Form N-MFP2 EDWARD JONES MONEY MARKE For: May 31

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    N-MFP2
    
      
        
          0000314650
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      2021-05-31
      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
      39
      107
      
        23553130690.00
        23299950780.97
        23669889960.69
        22906021333.93
      
      
        28365626024.63
        27888449744.22
        27838889960.69
        27300021333.93
        0.00
      
      
        0.6830
        0.6806
        0.6883
        0.6752
      
      
        0.8225
        0.8147
        0.8095
        0.8047
        0.0000
      
      136258197.29
      33785825954.82
      33781606937.00
      7710717.11
      351004081.98
      33574571769.42
      33574553608.9730
      1.0000
      0.0005
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
    
    
      C000024632
      1.00
      24113802747.20
      24113789725.6790
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        1858341197.29
        1714237549.11
      
      
        1607584138.50
        1823530246.05
      
      
        2106501087.14
        1864479391.89
      
      
        1561179102.23
        1696811946.35
      
      
        0.00
        0.00
      
      
        7133605525.16
        7099059133.40
      
      0.0001
      N
    
    
      C000024633
      1.00
      9460769022.22
      9460763883.2940
      
        1.0001
        1.0001
        1.0001
        1.0001
        0.0000
      
      
        1953319712.32
        1949333355.34
      
      
        1955150521.34
        2055566388.00
      
      
        2013688860.71
        1935355605.77
      
      
        1835314814.92
        1862596240.57
      
      
        0.00
        0.00
      
      
        7757473909.29
        7802851589.68
      
      0.0001
      Y
      Jones: Investment Adviser fees, TA fees, Shareholder service fees and 12b-1 distributions service fees: $20,953,958
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.085000%
      3130AGM85
      2549001DPIFGXC1TOL40
      US3130AGM850
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-06-11
      2021-06-11
      N
      N
      N
      0.0002
      104001781.52
      104001781.52
      0.0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.085000%
      3130AGQA6
      2549001DPIFGXC1TOL40
      US3130AGQA64
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0003
      120656778.12
      120656778.12
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.085000%
      3130AGTF2
      2549001DPIFGXC1TOL40
      US3130AGTF25
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-07-23
      2021-07-23
      N
      N
      N
      0.0003
      95007340.65
      95007340.65
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.125000%
      3130AJ5K1
      2549001DPIFGXC1TOL40
      US3130AJ5K18
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-02-10
      2022-02-10
      N
      N
      N
      0.0003
      56032945.92
      56032945.92
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.130000%
      3130AJC49
      2549001DPIFGXC1TOL40
      US3130AJC491
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0004
      200129188.00
      200129188.00
      0.0060
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.160000%
      3130AJCZ0
      2549001DPIFGXC1TOL40
      US3130AJCZ01
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-09-03
      2021-09-03
      N
      N
      N
      0.0002
      125045282.50
      125045282.50
      0.0037
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AJYW3
      2549001DPIFGXC1TOL40
      US3130AJYW32
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-02-18
      2022-02-18
      N
      N
      N
      0.0004
      70023945.60
      70023945.60
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.095000%
      3130AJZF9
      2549001DPIFGXC1TOL40
      US3130AJZF99
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-20
      2022-05-20
      N
      N
      N
      0.0005
      75040242.00
      75040242.00
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.090000%
      3130AJZK8
      2549001DPIFGXC1TOL40
      US3130AJZK84
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-02-25
      2022-02-25
      N
      N
      N
      0.0004
      100034367.00
      100034367.00
      0.0030
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.100000%
      3130AK5G7
      2549001DPIFGXC1TOL40
      US3130AK5G79
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-06-10
      2022-06-10
      N
      N
      N
      0.0005
      130096366.40
      130096366.40
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.130000%
      3130AK7B6
      2549001DPIFGXC1TOL40
      US3130AK7B64
      U.S. Government Agency Debt
      Y
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0008
      114002538.78
      114002538.78
      0.0034
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.125000%
      3130AKA30
      2549001DPIFGXC1TOL40
      US3130AKA303
      U.S. Government Agency Debt
      Y
      2021-08-16
      2021-08-16
      2021-08-16
      N
      N
      N
      0.0008
      72006229.44
      72006229.44
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AKAH9
      2549001DPIFGXC1TOL40
      US3130AKAH93
      U.S. Government Agency Debt
      Y
      2021-06-23
      2021-06-23
      2021-06-23
      N
      N
      N
      0.0008
      112002713.76
      112002713.76
      0.0033
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.120000%
      3130AKAK2
      2549001DPIFGXC1TOL40
      US3130AKAK23
      U.S. Government Agency Debt
      Y
      2021-06-28
      2021-06-28
      2021-06-28
      N
      N
      N
      0.0010
      150002176.50
      150002176.50
      0.0045
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.125000%
      3130AKBC9
      2549001DPIFGXC1TOL40
      US3130AKBC97
      U.S. Government Agency Debt
      Y
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0008
      93013350.15
      93013350.15
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.070000%
      3130AKDD5
      2549001DPIFGXC1TOL40
      US3130AKDD52
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-04-26
      2022-04-26
      N
      N
      N
      0.0005
      110033356.40
      110033356.40
      0.0033
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.075000%
      3130AKG34
      2549001DPIFGXC1TOL40
      US3130AKG342
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0007
      75786041.09
      75786041.09
      0.0023
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.055000%
      3130AKH33
      2549001DPIFGXC1TOL40
      US3130AKH332
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0005
      235031967.05
      235031967.05
      0.0070
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.070000%
      3130AKH82
      2549001DPIFGXC1TOL40
      US3130AKH829
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0007
      160062171.20
      160062171.20
      0.0048
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.070000%
      3130AKHU3
      2549001DPIFGXC1TOL40
      US3130AKHU32
      U.S. Government Agency Debt
      Y
      2021-06-02
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0007
      150077470.50
      150077470.50
      0.0045
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.030000%
      3130AKJM9
      2549001DPIFGXC1TOL40
      US3130AKJM97
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-08-09
      2021-08-09
      N
      N
      N
      0.0002
      250004792.50
      250004792.50
      0.0074
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.070000%
      3130AKKN5
      2549001DPIFGXC1TOL40
      US3130AKKN51
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0009
      200044972.00
      200044972.00
      0.0060
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.101000%
      3130AKTN6
      2549001DPIFGXC1TOL40
      US3130AKTN60
      U.S. Government Agency Debt
      Y
      2021-10-26
      2021-10-26
      2021-10-26
      N
      N
      N
      0.0003
      45004573.35
      45004573.35
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.065000%
      3130AKYV2
      2549001DPIFGXC1TOL40
      US3130AKYV22
      U.S. Government Agency Debt
      Y
      2021-06-01
      2023-02-03
      2023-02-03
      N
      N
      N
      0.0008
      150046233.00
      150046233.00
      0.0045
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.040000%
      3130ALVN1
      2549001DPIFGXC1TOL40
      US3130ALVN16
      U.S. Government Agency Debt
      Y
      2021-10-29
      2021-10-29
      2021-10-29
      N
      N
      N
      0.0003
      50001432.00
      50001432.00
      0.0015
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.030000%
      3130AMD66
      2549001DPIFGXC1TOL40
      US3130AMD667
      U.S. Government Agency Debt
      Y
      2021-11-03
      2021-11-03
      2021-11-03
      N
      N
      N
      0.0004
      74997451.50
      74997451.50
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.035000%
      3130AMDG4
      2549001DPIFGXC1TOL40
      US3130AMDG40
      U.S. Government Agency Debt
      Y
      2021-11-29
      2021-11-29
      2021-11-29
      N
      N
      N
      0.0005
      149988510.00
      149988510.00
      0.0045
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Notes
      Federal Home Loan Banks 0.040000%
      3130AMHX3
      2549001DPIFGXC1TOL40
      US3130AMHX37
      U.S. Government Agency Debt
      Y
      2021-11-16
      2021-11-16
      2021-11-16
      N
      N
      N
      0.0006
      179987349.60
      179987349.60
      0.0054
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System Floating Rate Notes
      Federal Home Loan Banks 0.045000%
      3130AMMK5
      2549001DPIFGXC1TOL40
      US3130AMMK50
      U.S. Government Agency Debt
      Y
      2021-06-01
      2023-05-19
      2023-05-19
      N
      N
      N
      0.0010
      110959451.70
      110959451.70
      0.0033
      N
      N
      N
      N
    
    
      Federal Farm Credit System Discount Notes
      Federal Farm Credit Banks
      313313JY5
      US313313JY59
      U.S. Government Agency Debt
      Y
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0001
      3999930.00
      3999930.00
      0.0001
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.085000%
      3133EKUW4
      US3133EKUW44
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0003
      36001958.76
      36001958.76
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.155000%
      3133EL2B9
      US3133EL2B97
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0005
      60090279.01
      60090279.01
      0.0018
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.190000%
      3133ELHG2
      US3133ELHG24
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0005
      115093779.05
      115093779.05
      0.0034
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.120000%
      3133ELR97
      US3133ELR970
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0004
      150011715.00
      150011715.00
      0.0045
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.310000%
      3133ELUW2
      US3133ELUW27
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0004
      75060841.50
      75060841.50
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.085000%
      3133EMFQ0
      US3133EMFQ07
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0009
      75026782.50
      75026782.50
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.075000%
      3133EMGS5
      US3133EMGS53
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0008
      55019999.10
      55019999.10
      0.0016
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.055000%
      3133EMHQ8
      US3133EMHQ88
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-08-25
      2022-08-25
      N
      N
      N
      0.0010
      214946628.40
      214946628.40
      0.0064
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.090000%
      3133EMJG8
      US3133EMJG88
      U.S. Government Agency Debt
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0002
      100000381.00
      100000381.00
      0.0030
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.065000%
      3133EMKP6
      US3133EMKP68
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0007
      160083796.80
      160083796.80
      0.0048
      N
      N
      N
      N
    
