          4776314.02
          4837952.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 AB
          
            2052-01-20
          
          2.000000
          5876064.32
          5626983.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5092UP 03/25/50
          
            2050-03-25
          
          3.000000
          503615.50
          510772.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3737DG 10/15/30
          
            2030-10-15
          
          5.000000
          14277.48
          14883.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5129KC 11/25/49
          
            2049-11-25
          
          1.500000
          407473.37
          396200.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5156CN 02/25/50
          
            2050-02-25
          
          1.000000
          945281.64
          875804.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5155MJ 10/25/51
          
            2051-10-25
          
          1.000000
          1393436.34
          1294806.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5162DL 11/25/51
          
            2051-11-25
          
          2.000000
          600174.00
          495393.22
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5177JL 12/25/51
          
            2051-12-25
          
          2.500000
          801075.00
          747523.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-139 GL
          
            2051-08-20
          
          2.000000
          390575.00
          337011.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01459M 01/15/23
          
            2023-01-15
          
          7.500000
          744.71
          766.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1482PI 03/15/23
          
            2023-03-15
          
          7.000000
          484.32
          497.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01530I 06/15/23
          
            2023-06-15
          
          7.000000
          712.01
          732.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1543VN 07/15/23
          
            2023-07-15
          
          7.000000
          354.32
          366.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1579PM 09/15/23
          
            2023-09-15
          
          6.700000
          382.52
          395.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2086PJ 09/15/28
          
            2028-09-15
          
          6.500000
          623.25
          665.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 02099A 11/15/28
          
            2028-11-15
          
          6.250000
          734.36
          782.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2130NA 03/15/29
          
            2029-03-15
          
          6.250000
          518.82
          565.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FXRM CL042EG R97F042
          
            2027-07-18
          
          8.000000
          2676.30
          2943.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL012CD R12F012
          
            2042-02-25
          
          3.500000
          10253.93
          9912.20
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 4.23 FCSB 28 K
          
            2028-06-08
          
          4.230000
          6000.00
          6808.63
          Agency Debentures and Agency Strips
        
        
          FCSB 0.50 FCSB 25 DC
          
            2025-05-14
          
          0.500000
          12000.00
          11496.59
          Agency Debentures and Agency Strips
        
        
          FCSB 2 1/8 FCOR 21-40 K
          
            2040-05-21
          
          2.125000
          11000.00
          9841.21
          Agency Debentures and Agency Strips
        
        
          FNMA FNRM RC146EY R11F146
          
            2042-01-25
          
          4.000000
          2966.97
          3105.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL135PK R11F135
          
            2040-05-25
          
          4.500000
          303.64
          307.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005CB R07F005
          
            2037-02-25
          
          4.250000
          1064.33
          1112.90
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 1.24 FCOR 21-30 EQ
          
            2030-12-23
          
          1.240000
          40000.00
          36397.92
          Agency Debentures and Agency Strips
        
        
          FCSB 1.14 FCOR 22-30 ER
          
            2030-02-04
          
          1.140000
          41000.00
          37492.04
          Agency Debentures and Agency Strips
        
        
          FCSB 1.48 FCOR 21-31 BX
          
            2031-02-18
          
          1.480000
          17000.00
          15805.90
          Agency Debentures and Agency Strips
        
        
          FCSB 2.33 FCOR 22-32 BV
          
            2032-11-23
          
          2.330000
          1545000.00
          1509014.80
          Agency Debentures and Agency Strips
        
        
          GNMA GNRM 2013-086 CA
          
            2043-06-20
          
          3.000000
          6545.17
          6342.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-046 JE
          
            2045-11-20
          
          2.500000
          426555.08
          427625.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-46 YA
          
            2046-10-20
          
          2.000000
          2035.41
          2036.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-130 YB
          
            2047-08-20
          
          2.500000
          544.75
          535.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-9O FA
          
            2068-04-20
          
          0.781100
          964365.04
          962878.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01729K 05/15/24
          
            2024-05-15
          
          7.500000
          733.46
          768.37
          Agency Collateralized Mortgage Obligation
        
        
          REFC RFIN 04/15/30
          
            2030-04-15
          
          0.00
          4000.00
          3332.16
          Agency Debentures and Agency Strips
        
        
          TVDB 4.65 TVBD 35 A
          
            2035-06-15
          
          4.650000
          500000.00
          613324.58
          Agency Debentures and Agency Strips
        
        
          TVDB 0.750 TVBD 25 A
          
            2025-05-15
          
          0.750000
          143000.00
          138212.05
          Agency Debentures and Agency Strips
        
        
          TVDB TVIN 07/15/30
          
            2030-07-15
          
          0.00
          28000.00
          22644.44
          Agency Debentures and Agency Strips
        
        
          TVDB TVIN 06/15/30
          
            2030-06-15
          
          0.00
          34000.00
          27557.03
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 03/15/2029 A
          
            2029-03-15
          
          0.00
          31000.00
          26482.68
          Agency Debentures and Agency Strips
        
        
          FNMA 1.625 FNSM A 10/24
          
            2024-10-15
          
          1.625000
          2195000.00
          2201010.95
          Agency Debentures and Agency Strips
        
        
          FMAC FGRM 01721K 05/15/24
          
            2024-05-15
          
          7.500000
          522.86
          550.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01761K 11/15/24
          
            2024-11-15
          
          8.500000
          1491.80
          1561.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC 1.4 FMNT 20-30 94
          
            2030-06-24
          
          1.400000
          20000.00
          18583.36
          Agency Debentures and Agency Strips
        
        
          FMAC FGRM 1771PL 02/15/25
          
            2025-02-15
          
          8.000000
          1008.73
          1073.86
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 3.74 FCSB 27 V
          
            2027-05-05
          
          3.740000
          2000.00
          2194.73
          Agency Debentures and Agency Strips
        
        
          FCSB 5 3/8 FCSB 26 B
          
            2026-01-14
          
          5.375000
          25000.00
          28360.24
          Agency Debentures and Agency Strips
        
        
          FMAC FGRM 01788A 01/15/23
          
            2023-01-15
          
          7.500000
          956.25
          978.39
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 5.15 FCSB 24 E
          
            2024-07-23
          
          5.150000
          10000.00
          10847.00
          Agency Debentures and Agency Strips
        
        
          GNMA GNRA 2020-126 JM
          
            2050-07-20
          
          6.474800
          2120628.95
          2286903.41
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 5.24 FCSB 24 F
          
            2024-09-23
          
          5.240000
          17000.00
          18855.47
          Agency Debentures and Agency Strips
        
        
          FCSB 5.82 FCSB 25 I
          
            2025-09-11
          
          5.820000
          20000.00
          23223.41
          Agency Debentures and Agency Strips
        
        
          FCSB 3.28 FCSB 26 CJ
          
            2026-11-02
          
          3.280000
          5000.00
          5339.52
          Agency Debentures and Agency Strips
        
        
          FCSB 1.94 FCSB 28 CO
          
            2028-11-13
          
          1.940000
          5000.00
          4983.81
          Agency Debentures and Agency Strips
        
        
          FCSB 2.20 FCSB 22 EX
          
            2022-06-03
          
          2.200000
          5000.00
          5049.17
          Agency Debentures and Agency Strips
        
        
          FCSB 2 1/8 FCSB 23 EC
          
            2023-06-05
          
          2.125000
          3000.00
          3044.08
          Agency Debentures and Agency Strips
        
        
          FCSB 1.77 FCSB 23 ED
          
            2023-06-26
          
          1.770000
          20000.00
          20152.23
          Agency Debentures and Agency Strips
        
        
          FMAC FGRM 1847LL 04/15/26
          
            2026-04-15
          
          7.500000
          379.27
          409.22
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 2 3/8 FCSB 29 BS
          
            2029-08-01
          
          2.375000
          50000.00
          50729.91
          Agency Debentures and Agency Strips
        
        
          FCSB 1.23 FCOR 21-30 DY
          
            2030-07-29
          
          1.230000
          35000.00
          31922.83
          Agency Debentures and Agency Strips
        
        
          FCSB 1.15 FCOR 21-30 EA
          
            2030-08-12
          
          1.150000
          121000.00
          110327.57
          Agency Debentures and Agency Strips
        
        
          FCSB 0.90 FCOR 21-27 GI
          
            2027-08-19
          
          0.900000
          7000.00
          6547.13
          Agency Debentures and Agency Strips
        
        
          FCSB 2.00 FCOR 21-40 S
          
            2040-08-27
          
          2.000000
          13000.00
          11388.98
          Agency Debentures and Agency Strips
        
        
          FCSB 1.24 FCOR 21-30 ED
          
            2030-09-03
          
          1.240000
          25000.00
          22949.54
          Agency Debentures and Agency Strips
        
        
          FCSB 1.23 FCOR 21-29 EN
          
            2029-09-10
          
          1.230000
          25000.00
          22881.00
          Agency Debentures and Agency Strips
        
        
          FCSB 1.40 FCOR 21-30 DM
          
            2030-05-28
          
          1.400000
          25000.00
          23360.38
          Agency Debentures and Agency Strips
        
        
          FCSB 1.80 FCOR 21-35 AP
          
            2035-06-04
          
          1.800000
          25000.00
          22612.75
          Agency Debentures and Agency Strips
        
        
          FCSB 1.82 FCSB 25 CX
          
            2025-12-18
          
          1.820000
          1000.00
          999.65
          Agency Debentures and Agency Strips
        
        
          FCSB 2.39 FCSB 39 P
          
            2039-02-07
          
          2.390000
          20000.00
          18764.76
          Agency Debentures and Agency Strips
        
        
          FCSB 1.25 FCOR 22-30 DT
          
            2030-06-17
          
          1.250000
          50000.00
          46011.31
          Agency Debentures and Agency Strips
        
        
          FCSB 1.79 FCOR 21-35 AQ
          
            2035-06-22
          
          1.790000
          31000.00
          27964.22
          Agency Debentures and Agency Strips
        
        
          FHLB 3.25 FHLB 28 NZ
          
            2028-06-09
          
          3.250000
          235000.00
          252924.61
          Agency Debentures and Agency Strips
        
        
          FCSB 2.02 FCOR 21-40 O
          
            2040-07-02
          
          2.020000
          60000.00
          53529.55
          Agency Debentures and Agency Strips
        
        
          FCSB 0.77 FCSB 27 CN
          
            2027-07-20
          
          0.770000
          100000.00
          93697.78
          Agency Debentures and Agency Strips
        
        
          FCSB 1.65 FCOR 21-35 AS
          
            2035-07-23
          
          1.650000
          294000.00
          253567.40
          Agency Debentures and Agency Strips
        
        
          FCSB 1.02 FCOR 21-28 EJ
          
            2028-07-27
          
          1.020000
          10000.00
          9286.31
          Agency Debentures and Agency Strips
        
        
          FCSB 1.87 FCOR 21-33 BE
          
            2033-05-04
          
          1.870000
          90000.00
          84037.65
          Agency Debentures and Agency Strips
        
        
          FCSB 1.67 FCOR 21-35 AT
          
            2035-01-29
          
          1.670000
          15000.00
          13555.28
          Agency Debentures and Agency Strips
        
        
          FCSB 1.99 FCOR 21-40 P
          
            2040-07-30
          
          1.990000
          30000.00
          26138.93
          Agency Debentures and Agency Strips
        
        
          FCSB 5.30 FCSB 27 F
          
            2027-01-25
          
          5.300000
          9000.00
          10418.19
          Agency Debentures and Agency Strips
        
        
          FCSB 5.06 FCSB 33 E
          
            2033-09-19
          
          5.060000
          6000.00
          7621.37
          Agency Debentures and Agency Strips
        
        
          FCSB 4.93 FCSB 28 E
          
            2028-02-01
          
          4.930000
          21000.00
          24268.39
          Agency Debentures and Agency Strips
        
        
          FCSB 4.88 FCSB 28 F
          
            2028-03-27
          
          4.880000
          45000.00
          52992.40
          Agency Debentures and Agency Strips
        
        
          FMAC FGRM 02071B 07/15/28
          
            2028-07-15
          
          6.500000
          288.05
          311.65
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 4.30 FCSB 28 J
          
            2028-11-24
          
          4.300000
          3000.00
          3443.75
          Agency Debentures and Agency Strips
        
        
          FCSB 2.81 FCSB 24 Q
          
            2024-07-23
          
          2.810000
          11000.00
          11293.71
          Agency Debentures and Agency Strips
        
        
          FCSB 2.84 FCSB 30 I
          
            2030-08-01
          
          2.840000
          10000.00
          10486.75
          Agency Debentures and Agency Strips
        
        
          FCSB 3.51 FCSB 32 F
          
            2032-03-09
          
          3.510000
          1000.00
          1117.74
          Agency Debentures and Agency Strips
        
        
          FCSB 3.62 FCSB 34 E
          
            2034-03-09
          
          3.620000
          2000.00
          2240.79
          Agency Debentures and Agency Strips
        
        
          FCSB 3.90 FCSB 35 E
          
            2035-04-03
          
          3.900000
          2000.00
          2304.10
          Agency Debentures and Agency Strips
        
        
          FCSB 4.06 FCSB 40 B
          
            2040-04-03
          
          4.060000
          27000.00
          31428.61
          Agency Debentures and Agency Strips
        
        
          FCSB 4.44 FCSB 26 K
          
            2026-12-17
          
          4.440000
          11000.00
          12333.93
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 37 D
          
            2037-07-17
          
          3.300000
          35000.00
          37720.98
          Agency Debentures and Agency Strips
        
        
          FCSB 3.12 FCSB 35 G
          
            2035-11-20
          
          3.120000
          20000.00
          21146.67
          Agency Debentures and Agency Strips
        
        
          FCSB 3.39 FCSB 40 C
          
            2040-11-26
          
          3.390000
          33000.00
          35289.19
          Agency Debentures and Agency Strips
        
        
          FCSB 2.83 FCSB 29 L
          
            2029-12-05
          
          2.830000
          26000.00
          27379.29
          Agency Debentures and Agency Strips
        
        
          FCSB 3 1/8 FCSB 33 J
          
            2033-12-05
          
          3.125000
          15000.00
          15914.47
          Agency Debentures and Agency Strips
        
        
          FCSB 3.20 FCSB 36 D
          
            2036-12-17
          
          3.200000
          30000.00
          31856.85
          Agency Debentures and Agency Strips
        