    
      Federal Farm Credit System Notes
      Federal Farm Credit Banks 0.080000%
      3133EMLB6
      US3133EMLB63
      U.S. Government Agency Debt
      Y
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0000
      50002166.50
      50002166.50
      0.0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System Floating Rate Notes
      Federal Farm Credit Banks 0.045000%
      3133EMUJ9
      US3133EMUJ98
      U.S. Government Agency Debt
      Y
      2021-06-01
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0010
      99967524.00
      99967524.00
      0.0030
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.070000%
      3134GTUY7
      S6XOOCT0IEG5ABCC6L87
      US3134GTUY73
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-06-14
      2021-06-14
      N
      N
      N
      0.0004
      200002078.00
      200002078.00
      0.0060
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.210000%
      3134GVGW2
      S6XOOCT0IEG5ABCC6L87
      US3134GVGW20
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0002
      40062812.80
      40062812.80
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.280000%
      3134GVHQ4
      S6XOOCT0IEG5ABCC6L87
      US3134GVHQ43
      U.S. Government Agency Debt
      Y
      2021-06-01
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0004
      75011391.00
      75011391.00
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.100000%
      3134GWKC9
      S6XOOCT0IEG5ABCC6L87
      US3134GWKC92
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0004
      100091795.00
      100091795.00
      0.0030
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Floating Rate Notes
      Federal Home Loan Mortgage Corp. 0.075000%
      3134GXBH6
      S6XOOCT0IEG5ABCC6L87
      US3134GXBH63
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0006
      200120554.00
      200120554.00
      0.0060
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.400000%
      3135G03J0
      B1V7KEBTPIMZEU4LTD58
      US3135G03J02
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-04-15
      2022-04-15
      N
      N
      N
      0.0003
      84286411.44
      84286411.44
      0.0025
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.330000%
      3135G04A8
      B1V7KEBTPIMZEU4LTD58
      US3135G04A83
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0003
      70203056.00
      70203056.00
      0.0021
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.330000%
      3135G04D2
      B1V7KEBTPIMZEU4LTD58
      US3135G04D23
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-04-27
      2022-04-27
      N
      N
      N
      0.0002
      82238670.84
      82238670.84
      0.0024
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.280000%
      3135G04G5
      B1V7KEBTPIMZEU4LTD58
      US3135G04G53
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-04
      2022-05-04
      N
      N
      N
      0.0006
      145316806.15
      145316806.15
      0.0043
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.240000%
      3135G04J9
      B1V7KEBTPIMZEU4LTD58
      US3135G04J92
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0006
      100181201.00
      100181201.00
      0.0030
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.230000%
      3135G04L4
      B1V7KEBTPIMZEU4LTD58
      US3135G04L49
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-09
      2022-05-09
      N
      N
      N
      0.0005
      75138786.75
      75138786.75
      0.0022
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.200000%
      3135G04T7
      B1V7KEBTPIMZEU4LTD58
      US3135G04T74
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0007
      79614843.32
      79614843.32
      0.0024
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.190000%
      3135G04W0
      B1V7KEBTPIMZEU4LTD58
      US3135G04W04
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0005
      100167831.00
      100167831.00
      0.0030
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.210000%
      3135G05A7
      B1V7KEBTPIMZEU4LTD58
      US3135G05A74
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0005
      75148147.50
      75148147.50
      0.0022
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Floating Rate Notes
      Federal National Mortgage Assoc. 0.180000%
      3135G0Z55
      B1V7KEBTPIMZEU4LTD58
      US3135G0Z556
      U.S. Government Agency Debt
      Y
      2021-06-01
      2022-03-09
      2022-03-09
      N
      N
      N
      0.0004
      84096807.48
      84096807.48
      0.0025
      N
      N
      N
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127963S6
      254900HROIFWPRGM1V77
      US9127963S60
      U.S. Treasury Debt
      Y
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0001
      584992851.30
      584992851.30
      0.0174
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127964B2
      254900HROIFWPRGM1V77
      US9127964B27
      U.S. Treasury Debt
      Y
      2021-08-12
      2021-08-12
      2021-08-12
      N
      N
      N
      0.0001
      344990512.50
      344990512.50
      0.0103
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127964W6
      254900HROIFWPRGM1V77
      US9127964W63
      U.S. Treasury Debt
      Y
      2021-11-04
      2021-11-04
      2021-11-04
      N
      N
      N
      0.0002
      139987866.20
      139987866.20
      0.0042
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      9127965G0
      254900HROIFWPRGM1V77
      US9127965G05
      U.S. Treasury Debt
      Y
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0003
      174977638.50
      174977638.50
      0.0052
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796A41
      254900HROIFWPRGM1V77
      US912796A411
      U.S. Treasury Debt
      Y
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0001
      649999818.00
      649999818.00
      0.0194
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B24
      254900HROIFWPRGM1V77
      US912796B245
      U.S. Treasury Debt
      Y
      2021-06-10
      2021-06-10
      2021-06-10
      N
      N
      N
      0.0001
      900000000.00
      900000000.00
      0.0268
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B32
      254900HROIFWPRGM1V77
      US912796B328
      U.S. Treasury Debt
      Y
      2021-06-24
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0000
      1094998248.00
      1094998248.00
      0.0326
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B40
      254900HROIFWPRGM1V77
      US912796B401
      U.S. Treasury Debt
      Y
      2021-07-01
      2021-07-01
      2021-07-01
      N
      N
      N
      0.0001
      449996251.50
      449996251.50
      0.0134
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796B57
      254900HROIFWPRGM1V77
      US912796B575
      U.S. Treasury Debt
      Y
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0001
      229997635.60
      229997635.60
      0.0069
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 07/21 0.00000
      912796C49
      254900HROIFWPRGM1V77
      US912796C490
      U.S. Treasury Debt
      Y
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0000
      89999681.40
      89999681.40
      0.0027
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796C56
      254900HROIFWPRGM1V77
      US912796C565
      U.S. Treasury Debt
      Y
      2021-07-29
      2021-07-29
      2021-07-29
      N
      N
      N
      0.0001
      249995972.50
      249995972.50
      0.0074
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 08/21 0.00000
      912796C64
      254900HROIFWPRGM1V77
      US912796C649
      U.S. Treasury Debt
      Y
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0001
      364991761.95
      364991761.95
      0.0109
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796D48
      254900HROIFWPRGM1V77
      US912796D480
      U.S. Treasury Debt
      Y
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0001
      459989907.60
      459989907.60
      0.0137
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796D55
      254900HROIFWPRGM1V77
      US912796D555
      U.S. Treasury Debt
      Y
      2021-08-26
      2021-08-26
      2021-08-26
      N
      N
      N
      0.0001
      374988802.50
      374988802.50
      0.0112
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 09/21 0.00000
      912796F53
      254900HROIFWPRGM1V77
      US912796F535
      U.S. Treasury Debt
      Y
      2021-09-23
      2021-09-23
      2021-09-23
      N
      N
      N
      0.0002
      534974587.50
      534974587.50
      0.0159
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796G37
      254900HROIFWPRGM1V77
      US912796G376
      U.S. Treasury Debt
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      420000000.00
      420000000.00
      0.0125
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 10/21 0.00000
      912796G52
      254900HROIFWPRGM1V77
      US912796G525
      U.S. Treasury Debt
      Y
      2021-10-14
      2021-10-14
      2021-10-14
      N
      N
      N
      0.0002
      549963903.50
      549963903.50
      0.0164
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Treasury Bill 10/21 0.00000
      912796G60
      254900HROIFWPRGM1V77
      US912796G608
      U.S. Treasury Debt
      Y
      2021-10-21
      2021-10-21
      2021-10-21
      N
      N
      N
      0.0002
      650455095.99
      650455095.99
      0.0194
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill
      912796G78
      254900HROIFWPRGM1V77
      US912796G780
      U.S. Treasury Debt
      Y
      2021-10-28
      2021-10-28
      2021-10-28
      N
      N
      N
      0.0002
      148989207.93
      148989207.93
      0.0044
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796G94
      254900HROIFWPRGM1V77
      US912796G947
      U.S. Treasury Debt
      Y
      2021-06-15
      2021-06-15
      2021-06-15
      N
      N
      N
      0.0001
      218580000.00
      218580000.00
      0.0065
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 06/21 0.00000
      912796H28
      254900HROIFWPRGM1V77
      US912796H283
      U.S. Treasury Debt
      Y
      2021-06-22
      2021-06-22
      2021-06-22
      N
      N
      N
      0.0001
      299999124.00
      299999124.00
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796H36
      254900HROIFWPRGM1V77
      US912796H366
      U.S. Treasury Debt
      Y
      2021-06-29
      2021-06-29
      2021-06-29
      N
      N
      N
      0.0001
      625000000.00
      625000000.00
      0.0186
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796H85
      254900HROIFWPRGM1V77
      US912796H853
      U.S. Treasury Debt
      Y
      2021-07-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0000
      749998177.50
      749998177.50
      0.0223
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      United States Cash Management Bill
      912796J83
      254900HROIFWPRGM1V77
      US912796J834
      U.S. Treasury Debt
      Y
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0002
      324991468.75
      324991468.75
      0.0097
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 08/21 0.00000
      912796J91
      254900HROIFWPRGM1V77
      US912796J917
      U.S. Treasury Debt
      Y
      2021-08-10
      2021-08-10
      2021-08-10
      N
      N
      N
      0.0002
      399988332.00
      399988332.00
      0.0119
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      Cash Mgmt Bill 08/21 0.00000
      912796K24
      254900HROIFWPRGM1V77
      US912796K246
      U.S. Treasury Debt
      Y
      2021-08-17
      2021-08-17
      2021-08-17
      N
      N
      N
      0.0001
      374991978.75
      374991978.75
      0.0112
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796K40
      254900HROIFWPRGM1V77
      US912796K402
      U.S. Treasury Debt
      Y
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0001
      649983568.00
      649983568.00
      0.0194
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796L31
      254900HROIFWPRGM1V77
      US912796L319
      U.S. Treasury Debt
      Y
      2021-09-14
      2021-09-14
      2021-09-14
      N
      N
      N
      0.0002
      409982062.50
      409982062.50
      0.0122
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796L49
      254900HROIFWPRGM1V77
      US912796L491
      U.S. Treasury Debt
      Y
      2021-09-21
      2021-09-21
      2021-09-21
      N
      N
      N
      0.0001
      349989111.50
      349989111.50
      0.0104
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Cash Management Bill
      912796L56
      254900HROIFWPRGM1V77
      US912796L566
      U.S. Treasury Debt
      Y
      2021-09-28
      2021-09-28
      2021-09-28
      N
      N
      N
      0.0002
      349982647.00
      349982647.00
      0.0104
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bond
      U.S. TREASURY 8.000000%
      912810EL8
      254900HROIFWPRGM1V77
      US912810EL80
      U.S. Treasury Debt
      Y
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0008
      155390625.00
      155390625.00
      0.0046
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      USTR 2.750000%
      9128284W7
      254900HROIFWPRGM1V77
      US9128284W72
      U.S. Treasury Debt
      Y
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0002
      40225968.40
      40225968.40
      0.0012
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. TREASURY NOTE 2.875000%
      9128285L0
      254900HROIFWPRGM1V77
      US9128285L09
      U.S. Treasury Debt
      Y
      2021-11-15
      2021-11-15
      2021-11-15
      N
      N
      N
      0.0005
      101281250.00
      101281250.00
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Notes 1.750000%
      9128286Y1
      254900HROIFWPRGM1V77
      US9128286Y11
      U.S. Treasury Debt
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0009
      189204140.16
      189204140.16
      0.0056
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Bond 2.000000%
      912828D72
      254900HROIFWPRGM1V77
      US912828D721
      U.S. Treasury Debt
      Y
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      100488821.00
      100488821.00
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      US Treasury 1.750000%
      912828J43
      254900HROIFWPRGM1V77
      US912828J439
      U.S. Treasury Debt
      Y
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0006
      38479453.22
      38479453.22
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 2.125000%
      912828RC6
      254900HROIFWPRGM1V77
      US912828RC60
      U.S. Treasury Debt
      Y
      2021-08-15
      2021-08-15
      2021-08-15
      N
      N
      N
      0.0002
      25108861.75
      25108861.75
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 1.250000%
      912828T67
      254900HROIFWPRGM1V77
      US912828T677
      U.S. Treasury Debt
      Y
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0004
      80400000.00
      80400000.00
      0.0024
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note 2.000000%
      912828U81
      254900HROIFWPRGM1V77
      US912828U816
      U.S. Treasury Debt
      Y
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0006
      60675000.00
      60675000.00
      0.0018
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note/Bond 2.625000%
      912828Y20
      254900HROIFWPRGM1V77
      US912828Y206
      U.S. Treasury Debt
      Y
      2021-07-15
      2021-07-15
      2021-07-15
      N
      N
      N
      0.0002
      37117004.73
      37117004.73
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Notes 1.500000%
      912828YC8
      254900HROIFWPRGM1V77
      US912828YC87
      U.S. Treasury Debt
      Y
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0002
      100365194.00
      100365194.00
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.315000%
      912828YN4
      254900HROIFWPRGM1V77
      US912828YN43
      U.S. Treasury Debt
      Y
      2021-06-01
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0002
      88310389.36
      88310389.36
      0.0026
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      United States Treasury Note/Bond 1.500000%
      912828YP9
      254900HROIFWPRGM1V77
      US912828YP90
      U.S. Treasury Debt
      Y
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0006
      102605625.00
      102605625.00
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.169000%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      2021-06-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0002
      34033194.20
      34033194.20
      0.0010
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.070000%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      2021-06-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0003
      200089650.00
      200089650.00
      0.0060
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.064000%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      2021-06-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0004
      425138677.50
      425138677.50
      0.0127
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.049000%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      2021-06-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0004
      355027895.90
      355027895.90
      0.0106
      N
      N
      N
      N
    
    
      RBC Capital Markets, LLC
      Rbcm Repo 1 Repo 0.010000%
      549300LCO2FLSSVFFR64
      930LFP008_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 4094YC 08/15/42
          
            2042-08-15
          
          3.000000
          7000.00
          6579.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC040PU R20F040
          
            2050-06-25
          
          1.500000
          23274.25
          20896.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL038PA R18F038
          
            2047-06-25
          
          3.500000
          5079.00
          5312.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC012KU R21F012
          
            2051-03-25
          
          1.500000
          25999.99
          21719.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL104UE R05F104
          
            2035-12-25
          
          5.500000
          2530.18
          2878.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-165 BU
          
            2050-11-20
          
          1.250000
          23000.00
          20551.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-153 TU
          
            2050-10-20
          
          1.000000
          1850.98
          1769.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-064 EK
          
            2051-04-20
          
          1.750000
          238000.00
          224169.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-008 BY
          
            2051-01-20
          
          1.250000
          8000.00
          7522.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-165 BV
          
            2050-11-20
          
          1.000000
          3620.00
          3045.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-032 HG
          
            2050-03-20
          
          2.000000
          2596.54
          2408.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-015 NB
          
            2050-02-20
          
          2.500000
          9150.05
          9161.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-041 TA
          
            2041-08-20
          
          3.000000
          325.60
          327.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099JB R12F099
          
            2042-09-25
          
          2.500000
          16024.71
          15946.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL093MY R12F093
          
            2042-09-25
          
          2.500000
          4208.39
          4172.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5071UV 02/25/51
          
            2051-02-25
          
          1.500000
          25906.80
          23498.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-087 HM
          
            2051-05-20
          
          1.500000
          111000.00
          111623.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-081 KU
          
            2051-05-20
          
          1.500000
          109000.00
          109493.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-083 LM
          
            2051-05-20
          
          1.750000
          25000.00
          25146.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5116HJ 06/25/51
          
            2051-06-25
          
          2.000000
          1416179.00
          1428472.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL037KH R21F037
          
            2051-06-25
          
          2.000000
          110000.00
          110987.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-089 MA
          
            2051-05-20
          
          1.500000
          405000.00
          407013.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-077 EK
          
            2051-05-20
          
          1.500000
          293000.00
          294493.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-087 HN
          
            2051-05-20
          
          1.500000
          927159.00
          932367.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5119UA 06/25/51
          
            2051-06-25
          
          2.000000
          50000.00
          50399.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5058LU 01/25/51
          
            2051-01-25
          
          1.000000
          2898.90
          2412.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4139YC 06/15/42
          
            2042-06-15
          
          2.500000
          6406.39
          6511.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4064TD 06/15/42
          
            2042-06-15
          
          3.000000
          3836.94
          3670.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2015-24O FL
          
            2065-08-20
          
          0.630400
          23937382.00
          24052690.39
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4087TC 07/15/42
          
            2042-07-15
          
          3.000000
          1181.70
          1179.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-38 CA
          
            2048-10-20
          
          3.000000
          2242.46
          2247.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4606JA 08/15/46
          
            2046-08-15
          
          2.500000
          13709.09
          13140.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5058LW 01/25/51
          
            2051-01-25
          
          1.250000
          14494.49
          12337.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-23 YA
          
            2038-03-20
          
          5.250000
          3747.65
          4213.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL126WA R11F126
          
            2041-12-25
          
          2.500000
          12193.92
          12083.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL082CA R17F082
          
            2047-10-25
          
          3.000000
          8999.29
          9052.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-113 YA
          
            2042-07-20
          
          2.500000
          2300.93
          2299.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-026 ED
          
            2034-04-16
          
          5.500000
          2955.73
          3343.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL045GB R10F045
          
            2040-05-25
          
          5.000000
          2100.00
          2357.19
          Agency Collateralized Mortgage Obligation
        
        
          FHLB FHOR 21-31 MZ
          
            2031-05-27
          
          1.000000
          250000.00
          249236.94
          Agency Debentures and Agency Strips
        
        
          FHLB FHOR 21-29 LC
          
            2029-10-29
          
          1.000000
          300000.00
          299183.27
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SF MA6606 M
          
            2044-10-20
          
          6.500000
          12129.74
          14591.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001761 M
          
            2024-06-20
          
          8.000000
          16.07
          17.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA ML AG8111 H
          
            2064-03-20
          
          1.022000
          357.64
          367.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6604 M
          
            2050-04-20
          
          5.500000
          19845.64
          21988.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL610678
          
            2031-11-01
          
          6.500000
          0.54
          0.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX AS004593
          
            2024-05-01
          
          4.682000
          99.28
          100.68
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C80344 G
          
            2025-09-01
          
          7.500000
          2.91
          3.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 08.000 FGPC C37867 G
          
            2030-04-01
          
          8.000000
          3.80
          4.33
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.500 FGPC C32288 G
          
            2029-10-01
          
          7.500000
          12.45
          13.95
          Agency Mortgage-Backed Securities
        
        
          FMAC 05.500 FGPC C01289 G
          
            2031-12-01
          
          5.500000
          22.92
          26.40
          Agency Mortgage-Backed Securities
        
        
          FMAC 06.000 FGPC C01258 G
          
            2031-11-01
          
          6.000000
          16.82
          20.01
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C00370 G
          
            2024-08-01
          
          7.000000
          4.45
          4.49
          Agency Mortgage-Backed Securities
        
        
          FMAC 07.000 FGPC C36429 G
          
            2030-02-01
          
          7.000000
          4.78
          4.97
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2025-02-25
          
          1.766000
          12118666.65
          12486328.78
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2026-07-25
          
          0.597200
          21423146.80
          21574732.18
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2029-10-25
          
          2.234000
          52000000.00
          54704546.00
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2039-10-25
          
          2.320000
          32008214.97
          33318471.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB5
          
            2038-08-25
          
          3.400000
          16324.39
          17025.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-04-25
          
          1.200000
          81482.98
          82538.67
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2019-SB6
          
            2039-06-25
          
          2.320000
          51593443.01
          53619104.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2018-SB4
          
            2037-12-25
          
          2.890000
          18105707.58
          18726054.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2017-SB4
          
            2037-10-25
          
          2.710000
          50032558.12
          51245972.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FRESB MTG TR 2020-SB7
          
            2040-01-25
          
          1.560000
          33132820.06
          33582730.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5880 M
          
            2049-04-20
          
          6.000000
          1590.75
          1818.96
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 000446 M
          
            2022-11-20
          
          7.500000
          27.76
          28.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 001467 M
          
            2023-11-20
          
          6.500000
          26.43
          27.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 002285 M
          
            2026-09-20
          
          8.000000
          33.37
          38.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF 000071 M
          
            2022-08-20
          
          7.000000
          4.10
          4.14
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5437
          
            2044-05-01
          
          4.000000
          973486.57
          1071599.41
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      300000000.00
      300000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wellsec Repo 1 Repo 0.010000%
      VYVVCKR63DVZZN70PB21
      0000072971
      930NXW009_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 07.500 CL745288
          
            2032-10-01
          
          7.500000
          228464.98
          263189.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAY5507
          
            2030-03-01
          
          3.500000
          252360.69
          270435.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6831
          
            2046-03-01
          
          3.500000
          3252095.04
          3512002.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAI6517
          
            2036-06-01
          
          5.000000
          1440846.49
          1660028.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CNMA4126
          
            2030-09-01
          
          2.000000
          1323017.05
          1372762.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM2745
          
            2050-03-01
          
          4.500000
          1984925.00
          2161632.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CICA1444
          
            2033-03-01
          
          3.500000
          4599046.09
          5010982.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR5656
          
            2051-02-01
          
          3.000000
          2268818.68
          2430281.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBO1667
          
            2049-06-01
          
          5.000000
          126848.10
          140481.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK6861
          
            2048-06-01
          
          4.500000
          607420.51
          682023.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBJ6858
          
            2033-06-01
          
          4.000000
          5595740.21
          6054087.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBO9755
          
            2050-02-01
          
          3.500000
          721926.82
          782279.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL759156
          
            2034-01-01
          
          5.500000
          311981.84
          362471.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ6239
          
            2048-05-01
          
          4.000000
          906349.14
          990168.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4327
          
            2051-05-01
          
          3.000000
          7525253.19
          7904593.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6965
          
            2051-04-01
          
          2.500000
          2445835.97
          2558760.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6343
          
            2045-12-01
          
          3.500000
          33028545.13
          35667327.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL1427
          
            2041-08-01
          
          4.500000
          15669840.74
          17587280.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CVAB6465
          
            2027-10-01
          
          2.500000
          622566.31
          655841.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL924948
          
            2037-08-01
          
          6.000000
          379877.61
          431407.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA9306
          
            2051-02-01
          
          3.000000
          6710983.81
          7151425.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 I4BF0181
          
            2057-02-01
          
          3.500000
          6057901.11
          6618941.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM4052
          
            2048-06-01
          
          4.000000
          1635599.42
          1813549.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8592
          
            2051-01-01
          
          2.500000
          56031336.43
          58388294.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB5172
          
            2042-05-01
          
          3.500000
          26886396.61
          29329966.77
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      190000000.00
      190000000.00
      0.0057
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co.
      Gold Repo 1 Repo 0.010000%
      0000769993
      930NYM000_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 06.000 CLBD6887
          
            2038-09-01
          
          6.000000
          41671.62
          49454.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAY2974
          
            2045-05-01
          
          3.500000
          5003.03
          5380.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAL3093
          
            2043-02-01
          
          3.500000
          1345926.43
          1466299.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAH1662
          
            2041-07-01
          
          4.500000
          16240.36
          18240.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB6960
          
            2050-12-01
          
          3.000000
          2324134.37
          2493819.42
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CISB8089
          
            2036-02-01
          
          2.000000
          57052532.13
          59060210.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZS4078
          
            2045-01-01
          
          3.500000
          335329.03
          362506.44
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM6129
          
            2048-04-01
          
          4.500000
          5270446.86
          5847566.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTCA9111
          
            2040-05-01
          
          4.000000
          1373289.36
          1507794.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBT0564
          
            2051-05-01
          
          2.000000
          1770212.00
          1790904.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIBQ9731
          
            2036-01-01
          
          2.000000
          3144210.02
          3259530.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBQ0888
          
            2050-08-01
          
          3.000000
          1652662.98
          1751488.92
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM6197
          
            2048-04-01
          
          4.000000
          1549853.75
          1671083.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 I4BF0137
          
            2056-08-01
          
          3.000000
          8983684.71
          9764259.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2491
          
            2048-10-01
          
          4.500000
          57870.97
          62903.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA9310
          
            2051-02-01
          
          3.500000
          8261018.15
          9052316.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBM3904
          
            2048-05-01
          
          5.000000
          3264682.70
          3636954.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 U3BF0345
          
            2043-10-01
          
          3.000000
          667595.99
          716041.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ9256
          
            2048-06-01
          
          4.000000
          18672391.94
          20032302.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ7762
          
            2049-04-01
          
          4.500000
          864525.09
          971622.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBH1284
          
            2047-04-01
          
          4.500000
          489577.11
          537455.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL849985
          
            2036-02-01
          
          6.000000
          1162079.36
          1386483.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL826388
          
            2035-06-01
          
          6.000000
          91943.78
          103693.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL780122
          
            2034-05-01
          
          5.000000
          43548.14
          49467.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL703883
          
            2033-05-01
          
          5.500000
          503377.20
          577337.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAU6657
          
            2043-09-01
          
          4.000000
          391905.08
          431183.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIAS9680
          
            2032-05-01
          
          2.500000
          10682.17
          11257.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS7601
          
            2046-07-01
          
          4.000000
          1099833.75
          1195260.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS7365
          
            2046-06-01
          
          3.000000
          12852.60
          13689.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6820
          
            2046-03-01
          
          3.500000
          23196111.90
          25158943.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAS1338
          
            2043-12-01
          
          5.000000
          814434.84
          916744.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAQ3265
          
            2042-11-01
          
          3.000000
          28541.92
          30509.31
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CIQN2855
          
            2035-07-01
          
          2.500000
          3027665.70
          3178543.37
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQC0375
          
            2051-02-01
          
          2.500000
          1163886.32
          1210330.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB9584
          
            2051-03-01
          
          2.500000
          1419263.55
          1499715.93
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB8493
          
            2051-02-01
          
          2.000000
          3320634.75
          3359449.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB1703
          
            2050-08-01
          
          2.500000
          7792788.02
          8169421.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQB0876
          
            2050-06-01
          
          2.500000
          10350659.23
          10849881.87
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA7546
          
            2050-01-01
          
          3.500000
          1044791.73
          1114652.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZS9822
          
            2046-09-01
          
          3.000000
          109335.04
          116309.63
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA2097
          
            2049-08-01
          
          3.500000
          5398905.07
          5715896.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8030
          
            2049-12-01
          
          3.000000
          26922184.86
          28184189.20
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.500 CLZS3000
          
            2040-03-01
          
          5.500000
          672497.29
          785542.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.500 CLZS0767
          
            2034-02-01
          
          5.500000
          53592.17
          62144.89
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CTZA2192
          
            2031-01-01
          
          4.000000
          108624.54
          117527.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZN6303
          
            2049-05-01
          
          5.000000
          495017.18
          553261.39
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN4740
          
            2049-04-01
          
          4.500000
          947958.13
          1056314.49
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZM5146
          
            2047-12-01
          
          4.000000
          74086.48
          79698.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZM5359
          
            2048-01-01
          
          4.500000
          738996.21
          826882.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL5344
          
            2043-03-01
          
          3.500000
          192733.72
          206489.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CJMA3201
          
            2032-10-01
          
          3.000000
          888450.20
          936519.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRMA2853
          