        
          FCSB 3.25 FCSB 38 D
          
            2038-12-14
          
          3.250000
          75000.00
          80157.79
          Agency Debentures and Agency Strips
        
        
          FCSB 2.04 FCSB 23 AD
          
            2023-01-17
          
          2.040000
          1000.00
          1010.26
          Agency Debentures and Agency Strips
        
        
          FCSB 3.44 FCSB 25 AA
          
            2025-08-05
          
          3.440000
          25000.00
          26346.87
          Agency Debentures and Agency Strips
        
        
          FCSB 3.89 FCSB 25 AB
          
            2025-09-12
          
          3.890000
          7000.00
          7603.35
          Agency Debentures and Agency Strips
        
        
          FCSB 4.15 FCSB 23 I
          
            2023-06-21
          
          4.150000
          15000.00
          15656.38
          Agency Debentures and Agency Strips
        
        
          FCSB 3.60 FCSB 29 S
          
            2029-12-20
          
          3.600000
          1000.00
          1108.69
          Agency Debentures and Agency Strips
        
        
          FCSB 3.77 FCSB 39 D
          
            2039-09-02
          
          3.770000
          25000.00
          28614.78
          Agency Debentures and Agency Strips
        
        
          FCSB 3.75 FCSB 35 M
          
            2035-06-25
          
          3.750000
          10000.00
          11270.13
          Agency Debentures and Agency Strips
        
        
          FCSB 3.45 FCSB 40 J
          
            2040-04-27
          
          3.450000
          25000.00
          27072.45
          Agency Debentures and Agency Strips
        
        
          FCSB 3.81 FCSB 41 C
          
            2041-10-01
          
          3.810000
          55000.00
          62391.31
          Agency Debentures and Agency Strips
        
        
          FCSB 2.52 FCSB 23 BW
          
            2023-06-15
          
          2.520000
          6000.00
          6113.70
          Agency Debentures and Agency Strips
        
        
          FCSB 3.63 FCSB 36 K
          
            2036-09-29
          
          3.630000
          50000.00
          56150.21
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 35 O
          
            2035-02-02
          
          3.300000
          100000.00
          107289.33
          Agency Debentures and Agency Strips
        
        
          FCSB 2.66 FCSB 39 I
          
            2039-10-05
          
          2.660000
          40000.00
          39319.44
          Agency Debentures and Agency Strips
        
        
          FCSB 2.57 FCSB 27 BP
          
            2027-03-03
          
          2.570000
          4000.00
          4162.48
          Agency Debentures and Agency Strips
        
        
          FCSB 2.58 FCSB 27 BK
          
            2027-06-15
          
          2.580000
          10000.00
          10317.52
          Agency Debentures and Agency Strips
        
        
          FCSB 2.83 FCSB 29 AZ
          
            2029-07-06
          
          2.830000
          20000.00
          21038.78
          Agency Debentures and Agency Strips
        
        
          FCSB 2.35 FCSB 25 CC
          
            2025-07-28
          
          2.350000
          5000.00
          5077.39
          Agency Debentures and Agency Strips
        
        
          FCSB 2.59 FCSB 27 BM
          
            2027-08-02
          
          2.590000
          55000.00
          56738.91
          Agency Debentures and Agency Strips
        
        
          FCSB 2.40 FCSB 26 BY
          
            2026-09-21
          
          2.400000
          2000.00
          2059.13
          Agency Debentures and Agency Strips
        
        
          FCSB 3.22 FCSB 25 CQ
          
            2025-12-10
          
          3.220000
          4000.00
          4212.71
          Agency Debentures and Agency Strips
        
        
          FCSB 3.43 FCSB 28 CG
          
            2028-12-06
          
          3.430000
          2000.00
          2175.15
          Agency Debentures and Agency Strips
        
        
          FCSB 3.38 FCSB 43 G
          
            2043-01-26
          
          3.380000
          40000.00
          42454.98
          Agency Debentures and Agency Strips
        
        
          FCSB 4.01 FCSB 40 A
          
            2040-11-02
          
          4.010000
          15000.00
          17320.77
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 26 CK
          
            2026-09-28
          
          3.300000
          2000.00
          2144.16
          Agency Debentures and Agency Strips
        
        
          FCSB 3.35 FCSB 28 BU
          
            2028-12-14
          
          3.350000
          2000.00
          2158.55
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 28 BV
          
            2028-05-17
          
          3.300000
          127000.00
          137060.73
          Agency Debentures and Agency Strips
        
        
          FCSB 3.08 FCSB 24 CD
          
            2024-08-28
          
          3.080000
          50000.00
          51549.71
          Agency Debentures and Agency Strips
        
        
          FCSB 4.84 FCSB 39 B
          
            2039-08-03
          
          4.840000
          10000.00
          12730.21
          Agency Debentures and Agency Strips
        
        
          FCSB 3.30 FCSB 26 M
          
            2026-11-25
          
          3.300000
          3000.00
          3205.54
          Agency Debentures and Agency Strips
        
        
          FCSB 3.96 FCSB 33 F
          
            2033-09-01
          
          3.960000
          25000.00
          28956.50
          Agency Debentures and Agency Strips
        
        
          FCSB 4 7/8 FCSB 23 B
          
            2023-07-20
          
          4.875000
          17000.00
          17897.94
          Agency Debentures and Agency Strips
        
        
          FCSB 5 1/8 FCSB 29 A
          
            2029-07-09
          
          5.125000
          40000.00
          48360.19
          Agency Debentures and Agency Strips
        
        
          FCSB 2.62 FCSB 25 AR
          
            2025-07-11
          
          2.620000
          389000.00
          398814.69
          Agency Debentures and Agency Strips
        
        
          FCSB 4.10 FCOR 23-38 O
          
            2038-07-06
          
          4.100000
          421000.00
          433787.55
          Agency Debentures and Agency Strips
        
        
          FHLB 2.75 FHOR 22-34 DW
          
            2034-02-22
          
          2.750000
          19250000.00
          19127422.42
          Agency Debentures and Agency Strips
        
        
          FCSB 0.53 FCOR 20-25 JZ
          
            2025-09-29
          
          0.530000
          190000.00
          179936.96
          Agency Debentures and Agency Strips
        
        
          FHLB 2.375 FHLB 24 YZ
          
            2024-03-08
          
          2.375000
          475000.00
          486747.36
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 04.000 CTMA3684
          
            2039-06-01
          
          4.000000
          382008.65
          403361.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4570
          
            2042-03-01
          
          2.000000
          2237038.00
          2160189.03
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 8C0199 G
          
            2052-02-01
          
          1.949000
          2626200.00
          2608020.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AF MA5608 M
          
            2048-11-20
          
          4.000000
          416282.85
          428245.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7183 M
          
            2051-02-20
          
          1.500000
          686320.75
          637245.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM CE9361 H
          
            2071-09-20
          
          2.439000
          468488.17
          519121.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM CG5327 H
          
            2071-07-20
          
          1.834000
          449541.31
          479376.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK1628 C
          
            2052-01-20
          
          4.000000
          2942620.00
          3125700.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK1644 C
          
            2052-02-20
          
          4.500000
          2327237.00
          2559404.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK2111 C
          
            2052-02-20
          
          3.500000
          2322250.00
          2428409.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK2828 C
          
            2052-02-20
          
          3.500000
          2332958.00
          2439604.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK2829 C
          
            2052-02-20
          
          3.000000
          2780986.00
          2850596.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQC6925
          
            2051-09-01
          
          2.000000
          492814.59
          469745.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCB2851
          
            2052-01-01
          
          2.000000
          540479.58
          515551.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTFM7048
          
            2040-05-01
          
          3.000000
          477001.87
          481713.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK2837 C
          
            2052-02-20
          
          3.500000
          2120199.00
          2238162.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA ML CK7202 H
          
            2071-12-20
          
          2.334000
          2380759.22
          2515142.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK7949 C
          
            2052-01-20
          
          3.000000
          2214484.57
          2260291.19
          Agency Mortgage-Backed Securities
        
        
          FCSB 1.12 FCOR 21-29 EO
          
            2029-09-28
          
          1.120000
          280000.00
          253544.67
          Agency Debentures and Agency Strips
        
        
          FCSB 1.73 FCOR 21-35 BB
          
            2035-10-26
          
          1.730000
          5216000.00
          4705524.57
          Agency Debentures and Agency Strips
        
        
          FCSB 2.08 FCOR 21-40 X
          
            2040-11-30
          
          2.080000
          435000.00
          384054.73
          Agency Debentures and Agency Strips
        
        
          REFC 8.875 RFBD 30 B
          
            2030-04-15
          
          8.875000
          74000.00
          113109.68
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/23
          
            2023-01-15
          
          0.00
          6000.00
          5924.58
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/25
          
            2025-07-15
          
          0.00
          10000.00
          9371.80
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/26
          
            2026-07-15
          
          0.00
          1000.00
          913.25
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/28
          
            2028-07-15
          
          0.00
          6000.00
          5174.64
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 04/15/29
          
            2029-04-15
          
          0.00
          1000.00
          854.95
          Agency Debentures and Agency Strips
        
        
          FMAC 6.75 FMNT GB 31 A
          
            2031-03-15
          
          6.750000
          2002000.00
          2791543.75
          Agency Debentures and Agency Strips
        
        
          FMAC 6.75 FMPR GB 31 A
          
            2031-03-15
          
          0.00
          16000.00
          12986.88
          Agency Debentures and Agency Strips
        
        
          FNMA 5.625 FNSM A 07/37
          
            2037-07-15
          
          5.625000
          423000.00
          585249.58
          Agency Debentures and Agency Strips
        
        
          FCSB 5.40 FCSB 25 F
          
            2025-07-14
          
          5.400000
          36000.00
          40381.49
          Agency Debentures and Agency Strips
        
        
          FCSB 5.22 FCSB 31 B
          
            2031-11-25
          
          5.220000
          9000.00
          11367.86
          Agency Debentures and Agency Strips
        
        
          FCSB 2.99 FCOR 22-34 AM
          
            2034-07-18
          
          2.990000
          250000.00
          248650.56
          Agency Debentures and Agency Strips
        
        
          FCSB 1.33 FCOR 21-30 DV
          
            2030-07-01
          
          1.330000
          125000.00
          115199.48
          Agency Debentures and Agency Strips
        
        
          FHLB 2.30 FHOR 22-34 DT
          
            2034-10-27
          
          2.300000
          195000.00
          189471.86
          Agency Debentures and Agency Strips
        
        
          FHLB FHOR 22-31 SB
          
            2031-12-17
          
          1.500000
          100000.00
          97466.83
          Agency Debentures and Agency Strips
        
        
          FCSB 4.92 FCSB 28 H
          
            2028-09-18
          
          4.920000
          67000.00
          79973.59
          Agency Debentures and Agency Strips
        
        
          FCSB 4.75 FCSB 29 G
          
            2029-01-16
          
          4.750000
          55000.00
          64531.81
          Agency Debentures and Agency Strips
        
        
          FCSB 4.70 FCSB 24 K
          
            2024-10-01
          
          4.700000
          10000.00
          10927.53
          Agency Debentures and Agency Strips
        
        
          FCSB 3.00 FCSB 26 N
          
            2026-05-11
          
          3.000000
          12000.00
          12614.00
          Agency Debentures and Agency Strips
        
        
          FCSB 4.44 FCSB 33 M
          
            2033-12-27
          
          4.440000
          3000.00
          3580.54
          Agency Debentures and Agency Strips
        
        
          FCSB 3.05 FCSB 27 BV
          
            2027-02-09
          
          3.050000
          3000.00
          3147.54
          Agency Debentures and Agency Strips
        
        
          FCSB 5.25 FCSB 27 I
          
            2027-12-28
          
          5.250000
          35000.00
          41429.57
          Agency Debentures and Agency Strips
        
        
          FCSB 3.25 FCSB 35 F
          
            2035-10-11
          
          3.250000
          87000.00
          93681.43
          Agency Debentures and Agency Strips
        
        
          FCSB 3.12 FCSB 32 J
          
            2032-11-08
          
          3.120000
          15000.00
          16076.90
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SF CK8890 C
          
            2052-02-20
          
          4.000000
          2349651.00
          2448331.64
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 849861 G
          
            2044-01-01
          
          2.877000
          632753.06
          650454.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8201
          
            2052-03-01
          
          3.000000
          2666.00
          2684.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7709 M
          
            2051-11-20
          
          4.500000
          396904.78
          424166.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7774 M
          
            2051-11-20
          
          6.000000
          390200.63
          445069.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BF2344 X
          
            2048-03-15
          
          5.500000
          311314.43
          345177.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BG2061 H
          
            2068-06-20
          
          4.277000
          275926.92
          290168.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV5236 C
          
            2050-07-20
          
          4.000000
          574565.58
          612105.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CL6958 C
          
            2052-01-20
          
          3.000000
          2878195.00
          2895351.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AE2569 X
          
            2028-07-15
          
          2.500000
          417963.54
          422179.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AE7070 X
          
            2028-05-15
          
          2.500000
          453729.96
          458309.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AJ8850 X
          
            2029-10-15
          
          2.500000
          595072.64
          601088.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JP 783832 X
          
            2028-09-20
          
          3.000000
          452886.95
          463846.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785793 C
          
            2051-11-20
          
          2.500000
          498001.27
          496514.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS735335
          
            2034-01-01
          
          4.083000
          608992.98
          635336.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 R3BF0114
          
            2038-12-01
          
          7.000000
          16819491.18
          18851117.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 R3BF0139
          
            2039-06-01
          
          6.000000
          2169245.93
          2408303.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM6315
          
            2048-12-01
          
          1.977000
          601153.49
          620330.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ1163
          
            2050-08-01
          
          2.000000
          421921.88
          402935.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX SOBT4515
          
            2051-10-01
          
          1.708000
          651844.29
          648918.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBV0314
          
            2052-02-01
          
          3.500000
          6451439.00
          6699703.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBV0299
          
            2052-02-01
          
          3.000000
          40497.66
          41143.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBV0334
          
            2052-02-01
          
          3.500000
          3218098.00
          3325363.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4406
          
            2049-10-01
          
          3.000000
          501763.58
          508816.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF CK9648 H
          
            2072-01-20
          
          3.059000
          12058430.00
          12226370.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF CK9660 H
          
            2072-01-20
          
          3.151000
          2427587.00
          2504942.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM CM0213 H
          
            2072-01-20
          
          2.294000
          19110877.00
          21420627.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK6050 C
          