            2046-12-01
          
          3.500000
          653309.88
          714093.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CNMA3586
          
            2029-02-01
          
          4.000000
          199549.26
          212991.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAC0817
          
            2039-12-01
          
          3.500000
          680266.85
          741605.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAB7077
          
            2042-11-01
          
          3.000000
          713551.14
          758447.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL916922
          
            2037-05-01
          
          6.500000
          153317.71
          172664.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM6103
          
            2051-02-01
          
          2.500000
          43816644.73
          46043844.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3904
          
            2049-03-01
          
          4.000000
          4582457.92
          4920460.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCB0209
          
            2051-03-01
          
          3.500000
          1422586.09
          1522867.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA9313
          
            2051-02-01
          
          3.500000
          5242898.15
          5671604.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0320
          
            2047-09-01
          
          4.000000
          2249591.70
          2451240.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA4792
          
            2049-12-01
          
          3.000000
          1171841.50
          1230023.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3842
          
            2049-07-01
          
          4.500000
          4365016.66
          4758762.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA2348
          
            2048-09-01
          
          5.000000
          6392016.87
          7254747.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR5413
          
            2051-04-01
          
          2.500000
          1902578.59
          1996895.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR3063
          
            2051-03-01
          
          2.000000
          1068674.27
          1091440.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ7159
          
            2050-11-01
          
          2.500000
          1822869.12
          1903611.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ2458
          
            2050-09-01
          
          2.500000
          1417156.31
          1494700.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP8414
          
            2050-08-01
          
          2.500000
          1245598.74
          1307353.04
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLRA3829
          
            2050-10-01
          
          4.000000
          1542144.68
          1667081.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM4796
          
            2048-09-01
          
          4.500000
          39943658.98
          44452938.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTAL6159
          
            2032-01-01
          
          4.500000
          70963.60
          77190.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0619
          
            2047-10-01
          
          4.000000
          5498120.52
          5929008.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBO6985
          
            2049-11-01
          
          3.500000
          152269.62
          162158.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS5370
          
            2045-07-01
          
          3.500000
          1159867.75
          1243476.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS7387
          
            2046-06-01
          
          3.500000
          1093595.95
          1168661.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR2415
          
            2051-01-01
          
          2.500000
          1889770.54
          1996878.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR6839
          
            2051-03-01
          
          3.000000
          2267588.94
          2416428.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CQAS8540
          
            2036-12-01
          
          2.500000
          1284160.99
          1370076.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAW3581
          
            2044-06-01
          
          4.000000
          7444594.61
          8159379.92
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLZN4853
          
            2049-04-01
          
          5.000000
          548897.80
          616459.44
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZN6530
          
            2049-06-01
          
          3.500000
          807162.79
          859298.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBD3006
          
            2046-08-01
          
          3.000000
          1043245.01
          1113497.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZT0734
          
            2043-08-01
          
          3.000000
          316480.67
          337881.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 06.000 CLZS2228
          
            2038-08-01
          
          6.000000
          126852.01
          151164.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZS4477
          
            2042-03-01
          
          3.000000
          1162515.18
          1229551.62
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC U51260 G
          
            2037-03-01
          
          3.500000
          1362146.23
          1461472.57
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA6087
          
            2049-12-01
          
          3.500000
          1326464.42
          1435912.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CKMA2637
          
            2046-03-01
          
          4.500000
          96934.34
          103282.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRMA2917
          
            2047-02-01
          
          3.500000
          631689.86
          690528.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIMA3391
          
            2033-06-01
          
          3.000000
          9752.71
          10326.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA5884
          
            2048-10-01
          
          4.000000
          2166158.53
          2343885.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM0076
          
            2050-03-01
          
          3.000000
          984963.76
          1041013.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL909666
          
            2037-02-01
          
          5.500000
          151959.75
          177391.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAA9849
          
            2039-08-01
          
          5.000000
          61700.89
          69142.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM4024
          
            2048-05-01
          
          3.500000
          30754.04
          33508.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBP5650
          
            2050-06-01
          
          3.000000
          3216762.77
          3457823.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO5168
          
            2049-11-01
          
          3.000000
          456021.78
          478344.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBN5945
          
            2049-06-01
          
          3.500000
          811890.67
          875596.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1576
          
            2047-08-01
          
          3.500000
          18917998.00
          20426632.67
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          59861400.00
          64043008.34
          U.S. Treasuries (including strips)
        
        
          USTR BILL 08/05/21
          
            2021-08-05
          
          0.00
          34200000.00
          34198734.60
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      500000000.00
      500000000.00
      0.0149
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank PLC 0.020000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      933CWT008_0.02_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 01.500 CLMA4157
          
            2050-10-01
          
          1.500000
          4784519.10
          4703292.32
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CIQN6523
          
            2036-06-01
          
          1.500000
          4344591.10
          4404177.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQA5521
          
            2049-12-01
          
          3.000000
          4198635.76
          4445423.17
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8150
          
            2051-06-01
          
          2.000000
          4225582.80
          4274975.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3161
          
            2044-07-01
          
          4.000000
          4481456.27
          4955468.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7326
          
            2051-05-01
          
          2.500000
          4117487.20
          4351311.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM4766
          
            2044-10-01
          
          4.500000
          3872685.57
          4345916.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBH9275
          
            2048-02-01
          
          4.500000
          3458585.92
          3837940.92
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8140
          
            2051-04-01
          
          2.000000
          1529860.87
          1547743.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLSD7505
          
            2049-08-01
          
          4.500000
          4056850.35
          4482146.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA1527
          
            2033-08-01
          
          3.000000
          4400357.92
          4686975.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN0326
          
            2048-12-01
          
          4.500000
          4488458.60
          4966358.25
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 L
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-14
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 L
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0002
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank PLC 0.020000%
      G5GSEF7VJP5I7OUK5573
      0001484212
      933CWU005_0.02_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 02.000 CIFM7472
          
            2036-05-01
          
          2.000000
          9537581.40
          9873247.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7325
          
            2051-05-01
          
          2.500000
          11002635.60
          11527604.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8526
          
            2051-01-01
          
          2.500000
          11764543.32
          12216242.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8140
          
            2051-04-01
          
          2.000000
          6872502.96
          6952835.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2197
          
            2048-08-01
          
          4.500000
          11242805.20
          12461244.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6078
          
            2050-06-01
          
          2.500000
          12330132.83
          12859625.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CISB8103
          
            2036-05-01
          
          2.000000
          13077637.68
          13537839.75
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD8141
          
            2051-04-01
          
          2.500000
          9919508.90
          10302302.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2046
          
            2048-07-01
          
          4.500000
          11207130.79
          12272514.27
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 L
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-06
      Y
      
        Barclays Bank PLC
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 L
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1
        
      
      N
      N
      0.0002
      100000000.00
      100000000.00
      0.0030
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal 0.050000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXJ009_0.05_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA MNAR XX.XXX HYBL9269
          
            2030-11-01
          
          1.230000
          884077.26
          854277.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CNRD5060
          
            2031-06-01
          
          2.000000
          159292.32
          165547.73
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7857
          
            2051-05-01
          
          2.000000
          8976448.58
          9012013.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7854
          
            2051-05-01
          
          2.000000
          8113297.50
          8145442.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7848
          
            2051-05-01
          
          2.000000
          5959717.28
          5983329.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQC2593
          
            2046-06-01
          
          2.500000
          2207846.08
          2297857.76
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD8151
          
            2051-06-01
          
          2.500000
          254456.84
          264226.71
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8150
          
            2051-06-01
          
          2.000000
          6622415.36
          6699824.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZA1165
          
            2042-04-01
          
          3.500000
          6886253.61
          7460215.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CIQN6501
          
            2036-06-01
          
          2.000000
          1731998.40
          1796087.54
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9280
          
            2030-11-01
          
          1.350000
          26616.04
          25984.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQC2674
          
            2051-06-01
          
          2.500000
          304348.00
          318871.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRA CL001A2 R18M001
          
            2027-12-25
          
          2.984600
          3410000.00
          3769916.79
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HXBL5290
          
            2027-01-01
          
          2.450000
          220.00
          234.19
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZT0253
          
            2048-01-01
          
          3.500000
          2380981.58
          2570524.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB6808
          
            2050-12-01
          
          2.000000
          6701687.81
          6785525.93
          Agency Mortgage-Backed Securities
        
        
          USTR 1 5/8 NOTE BL 21
          
            2021-12-31
          
          1.625000
          22.00
          22.35
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-08-02
      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
      0.0005
      55000000.00
      55000000.00
      0.0016
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.020000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXM002_0.02_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF CB3074 C
          
            2051-05-20
          
          3.000000
          587883.80
          615673.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB3071 C
          
            2051-05-20
          
          3.000000
          571165.40
          611992.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB1450 C
          
            2051-02-20
          
          2.500000
          524612.17
          549962.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA9895 C
          
            2051-05-20
          
          3.000000
          526463.00
          555271.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5258 C
          
            2051-04-20
          
          3.000000
          1084582.10
          1162103.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7372 M
          
            2051-05-20
          
          5.000000
          941592.00
          1048930.66
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7858
          
            2051-05-01
          
          2.000000
          5434334.40
          5455865.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7848
          
            2051-05-01
          
          2.000000
          229686.60
          230596.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 3PQU7846
          
            2051-05-01
          
          2.500000
          3486507.60
          3590722.80
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7838
          
            2051-05-01
          
          2.000000
          2067380.00
          2075570.96
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQC1803
          
            2051-05-01
          
          2.000000
          4808299.20
          4879644.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLQB2594
          
            2050-08-01
          
          3.000000
          3191280.88
          3345722.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CC5057 C
          
            2041-09-20
          
          4.000000
          801305.40
          873815.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4563 C
          
            2051-05-20
          
          3.500000
          750108.40
          805116.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4560 C
          
            2051-05-20
          
          3.000000
          1237110.60
          1310561.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7371 M
          
            2051-05-20
          
          4.500000
          556843.40
          606071.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3242 C
          
            2051-05-20
          
          2.500000
          16642.80
          17281.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5125 C
          
            2051-05-20
          
          2.500000
          1111121.20
          1157916.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5136 C
          
            2051-05-20
          
          3.000000
          741245.60
          785489.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5323 C
          
            2051-03-20
          
          2.500000
          578443.67
          602819.28
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9280
          
            2030-11-01
          
          1.350000
          31362.60
          30618.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA9787 C
          
            2051-04-20
          
          3.000000
          623674.21
          653131.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB3065 C
          
            2051-05-20
          
          2.500000
          539264.40
          562980.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4661 C
          
            2051-02-20
          
          2.500000
          1040176.70
          1090441.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1751 C
          
            2051-05-20
          
          3.000000
          11620.20
          12256.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4561 C
          
            2051-05-20
          
          3.000000
          1204859.80
          1261817.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CD0908
          
            2049-03-15
          
          2.590000
          418063.20
          441570.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CD0906
          
            2049-03-15
          
          2.980000
          339587.20
          368565.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CD0919
          
            2057-06-15
          
          2.930000
          660427.20
          715493.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CD0902
          
            2048-12-15
          
          3.550000
          696785.60
          830993.13
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLRA4912
          
            2051-03-01
          
          3.000000
          4963984.15
          5289770.43
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7811
          
            2051-03-01
          
          2.000000
          2366688.60
          2376060.69
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G61601 G
          
            2048-09-01
          
          4.500000
          4074680.40
          4462773.33
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4071
          
            2050-12-01
          
          2.500000
          2521736.28
          2623122.69
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-16
      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
      0.0002
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.010000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXN000_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF MA7367 M
          
            2051-05-20
          
          2.500000
          26004257.00
          27002430.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CE4734 C
          
            2051-05-20
          
          3.000000
          12515589.00
          13262594.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CE4728 C
          
            2051-05-20
          
          3.000000
          2112987.00
          2277140.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3643 C
          
            2051-05-20
          
          3.000000
          17151131.00
          17961882.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0723 C
          
            2051-05-20
          
          3.000000
          8452193.00
          8914705.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD7011 C
          
            2051-04-20
          
          2.500000
          7858192.27
          8159585.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1092 C
          
            2051-04-20
          
          2.500000
          21596125.13
          22424552.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7313 M
          
            2051-04-20
          
          3.000000
          90291460.39
          95034470.81
          Agency Mortgage-Backed Securities
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          81700.00
          100205.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIB 51
          
            2051-02-15
          
          0.125000
          7098366.55
          7422706.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          195100.00
          156806.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          100.00
          101.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          100.00
          104.12
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 48
          