            2051-11-20
          
          4.000000
          219184.49
          231366.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK6090 C
          
            2051-12-20
          
          3.000000
          21586.36
          21911.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CK7958 C
          
            2052-01-20
          
          3.000000
          1738477.18
          1763733.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B1523 G
          
            2043-07-01
          
          1.890000
          119829.74
          124001.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CTRB5145
          
            2042-02-01
          
          2.000000
          20673.47
          19954.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7712 M
          
            2051-11-20
          
          6.000000
          1269549.68
          1426504.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7816 M
          
            2052-01-20
          
          2.500000
          1922632.92
          1895552.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 736283 C
          
            2035-02-20
          
          5.000000
          3606.21
          3889.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL190391
          
            2038-09-01
          
          6.000000
          535.30
          614.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAL5697
          
            2043-12-01
          
          1.830000
          559470.67
          578884.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAO7977
          
            2027-06-01
          
          3.000000
          568.72
          584.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAX0875
          
            2044-11-01
          
          1.830000
          240882.03
          248740.20
          Agency Mortgage-Backed Securities
        
        
          GNMA VARM 1998-02 1G
          
            2028-06-15
          
          6.750000
          1624.68
          1777.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAZ7343
          
            2045-11-01
          
          1.850000
          145666.09
          150110.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 I3BF0163
          
            2046-11-01
          
          5.000000
          1724379.27
          1882187.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WSBM5405
          
            2048-06-01
          
          2.627000
          766043.21
          793274.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2014-017 AM
          
            2048-06-16
          
          3.368700
          5922.05
          6096.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3547
          
            2033-12-01
          
          3.000000
          2196.08
          2263.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA4384
          
            2036-07-01
          
          2.500000
          901.25
          910.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA3151
          
            2037-10-01
          
          3.000000
          471770.56
          481979.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4512
          
            2052-01-01
          
          2.500000
          1984.33
          1948.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CTMA4519
          
            2042-01-01
          
          1.500000
          496240.29
          465019.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1886376
          
            2036-08-01
          
          2.418000
          18044.49
          19173.96
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL006A R20M006
          
            2037-10-25
          
          2.500000
          91447.34
          92143.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2016-64 HA
          
            2057-12-16
          
          2.550000
          57838.04
          57290.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL3770
          
            2028-02-01
          
          3.500000
          370.89
          383.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6605 M
          
            2050-04-20
          
          6.000000
          10709.71
          12068.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7619 M
          
            2036-10-20
          
          1.500000
          984866.99
          955109.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7650 M
          
            2051-10-20
          
          3.000000
          18408.44
          18688.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CF9201 C
          
            2047-06-20
          
          3.500000
          1800219.85
          1880448.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM CG5332 H
          
            2071-09-20
          
          1.869000
          145262.44
          155434.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CH8005 C
          
            2051-09-20
          
          3.000000
          1527196.24
          1591071.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CH8006 C
          
            2048-06-20
          
          3.500000
          1007568.48
          1046734.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CH8032 C
          
            2051-08-20
          
          3.000000
          1410746.47
          1431934.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CH8033 C
          
            2050-05-20
          
          3.000000
          3262642.71
          3327585.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ0722 C
          
            2051-11-20
          
          3.000000
          316865.07
          321622.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ0724 C
          
            2046-04-20
          
          3.000000
          1789240.29
          1831155.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ3768 C
          
            2051-12-20
          
          3.000000
          11176722.51
          11622595.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ3847 C
          
            2052-01-20
          
          3.500000
          2036553.45
          2149863.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ7494 C
          
            2051-12-20
          
          3.500000
          1712593.89
          1802097.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ8878 C
          
            2052-01-20
          
          3.000000
          17926855.40
          18250614.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA7857
          
            2048-12-01
          
          2.174000
          840187.55
          870124.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAH7535
          
            2026-03-01
          
          3.500000
          585.54
          606.19
          Agency Mortgage-Backed Securities
        
        
          USTR BILL 06/02/22
          
            2022-06-02
          
          0.00
          1900.00
          1898.08
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 03.000 CLBM4963
          
            2048-05-01
          
          3.000000
          395321.61
          404473.30
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          1100.00
          880.32
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          104000.00
          112408.32
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE B 29
          
            2029-02-15
          
          2.625000
          2069200.00
          2158636.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          122000.00
          124041.29
          U.S. Treasuries (including strips)
        
        
          FNMA FNAR XX.XXX LBBM4564
          
            2046-08-01
          
          2.241000
          623848.36
          636862.31
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          1120900.00
          1138850.24
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 23
          
            2023-05-15
          
          1.750000
          2451900.00
          2476605.26
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 03.000 CIBM4299
          
            2030-03-01
          
          3.000000
          1489.85
          1527.18
          Agency Mortgage-Backed Securities
        
        
          USTR 0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          32000.00
          30623.46
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          500.00
          499.34
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AB 25
          
            2025-07-31
          
          0.250000
          234000.00
          221704.09
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          2900.00
          2596.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          1000.00
          914.89
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE B 31
          
            2031-02-15
          
          1.125000
          10200.00
          9493.28
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE K 28
          
            2028-04-30
          
          1.250000
          219000.00
          210959.12
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 03.000 CIBM3921
          
            2033-02-01
          
          3.000000
          2097.46
          2162.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM1806
          
            2047-09-01
          
          3.157000
          503148.19
          515216.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL735500
          
            2035-05-01
          
          5.500000
          274.50
          309.05
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G05535 G
          
            2039-07-01
          
          4.500000
          40621.61
          44253.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAO7976
          
            2027-06-01
          
          3.000000
          919.98
          946.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAL8001
          
            2031-02-01
          
          3.500000
          1875.72
          1951.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 723941 X
          
            2039-09-15
          
          4.500000
          2000.49
          2192.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003172 M
          
            2031-12-20
          
          6.000000
          362.60
          412.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 003567 M
          
            2034-06-20
          
          4.500000
          2414.81
          2634.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CL3161 C
          
            2046-01-20
          
          3.500000
          1696526.72
          1762577.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA RM CE5550 H
          
            2071-10-20
          
          1.941000
          30616.70
          32949.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4065 C
          
            2051-05-20
          
          2.500000
          1056545.26
          1056084.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ1333 C
          
            2050-03-20
          
          4.000000
          2999212.40
          3185133.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7831 M
          
            2052-01-20
          
          4.500000
          418349.14
          441096.46
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G67721 G
          
            2049-04-01
          
          4.500000
          272.95
          293.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA4118
          
            2050-08-01
          
          4.500000
          297.81
          315.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3798
          
            2034-10-01
          
          3.000000
          538.60
          554.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4326
          
            2051-05-01
          
          2.500000
          648771.23
          636959.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAE7758
          
            2025-11-01
          
          3.500000
          480.58
          497.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAA4367
          
            2024-05-01
          
          4.000000
          5327.95
          5536.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AT MA5037 M
          
            2048-02-20
          
          1.625000
          438177.13
          448955.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5935 M
          
            2049-05-20
          
          6.000000
          574124.46
          639905.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6479 M
          
            2050-02-20
          
          5.500000
          31855.36
          34988.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTCA8310
          
            2040-12-01
          
          2.500000
          13700838.79
          13697413.58
          Agency Mortgage-Backed Securities
        
        
          USTR 1 1/4 BOND 50
          
            2050-05-15
          
          1.250000
          1000.00
          778.24
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          685000.00
          698502.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE M 25
          
            2025-06-30
          
          2.750000
          867400.00
          896681.73
          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
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      300000000.00
      300000000.00
      0.0085
      N
      Y
      Y
      N
    
    
      Citibank NA
      Citibank NA 0.060000%
      E57ODZWZ7FF32TWEFA76
      0000036684
      963FRY009_0.06_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 MA7473 M
          
            2051-07-20
          
          3.000000
          2800.87
          2842.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6864 M
          
            2050-09-20
          
          2.000000
          18627808.97
          18162486.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5020 M
          
            2048-02-20
          
          4.000000
          1713807.08
          1805598.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3598 M
          
            2046-04-20
          
          4.000000
          1519775.41
          1596870.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CLAD0440
          
            2039-10-01
          
          6.000000
          65.79
          75.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3631
          
            2034-04-01
          
          3.000000
          841.14
          865.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785295 M
          
            2049-11-20
          
          5.000000
          2746338.87
          2933776.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005033 M
          
            2041-04-20
          
          5.000000
          21.96
          23.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CJ6671 C
          
            2049-10-20
          
          3.500000
          908549.62
          945463.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CF8256 C
          
            2051-09-20
          
          4.500000
          837549.22
          920047.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CF8016 C
          
            2051-09-20
          
          4.500000
          1054458.29
          1165583.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CF6377 C
          
            2051-10-20
          
          3.000000
          270938.03
          281733.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX WS806513
          
            2034-12-01
          
          2.323000
          5399.05
          5400.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN9249
          
            2033-05-01
          
          3.680000
          1000.00
          1099.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN6565
          
            2047-09-01
          
          3.420000
          946.34
          1009.91
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C80408 G
          
            2026-06-01
          
          7.500000
          14.83
          16.00
          Agency Mortgage-Backed Securities
        
        
          FCSB FCFR 03FF CG 23/05
          
            2023-05-15
          
          0.065000
          3000.00
          2998.12
          Agency Debentures and Agency Strips
        
        
          FCSB 1.60 FCSB 22 GB
          
            2022-07-15
          
          1.600000
          231000.00
          232319.27
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SF CE2508 C
          
            2051-05-20
          
          4.000000
          227076.42
          245858.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7740 M
          
            2036-12-20
          
          3.500000
          303331.05
          314258.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7738 M
          
            2036-12-20
          
          2.500000
          82212.02
          83226.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7649 M
          
            2051-10-20
          
          2.500000
          69584603.71
          69288382.06
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          200.00
          202.34
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE H 25
          
            2025-02-28
          
          2.750000
          2258100.00
          2320904.54
          U.S. Treasuries (including strips)
        
        
          FCSB 0 1/8 FCDB 23 C
          
            2023-05-10
          
          0.125000
          99000.00
          97540.74
          Agency Debentures and Agency Strips
        
        
          FCSB 0 1/8 FCDB 23 B
          
            2023-04-13
          
          0.125000
          13000.00
          12830.46
          Agency Debentures and Agency Strips
        
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          20200.00
          20489.67
          U.S. Treasuries (including strips)
        
        
          FHLB 0.25 FHLB 23 DV
          
            2023-12-08
          
          0.250000
          600000.00
          585974.73
          Agency Debentures and Agency Strips
        
        
          USTR 2 5/8 NOTE J 25
          
            2025-03-31
          
          2.625000
          300.00
          310.67
          U.S. Treasuries (including strips)
        
        
          GNMA GNHF RF AZ2437 H
          
            2067-02-20
          
          4.591000
          564.50
          600.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AA0378 X
          
            2042-02-15
          
          4.250000
          29462.03
          31660.65
          Agency Mortgage-Backed Securities
        
        
          USTR 2 7/8 NOTE K 25
          
            2025-04-30
          
          2.875000
          47400.00
          49392.24
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AD 23
          
            2023-09-30
          
          2.875000
          300.00
          310.15
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AE 23
          
            2023-10-31
          
          2.875000
          900.00
          928.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          300.00
          312.98
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE U 24
          
            2024-01-31
          
          2.500000
          200.00
          203.84
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE G 26
          
            2026-01-31
          
          2.625000
          700.00
          720.93
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE B 29
          
            2029-02-15
          
          2.625000
          200.00
          208.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE V 24
          
            2024-02-29
          
          2.375000
          200.00
          203.04
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          1802268.46
          2336300.35
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 TRIB 32
          
            2032-04-15
          
          3.375000
          4239.08
          6080.41
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 36
          
            2036-02-15
          
          4.500000
          6200.00
          8077.82
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SF MA7882 M
          
            2052-02-20
          
          3.000000
          1000.00
          1015.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4564
          
            2052-03-01
          
          3.000000
          1000.00
          1007.06
          Agency Mortgage-Backed Securities
        
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          1400.00
          1372.60
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 05.500 CT995628
          
            2029-02-01
          
          5.500000
          18.64
          20.27
          Agency Mortgage-Backed Securities
        
        
          TVDB 4.875 TVBD 48 A
          
            2048-01-15
          
          4.875000
          263000.00
          357089.81
          Agency Debentures and Agency Strips
        
        
          FNMA 1.875 FNSM A 04/22
          
            2022-04-05
          
          1.875000
          2000.00
          2018.34
          Agency Debentures and Agency Strips
        
        
          FNMA 2.125 FNSM A 04/26
          
            2026-04-24
          
          2.125000
          40000.00
          40578.18
          Agency Debentures and Agency Strips
        
        
          FNMA 6.625 FNSM BB 11/30
          
            2030-11-15
          
          6.625000
          1000.00
          1360.65
          Agency Debentures and Agency Strips
        
        
          FNMA 6.25 FNSM GDBB 05/29
          
            2029-05-15
          
          6.250000
          1000.00
          1291.27
          Agency Debentures and Agency Strips
        
        
          FCSB 1.32 FCSB 25 DZ
          
            2025-01-21
          
          1.320000
          1453000.00
          1435085.48
          Agency Debentures and Agency Strips
        
        
          FHLB 2.125 FHLB 22 SJ
          
            2022-06-10
          
          2.125000
          15000.00
          15141.06
          Agency Debentures and Agency Strips
        
        
          USTR 0 1/8 TRIB 52
          
            2052-02-15
          
          0.125000
          244969.17
          246785.59
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/14/22
          
            2022-06-14
          
          0.00
          2295600.00
          2292381.57
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/21/22
          
            2022-06-21
          
          0.00
          128050900.00
          127849732.04
          U.S. Treasuries (including strips)
        
        
          FHLB 2.75 FHLB 23 F8
          
            2023-03-10
          
          2.750000
          10000.00
          10279.42
          Agency Debentures and Agency Strips
        
        
          FMAC 07.500 FGPC C80358 G
          
            2025-11-01
          
          7.500000
          42.44
          45.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQD0973
          
            2051-11-01
          
          3.500000
          194921.15
          206316.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX AS013160
          
            2023-07-01
          
          5.807000
          2.76
          2.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL190391
          
            2038-09-01
          
          6.000000
          34.61
          39.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT0940
          
            2043-04-01
          
          3.000000
          2225.27
          2284.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4756
          
            2049-12-01
          
          3.000000
          1474035.42
          1494878.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM1568
          
            2046-05-01
          
          4.500000
          118983.06
          129418.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CNMA1732
          
            2024-01-01
          
          3.500000
          54.87
          56.72
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          100.00
          80.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          47800.00
          49420.89
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 26
          
            2026-05-15
          
          1.625000
          358800.00
          356518.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE L 24
          
            2024-05-31
          
          2.000000
          1323000.00
          1339288.85
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE S 26
          
            2026-11-30
          
          1.625000
          700.00
          694.21
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          100.00
          100.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 23
          
            2023-04-15
          
          0.250000
          100.00
          98.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          300.00
          287.09
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 23
          
            2023-06-15
          
          0.250000
          6700.00
          6608.45
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          1448660.30
          1552474.10
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE P 27
          
            2027-08-31
          
          0.500000
          100.00
          92.57
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE U 26
          
            2026-01-31
          
          0.375000
          3700.00
          3490.06
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 31
          
            2031-07-15
          
          0.125000
          207.95
          223.36
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE Q 28
          
            2028-09-30
          
          1.250000
          5791900.00
          5559907.99
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 03.000 CLCB1142
          
            2051-07-01
          
          3.000000
          8499019.82
          8580015.47
          Agency Mortgage-Backed Securities
        
        
          USTR 2 3/4 NOTE F 23
          
            2023-11-15
          
          2.750000
          100.00
          102.84
          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
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      250000000.00
      250000000.00
      0.0071
      N
      Y
      Y
      N
    
    
      TD Securities USA LLC
      TD Securities USA LLC 0.055000%
      SUVUFHICNZMP2WKHG940
      0001335977
      963FSK008_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRA 2021-175 UF
          
            2051-10-20
          
          0.611700
          97936479.00
          97641977.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-193 KF
          
            2051-11-20
          
          0.548300
          98473179.00
          98328211.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-193 YF
          
            2051-11-20
          
          0.598300
          196946358.00
          196690714.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-084 LF
          
            2050-06-20
          
          0.511700
          22456150.50
          22520593.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2022-009 FD
          
            2052-01-20
          
          0.898300
          99810666.00
          95432633.72
          Agency Collateralized Mortgage Obligation
        
        
          TVDB 5.25 TVBD 39 C
          
            2039-09-15
          
          5.250000
          26000.00
          34864.72
          Agency Debentures and Agency Strips
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2022-08-25
          
          2.307000
          240000.00
          241408.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2023-02-25
          
          3.111000
          502042.40
          510793.40
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          2.570000
          1552000.00
          1575962.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          2.340000
          439787.78
          449442.93
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-03-25
          
          3.224000
          1000000.00
          1045009.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-06-25
          
          3.117000
          250000.00
          260833.19
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-07-25
          
          3.194000
          150000.00
          157175.63
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-11-25
          
          3.303000
          4750000.00
          4995780.44
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2024-02-25
          
          2.951000
          3562666.12
          3608906.84
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-11-26
          
          3.252000
          415770.74
          430044.15
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2028-01-25
          
          3.350000
          2300000.00
          2426811.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2024-09-25
          
          3.452000
          1132125.60
          1295196.06
          Agency Mortgage-Backed Securities
        
        
          02MEVFHLMC REMIC SERIES K-
          
            2029-04-25
          
          3.298000
          250000.00
          264768.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2029-10-25
          
          2.524000
          1000000.00
          1011196.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2030-04-25
          
          1.477000
          3000000.00
          2802374.25
          Agency Mortgage-Backed Securities
        
        
          02MEVFNMA REMIC TRUST 2015
          
            2025-06-25
          
          2.709500
          102235.56
          104477.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CT255955
          
            2025-10-01
          
          4.500000
          316.34
          334.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL357749
          
            2035-03-01
          
          5.000000
          3579.82
          3993.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CL559995
          
            2030-12-01
          
          7.000000
          78.29
          85.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH1488
          
            2040-12-01
          
          4.500000
          4132453.98
          4507040.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH3401
          
            2041-01-01
          
          4.500000
          2887.21
          3126.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAH4794
          
            2041-02-01
          
          5.000000
          2117.75
          2347.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAH5664
          
            2041-02-01
          
          3.500000
          400449.27
          420328.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH8932
          
            2041-04-01
          
          4.500000
          956.11
          1040.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI1059
          
            2041-06-01
          
          4.500000
          630.81
          682.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI1888
          
            2041-05-01
          
          4.500000
          2820.30
          3062.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI2822
          
            2041-06-01
          
          4.500000
          1450146.23
          1578852.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI4815
          
            2041-06-01
          
          4.500000
          3446.02
          3741.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ2904
          
            2050-09-01
          
          2.500000
          12354017.99
          12184323.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ4952
          
            2050-10-01
          
          2.500000
          340958.39
          337124.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ7559
          
            2050-11-01
          
          2.000000
          1363408.47
          1301764.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ7589
          
            2050-11-01
          
          2.000000
          594312.51
          567441.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBQ7604
          
            2050-11-01
          
          2.000000
          1178344.23
          1125068.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ8563
          
            2050-11-01
          
          2.500000
          1807325.29
          1783719.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ8568
          
            2050-12-01
          
          2.500000
          1465120.21
          1449997.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIBR0408
          
            2036-02-01
          
          2.000000
          4776461.53
          4732221.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1668
          
            2051-03-01
          
          2.000000
          90222.89
          86113.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR4423
          
            2051-03-01
          
          3.000000
          2300294.33
          2335435.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR4722
          
            2051-03-01
          
          2.000000
          7762.77
          7406.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR4694
          
            2051-03-01
          
          2.000000
          1003244.87
          957122.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR6671
          
            2051-03-01
          
          2.500000
          2984536.04
          2959973.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR7349
          
            2051-04-01
          
          3.000000
          1326397.93
          1337840.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIBR8279
          
            2036-04-01
          
          2.000000
          1728305.29
          1711182.97
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBS3527
          
            2031-10-01
          
          1.940000
          1312000.00
          1255013.28
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBS2777
          
            2031-08-01
          
          1.710000
          501000.00
          469718.81
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBS3213
          
            2031-09-01
          
          1.570000
          11746000.00
          10869296.18
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HXBS3272
          
            2028-10-01
          
          1.330000
          1500000.00
          1413986.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBT0136
          
            2051-06-01
          
          2.000000
          765796.24
          730146.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT0492
          
            2051-07-01
          
          2.500000
          673942.96
          662144.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT2960
          
            2051-08-01
          
          2.500000
          35581.51
          34968.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBT3132
          
            2051-10-01
          
          3.000000
          1517086.16
          1536878.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBT6732
          
            2051-09-01
          
          2.000000
          15303061.67
          14582073.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBU0337
          
            2051-09-01
          
          3.000000
          1489822.18
          1517826.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBU7864
          
            2036-12-01
          
          2.500000
          10038739.14
          10166793.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBU7863
          
            2036-12-01
          
          2.500000
          7940507.53
          8043027.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA0799
          
            2032-11-01
          
          4.000000
          2956788.41
          3147870.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBD2995
          
            2046-07-01
          
          4.000000
          118788.42
          124213.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE0119
          
            2032-01-01
          
          3.500000
          431541.70
          447851.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBE0397
          
            2046-09-01
          
          3.000000
          247827.73
          252484.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE3566
          
            2032-12-01
          
          3.500000
          908262.32
          949921.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE6233
          
            2032-03-01
          
          3.500000
          527585.74
          550096.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH1538
          
            2047-09-01
          
          3.500000
          2731464.39
          2844541.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH4417
          
            2047-06-01
          
          4.000000
          3098175.19
          3314567.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH8091
          
            2047-09-01
          
          4.000000
          2743446.12
          2960060.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBH8093
          
            2047-09-01
          
          3.500000
          2906241.58
          3039699.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBH8719
          
            2032-12-01
          
          3.500000
          406461.19
          423365.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBH9284
          
            2048-02-01
          
          4.500000
          10557813.36
          11637455.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ1980
          
            2032-10-01
          
          3.500000
          1433010.22
          1507384.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ5522
          
            2033-03-01
          
          3.500000
          1125212.66
          1179346.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5929
          
            2048-05-01
          
          4.000000
          1446723.36
          1549945.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ7307
          
            2048-01-01
          
          4.000000
          5661506.06
          6055716.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ8962
          
            2033-04-01
          
          3.500000
          479694.28
          499138.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ8976
          
            2033-06-01
          
          3.500000
          315769.24
          326583.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBJ8365
          
            2049-07-01
          
          3.500000
          1484144.40
          1561972.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBJ9624
          
            2049-10-01
          
          3.000000
          14814575.98
          14993906.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ9994
          
            2048-06-01
          
          4.500000
          635510.32
          694157.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ9986
          
            2048-06-01
          
          4.000000
          1889923.14
          2008925.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK0114
          
            2048-06-01
          
          4.000000
          689309.01
          736195.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK7247
          
            2048-10-01
          
          4.500000
          1091258.28
          1168588.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK7881
          
            2048-10-01
          
          5.000000
          106064.92
          115056.57
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1187
          
            2031-01-01
          
          3.920000
          1860058.36
          2065446.01
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1215
          
            2029-01-01
          
          3.990000
          2214022.86
          2433172.37
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1257
          
            2029-01-01
          
          4.160000
          1110137.94
          1230572.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBM3537
          
            2031-01-01
          
          3.000000
          975499.32
          1006127.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBM4151
          
            2032-06-01
          
          2.500000
          415593.58
          420664.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBM4963
          
            2048-05-01
          
          3.000000
          1552272.27
          1588207.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5019
          
            2047-12-01
          
          4.000000
          8806920.96
          9420323.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTMA3337
          
            2038-04-01
          
          4.000000
          238966.68
          252886.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTMA3310
          
            2038-03-01
          
          4.000000
          24780.84
          26088.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3386
          
            2048-06-01
          
          5.000000
          145719.40
          158921.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3305
          
            2048-03-01
          
          3.500000
          18535.96
          19173.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4378
          
            2051-07-01
          
          2.000000
          120034.58
          114474.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4379
          
            2051-07-01
          
          2.500000
          185208.81
          181835.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4398
          
            2051-08-01
          
          2.000000
          18276.33
          17426.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4413
          
            2051-09-01
          
          2.000000
          203929.13
          194417.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIMA4418
          
            2036-09-01
          
          2.000000
          207138.54
          205085.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4465
          
            2051-11-01
          
          2.000000
          9850.33
          9386.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4466
          
            2051-11-01
          
          2.500000
          551824.99
          541772.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4475
          
            2041-11-01
          
          2.500000
          39204.58
          39194.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4492
          
            2051-12-01
          
          2.000000
          2202881.67
          2099932.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3143
          
            2047-09-01
          
          3.000000
          2399081.21
          2439332.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CIMA4496
          
            2036-12-01
          
          1.500000
          36566.64
          35461.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CNMA2899
          
            2027-02-01
          
          2.500000
          6099.17
          6161.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBM5098
          
            2048-12-01
          
          5.000000
          5169.76
          5684.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBM5549
          
            2034-02-01
          
          4.000000
          161660.34
          170938.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBN0016
          
            2033-08-01
          
          3.500000
          936759.80
          979324.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA2868
          
            2032-01-01
          
          2.500000
          6390.67
          6459.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN4065
          
            2048-12-01
          
          4.500000
          2270041.92
          2502201.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA2863
          
            2047-01-01
          
          3.000000
          601559.90
          612279.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN9621
          
            2049-04-01
          
          4.000000
          3030826.18
          3220474.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO2983
          
            2049-09-01
          
          3.000000
          67499.63
          68776.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBO5957
          
            2034-12-01
          
          3.000000
          49177.41
          50817.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBO7225
          
            2050-01-01
          
          2.500000
          181419.21
          178992.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBO7717
          
            2034-11-01
          
          3.000000
          43389.02
          44898.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBO9383
          
            2051-01-01
          
          2.500000
          2990080.73
          2938313.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO9974
          
            2049-12-01
          
          3.000000
          4766605.78
          4846775.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP5375
          
            2050-06-01
          
          2.500000
          9110638.92
          8967374.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP5878
          
            2050-06-01
          
          2.500000
          17440.58
          17184.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP6826
          
            2050-05-01
          
          2.500000
          16718.90
          16498.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP8877
          
            2050-06-01
          
          2.500000
          1424704.16
          1404098.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBP8772
          
            2035-07-01
          
          3.000000
          14918.47
          15323.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ1037
          
            2050-08-01
          
          2.500000
          1491078.35
          1475583.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ1407
          
            2050-08-01
          
          2.500000
          90031.13
          88560.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ1391
          
            2050-08-01
          
          2.500000
          34192.44
          33787.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ2406
          
            2050-09-01
          
          2.500000
          11053865.07
          10916410.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBQ2886
          
            2050-09-01
          
          3.500000
          1536532.35
          1614978.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA2833
          
            2046-12-01
          
          3.000000
          223600.52
          229503.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3617
          
            2049-03-01
          
          5.000000
          20509.45
          22172.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3669
          
            2049-05-01
          
          5.000000
          214896.20
          233394.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIMA3588
          
            2034-02-01
          
          3.500000
          7966.15
          8270.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBM4407
          
            2028-10-01
          
          2.500000
          310783.68
          314753.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK8076
          
            2048-07-01
          
          4.000000
          1754073.27
          1861329.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3774
          
            2049-09-01
          
          3.000000
          107567.73
          108343.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK4247
          
            2048-08-01
          
          4.500000
          1426163.35
          1552691.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK0913
          
            2048-07-01
          
          4.500000
          9604135.50
          10413706.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ9169
          
            2048-05-01
          
          4.000000
          5147.99
          5399.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CT255321
          
            2024-07-01
          
          5.500000
          328.68
          356.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3937
          
            2050-02-01
          
          3.000000
          4848.10
          4893.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBJ5553
          
            2034-09-01
          
          3.000000
          1694882.86
          1745232.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ4735
          
            2033-01-01
          
          3.500000
          3566486.84
          3747211.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ4572
          
            2048-01-01
          
          4.500000
          9193.75
          9905.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4120
          
            2050-09-01
          
          2.500000
          5175.26
          5099.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBH9232
          
            2033-01-01
          
          3.500000
          4131848.90
          4321095.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH5106
          
            2047-08-01
          
          4.000000
          6831141.28
          7306861.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4238
          
            2051-01-01
          
          2.500000
          216993.83
          213058.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE8820
          