            2048-02-15
          
          3.000000
          690200.00
          794844.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 51
          
            2051-05-15
          
          2.375000
          478900.00
          488116.91
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      200000000.00
      200000000.00
      0.0060
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.050000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXP005_0.05_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRM RC054AE R17F054
          
            2032-07-25
          
          2.500000
          148688.96
          156083.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL024VM R16F024
          
            2027-09-25
          
          3.000000
          236411.07
          241016.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063KA R14F063
          
            2033-11-25
          
          2.500000
          106804.00
          109239.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL044QC R14F044
          
            2029-08-25
          
          2.500000
          68532.55
          71164.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-001 KY
          
            2050-01-20
          
          2.500000
          832516.08
          855143.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-50 JE
          
            2047-07-20
          
          3.000000
          122914.99
          126949.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC096BH R18F096
          
            2047-09-25
          
          4.000000
          317891.53
          333084.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC067DA R18F067
          
            2046-07-25
          
          4.000000
          17060.88
          17201.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC037CG R18F037
          
            2047-10-25
          
          3.500000
          104083.18
          106974.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL009LA R18F009
          
            2045-04-25
          
          3.500000
          12743.65
          12811.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL001PA R18F001
          
            2045-03-25
          
          3.500000
          50295.50
          50622.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL016PA R19F016
          
            2048-02-25
          
          3.500000
          572830.09
          588434.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC029PC R16F029
          
            2045-08-25
          
          2.000000
          174000.84
          179667.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL126NA R13F126
          
            2032-05-25
          
          3.000000
          108095.37
          111512.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC003AB R14F003
          
            2032-10-25
          
          3.000000
          97181.97
          99524.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL116VC R13F116
          
            2033-04-25
          
          3.000000
          351061.39
          368172.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062LB R13F062
          
            2028-06-25
          
          1.250000
          63684.66
          64284.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL146KA R12F146
          
            2042-11-25
          
          1.500000
          119480.60
          121017.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-12 JC
          
            2046-08-20
          
          3.000000
          309014.34
          325004.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-11 VA
          
            2029-05-20
          
          3.000000
          304110.95
          313550.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-9O DF
          
            2069-05-20
          
          0.780500
          244349.22
          245775.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-174 LP
          
            2046-08-20
          
          3.000000
          167584.44
          172624.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-080 MY
          
            2043-08-20
          
          2.500000
          187156.73
          192750.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-089 WE
          
            2028-06-16
          
          2.000000
          69629.22
          71379.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-3O F
          
            2067-01-20
          
          0.634400
          207583.26
          207291.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-048 MA
          
            2042-04-16
          
          2.500000
          189034.40
          199070.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL067FJ R05F067
          
            2035-08-25
          
          0.391600
          268438.94
          269406.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4938CA 04/25/48
          
            2048-04-25
          
          2.500000
          285971.89
          292756.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4914DG 08/25/49
          
            2049-08-25
          
          2.000000
          246528.26
          253302.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4815AL 08/15/48
          
            2048-08-15
          
          3.500000
          961536.46
          1040587.26
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 4748HF 01/15/48
          
            2048-01-15
          
          0.400900
          494810.19
          494055.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4784VG 07/15/29
          
            2029-07-15
          
          3.500000
          10872.84
          10897.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4674PC 04/15/47
          
            2047-04-15
          
          2.000000
          844318.00
          866880.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4663PH 03/15/47
          
            2047-03-15
          
          2.500000
          1327895.45
          1361327.87
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4612QG 05/15/44
          
            2044-05-15
          
          1.750000
          136369.43
          138788.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4543VH 06/15/27
          
            2027-06-15
          
          3.000000
          114307.48
          120561.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 4497CF 09/15/44
          
            2044-09-15
          
          0.400900
          263631.69
          263378.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4462PD 04/15/45
          
            2045-04-15
          
          2.500000
          743659.83
          774172.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4420EV 02/15/28
          
            2028-02-15
          
          3.000000
          294174.20
          305194.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4402PB 03/15/43
          
            2043-03-15
          
          2.000000
          69362.24
          69985.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4312VB 05/15/25
          
            2025-05-15
          
          3.500000
          83341.45
          83921.51
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4223DG 12/15/38
          
            2038-12-15
          
          3.000000
          9609.00
          9629.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4203DJ 04/15/33
          
            2033-04-15
          
          2.500000
          375650.16
          392195.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4170PE 01/15/33
          
            2033-01-15
          
          2.250000
          35962.08
          37284.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL072EC R19F072
          
            2049-09-25
          
          2.500000
          645675.82
          673568.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4151BA 03/15/42
          
            2042-03-15
          
          2.000000
          587158.44
          595894.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4029NE 03/15/41
          
            2041-03-15
          
          2.500000
          199256.88
          203809.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4028NP 02/15/32
          
            2032-02-15
          
          3.500000
          380691.49
          403923.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL066MV R18F066
          
            2029-12-25
          
          3.500000
          219285.86
          235991.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL018P R18F018
          
            2043-04-25
          
          3.500000
          104994.12
          106430.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-0O FB
          
            2067-04-20
          
          1.029000
          234092.68
          237570.75
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047PC R18F047
          
            2047-09-25
          
          3.500000
          171424.81
          175949.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-069 UE
          
            2039-10-20
          
          3.000000
          63780.48
          64524.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-18O FE
          
            2069-11-20
          
          0.737500
          24255.81
          24408.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-02O FD
          
            2070-01-20
          
          0.704400
          3387542.40
          3391653.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097GT 10/15/31
          
            2031-10-15
          
          3.000000
          43081.10
          44191.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4208LD 07/15/32
          
            2032-07-15
          
          2.000000
          339925.10
          347726.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4218DG 07/15/42
          
            2042-07-15
          
          2.500000
          101567.24
          103654.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4376NA 08/15/29
          
            2029-08-15
          
          1.500000
          101676.84
          103519.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4434QD 06/15/44
          
            2044-06-15
          
          2.000000
          991137.30
          1020754.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4468DP 08/15/44
          
            2044-08-15
          
          3.000000
          847259.97
          897584.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-4O FC
          
            2068-02-20
          
          0.361100
          280372.27
          276980.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-131 PA
          
            2048-09-20
          
          3.500000
          46391.49
          49338.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-24 EA
          
            2046-11-20
          
          4.000000
          17004.15
          17162.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4604QG 07/15/46
          
            2046-07-15
          
          2.500000
          1286337.05
          1325152.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4707AD 07/15/47
          
            2047-07-15
          
          2.500000
          661797.52
          686558.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-27 VA
          
            2044-08-20
          
          3.000000
          238959.66
          254597.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-09 MH
          
            2036-04-20
          
          3.500000
          1401567.28
          1464049.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4875DA 07/15/48
          
            2048-07-15
          
          3.500000
          471108.89
          499890.34
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033NB R05F033
          
            2025-04-25
          
          5.000000
          51636.36
          54402.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL087NH R05F087
          
            2025-10-25
          
          5.000000
          34169.04
          36132.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL115ME R12F115
          
            2042-03-25
          
          1.750000
          23240.21
          23812.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC075EG R13F075
          
            2043-02-25
          
          3.000000
          576609.46
          615366.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL106KM R13F106
          
            2043-07-25
          
          3.000000
          82569.80
          85345.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC037AV R14F037
          
            2025-12-25
          
          2.500000
          78911.88
          79651.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL073CV R14F073
          
            2026-03-25
          
          3.000000
          183296.73
          188173.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC080JD R15F080
          
            2043-10-25
          
          3.000000
          231104.46
          233611.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL013VA R17F013
          
            2028-06-25
          
          3.000000
          244045.98
          246147.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL048PH R17F048
          
            2047-05-25
          
          2.500000
          390800.57
          402461.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC080PA R17F080
          
            2045-03-25
          
          3.000000
          235986.61
          241106.34
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4710JE 06/15/47
          
            2047-06-15
          
          2.750000
          1673633.65
          1732322.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNPL PN CC1888
          
            2061-06-15
          
          2.540000
          2788800.00
          2923161.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7518
          
            2051-06-01
          
          2.500000
          9286451.20
          9686390.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM7517
          
            2051-06-01
          
          2.000000
          2673086.60
          2704332.31
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9269
          
            2030-11-01
          
          1.230000
          1399372.00
          1352202.67
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9280
          
            2030-11-01
          
          1.350000
          25715.40
          25104.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CD8292 C
          
            2049-04-20
          
          5.500000
          14344.60
          16651.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7308 M
          
            2051-04-20
          
          4.500000
          114626.76
          121932.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNSN 678423 001-100
          
            2038-04-15
          
          5.000000
          174397.80
          194235.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AT MA0646 M
          
            2042-12-20
          
          2.125000
          195057.72
          203282.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CB8232 C
          
            2050-03-20
          
          3.500000
          678357.13
          725868.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA6924 M
          
            2050-10-20
          
          3.500000
          199246.18
          207462.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ5190
          
            2050-12-01
          
          2.500000
          70588.48
          73690.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM 005262 M
          
            2041-12-20
          
          3.500000
          172229.56
          180115.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AT MA0554 M
          
            2042-11-20
          
          2.125000
          130206.18
          135721.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AT 082434 M
          
            2039-12-20
          
          2.125000
          226662.78
          237071.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRA CL003A1 R17M003
          
            2026-12-25
          
          2.476600
          277692.76
          284503.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRA CL013A2 R14M013
          
            2024-08-25
          
          3.021000
          1761496.16
          1886687.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2016-065 A
          
            2050-07-16
          
          2.100000
          746079.00
          755478.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2018-33 VA
          
            2031-12-16
          
          2.500000
          346163.81
          356230.25
          Agency Mortgage-Backed Securities
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          92.06
          106.95
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-14
      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
      0.0005
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.050000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXQ003_0.05_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNPL LM CD0913
          
            2058-01-15
          
          2.975000
          311818.00
          338398.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CC3307
          
            2059-11-15
          
          3.080000
          2052025.40
          2240362.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 01.500 CICB0619
          
            2036-05-01
          
          1.500000
          218206.80
          221609.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM7517
          
            2051-06-01
          
          2.000000
          618904.80
          626139.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BL5001 C
          
            2049-09-20
          
          4.500000
          768478.52
          861051.75
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7518
          
            2051-06-01
          
          2.500000
          5817036.80
          6067559.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM7298
          
            2051-05-01
          
          3.000000
          2709222.40
          2872444.92
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HXBL3096
          
            2026-07-01
          
          2.630000
          1000000.00
          1075681.50
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLRA5040
          
            2051-04-01
          
          2.000000
          1247431.15
          1262012.37
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 3PQU7870
          
            2051-06-01
          
          2.000000
          1398.20
          1412.43
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8152
          
            2051-06-01
          
          3.000000
          2941917.40
          3087101.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLSD8150
          
            2051-06-01
          
          2.000000
          1690649.60
          1710411.60
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CLSD8149
          
            2051-06-01
          
          1.500000
          6750970.80
          6636359.57
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CISB8106
          
            2036-06-01
          
          1.500000
          584619.20
          592637.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CC5061 C
          
            2041-02-20
          
          4.500000
          317267.20
          349804.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CC5054 C
          
            2049-10-20
          
          4.000000
          905996.60
          988088.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2714 C
          
            2051-03-20
          
          2.500000
          9248.31
          9600.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR8626 C
          
            2051-02-20
          
          2.500000
          553235.64
          576535.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR8624 C
          
            2051-02-20
          
          2.500000
          627385.25
          652638.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4356
          
            2051-06-01
          
          2.500000
          424292.00
          440582.69
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1519
          
            2034-02-01
          
          3.870000
          500000.00
          594787.75
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9167
          
            2030-11-01
          
          1.480000
          1281349.00
          1265795.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3558 C
          
            2050-11-20
          
          3.500000
          587582.38
          637430.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CC5058 C
          
            2049-06-20
          
          4.000000
          660132.80
          719947.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4237
          
            2051-01-01
          
          2.000000
          12082.30
          12223.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR4393
          
            2051-03-01
          
          2.000000
          1922916.17
          1945393.14
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZT0253
          
            2048-01-01
          
          3.500000
          5627506.53
          6075495.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2605 C
          
            2051-02-20
          
          2.500000
          22915.65
          23786.65
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLQA8814
          
            2050-04-01
          
          2.500000
          8720158.10
          9122218.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7256 M
          
            2051-03-20
          
          3.000000
          757.87
          796.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4210
          