            2047-07-01
          
          4.000000
          3419341.44
          3688604.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4281
          
            2051-03-01
          
          2.000000
          2702462.43
          2579603.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4306
          
            2051-04-01
          
          2.500000
          414994.01
          407787.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4325
          
            2051-05-01
          
          2.000000
          5608310.64
          5344663.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4326
          
            2051-05-01
          
          2.500000
          43881.14
          43082.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4356
          
            2051-06-01
          
          2.500000
          135482.59
          133133.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4541
          
            2042-02-01
          
          2.500000
          427860.71
          427751.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA4542
          
            2042-02-01
          
          3.000000
          3416537.05
          3471201.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAD2331
          
            2025-03-01
          
          4.000000
          2076.17
          2158.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE8782
          
            2047-06-01
          
          4.000000
          3364686.04
          3629587.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE1052
          
            2046-11-01
          
          4.000000
          775453.82
          821911.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE0995
          
            2041-02-01
          
          4.000000
          754218.15
          809205.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBE0534
          
            2046-10-01
          
          4.000000
          874833.02
          935805.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBD3105
          
            2046-07-01
          
          3.500000
          1378046.68
          1437388.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBV2890
          
            2052-01-01
          
          3.000000
          2261840.94
          2291348.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2642
          
            2048-11-01
          
          4.500000
          4109.59
          4370.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4015
          
            2048-01-01
          
          3.000000
          63341.71
          64404.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA4752
          
            2048-03-01
          
          2.000000
          466227.79
          445348.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA6744
          
            2050-08-01
          
          3.000000
          14196.42
          14290.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL1547
          
            2041-11-01
          
          4.500000
          1327.01
          1436.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL3802
          
            2028-02-01
          
          3.000000
          617820.53
          635082.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAL6325
          
            2044-10-01
          
          3.000000
          8505.88
          8721.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAL9859
          
            2047-03-01
          
          3.000000
          37285.16
          38132.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CIFM2298
          
            2026-09-01
          
          4.500000
          3550.60
          3704.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL9873
          
            2045-10-01
          
          4.500000
          4471841.01
          4864482.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAL8968
          
            2046-08-01
          
          3.000000
          6944055.01
          7095067.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL8387
          
            2046-03-01
          
          4.000000
          10699.62
          11433.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAP6136
          
            2042-09-01
          
          3.000000
          6785.72
          6950.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAR8293
          
            2043-05-01
          
          3.000000
          7470.66
          7671.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAR9197
          
            2043-03-01
          
          3.000000
          11511.13
          11776.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0039
          
            2043-07-01
          
          3.000000
          4002259.45
          4105217.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0305
          
            2043-08-01
          
          3.000000
          1978621.76
          2032293.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAU6174
          
            2043-10-01
          
          4.500000
          17752.71
          18858.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM5172
          
            2048-12-01
          
          3.000000
          50831.55
          51580.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS9760
          
            2047-06-01
          
          4.500000
          63819.16
          68298.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT2016
          
            2043-04-01
          
          3.000000
          722792.12
          742672.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT2014
          
            2043-04-01
          
          3.000000
          11358.18
          11636.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CNFM8502
          
            2031-02-01
          
          2.500000
          782820.11
          790863.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL726938
          
            2033-08-01
          
          4.500000
          161.83
          176.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL780519
          
            2034-07-01
          
          4.500000
          916.51
          968.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBC2673
          
            2046-03-01
          
          3.000000
          9655.57
          9864.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBC9025
          
            2046-11-01
          
          3.000000
          83256.35
          84847.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL960604
          
            2036-04-01
          
          4.500000
          700.43
          762.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB1854
          
            2040-11-01
          
          4.500000
          1356.69
          1476.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB7436
          
            2042-12-01
          
          3.000000
          6721.89
          6898.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB8486
          
            2043-02-01
          
          3.000000
          11767.82
          12077.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBD3104
          
            2046-07-01
          
          3.500000
          835343.95
          873255.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3527
          
            2048-11-01
          
          5.000000
          17028.88
          18447.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3448
          
            2048-08-01
          
          5.000000
          864.46
          938.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3444
          
            2048-08-01
          
          4.500000
          21455.45
          22731.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4493
          
            2051-12-01
          
          2.500000
          3944.81
          3872.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3210
          
            2047-12-01
          
          3.500000
          86524.45
          89697.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBM5024
          
            2048-11-01
          
          3.000000
          9880.50
          10013.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBN0363
          
            2033-12-01
          
          4.000000
          99674.64
          106410.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN7829
          
            2049-03-01
          
          4.000000
          597366.66
          628142.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CNMA3624
          
            2029-03-01
          
          4.000000
          43115.56
          44848.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA3729
          
            2034-07-01
          
          2.500000
          25502.96
          25790.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA3744
          
            2049-08-01
          
          3.000000
          9109.43
          9180.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3745
          
            2049-08-01
          
          3.500000
          2669.33
          2744.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3803
          
            2049-10-01
          
          3.500000
          644.97
          664.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3851
          
            2049-11-01
          
          4.500000
          55903.10
          59232.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA3870
          
            2049-12-01
          
          2.500000
          11682.68
          11536.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3897
          
            2035-01-01
          
          3.000000
          15501.74
          15954.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIMA4012
          
            2035-05-01
          
          2.000000
          10116.65
          10041.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4020
          
            2050-05-01
          
          3.000000
          2080.61
          2100.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA4087
          
            2050-07-01
          
          4.500000
          12369.88
          13075.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CIMA4154
          
            2035-10-01
          
          1.500000
          38091.84
          36940.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIMA4179
          
            2035-11-01
          
          2.000000
          126245.30
          124994.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4210
          
            2050-12-01
          
          2.500000
          325981.91
          320588.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAD4045
          
            2040-04-01
          
          5.000000
          2952.59
          3295.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAD7073
          
            2025-06-01
          
          4.000000
          1632.64
          1697.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE5147
          
            2040-11-01
          
          4.000000
          662.08
          708.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE5460
          
            2040-10-01
          
          4.000000
          7329443.46
          7844849.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB9863
          
            2043-07-01
          
          3.000000
          9766.62
          9988.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBE9260
          
            2047-03-01
          
          4.500000
          4431.33
          4747.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBJ3876
          
            2048-01-01
          
          3.000000
          6590902.11
          6676913.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FKAR 02.450 WNWN2152
          
            2032-01-01
          
          2.450000
          5480000.00
          5471936.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK9050
          
            2048-11-01
          
          4.500000
          1628506.18
          1795047.00
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL2576
          
            2029-06-01
          
          3.040000
          16801000.00
          17621040.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBM1499
          
            2044-02-01
          
          3.000000
          13666.03
          14020.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3278
          
            2048-02-01
          
          4.500000
          43985.80
          46785.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4447
          
            2041-10-01
          
          2.500000
          3073565.59
          3072781.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBO2431
          
            2049-07-01
          
          3.500000
          1356196.75
          1403172.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP1369
          
            2050-03-01
          
          3.000000
          13863.39
          14009.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA3896
          
            2035-01-01
          
          2.500000
          175146.83
          177130.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4513
          
            2052-01-01
          
          3.000000
          3727.34
          3753.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA4594
          
            2042-03-01
          
          3.000000
          1854199.00
          1883866.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4564
          
            2052-03-01
          
          3.000000
          192019.00
          193374.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4571
          
            2042-03-01
          
          2.500000
          500000.00
          498007.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICA0052
          
            2032-07-01
          
          2.000000
          4580.76
          4535.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1710
          
            2048-05-01
          
          4.500000
          5323.42
          5653.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1711
          
            2048-05-01
          
          4.500000
          4942067.35
          5244235.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CICA1622
          
            2033-04-01
          
          3.000000
          15441.66
          15919.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1909
          
            2048-06-01
          
          4.500000
          6721.02
          7152.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA2352
          
            2048-09-01
          
          5.000000
          97073.49
          104900.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2454
          
            2048-10-01
          
          4.000000
          2155605.60
          2309076.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2946
          
            2049-01-01
          
          4.000000
          2846545.29
          3023904.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3096
          
            2049-02-01
          
          4.500000
          121032.48
          128116.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA3659
          
            2049-06-01
          
          3.500000
          12429591.52
          13081349.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4341
          
            2048-03-01
          
          3.000000
          40629.51
          41137.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA4358
          
            2049-07-01
          
          3.500000
          3252.77
          3355.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4648
          
            2048-04-01
          
          3.000000
          9445.31
          9618.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6271
          
            2050-07-01
          
          2.500000
          983117.56
          968680.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6324
          
            2050-07-01
          
          2.500000
          203415.55
          200336.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6304
          
            2050-07-01
          
          2.500000
          102092.70
          100441.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6638
          
            2050-08-01
          
          2.500000
          116142.79
          114178.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTCA6678
          
            2040-08-01
          
          3.000000
          177241.16
          180229.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA6902
          
            2050-09-01
          
          2.000000
          923288.96
          881671.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAI9521
          
            2041-09-01
          
          4.500000
          1498280.65
          1621276.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAJ5336
          
            2026-11-01
          
          3.000000
          90136.08
          92456.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ7703
          
            2041-12-01
          
          4.000000
          13786198.20
          14719661.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAJ8465
          
            2041-12-01
          
          4.000000
          6760991.68
          7251880.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAK3106
          
            2042-02-01
          
          3.500000
          1440259.63
          1511970.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAK3406
          
            2042-01-01
          
          4.500000
          1783.06
          1934.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAK5161
          
            2027-03-01
          
          3.000000
          1068487.23
          1098710.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAK9905
          
            2042-04-01
          
          3.500000
          344186.26
          357289.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CLAL0583
          
            2039-10-01
          
          6.500000
          9170.34
          10423.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL1319
          
            2041-10-01
          
          4.500000
          2200.11
          2381.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL1584
          
            2042-04-01
          
          3.500000
          9296209.67
          9771794.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL2069
          
            2041-08-01
          
          5.000000
          162.38
          181.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIAL2849
          
            2026-08-01
          
          4.000000
          201160.27
          209390.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL4242
          
            2041-10-01
          
          5.000000
          127.08
          140.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL5213
          
            2044-04-01
          
          4.500000
          4077.55
          4396.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAL6104
          
            2028-02-01
          
          2.500000
          306243.55
          309390.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTAL7077
          
            2035-07-01
          
          4.000000
          596438.06
          643198.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAL6545
          
            2044-11-01
          
          5.000000
          6937.15
          7733.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL7501
          
            2045-10-01
          
          3.500000
          12656528.21
          13250132.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL7532
          
            2027-11-01
          
          3.000000
          54083.09
          55584.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL7704
          
            2045-11-01
          
          3.500000
          2523954.02
          2643097.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAL7769
          
            2043-12-01
          
          3.000000
          2220143.33
          2276903.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA7012
          
            2050-09-01
          
          2.000000
          4736.57
          4526.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8021
          
            2050-12-01
          
          2.500000
          145639.96
          143169.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8022
          
            2050-12-01
          
          2.500000
          452304.48
          444124.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8044
          
            2050-12-01
          
          2.500000
          476877.76
          468248.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7738
          
            2050-11-01
          
          2.500000
          588100.61
          577793.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8131
          
            2050-12-01
          
          2.500000
          461987.38
          453598.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA8494
          
            2051-01-01
          
          2.000000
          13406.35
          12796.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8525
          
            2050-12-01
          
          2.500000
          455952.43
          447887.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICB0284
          
            2036-04-01
          
          2.000000
          13548.69
          13422.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCB0732
          
            2051-06-01
          
          2.500000
          18933.08
          18604.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0733
          
            2051-06-01
          
          3.000000
          9038828.90
          9203335.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCB1027
          
            2051-07-01
          
          2.500000
          39038.70
          38355.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCB1066
          
            2051-07-01
          
          2.500000
          568486.99
          558649.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCB2145
          
            2051-11-01
          
          2.000000
          2224853.49
          2127511.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB2173
          
            2051-11-01
          
          3.500000
          14094395.06
          14727191.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCB2297
          
            2051-12-01
          
          2.500000
          14784235.35
          14530907.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM1756
          
            2047-07-01
          
          5.000000
          83817.05
          93334.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIFM1151
          
            2030-07-01
          
          2.500000
          158547.18
          160409.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM1254
          
            2049-07-01
          
          5.000000
          2622.27
          2878.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTFM1353
          
            2039-08-01
          
          4.500000
          1241317.77
          1333759.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM1389
          
            2049-06-01
          
          4.500000
          5807.55
          6138.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM1572
          
            2048-09-01
          
          3.000000
          18193.51
          18590.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIFM2409
          
            2029-06-01
          
          2.500000
          747332.61
          755011.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIFM2479
          
            2033-07-01
          
          2.500000
          493973.97
          499775.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM2510
          
            2048-11-01
          
          3.000000
          8941.46
          9099.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL9664
          
            2030-05-01
          
          3.000000
          949273.21
          975547.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL8566
          
            2031-06-01
          
          3.000000
          66779.84
          68848.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTAL8811
          
            2036-04-01
          
          4.000000
          6624.14
          7102.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAM9793
          
            2027-10-01
          
          3.120000
          176149.08
          184280.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN0971
          
            2028-02-01
          
          3.110000
          68937.24
          72236.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN8735
          
            2033-03-01
          
          3.650000
          3556747.19
          3768041.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAO1737
          
            2042-05-01
          
          4.000000
          1558603.55
          1666172.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO4857
          
            2042-07-01
          
          3.500000
          763254.55
          801325.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO6697
          
            2037-06-01
          
          3.500000
          671480.31
          699809.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO9095
          
            2037-06-01
          
          3.500000
          1343590.63
          1407370.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO9140
          
            2042-07-01
          
          3.500000
          2876.18
          3019.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAP4961
          
            2042-09-01
          
          3.000000
          1592.25
          1634.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAP6636
          
            2027-08-01
          
          3.000000
          256037.59
          262389.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ0844
          
            2042-10-01
          
          3.500000
          420715.04
          438608.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ0546
          
            2042-11-01
          
          3.500000
          777.00
          814.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ1624
          
            2042-10-01
          
          3.500000
          362502.32
          376739.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ4577
          
            2042-12-01
          
          3.500000
          1194.74
          1253.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAQ9325
          
            2043-01-01
          
          3.500000
          10205418.83
          10727579.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAR0998
          
            2043-01-01
          
          3.500000
          1341304.71
          1407873.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAR2887
          