            2050-12-01
          
          2.500000
          21732.73
          22567.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6932 M
          
            2050-10-20
          
          3.000000
          1393.61
          1458.48
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-09
      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
      0.0005
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.040000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXR001_0.04_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF CE8405 C
          
            2051-05-20
          
          3.500000
          10490.75
          11347.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ4347 C
          
            2051-02-20
          
          2.500000
          3763063.01
          3907508.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BR8626 C
          
            2051-02-20
          
          2.500000
          248.60
          259.07
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7368 M
          
            2051-05-20
          
          3.000000
          1311800.00
          1381951.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7367 M
          
            2051-05-20
          
          2.500000
          410930.00
          426703.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM7517
          
            2051-06-01
          
          2.000000
          11360077.50
          11492865.45
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9167
          
            2030-11-01
          
          1.480000
          45887.75
          45330.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.500 CISB8106
          
            2036-06-01
          
          1.500000
          310487.75
          314746.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3558 C
          
            2050-11-20
          
          3.500000
          247.72
          268.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BL5001 C
          
            2049-09-20
          
          4.500000
          258.62
          289.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBO3254
          
            2049-11-01
          
          3.000000
          7421377.15
          7920331.18
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-21
      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
      0.0004
      25000000.00
      25000000.00
      0.0007
      N
      N
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal/US 0.050000%
      NQQ6HPCNCCU6TUTQYE16
      0000009622
      933CXS009_0.05_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA 6.625 FNPR BB 11/30
          
            2030-11-15
          
          0.00
          7308000.00
          6110313.80
          Agency Debentures and Agency Strips
        
        
          FCSB 2.05 FCOR 22-26 FX
          
            2026-11-25
          
          2.050000
          400000.00
          410424.33
          Agency Debentures and Agency Strips
        
        
          FCSB 3.08 FCSB 35 S
          
            2035-06-21
          
          3.080000
          1487800.00
          1686316.00
          Agency Debentures and Agency Strips
        
        
          FCSB 1.53 FCSB 21 CB
          
            2021-10-05
          
          1.530000
          200000.00
          201479.70
          Agency Debentures and Agency Strips
        
        
          FCSB 1.96 FCSB 22 AP
          
            2022-11-07
          
          1.960000
          100000.00
          102767.13
          Agency Debentures and Agency Strips
        
        
          FHLB 2.375 FHLB 21 UF
          
            2021-09-10
          
          2.375000
          193000.00
          195280.07
          Agency Debentures and Agency Strips
        
        
          FHLB 2.02 FHOR 22-26 UZ
          
            2026-12-16
          
          2.020000
          330000.00
          341899.80
          Agency Debentures and Agency Strips
        
        
          FHLB 1.125 FHLB 21 G4481
          
            2021-07-14
          
          1.125000
          200000.00
          201118.10
          Agency Debentures and Agency Strips
        
        
          FHLB 2.75 FHLB 23 F8
          
            2023-03-10
          
          2.750000
          326000.00
          342837.36
          Agency Debentures and Agency Strips
        
        
          FHLB 2.25 FHLB 22 KW
          
            2022-03-11
          
          2.250000
          1200000.00
          1226125.80
          Agency Debentures and Agency Strips
        
        
          FCSB 4.80 FCSB 22 T
          
            2022-04-01
          
          4.800000
          80000.00
          83784.24
          Agency Debentures and Agency Strips
        
        
          FHLB 3.25 FHLB 24 PV
          
            2024-03-08
          
          3.250000
          400000.00
          435304.89
          Agency Debentures and Agency Strips
        
        
          FMAC 2.22 FMNT GB21-40K0
          
            2040-07-13
          
          2.220000
          1971400.00
          1903790.84
          Agency Debentures and Agency Strips
        
        
          FMAC 6.75 FMPR GB 29 A
          
            2029-09-15
          
          0.00
          576400.00
          496169.73
          Agency Debentures and Agency Strips
        
        
          FMAC FMZC 12/11/2025 A
          
            2025-12-11
          
          0.00
          3288200.00
          3174720.93
          Agency Debentures and Agency Strips
        
        
          FMAC FMZC 01/02/34 A
          
            2034-01-02
          
          0.00
          1089400.00
          829534.52
          Agency Debentures and Agency Strips
        
        
          FNMA 6.12 FNPR A 03/28
          
            2028-03-23
          
          0.00
          520000.00
          470314.00
          Agency Debentures and Agency Strips
        
        
          FNMA FNZC A 11/15/30
          
            2030-11-15
          
          0.00
          618600.00
          520805.53
          Agency Debentures and Agency Strips
        
        
          FCSB 2.76 FCSB 50 A
          
            2050-02-03
          
          2.760000
          438800.00
          436824.81
          Agency Debentures and Agency Strips
        
        
          FHLB 2.75 FHLB 26 QD
          
            2026-03-13
          
          2.750000
          200000.00
          219399.03
          Agency Debentures and Agency Strips
        
        
          FMAC 2.15 FMNT 21-40 J2
          
            2040-07-13
          
          2.150000
          3522000.00
          3368203.06
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 07/15/2030 F
          
            2030-07-15
          
          0.00
          108200.00
          90861.49
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 01/15/2030 F
          
            2030-01-15
          
          0.00
          381000.00
          325189.98
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 09/15/2029 E
          
            2029-09-15
          
          0.00
          457200.00
          395213.28
          Agency Debentures and Agency Strips
        
        
          FMAC 6.75 FMPR GB 31 A
          
            2031-03-15
          
          0.00
          1403000.00
          1158471.13
          Agency Debentures and Agency Strips
        
        
          FMAC 1.34 FMNT 21-31 51
          
            2031-09-17
          
          1.340000
          200000.00
          191034.56
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 01/15/2031 F
          
            2031-01-15
          
          0.00
          206000.00
          170529.89
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 03.000 CLMA4357
          
            2051-06-01
          
          3.000000
          1674147.60
          1761916.46
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL9167
          
            2030-11-01
          
          1.480000
          375987.60
          371423.86
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLRA5040
          
            2051-04-01
          
          2.000000
          23419460.06
          23693210.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA3047
          
            2049-02-01
          
          4.000000
          84091.21
          91599.96
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-16
      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
      0.0005
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.015000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933CXX008_0.01_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          35589465.00
          39714982.44
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/22
          
            2022-04-30
          
          0.129000
          61825350.00
          61889456.05
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          27337618.61
          30408091.42
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AZ 23
          
            2023-04-30
          
          0.125000
          122925.00
          122888.75
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 31
          
            2031-01-15
          
          0.125000
          274.42
          300.88
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          5787675.00
          6654686.30
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          36969582.65
          45846181.65
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE M 27
          
            2027-06-30
          
          0.500000
          7350.00
          7112.11
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          4096575.00
          4098668.55
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          363236.50
          406591.59
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          6882795.75
          7445632.38
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          90.00
          95.27
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE V 24
          
            2024-02-29
          
          2.375000
          9225.00
          9813.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE H 26
          
            2026-02-28
          
          2.500000
          65700.00
          71460.98
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          314.35
          366.46
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          95055.00
          104303.10
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          176055.00
          198606.58
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE E 28
          
            2028-08-15
          
          2.875000
          560775.00
          626277.35
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE K 25
          
            2025-04-30
          
          2.875000
          132405.00
          144724.95
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          32.18
          36.39
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 48
          
            2048-05-15
          
          3.125000
          30.00
          35.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-08-15
          
          2.750000
          4994895.00
          5489647.44
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 45
          
            2045-08-15
          
          2.875000
          30907440.00
          34649892.99
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          30840.00
          35078.74
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          22243605.00
          25281698.47
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 BOND 44
          
            2044-02-15
          
          3.625000
          21824130.00
          27509186.85
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 43
          
            2043-05-15
          
          2.875000
          64545.00
          71842.50
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 43
          
            2043-02-15
          
          3.125000
          7860.00
          9162.24
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          150802.95
          205105.06
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          15.00
          15.47
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE G 26
          
            2026-01-31
          
          2.625000
          15.00
          16.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          1421190.00
          1355366.54
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          135.00
          124.38
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          56475.00
          45390.16
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 48
          
            2048-08-15
          
          3.000000
          21705.00
          25029.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          2874270.00
          2923831.02
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE AC 23
          
            2023-08-31
          
          2.750000
          4725960.00
          5030410.20
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AZ 23
          
            2023-04-30
          
          0.125000
          71355.00
          71333.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AG 25
          
            2025-11-30
          
          0.375000
          26085.00
          25756.17
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AT 23
          
            2023-11-15
          
          0.250000
          240.00
          240.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          439200.00
          412251.17
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BH 22
          
            2022-10-31
          
          0.125000
          451200.00
          451346.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AD 25
          
            2025-09-30
          
          0.250000
          30.00
          29.49
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          10440.00
          10445.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          50520.00
          50563.50
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          30.00
          27.71
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          3907950.00
          4008035.68
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE B 30
          
            2030-02-15
          
          1.500000
          31950.00
          32077.34
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AH 23
          
            2023-01-15
          
          1.500000
          138345.00
          142193.90
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          395850.00
          420984.43
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE E 24
          
            2024-08-15
          
          2.375000
          105.00
          112.45
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          15.00
          14.98
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-23
      Y
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      300000000.00
      300000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce
      Canadian Imperial Bank of Commerce 0.010000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      933DNC003_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRA CL069FA R19F069
          
            2049-12-25
          
          0.591600
          1161348.63
          1170258.84
          Agency Collateralized Mortgage Obligation
        
        
          FHLB 2.00 FHOR 21-36 CY
          
            2036-02-26
          
          2.000000
          350000.00
          345166.89
          Agency Debentures and Agency Strips
        
        
          FMAC FMIN 09/15/2029 E
          
            2029-09-15
          
          0.00
          850000.00
          734757.85
          Agency Debentures and Agency Strips
        
        
          FNMA FNMS 05.000 CLMA3708
          
            2049-06-01
          
          5.000000
          613699.48
          679273.27
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q48657 G
          
            2047-06-01
          
          3.500000
          327958.49
          353490.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CKMA3421
          
            2048-07-01
          
          4.000000
          157.23
          164.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTMA0885
          
            2031-10-01
          
          3.500000
          91.00
          97.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM7507
          
            2051-06-01
          
          2.500000
          54837468.00
          57284864.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM4696
          
            2050-10-01
          
          3.000000
          918.26
          977.97
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CLFM4390
          
            2038-05-01
          
          6.500000
          550891.77
          641262.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM1631
          
            2049-09-01
          
          3.000000
          2101389.64
          2238673.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCB0684
          
            2051-06-01
          
          2.000000
          241954534.00
          244902991.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0201
          
            2051-04-01
          
          3.000000
          20791761.64
          22309726.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8602
          
            2051-01-01
          
          2.500000
          962.71
          1003.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7528
          
            2050-10-01
          
          2.500000
          16986910.45
          17670463.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7055
          
            2050-09-01
          
          3.000000
          964961.74
          1022663.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA6106
          
            2050-06-01
          
          4.000000
          8812073.77
          9464493.27
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN1841
          
            2048-12-01
          
          4.500000
          240534.82
          263313.23
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q03363 G
          
            2041-09-01
          
          4.000000
          423097.39
          463807.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAC5502
          
            2039-11-01
          
          4.500000
          192.45
          216.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAD2846
          
            2040-02-01
          
          5.000000
          503786.75
          578971.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCB0705
          
            2051-06-01
          
          3.000000
          27551581.00
          29107694.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM2423
          
            2047-07-01
          
          5.000000
          678.10
          781.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB1017
          
            2040-05-01
          
          4.500000
          93.36
          104.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT0085
          
            2051-05-01
          
          2.500000
          11392298.00
          11829750.85
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBO1831
          
            2034-07-01
          
          3.500000
          512211.97
          558031.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBN9979
          
            2049-04-01
          
          4.000000
          890961.77
          974443.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN5247
          
            2049-02-01
          
          5.000000
          123573.63
          136788.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN4064
          
            2048-12-01
          
          4.500000
          4380436.20
          4907950.23
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL2360
          
            2034-05-01
          
          3.450000
          254517.00
          291504.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBK8647
          
            2050-12-01
          
          2.000000
          15072262.37
          15285866.47
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CIRC2081
          
            2036-06-01
          
          2.000000
          93886080.00
          97359958.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AU5856 C
          
            2046-07-20
          
          3.500000
          59127.78
          62998.40
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BP5383 C
          
            2051-02-20
          
          3.000000
          19195943.28
          20721560.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ7821
          
            2049-05-01
          
          4.500000
          4445040.95
          4961216.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5809
          
            2048-05-01
          
          4.000000
          2791357.11
          3005510.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBA0581
          
            2031-03-01
          
          3.500000
          139.00
          148.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL872474
          
            2036-05-01
          
          6.000000
          689190.27
          821401.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL745092
          
            2035-07-01
          
          6.500000
          29899.04
          34683.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX3549
          
            2044-11-01
          
          4.000000
          157.60
          172.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAX2435
          
            2044-09-01
          
          4.000000
          2565629.36
          2869569.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 I4BF0377
          
            2059-04-01
          
          3.000000
          9463010.73
          10278438.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4356
          
            2051-06-01
          
          2.500000
          7436744.00
          7722277.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CLAD0723
          
            2035-12-01
          
          6.500000
          265273.10
          319835.79
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS4460
          
            2045-02-01
          
          3.500000
          757868.62
          826549.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL2066
          
            2041-04-01
          
          4.500000
          871834.73
          968329.40
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CKAI7095
          
            2041-07-01
          
          4.500000
          1449701.87
          1545535.86
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q17118 G
          
            2043-04-01
          
          4.000000
          715784.33
          795438.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0454
          
            2047-09-01
          
          4.000000
          4041629.91
          4417574.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAO7492
          
            2042-06-01
          
          3.500000
          76.69
          81.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIBR4769
          
            2036-03-01
          
          2.000000
          1004926.33
          1040880.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIAX5362
          
            2029-12-01
          
          3.500000
          510124.53
          552334.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAZ4020
          
            2045-06-01
          
          4.000000
          208.48
          224.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBE3568
          
            2032-12-01
          
          3.500000
          482920.41
          525663.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 I4BF0044
          
            2055-08-01
          
          4.500000
          731.54
          831.03
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CISB8107
          
            2036-06-01
          
          2.000000
          28026457.00
          29012708.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CWAR6620
          
            2028-01-01
          
          2.500000
          294694.56
          308343.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS5652
          
            2045-08-01
          
          4.000000
          29873261.44
          33223517.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0038
          
            2043-07-01
          
          3.000000
          330.22
          351.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAQ9729
          
            2028-01-01
          
          3.000000
          1918183.34
          2039354.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP0704
          
            2042-08-01
          
          3.500000
          2698189.33
          2897509.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL3563
          
            2043-03-01
          
          4.000000
          1692416.98
          1873659.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL2373
          
            2041-08-01
          
          4.500000
          4862550.80
          5468818.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAL0194
          
            2041-01-01
          
          4.000000
          192734.63
          214409.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAJ3120
          
            2041-10-01
          
          4.500000
          1589.90
          1786.82
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA4216
          
            2050-12-01
          
          2.500000
          1456792.30
          1520736.74
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLQB6836
          
            2050-12-01
          
          5.000000
          3744.77
          4137.82
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q55063 G
          
            2048-04-01
          
          4.000000
          428494.70
          460734.64
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q51077 G
          
            2047-10-01
          
          4.500000
          237397.94
          257236.10
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC V82963 G
          
            2047-02-01
          
          4.000000
          5857301.26
          6421347.65
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC V60748 G
          
            2030-03-01
          
          3.000000
          301.77
          321.02
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q22252 G
          
            2043-10-01
          
          4.000000
          543421.32
          601827.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIBO9286
          
            2035-02-01
          
          3.000000
          4155729.52
          4430257.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5158
          
            2048-07-01
          
          4.000000
          3691512.81
          4114626.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP3088
          
            2042-09-01
          
          3.500000
          606626.62
          663822.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLAS0774
          
            2043-10-01
          
          3.000000
          5061367.31
          5403713.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAS2187
          
            2044-04-01
          
          5.500000
          1664.04
          1937.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS6010
          
            2045-10-01
          
          4.000000
          1534088.79
          1685679.77
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC J27831 G
          
            2029-04-01
          
          4.000000
          3542.96
          3781.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZM4724
          
            2047-11-01
          
          3.500000
          1790640.53
          1951162.50
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CTZA2511
          
            2038-06-01
          
          4.000000
          31243.09
          33553.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH3884
          
            2047-07-01
          
          4.000000
          1052880.93
          1161922.55
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08058 G
          
            2042-05-01
          
          3.500000
          268.95
          292.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q12142 G
          
            2042-10-01
          
          3.500000
          9651249.78
          10459561.25
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q39085 G
          
            2046-03-01
          
          4.000000
          26817.80
          29114.20
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q59363 G
          
            2048-10-01
          
          4.000000
          1166506.12
          1294000.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBM4445
          
            2048-07-01
          
          5.000000
          225602.85
          249527.80
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC Q62264 G
          
            2049-03-01
          
          4.000000
          678337.91
          738745.25
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC Q60187 G
          
            2048-12-01
          
          4.500000
          2476250.38
          2747526.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB6222
          
            2042-09-01
          
          3.500000
          1880250.20
          2057508.90
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB2271
          
            2041-02-01
          
          4.500000
          60069.41
          66600.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL986761
          
            2038-07-01
          
          5.500000
          18.25
          21.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM7105
          
            2049-08-01
          
          3.500000
          5236239.30
          5561577.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM4862
          
            2050-11-01
          
          2.500000
          4227030.09
          4397125.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM2320
          
            2049-11-01
          
          4.000000
          7406820.22
          8255789.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CICA8402
          
            2035-12-01
          
          2.000000
          11362282.64
          11762121.37
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA7200
          
            2050-10-01
          
          2.000000
          1049439.04
          1063507.82
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q36002 G
          
            2045-09-01
          
          3.500000
          273.17
          292.94
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC Q33888 G
          
            2045-06-01
          
          3.000000
          1071385.53
          1138250.70
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC V83231 G
          
            2047-06-01
          
          4.000000
          1254498.28
          1384994.95
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZL3235
          
            2042-06-01
          
          3.500000
          16199.98
          17672.32
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZT0542
          
            2048-07-01
          
          4.000000
          11995.03
          13104.34
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLZL5313
          
            2043-03-01
          
          3.000000
          33571.90
          35837.67
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC J27132 G
          
            2029-01-01
          
          3.500000
          122620.56
          133688.91
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 1Q1289 G
          
            2038-10-01
          
          2.453000
          671.92
          712.74
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC G07630 G
          
            2044-02-01
          
          4.500000
          1165106.97
          1303765.18
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC U80571 G
          
            2033-09-01
          
          4.000000
          235.81
          255.31
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZT0543
          
            2048-08-01
          
          4.500000
          603973.52
          669427.33
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 1B4810 G
          
            2040-07-01
          
          2.900000
          40.85
          41.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CQMA2432
          
            2045-10-01
          
          3.500000
          31130.12
          33414.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AA7555 H
          
            2064-06-20
          
          4.608000
          1397080.43
          1511037.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0476 H
          
            2064-05-20
          
          4.700000
          1626959.71
          1767574.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AF7320 H
          
            2063-11-20
          
          4.672000
          236723.59
          255220.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA3202
          
            2048-02-01
          
          4.000000
          730.23
          800.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1364 H
          
            2064-11-20
          
          4.679000
          2907506.35
          3155526.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0199 H
          
            2064-10-20
          
          4.564000
          2746739.68
          2952366.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AR6569 H
          
            2066-06-20
          
          4.362000
          209515.51
          233227.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AS8158 X
          
            2046-06-15
          
          4.000000
          92693.44
          100690.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AX6699 H
          
            2066-11-20
          
          4.507000
          12209.37
          13728.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AY4793 H
          
            2067-05-20
          
          4.664000
          1881549.07
          2150243.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 759148 X
          
            2041-01-15
          
          4.000000
          49091.74
          54461.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6932 M
          
            2050-10-20
          
          3.000000
          1042773.65
          1091314.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLFM3663
          
            2050-03-01
          
          4.000000
          11745815.27
          12590421.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM5451
          
            2050-12-01
          
          3.000000
          127956.20
          136507.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CL890143
          
            2039-02-01
          
          5.000000
          54799.44
          63233.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AO0478 H
          
            2065-07-20
          
          4.539000
          3007993.52
          3315447.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BE0423 H
          
            2068-01-20
          
          4.271000
          724748.64
          816704.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTCA6179
          
            2040-06-01
          
          2.500000
          48575818.20
          50587634.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3088
          
            2049-02-01
          
          4.500000
          391464.45
          437784.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA2219
          
            2048-08-01
          
          5.000000
          771342.34
          853835.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0136
          
            2047-08-01
          
          4.000000
          1514133.67
          1682797.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR4393
          
            2051-03-01
          
          2.000000
          9307.24
          9416.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBO7279
          
            2050-02-01
          
          3.500000
          837.21
          913.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBN8733
          
            2049-06-01
          
          3.500000
          1254.11
          1361.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN2474
          
            2048-12-01
          
          5.000000
          2032696.75
          2250723.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5917
          
            2049-04-01
          
          4.000000
          1257144.65
          1376720.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM5134
          
            2048-11-01
          
          4.000000
          3390453.36
          3718649.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CTBM3905
          
            2031-08-01
          
          5.000000
          287908.84
          317121.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM1545
          
            2047-07-01
          
          4.000000
          520.52
          577.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK9081
          
            2049-01-01
          
          4.000000
          1240413.76
          1352011.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBK6779
          
            2048-08-01
          
          5.000000
          3440775.00
          3944556.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK3213
          
            2048-03-01
          
          4.000000
          485.08
          527.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 798498 H
          
            2063-07-20
          
          4.329000
          1593357.54
          1698459.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE8783
          
            2040-12-01
          
          4.000000
          932.16
          1031.89
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q08239 G
          
            2042-05-01
          
          3.500000
          552.27
          600.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.000 FGPC G15215 G
          
            2029-11-01
          
          3.000000
          122669.64
          130472.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CKMA3446
          
            2048-08-01
          
          4.000000
          290.69
          303.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM1125
          
            2046-12-01
          
          3.500000
          3900208.07
          4251612.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2760
          
            2048-05-01
          
          4.000000
          1887.86
          2093.26
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBH7083
          
            2032-12-01
          
          3.500000
          1471799.05
          1610797.23
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAZ9572
          
            2045-12-01
          
          3.500000
          2498506.77
          2720254.24
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC Q17983 G
          
            2043-05-01
          
          3.500000
          2625246.95
          2864813.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CIBJ8847
          
            2033-06-01
          
          4.000000
          551.57
          598.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785281 C
          
            2050-06-20
          
          4.500000
          16663833.55
          18382691.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF AZ8907 X
          
            2047-04-15
          
          4.500000
          26735.03
          29752.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AX7809 H
          
            2066-11-20
          
          4.525000
          2690952.60
          3055215.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AU0758 C
          
            2046-07-20
          
          3.500000
          21313.28
          22737.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AR6646 H
          
            2066-12-20
          
          4.507000
          2228621.55
          2518637.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF AP0120 C
          
            2045-10-20
          
          3.500000
          90797.68
          97719.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0216 H
          
            2064-11-20
          
          4.620000
          2676759.46
          2895584.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AK0192 H
          
            2064-10-20
          
          4.556000
          1883106.84
          2028443.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AH1382 H
          
            2065-01-20
          
          4.537000
          99056.55
          109065.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AF7344 H
          
            2064-01-20
          
          4.693000
          2619548.75
          2834484.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0509 H
          
            2064-09-20
          
          4.700000
          2046010.24
          2234196.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0471 H
          
            2064-05-20
          
          4.662000
          2326687.39
          2520127.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AE0474 H
          
            2064-05-20
          
          4.564000
          2452497.61
          2656069.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BP0555 H
          
            2069-08-20
          
          2.060000
          256259.32
          274873.74
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BN1303 H
          
            2069-05-20
          
          4.343000
          1448172.48
          1651076.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ4836
          
            2048-02-01
          
          4.500000
          2689044.94
          3012846.29
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ7254
          
            2047-12-01
          
          4.000000
          211.38
          226.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5380
          
            2047-12-01
          
          4.000000
          1685563.49
          1870048.41
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ0752
          
            2047-10-01
          
          4.000000
          3008778.08
          3280876.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BK5129 H
          
            2069-05-20
          
          2.312000
          2666857.84
          2880411.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 I4BF0187
          
            2057-01-01
          
          4.500000
          7431900.04
          8379110.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBE3820
          
            2046-12-01
          
          3.500000
          757258.54
          825922.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTBA6566
          
            2036-01-01
          
          4.000000
          319.97
          347.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAY7248
          