            2043-01-01
          
          2.500000
          40450.47
          39998.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAR6322
          
            2043-02-01
          
          2.500000
          20842.32
          20593.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0038
          
            2043-07-01
          
          3.000000
          1934619.58
          1984600.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0302
          
            2043-08-01
          
          3.000000
          4733425.50
          4854175.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0331
          
            2043-08-01
          
          3.000000
          18558.03
          18980.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM2870
          
            2050-03-01
          
          3.000000
          93170.12
          94487.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM2908
          
            2049-10-01
          
          5.000000
          4074.66
          4477.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM2963
          
            2050-02-01
          
          3.000000
          197272.02
          199615.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 07.000 CLFM3029
          
            2036-08-01
          
          7.000000
          85232.59
          95759.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTFM3052
          
            2035-03-01
          
          4.000000
          84525.01
          89858.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3122
          
            2048-04-01
          
          4.000000
          35971.06
          37816.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTFM3123
          
            2038-03-01
          
          2.500000
          304463.21
          304765.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIFM3323
          
            2035-01-01
          
          3.500000
          14705.85
          15218.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM4495
          
            2050-10-01
          
          2.000000
          49069.13
          46856.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM3619
          
            2050-01-01
          
          4.500000
          185368.19
          196250.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3664
          
            2049-03-01
          
          4.000000
          1442898.22
          1507395.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM3896
          
            2050-08-01
          
          2.500000
          125753.04
          124246.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM4102
          
            2050-02-01
          
          3.500000
          11686947.04
          12258976.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU3751
          
            2043-08-01
          
          4.000000
          931.71
          997.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAU6000
          
            2028-09-01
          
          3.500000
          1575657.79
          1639084.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAX1077
          
            2029-08-01
          
          3.500000
          338753.98
          351093.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX1274
          
            2044-09-01
          
          4.000000
          1127831.53
          1209830.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX1616
          
            2044-08-01
          
          4.000000
          2008369.66
          2141052.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAX3613
          
            2045-01-01
          
          3.000000
          9527.44
          9734.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX5309
          
            2042-01-01
          
          4.000000
          1447646.35
          1543350.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAX5324
          
            2029-11-01
          
          3.500000
          596656.99
          620914.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAY6021
          
            2045-09-01
          
          3.500000
          3208348.94
          3357633.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAZ0148
          
            2030-06-01
          
          2.500000
          24025.22
          24314.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAZ0497
          
            2030-06-01
          
          2.500000
          22399.75
          22668.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4342
          
            2050-09-01
          
          2.500000
          5657.42
          5589.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM5301
          
            2050-12-01
          
          2.000000
          945280.50
          902607.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM4618
          
            2048-01-01
          
          3.500000
          2930801.15
          3068885.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFM4731
          
            2035-11-01
          
          2.000000
          16499.30
          16335.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM6184
          
            2051-03-01
          
          2.000000
          959349.06
          917118.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIFM4272
          
            2035-09-01
          
          3.000000
          86695.02
          89044.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS0431
          
            2043-09-01
          
          4.500000
          1322868.17
          1446625.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTAS1959
          
            2034-03-01
          
          4.000000
          214321.22
          229805.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS4187
          
            2030-01-01
          
          2.500000
          27963.03
          28320.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS4312
          
            2030-01-01
          
          2.500000
          27878.04
          28264.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS4939
          
            2030-05-01
          
          2.500000
          41952.92
          42482.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAS6305
          
            2030-12-01
          
          3.000000
          18634.69
          19210.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6480
          
            2046-01-01
          
          3.500000
          645493.86
          675812.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTAS6870
          
            2036-03-01
          
          4.000000
          433130.14
          459566.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS7343
          
            2046-06-01
          
          3.000000
          8262.63
          8441.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT0853
          
            2043-05-01
          
          3.500000
          1554370.18
          1631577.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT2724
          
            2043-05-01
          
          3.000000
          7516.40
          7698.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTAT5420
          
            2033-05-01
          
          3.500000
          694408.78
          724146.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAT5890
          
            2043-06-01
          
          2.500000
          12806.84
          12669.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAT7094
          
            2043-06-01
          
          3.500000
          1269703.04
          1332821.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAT8912
          
            2043-07-01
          
          3.000000
          5734.38
          5884.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAT9554
          
            2028-07-01
          
          3.000000
          313702.93
          321781.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAU0472
          
            2028-06-01
          
          3.000000
          1067118.58
          1100798.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAU2643
          
            2043-09-01
          
          3.500000
          4490947.13
          4715274.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAU3195
          
            2043-08-01
          
          3.000000
          17565.16
          18013.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM5561
          
            2051-01-01
          
          2.500000
          578651.60
          569874.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM5980
          
            2051-02-01
          
          2.000000
          263741.87
          252149.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM7152
          
            2051-05-01
          
          2.000000
          938514.10
          897493.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7188
          
            2051-05-01
          
          2.500000
          75848.39
          75075.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIFM7190
          
            2034-03-01
          
          4.000000
          560849.75
          586638.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6460
          
            2051-03-01
          
          2.500000
          90074.68
          88904.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM6550
          
            2051-03-01
          
          2.000000
          3641.17
          3476.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM6573
          
            2050-07-01
          
          3.500000
          9878.26
          10244.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6780
          
            2051-04-01
          
          2.500000
          258095.04
          254766.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFM6999
          
            2036-05-01
          
          2.000000
          1435025.19
          1420804.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM7987
          
            2051-07-01
          
          2.000000
          576758.38
          549999.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFM8058
          
            2036-07-01
          
          2.000000
          80666.41
          79867.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8965
          
            2051-10-01
          
          2.500000
          12625101.87
          12422973.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIFM8988
          
            2036-09-01
          
          2.000000
          296828.99
          294157.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM8118
          
            2051-08-01
          
          2.000000
          3664411.97
          3498157.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8162
          
            2051-07-01
          
          2.500000
          177340.03
          174391.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8248
          
            2051-08-01
          
          2.500000
          250238.76
          246286.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8438
          
            2051-08-01
          
          2.500000
          289541.13
          284905.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8440
          
            2051-08-01
          
          2.500000
          45374.45
          44588.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAZ1373
          
            2030-05-01
          
          2.500000
          27098.54
          27414.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAZ2249
          
            2030-05-01
          
          2.500000
          19004.49
          19232.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAZ2936
          
            2045-09-01
          
          3.000000
          8615.78
          8790.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL745398
          
            2035-06-01
          
          6.000000
          253163.70
          283823.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL819970
          
            2035-04-01
          
          5.500000
          2399.79
          2632.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL848569
          
            2035-12-01
          
          6.500000
          2300.66
          2519.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL850642
          
            2036-01-01
          
          6.000000
          328243.02
          363694.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL880109
          
            2036-04-01
          
          6.000000
          137.70
          150.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBC0885
          
            2046-05-01
          
          3.000000
          472711.02
          482259.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC0281
          
            2046-03-01
          
          3.500000
          896584.34
          937014.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBC2733
          
            2046-05-01
          
          3.000000
          13230.64
          13468.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBC2737
          
            2031-05-01
          
          2.500000
          14398.01
          14571.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBC9080
          
            2046-12-01
          
          3.500000
          1424393.32
          1482971.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBD0976
          
            2046-04-01
          
          4.500000
          1174196.63
          1260443.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM8864
          
            2051-10-01
          
          2.500000
          97260.48
          96010.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLFM9017
          
            2034-02-01
          
          5.500000
          6686029.04
          7473008.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM9100
          
            2051-09-01
          
          2.500000
          8970858.22
          8836600.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM9113
          
            2050-07-01
          
          3.500000
          3584037.72
          3750218.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM9138
          
            2050-03-01
          
          4.000000
          1216670.72
          1272536.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM9140
          
            2048-04-01
          
          4.500000
          6469392.10
          7048887.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM9286
          
            2051-10-01
          
          2.500000
          154586.78
          152111.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM9299
          
            2051-10-01
          
          2.000000
          196853.98
          187700.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIFM9308
          
            2035-06-01
          
          3.500000
          6385896.99
          6601644.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLFM9532
          
            2042-02-01
          
          5.500000
          2908244.59
          3259697.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFS0320
          
            2051-09-01
          
          2.000000
          4268962.75
          4076923.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFS0322
          
            2047-02-01
          
          3.000000
          10995104.41
          11262296.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFS0325
          
            2049-06-01
          
          3.500000
          11510541.93
          12019365.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFS0326
          
            2051-09-01
          
          3.500000
          5995436.33
          6176996.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFS0398
          
            2051-08-01
          
          4.000000
          11642549.28
          12170073.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFS0399
          
            2049-08-01
          
          4.500000
          1967700.93
          2085808.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL890289
          
            2041-02-01
          
          4.500000
          593.55
          645.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CL890724
          
            2046-01-01
          
          3.500000
          11469646.75
          12012447.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CT909087
          
            2027-07-01
          
          6.000000
          166718.63
          182034.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL890607
          
            2043-08-01
          
          5.000000
          983.69
          1096.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAA6013
          
            2039-05-01
          
          4.500000
          2684.98
          2921.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAB0061
          
            2035-02-01
          
          5.000000
          133062.72
          148373.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBA7725
          
            2046-06-01
          
          3.500000
          2209699.80
          2311580.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAB1602
          
            2025-10-01
          
          3.500000
          956.96
          990.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 GLAB2959
          
            2040-07-01
          
          4.500000
          20692.56
          21632.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBA4774
          
            2046-01-01
          
          3.000000
          7176.86
          7301.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL797494
          
            2035-03-01
          
          4.500000
          1159.68
          1261.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB7733
          
            2043-01-01
          
          3.000000
          1220.95
          1253.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB7848
          
            2043-02-01
          
          3.000000
          10480.20
          10753.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB8881
          
            2043-04-01
          
          3.000000
          15358.07
          15761.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL772377
          
            2034-05-01
          
          4.500000
          311.00
          335.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL753118
          
            2033-12-01
          
          4.500000
          263.55
          284.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTMA0140
          
            2029-08-01
          
          4.500000
          96650.31
          102316.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTMA0493
          
            2030-08-01
          
          4.000000
          165947.00
          173508.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL725690
          
            2034-08-01
          
          6.000000
          5767.27
          6473.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA1348
          
            2033-02-01
          
          2.500000
          214568.72
          211356.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL725424
          
            2034-04-01
          
          5.500000
          1074.58
          1192.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CQMA1505
          
            2043-07-01
          
          3.000000
          11257.09
          11646.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CL711602
          
            2033-09-01
          
          4.500000
          1164.77
          1263.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRMA1627
          
            2043-10-01
          
          3.500000
          5823518.77
          6114508.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTMA2121
          
            2034-12-01
          
          4.000000
          206556.58
          220007.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAU3735
          
            2043-08-01
          
          3.000000
          5888091.46
          6028975.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU3753
          
            2043-08-01
          
          4.000000
          1012.73
          1084.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAU1632
          
            2043-07-01
          
          3.000000
          3172410.04
          3263014.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3522
          
            2048-11-01
          
          4.500000
          4874.54
          5163.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAU1629
          
            2043-07-01
          
          3.000000
          4721131.41
          4848672.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAT7952
          
            2042-11-01
          
          2.500000
          6141.11
          6080.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAT7277
          
            2043-09-01
          
          4.000000
          553.82
          592.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAT2717
          
            2043-05-01
          
          2.500000
          11108.44
          10924.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS9937
          
            2047-07-01
          
          3.000000
          60070.28
          61286.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS8483
          
            2046-12-01
          
          3.000000
          27239.21
          27901.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLAS7660
          
            2046-08-01
          
          2.500000
          409610.05
          404753.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS7376
          
            2046-06-01
          
          3.000000
          6302.40
          6439.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6638
          
            2046-02-01
          
          3.500000
          4057731.50
          4249154.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAS6627
          
            2046-02-01
          
          4.500000
          4383.28
          4706.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6343
          
            2045-12-01
          
          3.500000
          2724728.46
          2852804.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS5190
          
            2045-06-01
          
          3.500000
          9394315.50
          9837116.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS3467
          
            2044-10-01
          
          4.000000
          464.75
          495.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS2946
          
            2044-07-01
          
          4.000000
          4389238.09
          4673441.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAX8309
          
            2029-11-01
          
          3.000000
          37817.63
          38891.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL995570
          
            2039-01-01
          
          5.500000
          3705.67
          4142.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB1051
          
            2040-05-01
          
          4.500000
          668.10
          727.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB3868
          
            2041-11-01
          
          3.500000
          1899674.11
          1996888.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB7304
          
            2042-12-01
          
          3.500000
          1811582.36
          1901590.83
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB8897
          
            2043-04-01
          
          3.000000
          15585.39
          15992.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB8899
          
            2043-04-01
          
          3.000000
          8411.50
          8629.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CTMA0530
          
            2030-08-01
          
          5.000000
          2424.41
          2645.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA1459
          
            2033-06-01
          
          3.000000
          9789.03
          10025.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA1524
          
            2043-08-01
          
          3.000000
          7466.56
          7662.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA2371
          
            2045-08-01
          
          4.000000
          3217.80
          3440.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLMA3472
          
            2048-09-01
          
          5.000000
          10129.83
          10993.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLMA3496
          
            2048-10-01
          
          4.500000
          13068.32
          13869.86
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      1225000000.00
      1225000000.00
      0.0348
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      Ing Repo 2 Repo 0.055000%
      KBVRJ5K57JZ3E2AVWX40
      0000319432
      963FXA004_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          USTR BILL 03/31/22
          
            2022-03-31
          
          0.00
          3307140.00
          3306829.13
          U.S. Treasuries (including strips)
        
        
          USTR BILL 04/21/22
          
            2022-04-21
          
          0.00
          2579744.00
          2579019.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          356972.00
          378850.64
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          368.48
          410.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          90.88
          116.47
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          76.00
          64.58
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE N 26
          
            2026-07-31
          
          1.875000
          228.00
          228.09
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE S 26
          
            2026-11-30
          
          1.625000
          380.00
          376.85
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          2628840.00
          2405088.87
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AR 24
          
            2024-08-15
          
          0.375000
          76.00
          73.57
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE F 31
          
            2031-11-15
          
          1.375000
          826728.00
          785110.73
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AA 23
          
            2023-06-30
          
          2.625000
          27816.00
          28395.64
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE F 22
          
            2022-11-15
          
          1.625000
          76.00
          76.73
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          2584000.00
          2625380.50
          U.S. Treasuries (including strips)
        
        
          FNMA 1.875 FNSM A 04/22
          
            2022-04-05
          
          1.875000
          1984360.00
          2002552.45
          Agency Debentures and Agency Strips
        
        
          FMAC 6.75 FMPR GB 29 A
          
            2029-09-15
          
          0.00
          28903560.00
          24647539.69
          Agency Debentures and Agency Strips
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      38000000.00
      38000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Standard Chartered Bank
      Standard Chartered Bank 0.055000%
      0000861350
      966RRD006_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FHLB FHOR 24-27 M9
          
            2027-01-19
          
          1.000000
          90085000.00
          88612410.53
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 02.000 CLMA4325
          
            2051-05-01
          
          2.000000
          266749.95
          254210.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7649 M
          
            2051-10-20
          
          2.500000
          79981.55
          79641.07
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE G 24
          
            2024-01-31
          
          2.250000
          8494000.00
          8637746.78
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE L 24
          
            2024-05-31
          
          2.000000
          24505000.00
          24891028.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          17904500.00
          17206602.18
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AZ 22
          
            2022-04-30
          
          0.125000
          36642500.00
          36649622.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AQ 23
          
            2023-08-15
          
          0.125000
          17828100.00
          17525626.49
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BK 22
          
            2022-11-30
          
          0.125000
          100.00
          99.46
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          900.00
          875.61
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE R 28
          
            2028-10-31
          
          1.375000
          100.00
          97.38
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AF 26
          
            2026-10-31
          
          1.125000
          100.00
          97.47
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 44
          
            2044-05-15
          
          3.375000
          271700.00
          322886.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 49
          
            2049-08-15
          
          2.250000
          3305000.00
          3307068.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE P 23
          
            2023-08-31
          
          1.375000
          24210100.00
          24231211.21
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE M 26
          
            2026-06-30
          
          1.875000
          1831000.00
          1844946.62
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          31581600.00
          31436310.86
          U.S. Treasuries (including strips)
        
      
      Y
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      250000000.00
      250000000.00
      0.0071
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      Bank of Montreal/US 0.055000%
      RUC0QBLBRPRCU4W1NE59
      0000009622
      967KTC901_0.05_0301
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRM RC004NL R22F004
          
            2052-01-25
          
          2.000000
          11239291.42
          10463847.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4504CA 04/15/44
          
            2045-08-15
          
          3.000000
          111817.08
          113086.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198LA 02/25/52
          
            2052-02-25
          
          2.000000
          60555000.03
          58437694.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198LG 02/25/52
          
            2052-02-25
          
          2.000000
          8837067.90
          8528079.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198LW 02/25/52
          
            2052-02-25
          
          2.000000
          139280.00
          126416.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198LY 02/25/52
          
            2052-02-25
          
          2.000000
          139277.00
          126413.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5204HY 03/25/52
          
            2052-03-25
          
          2.500000
          7821364.00
          7837585.51
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5204KL 01/25/52
          
            2052-01-25
          
          2.750000
          15000000.00
          14243572.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KU
          
            2052-01-20
          
          2.500000
          21869765.13
          19947828.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KB
          
            2052-01-20
          
          2.250000
          1770192.11
          1724366.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KC
          
            2052-01-20
          
          2.000000
          2692686.59
          2588603.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QL
          
            2052-01-20
          
          14.500000
          972.57
          1107.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QM
          
            2052-01-20
          
          9.500000
          958.94
          1014.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QN
          
            2052-01-20
          
          8.000000
          958.94
          966.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QT
          
            2052-01-20
          
          7.000000
          956.30
          962.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QU
          
            2052-01-20
          
          6.000000
          956.30
          927.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 QV
          
            2052-01-20
          
          9.500000
          972.56
          992.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KJ
          
            2052-01-20
          
          3.000000
          5323042.47
          5389106.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 QH
          
            2052-01-20
          
          2.500000
          1000.00
          875.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-020 KU
          
            2052-01-20
          
          2.500000
          10831784.35
          10482448.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-020 NL
          
            2052-01-20
          
          1.500000
          105000.00
          85011.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 LA
          
            2052-01-20
          
          2.000000
          20673636.10
          20000523.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 LU
          
            2052-01-20
          
          2.000000
          1332999.49
          1282428.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 LY
          
            2052-01-20
          
          2.000000
          185000.00
          156052.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 QB
          
            2052-01-20
          
          2.500000
          991.24
          824.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 QD
          
            2052-01-20
          
          2.500000
          999.17
          860.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 QM
          
            2052-01-20
          
          2.500000
          1000.00
          901.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 KA
          
            2051-12-20
          
          2.000000
          75245000.00
          75350042.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 KU
          
            2052-02-20
          
          2.000000
          1191309.00
          1145731.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 KY
          
            2052-02-20
          
          2.000000
          4607333.00
          4502843.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 MB
          
            2052-02-20
          
          3.000000
          55000.00
          55846.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 MW
          
            2052-02-20
          
          3.000000
          77000.00
          78760.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 PL
          
            2052-02-20
          
          3.500000
          42293000.00
          43255842.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QA
          
            2052-02-20
          
          10.500000
          1000.00
          1227.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC008NT R22F008
          
            2052-03-25
          
          2.000000
          36245311.00
          35739362.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC004CA R22F004
          
            2052-01-25
          
          1.500000
          11789928.17
          11572026.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC004JU R22F004
          
            2052-01-25
          
          3.000000
          5536995.79
          5459616.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002NL R22F002
          
            2052-02-25
          
          3.000000
          147000.00
          146704.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008JL R22F008
          
            2052-03-25
          
          2.000000
          1029000.00
          1006031.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008JT R22F008
          
            2052-03-25
          
          2.000000
          5355242.00
          5218378.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008JB R22F008
          
            2051-12-25
          
          2.000000
          23607000.00
          23624870.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008JY R22F008
          
            2052-03-25
          
          2.000000
          6034106.00
          5897578.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008JE R22F008
          
            2051-12-25
          
          2.000000
          300000.00
          291078.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008MY R22F008
          
            2052-03-25
          
          2.000000
          1000.00
          997.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QU 09/25/49
          
            2049-09-25
          
          3.000000
          7267737.00
          7058949.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QX 03/25/52
          
            2052-03-25
          
          2.000000
          6343840.00
          6244045.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200VW 07/25/33
          
            2033-07-25
          
          2.500000
          2064000.00
          2108314.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WA 03/25/51
          
            2051-03-25
          
          1.500000
          6100000.00
          5703292.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WE 03/25/52
          
            2052-03-25
          
          2.500000
          6278781.00
          5988921.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WJ 03/25/51
          
            2051-03-25
          
          1.500000
          4281049.00
          4137351.31
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WK 03/25/52
          
            2052-03-25
          
          2.500000
          217000.00
          218352.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WQ 03/25/51
          
            2051-03-25
          
          1.500000
          2458000.00
          2369639.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200WV 07/25/33
          
            2033-07-25
          
          2.500000
          3700000.00
          3779439.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-3O HA
          
            2067-01-20
          
          3.000000
          1089256.59
          1108206.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-6O FN
          
            2067-02-20
          
          1.083100
          24117774.71
          23921400.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 EG
          
            2027-03-16
          
          3.000000
          60738.38
          61985.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2022-04O HF
          
            2072-02-20
          
          0.870000
          4331000.00
          4289986.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-177 GQ
          
            2051-10-20
          
          1.000000
          3037.62
          2830.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-214 QJ
          
            2051-12-20
          
          2.500000
          1203180.05
          1204278.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 UL
          
            2052-01-20
          
          2.500000
          887237.00
          848869.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 NU
          
            2052-01-20
          
          2.000000
          1712999.13
          1654133.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JL
          
            2052-01-20
          
          2.000000
          982.34
          851.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JM
          
            2052-01-20
          
          2.000000
          982.34
          850.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JN
          
            2052-01-20
          
          2.000000
          981.56
          860.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JP
          
            2052-01-20
          
          2.000000
          981.56
          860.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JQ
          
            2052-01-20
          
          2.000000
          981.43
          861.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JT
          
            2052-01-20
          
          2.000000
          981.43
          861.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 JU
          
            2052-01-20
          
          2.000000
          982.34
          851.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 KV
          
            2052-01-20
          
          3.500000
          984.30
          888.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-010 KW
          
            2052-01-20
          
          3.500000
          984.30
          888.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QB
          
            2052-02-20
          
          10.500000
          1000.00
          1227.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QC
          
            2052-02-20
          
          9.500000
          1000.00
          1182.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QD
          
            2052-02-20
          
          6.500000
          1000.00
          1082.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QE
          
            2052-02-20
          
          9.500000
          1000.00
          1182.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 QW
          
            2052-02-20
          
          2.500000
          994000.00
          997433.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 NP
          
            2052-02-20
          
          3.000000
          18707000.00
          19001728.79
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QL 09/25/49
          
            2049-09-25
          
          2.000000
          19841000.00
          19932090.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QD 02/25/52
          
            2052-02-25
          
          2.000000
          8025089.00
          7592897.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200QA 02/25/52
          
            2052-02-25
          
          2.000000
          17218810.00
          16640516.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200KQ 09/25/49
          
            2049-09-25
          
          3.000000
          24460000.00
          24959913.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200KL 11/25/49
          
            2049-11-25
          
          2.500000
          45822000.00
          46303268.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200KE 11/25/49
          
            2049-11-25
          
          2.500000
          77266000.00
          78077524.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200KA 03/25/52
          
            2052-03-25
          
          2.500000
          53911000.00
          54376575.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5200YL 02/25/52
          
            2052-02-25
          
          2.500000
          18537516.00
          18615243.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5204KU 03/25/52
          
            2052-03-25
          
          3.000000
          23870000.00
          23107830.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5204KN 03/25/52
          
            2052-03-25
          
          2.500000
          565000.00
          541665.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KQ R22F004
          
            2051-04-25
          
          1.500000
          7735526.33
          7329171.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KJ R22F004
          
            2052-01-25
          
          2.000000
          1000.00
          771.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC008KC R22F008
          
            2051-12-25
          
          2.000000
          45280016.00
          45176777.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004NM R22F004
          
            2052-01-25
          
          1.500000
          14000.00
          10347.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CP R22F004
          
            2052-01-25
          
          1.500000
          1000.00
          753.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UY R22F004
          
            2052-01-25
          
          2.000000
          1000.00
          772.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CG R22F004
          
            2052-01-25
          
          1.500000
          31000.00
          23715.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004WV R22F004
          
            2052-01-25
          
          1.500000
          1000.00
          761.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UQ R22F004
          
            2051-12-25
          
          2.000000
          47996.00
          40512.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UJ R22F004
          
            2051-01-25
          
          2.000000
          1000.00
          773.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CX R22F004
          
            2051-01-25
          
          2.000000
          1966.14
          1707.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UH R22F004
          
            2051-01-25
          
          2.000000
          983.07
          853.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KG R22F004
          
            2051-12-25
          
          5.000000
          944.23
          877.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UB R22F004
          
            2051-12-25
          
          1.500000
          2000.00
          1516.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004UA R22F004
          
            2051-12-25
          
          1.500000
          1938.83
          1756.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004YU R22F004
          
            2051-04-25
          
          0.500000
          972.52
          756.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 PC
          
            2052-02-20
          
          3.000000
          68401000.00
          69401843.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 ND
          
            2052-02-20
          
          2.000000
          70281829.00
          70150683.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 MG
          
            2052-02-20
          
          2.000000
          79683900.00
          79535209.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-034 MQ
          
            2052-02-20
          
          2.000000
          79683900.00
          79535209.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QA
          
            2051-12-20
          
          1.500000
          18378000.00
          17874828.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QM
          
            2051-12-20
          
          2.000000
          74605000.00
          74735857.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QN
          
            2052-02-20
          
          2.000000
          5243333.00
          5129243.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QT
          
            2052-02-20
          
          1.500000
          3800000.00
          3815800.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QU
          
            2052-02-20
          
          1.500000
          6200002.00
          6085332.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QV
          
            2052-02-20
          
          8.500000
          1000.00
          1119.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 QY
          
            2052-02-20
          
          1.500000
          1923607.00
          1816837.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 VA
          
            2051-12-20
          
          1.500000
          29136000.00
          28352882.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 VT
          
            2052-02-20
          
          1.500000
          4000000.00
          4013172.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 VU
          
            2052-02-20
          
          1.500000
          7894764.00
          7714187.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-028 VY
          
            2052-02-20
          
          1.500000
          934000.00
          881162.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4027NB 04/15/42
          
            2042-04-15
          
          3.500000
          6000.00
          6456.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5101EA 12/25/45
          
            2045-12-25
          
          1.000000
          433.11
          428.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5178KL 11/25/51
          
            2051-11-25
          
          1.750000
          48000.00
          35489.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5178LC 12/25/51
          
            2051-12-25
          
          1.750000
          47316.00
          35400.44
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5178LX 07/25/46
          
            2046-07-25
          
          2.000000
          900.41
          815.87
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5178LY 12/25/51
          
            2051-12-25
          
          1.500000
          178029.00
          127848.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KA
          
            2052-01-20
          
          2.500000
          269039.28
          265508.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-9O FA
          
            2067-04-20
          
          1.029000
          2470869.56
          2482990.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-20O PT
          
            2066-09-20
          
          2.797800
          603437.42
          632443.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-17O KZ
          
            2070-09-20
          
          3.619400
          1049.26
          1146.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-4O FD
          
            2068-02-20
          
          0.361100
          94281.15
          92305.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-160 QD
          
            2050-10-20
          
          1.000000
          497039.58
          400331.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-007 TL
          
            2051-01-20
          
          1.000000
          44997.97
          40744.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-177 GK
          
            2051-10-20
          
          2.000000
          2794.89
          2710.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-216 JY
          
            2051-12-20
          
          2.500000
          242000.00
          238231.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-216 EL
          
            2051-12-20
          
          2.500000
          10105568.00
          9163102.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-209 LP
          
            2051-11-20
          
          1.750000
          1167.33
          1130.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-209 VC
          
            2051-11-20
          
          1.750000
          1165.81
          1135.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-209 YC
          
            2051-11-20
          
          1.750000
          1105.81
          1080.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-214 GN
          
            2051-12-20
          
          1.750000
          2034401.00
          1663760.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-214 GW
          
            2051-12-20
          
          1.500000
          1813000.00
          1414605.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 EU
          
            2051-12-20
          
          2.000000
          10092214.66
          9426128.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 HY
          
            2051-12-20
          
          1.500000
          4000.00
          2531.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 KP
          
            2051-12-20
          
          6.500000
          910.03
          866.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 KQ
          
            2051-12-20
          
          2.000000
          1000.00
          818.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 KT
          
            2051-12-20
          
          19.500000
          887.51
          1129.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 KW
          
            2051-12-20
          
          1.250000
          1000.00
          783.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 NV
          
            2051-12-20
          
          3.000000
          958.05
          850.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 NY
          
            2051-12-20
          
          1.500000
          5449.00
          3379.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-225 WL
          
            2051-12-20
          
          2.000000
          162909.00
          149080.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049AP R13F049
          
            2043-05-25
          
          1.750000
          181.41
          173.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005CA R18F005
          
            2048-02-25
          
          3.000000
          62133.83
          63326.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004YG R22F004
          
            2052-02-25
          
          2.500000
          1000000.00
          996599.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004NG R22F004
          
            2052-02-25
          
          2.000000
          135520.00
          110519.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC008KP R22F008
          
            2051-01-25
          
          2.000000
          14334532.00
          14384401.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004NC R22F004
          
            2054-07-25
          
          2.000000
          322754.00
          262013.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KY R22F004
          
            2052-02-25
          
          2.000000
          24395.00
          19536.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KW R22F004
          
            2050-07-25
          
          1.500000
          27161.00
          19813.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CW R22F004
          
            2050-07-25
          
          1.500000
          615675.72
          610323.03
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CB R22F004
          
            2050-07-25
          
          1.500000
          87000.00
          66844.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004KU R22F004
          
            2051-04-25
          
          1.500000
          431000.00
          324852.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004CK R22F004
          
            2051-04-25
          
          1.500000
          103750.00
          84821.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC095JV R21F095
          
            2041-05-25
          
          2.500000
          4679000.00
          4432996.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL100AD R12F100
          
            2031-03-25
          
          2.000000
          4127187.46
          4148908.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMA REMIC TRUST 2020
          
            2049-11-25
          
          1.128500
          952690.38
          844611.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL087WJ R21F087
          
            2051-01-25
          
          2.000000
          1000.00
          820.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL094KY R21F094
          
            2051-12-25
          
          2.000000
          1000.00
          803.97
          Agency Collateralized Mortgage Obligation
        
        
          FCSB 3.07 FCSB 33 I
          
            2033-11-28
          
          3.070000
          1000.00
          1056.08
          Agency Debentures and Agency Strips
        
        
          FCSB 2.15 FCSB 23 CF
          
            2023-03-06
          
          2.150000
          216000.00
          220246.18
          Agency Debentures and Agency Strips
        
        
          FCSB FCFR 01LI C 22/07
          
            2022-07-13
          
          0.203700
          891000.00
          891084.54
          Agency Debentures and Agency Strips
        
        
          FCSB 3.25 FCSB 35 L
          
            2035-12-04
          
          3.250000
          530000.00
          564382.87
          Agency Debentures and Agency Strips
        
        
          FMAC FREMF MTG TR 2012-K20
          
            2045-05-25
          
          3.872300
          40000.00
          40261.57
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRA CL005A1 R22M005
          
            2034-01-25
          
          2.418800
          41000000.00
          40489595.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2013-061 AB
          
            2053-05-16
          
          2.000000
          479333.69
          467574.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-118 AB
          
            2062-04-16
          
          2.250000
          284120.62
          280170.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-026 AH
          
            2064-02-16
          
          1.750000
          39699477.00
          37626787.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-026 V
          
            2037-12-16
          
          1.500000
          4000000.00
          3768812.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-026 B
          
            2064-02-16
          
          1.750000
          15100000.00
          11846184.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-026 AG
          
            2055-09-16
          
          1.750000
          35400000.00
          34551125.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-026 AM
          
            2051-01-16
          
          1.500000
          59000000.00
          57393489.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2022-007 AL
          
            2064-02-16
          
          1.600000
          8618875.16
          7988249.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CJ9821 C
          
            2052-02-20
          
          3.500000
          1449021.00
          1493688.52
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2015-SB3
          
            2042-08-25
          
          0.806900
          905.07
          903.86
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL023AB R21M023
          
            2031-11-25
          
          0.500000
          1004344.81
          912081.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2024-05-25
          
          0.476900
          8377.28
          8384.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2028-09-25
          
          3.481000
          20454489.32
          21524999.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          2.539000
          5035130.00
          5056223.42
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2017-SB2
          
            2037-01-25
          
          0.806900
          18.24
          18.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2021-218 PA
          
            2061-10-16
          
          1.250000
          11946343.92
          10887043.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2021-218 AL
          
            2061-10-16
          
          1.500000
          6916695.41
          6194135.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2021-218 B
          
            2061-10-16
          
          1.500000
          1010214.00
          716614.49
          Agency Mortgage-Backed Securities
        
        
          USTR 1 3/4 NOTE AH 24
          
            2024-12-31
          
          1.750000
          7584800.00
          7602193.54
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE AJ 23
          
            2023-02-15
          
          1.375000
          3370600.00
          3380060.55
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          1280300.00
          1152196.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          10865000.00
          9989037.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AD 25
          
            2025-09-30
          
          0.250000
          18569700.00
          17553883.33
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AQ 24
          
            2024-07-15
          
          0.375000
          2700000.00
          2618437.86
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE E 31
          
            2031-08-15
          
          1.250000
          18834400.00
          17647868.49
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AR 24
          
            2024-08-15
          
          0.375000
          1000000.00
          968041.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE BK 23
          
            2023-11-30
          
          0.500000
          120000.00
          117969.15
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE BL 23
          
            2023-12-31
          
          0.750000
          9000000.00
          8878071.38
          U.S. Treasuries (including strips)
        
        
          USTR BILL 03/24/22
          
            2022-03-24
          
          0.00
          194000.00
          193988.55
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          1181413.41
          1328716.46
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 36
          
            2036-02-15
          
          4.500000
          5000.00
          6514.37
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 51
          
            2051-11-15
          
          1.875000
          5000.00
          4558.44
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE F 26
          
            2026-11-15
          
          2.000000
          19995000.00
          20198211.28
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          5000.00
          5147.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AY 24
          
            2024-02-29
          
          1.500000
          420000.00
          419277.60
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 42
          
            2042-02-15
          
          2.375000
          2120000.00
          2120813.87
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0006
      1600000000.00
      1600000000.00
      0.0455
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      Bmo Repo New 12 Bmo Repo News 12 0.060000%
      RUC0QBLBRPRCU4W1NE59
      0000009622
      967KTCII2_0.06_0307
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2022-018 NA
          
            2051-10-20
          
          2.500000
          3326164.24
          3307055.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMA REMIC SERIES 202
          
            2051-10-25
          
          8.757600
          2374805.00
          2094861.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL004NB R22F004
          
            2054-07-25
          
          2.000000
          10077872.68
          9784717.44
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5198LG 02/25/52
          
            2052-02-25
          
          2.000000
          10144240.79
          9789547.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-2O FC
          
            2068-01-20
          
          0.663100
          6444972.40
          6311428.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-074 PL
          
            2041-05-20
          
          4.000000
          603800.00
          635478.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-2O FA
          
            2068-07-20
          
          0.374500
          11938483.75
          11695239.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-3O FB
          
            2068-06-20
          
          0.394500
          5008496.76
          4910944.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-3O F
          
            2068-08-20
          
          0.364500
          5143354.09
          5035348.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-007 KJ
          
            2050-01-20
          
          3.000000
          758520.82
          767406.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-061 KY
          
            2050-05-20
          
          4.000000
          35843.34
          37454.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-062 WD
          
            2050-05-20
          
          0.735400
          97388.80
          59675.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-159 MU
          
            2051-09-20
          
          1.500000
          33600.00
          29230.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-159 AL
          
            2051-09-20
          
          1.000000
          23600.00
          18168.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2022-018 FL
          
            2052-01-20
          
          0.248300
          21435283.83
          21051081.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2022-018 KA
          
            2052-01-20
          
          2.500000
          14610224.64
          14418509.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049AP R13F049
          
            2043-05-25
          
          1.750000
          553794.88
          529401.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056YB R21F056
          
            2051-09-25
          
          1.500000
          160397.60
          130296.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL051GP R21F051
          
            2028-03-25
          
          1.750000
          33976.38
          33953.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3910CU 03/15/41
          
            2041-03-15
          
          4.000000
          235949.60
          245881.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4926BP 10/25/49
          
            2049-10-25
          
          3.000000
          140148.45
          142509.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5085WA 03/25/51
          
            2051-03-25
          
          0.750000
          5763.40
          3146.51
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5101CL 02/25/51
          
            2051-02-25
          
          1.000000
          20148.40
          12569.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5119LM 05/25/41
          
            2041-05-25
          
          1.500000
          40555.80
          31561.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5131LP 08/25/51
          
            2051-08-25
          
          1.000000
          129900.00
          85887.02
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5131LY 08/25/51
          
            2051-08-25
          
          1.500000
          43860.00
          31016.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-9O FA
          
            2067-04-20
          
          1.029000
          1244293.57
          1250397.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-1O FA
          
            2066-01-20
          
          1.001300
          30671.43
          31036.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-20O PT
          
            2066-09-20
          
          2.797800
          362062.45
          379465.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-2O FA
          
            2069-01-20
          
          0.551300
          66162.34
          66228.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-03O NY
          
            2071-01-20
          
          3.289800
          21110.99
          21084.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-17O KZ
          
            2070-09-20
          
          3.619400
          81745.40
          89327.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-18O EY
          
            2070-09-20
          
          3.695600
          203.94
          223.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-02O KB
          
            2071-01-20
          
          3.010200
          203.84
          204.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2021-02O PB
          
            2070-05-20
          
          4.631800
          200.32
          228.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-4O FD
          
            2068-02-20
          
          0.361100
          310582.42
          304072.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-29 JY
          
            2049-03-20
          
          4.500000
          66090.47
          69731.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-70 AL
          
            2049-06-20
          
          3.000000
          434738.14
          439833.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-103 LY
          
            2049-08-20
          
          3.500000
          200.00
          203.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-013 HB
          
            2048-12-20
          
          3.000000
          836238.91
          845231.82
          Agency Collateralized Mortgage Obligation
        
        
          FHLB 0.625 FHLB 23 HU
          
            2023-12-22
          
          0.625000
          663000.00
          652474.10
          Agency Debentures and Agency Strips
        
        
          FCSB 3.07 FCSB 33 I
          
            2033-11-28
          
          3.070000
          5600.00
          5914.02
          Agency Debentures and Agency Strips
        
        
          FCSB FCFR 01LI C 22/07
          
            2022-07-13
          
          0.203700
          200.00
          200.02
          Agency Debentures and Agency Strips
        
        
          FNMA 0.50 FNSM A 06/25
          
            2025-06-17
          
          0.500000
          25000.00
          23897.25
          Agency Debentures and Agency Strips
        
        
          FMAC 0.375 FMNT GB 23 Q8
          
            2023-04-20
          
          0.375000
          83600.00
          82829.65
          Agency Debentures and Agency Strips
        
        
          FMAC 0.25 FMNT GB 23 W5
          
            2023-09-08
          
          0.250000
          23600.00
          23189.40
          Agency Debentures and Agency Strips
        
        
          FNMA MNRA CL005A2 R22M005
          
            2034-01-25
          
          2.418800
          5756400.00
          5578193.96
          Agency Mortgage-Backed Securities
        
        
          03IW0FRESB MTG TR 2015-SB2
          
            2035-07-25
          
          0.806900
          30341.87
          30369.48
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2015-SB3
          
            2042-08-25
          
          0.806900
          27.85
          27.81
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB5
          
            2028-04-25
          
          3.398600
          8230.94
          8427.46
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL006A R20M006
          
            2037-10-25
          
          2.500000
          451510.98
          454949.24
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2024-03-25
          
          2.321000
          2535.58
          2556.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-12-25
          
          2.797000
          75738.74
          77365.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-06-25
          
          2.892000
          13982.31
          29644.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2023-07-25
          
          3.203000
          113888.24
          114290.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          2.539000
          490896.00
          492952.49
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2017-SB2
          
            2037-01-25
          
          0.806900
          8517.18
          8503.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2015-47 AC
          
            2055-05-16
          
          2.500000
          2428.44
          2439.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2016-72 A
          
            2055-12-16
          
          2.700000
          228677.38
          226078.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-043 AN
          
            2061-11-16
          
          1.800000
          910.88
          875.88
          Agency Mortgage-Backed Securities
        
        
          USTR BILL 03/10/22
          
            2022-03-10
          
          0.00
          139920.00
          139917.20
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE L 27
          
            2027-05-31
          
          0.500000
          2000.00
          1861.63
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE F 31
          
            2031-11-15
          
          1.375000
          114240.00
          108489.19
          U.S. Treasuries (including strips)
        
        
          GNMA GNRA 2020-12O JZ
          
            2069-08-20
          
          4.197400
          213.70
          254.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-11O JZ
          
            2069-05-20
          
          4.178700
          30822.69
          36789.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O JA
          
            2068-09-20
          
          3.750000
          5916.00
          6129.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-5O FG
          
            2068-08-20
          
          0.382400
          5952.65
          5831.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O HZ
          
            2068-04-20
          
          4.597400
          2138.39
          2508.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-29 W
          
            2046-07-20
          
          2.500000
          33.34
          33.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-167 WL
          
            2040-09-20
          
          4.500000
          70205.40
          75353.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2015-13O FG
          
            2065-04-20
          
          0.501300
          6498.45
          6496.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-8O PZ
          
            2066-04-20
          
          2.000000
          24248.22
          21912.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-1O HZ
          
            2067-04-20
          
          4.563800
          24839.12
          29546.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-0O GZ
          
            2067-04-20
          
          4.540500
          249.37
          290.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-3O HZ
          
            2068-01-20
          
          4.556800
          23973.66
          29099.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-1O HZ
          
            2068-01-20
          
          4.616200
          24135.18
          28892.39
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2022-03-07
      2022-03-07
      2022-03-14
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0028
      N
      N
      Y
      N
    
    
      Edward Jones Money Market Fund
      2022-03-07
      Aaron J. Masek
      Aaron J. Masek
      Treasurer

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