            2045-06-01
          
          2.445000
          630.17
          636.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAW8564
          
            2044-08-01
          
          4.000000
          3616858.02
          3984717.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAT0998
          
            2043-04-01
          
          3.500000
          6226355.47
          6808488.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9958
          
            2047-07-01
          
          4.000000
          8620491.86
          9563849.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS9917
          
            2047-07-01
          
          4.000000
          15117913.05
          16636371.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BE5024 H
          
            2067-12-20
          
          2.245000
          395523.33
          429301.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHA AL BE0735 H
          
            2067-12-20
          
          2.779000
          69155.32
          75480.21
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BD1377 C
          
            2047-12-20
          
          4.000000
          64051.43
          70067.78
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BB3345 X
          
            2047-07-15
          
          4.000000
          18984.60
          20522.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7254 M
          
            2051-03-20
          
          2.000000
          267154.24
          271877.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6867 M
          
            2050-09-20
          
          3.500000
          2899655.66
          3067519.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH7100
          
            2048-01-01
          
          4.000000
          18173.86
          19870.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH5757
          
            2047-11-01
          
          4.000000
          12639319.31
          13880462.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4268
          
            2041-02-01
          
          2.000000
          4637880.79
          4753781.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7193 M
          
            2051-02-20
          
          2.500000
          324118.27
          336357.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIMA4330
          
            2036-05-01
          
          2.500000
          5253077.47
          5514896.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4153
          
            2040-10-01
          
          2.500000
          1004.86
          1045.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4094
          
            2040-08-01
          
          2.500000
          2850489.46
          2964891.00
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAS7022
          
            2046-04-01
          
          4.000000
          289547.16
          317687.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAS6476
          
            2046-01-01
          
          3.500000
          3133.00
          3385.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4719 M
          
            2047-09-20
          
          3.500000
          50079.57
          53454.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2891 M
          
            2045-06-20
          
          3.000000
          595202.10
          632967.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3520 M
          
            2046-03-20
          
          3.000000
          212934.57
          225791.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2372 M
          
            2044-11-20
          
          4.000000
          207.06
          228.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA2224 M
          
            2044-09-20
          
          4.000000
          1686353.24
          1859044.24
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF AC1003 H
          
            2063-10-20
          
          4.645000
          3021940.67
          3229033.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 798500 H
          
            2063-08-20
          
          4.666000
          18608.69
          19942.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 771832 H
          
            2065-04-20
          
          4.573000
          2690143.85
          2948900.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF 771826 H
          
            2065-01-20
          
          4.639000
          600758.60
          657552.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CZAE0086
          
            2048-11-01
          
          6.000000
          112.36
          122.89
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          4234000.00
          4237645.68
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BA 04/30/22
          
            2022-04-30
          
          0.129000
          325600.00
          325937.61
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          800.00
          919.84
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE K 24
          
            2024-04-30
          
          2.000000
          356400.00
          374594.84
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE E 25
          
            2025-08-15
          
          2.000000
          189400.00
          201401.40
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE E 28
          
            2028-08-15
          
          2.875000
          702000.00
          783998.39
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 24
          
            2024-03-15
          
          0.250000
          1740200.00
          1740667.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE S 27
          
            2027-11-30
          
          0.625000
          12076700.00
          11695130.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE B 30
          
            2030-02-15
          
          1.500000
          11476200.00
          11521938.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          13900.00
          13256.21
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      1000000000.00
      1000000000.00
      0.0298
      N
      Y
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 1 Repo 0.060000%
      933FLA004_0.06_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRA 2018-13 FD
          
            2048-08-20
          
          0.699300
          2783635.69
          2788341.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-20 FA
          
            2049-09-20
          
          0.699300
          73344628.00
          73543567.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-11 KF
          
            2049-09-20
          
          0.669300
          638.97
          639.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMS 04.500 CI890218
          
            2025-06-01
          
          4.500000
          164.06
          172.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4305
          
            2051-04-01
          
          2.000000
          6916486.10
          6997332.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783620 M
          
            2042-06-20
          
          4.000000
          36084.80
          39960.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7312 M
          
            2051-04-20
          
          2.500000
          42270689.88
          43858165.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          5119747.91
          5379728.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6995 M
          
            2050-11-20
          
          2.500000
          88278624.55
          91626238.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6818 M
          
            2050-08-20
          
          2.000000
          4648670.63
          4731835.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6541 M
          
            2050-03-20
          
          3.000000
          6706072.40
          7016295.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4451 M
          
            2047-05-20
          
          3.500000
          6040975.47
          6439710.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA1376 M
          
            2043-10-20
          
          4.000000
          123.87
          135.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE0618
          
            2040-11-01
          
          4.000000
          479400.90
          528261.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA3443
          
            2048-08-01
          
          4.000000
          30150463.32
          32387024.69
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL889982
          
            2038-11-01
          
          5.500000
          148.96
          174.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL0775
          
            2041-09-01
          
          4.500000
          908515.42
          1017062.12
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8036
          
            2050-01-01
          
          3.000000
          95982898.73
          100482193.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8000
          
            2049-07-01
          
          3.000000
          13673902.69
          14325874.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA3522 M
          
            2046-03-20
          
          4.000000
          5142403.75
          5639041.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5529 M
          
            2048-10-20
          
          4.500000
          3204124.79
          3440816.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7135 M
          
            2051-01-20
          
          2.000000
          1130022.20
          1149894.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783521 M
          
            2041-11-20
          
          4.000000
          17360.55
          19225.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6997 M
          
            2050-11-20
          
          3.500000
          9458702.90
          9983131.22
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7254 M
          
            2051-03-20
          
          2.000000
          1568.12
          1595.84
          Agency Mortgage-Backed Securities
        
        
          USTR BILL 06/01/21
          
            2021-06-01
          
          0.00
          200.00
          200.00
          Agency Mortgage-Backed Securities
        
        
          USTR 0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          300.00
          276.40
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 25
          
            2025-04-15
          
          0.125000
          512764.58
          559333.79
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          28751637.65
          31599465.91
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          9152055.66
          10586050.30
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          17864116.38
          20106192.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE H 25
          
            2025-02-28
          
          2.750000
          1000.00
          1090.46
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          100.00
          107.54
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          5156690.98
          6155094.72
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 41
          
            2041-11-15
          
          3.125000
          800.00
          925.31
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          985.85
          1285.61
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/4 BOND 37
          
            2037-02-15
          
          4.750000
          700.00
          978.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          359273.52
          417389.98
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          21691658.51
          29573515.24
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          462683.36
          500519.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          113.52
          152.57
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AD 25
          
            2025-09-30
          
          0.250000
          200.00
          196.60
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-04
      2021-06-04
      2021-09-21
      Y
      
        RBC Dominion Securities Inc.
        1.0000
        7
        N
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0006
      500000000.00
      500000000.00
      0.0149
      N
      N
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 2 Repo 0.005000%
      933FLB002_0.00_0601
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR BILL 06/01/21
          
            2021-06-01
          
          0.00
          200.00
          200.00
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          7078921.92
          7704199.07
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 23
          
            2023-07-15
          
          0.375000
          341.07
          365.92
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          50088227.58
          56374664.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          54985176.96
          60165028.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          9819466.38
          10622447.55
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          69664100.00
          78203638.58
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          56534100.00
          56413274.13
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 46
          
            2046-02-15
          
          2.500000
          60577900.00
          63441489.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          160820760.60
          191957792.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          2606891.76
          3104709.70
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/4 BOND 37
          
            2037-02-15
          
          4.750000
          700.00
          978.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          457444.68
          529119.64
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          65248800.00
          67933928.55
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          2062.46
          2245.16
          U.S. Treasuries (including strips)
        
        
          USTR BILL 05/19/22
          
            2022-05-19
          
          0.00
          15552500.00
          15546279.00
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      600000000.00
      600000000.00
      0.0179
      N
      Y
      Y
      N
    
    
      RBC Dominion Securities Inc.
      Rbc Dom 7 Repo 0.010000%
      933FLG001_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2020-115 YA
          
            2050-08-20
          
          1.000000
          97113289.86
          94521627.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-11 KF
          
            2049-09-20
          
          0.669300
          3371819.30
          3375166.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-13 FD
          
            2048-08-20
          
          0.699300
          10765777.52
          10783975.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-51 FE
          
            2048-11-20
          
          0.799300
          3258763.05
          3274260.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2019-28 YF
          
            2049-10-20
          
          0.749300
          80519349.00
          80499017.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMS 02.000 CLMA4305
          
            2051-04-01
          
          2.000000
          26903832.46
          27218311.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7367 M
          
            2051-05-20
          
          2.500000
          50000000.00
          51919250.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7368 M
          
            2051-05-20
          
          3.000000
          11604608.00
          12225187.62
          Agency Mortgage-Backed Securities
        
        
          USTR BILL 06/01/21
          
            2021-06-01
          
          0.00
          400.00
          400.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4586 M
          
            2047-07-20
          
          3.500000
          7840874.76
          8350547.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4451 M
          
            2047-05-20
          
          3.500000
          306.23
          326.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAE0495
          
            2040-08-01
          
          5.000000
          68.51
          79.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLMA3686
          
            2049-06-01
          
          3.500000
          1272.58
          1347.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CL889982
          
            2038-11-01
          
          5.500000
          48529.62
          56740.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 782719 X
          
            2039-07-15
          
          5.000000
          15113328.05
          17507158.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 783656 M
          
            2042-05-20
          
          4.000000
          621298.11
          688037.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7312 M
          
            2051-04-20
          
          2.500000
          27028991.46
          28044065.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          19119366.92
          20090248.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6995 M
          
            2050-11-20
          
          2.500000
          56783259.31
          58936537.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7193 M
          
            2051-02-20
          
          2.500000
          986.05
          1023.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6038 M
          
            2049-07-20
          
          3.000000
          766.99
          804.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5985 M
          
            2049-06-20
          
          3.500000
          16255898.50
          17160620.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5263 M
          
            2048-06-20
          
          3.500000
          599.47
          638.47
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBN7703
          
            2049-08-01
          
          3.000000
          65706705.35
          68897225.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAL0919
          
            2041-09-01
          
          4.500000
          674.79
          758.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8036
          
            2050-01-01
          
          3.000000
          83653192.18
          87574519.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8000
          
            2049-07-01
          
          3.000000
          5512077.84
          5774893.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4281
          
            2051-03-01
          
          2.000000
          60644864.87
          61353742.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLAE0500
          
            2040-10-01
          
          5.000000
          38.24
          44.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4651 M
          
            2047-08-20
          
          3.000000
          241370.27
          255739.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5529 M
          
            2048-10-20
          
          4.500000
          12795683.51
          13740913.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6090 M
          
            2049-08-20
          
          3.500000
          1613912.78
          1703541.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 783518 X
          
            2041-12-15
          
          4.000000
          9534.55
          10566.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6818 M
          
            2050-08-20
          
          2.000000
          55307368.48
          56296817.30
          Agency Mortgage-Backed Securities
        
        
          USTR 4 3/4 BOND 37
          
            2037-02-15
          
          4.750000
          100.00
          139.76
          U.S. Treasuries (including strips)
        
        
          USTR 3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          355679.61
          504543.12
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 29
          
            2029-08-15
          
          1.625000
          100.00
          101.89
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          103192.00
          113836.25
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 25
          
            2025-04-15
          
          0.125000
          11497152.92
          12541322.71
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          9269135.56
          10187236.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          105.40
          121.92
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          100.00
          107.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 22
          
            2022-04-15
          
          0.125000
          5793174.00
          5969615.88
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          10272075.70
          11561295.88
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          88069899.69
          102671429.25
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE J 25
          
            2025-03-31
          
          2.625000
          100.00
          108.41
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          1131343.14
          1274376.32
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          88500.00
          100663.69
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          291770.85
          319256.98
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          100.00
          99.79
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE H 25
          
            2025-02-28
          
          2.750000
          1100.00
          1199.51
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE S 24
          
            2024-11-30
          
          2.125000
          100.00
          106.91
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          667737.64
          910366.04
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          1077467.70
          1165577.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          1311774.12
          1523968.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 49
          
            2049-08-15
          
          2.250000
          906900.00
          902734.41
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          31709110.32
          37848414.53
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 44
          
            2044-08-15
          
          3.125000
          1720100.00
          2008750.41
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      900000000.00
      900000000.00
      0.0268
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Rbc Ny 7 Repo 0.080000%
      ES7IP3U3RHIGC71XBU11
      0000050916
      933FLS005_0.08_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 4779VA 06/15/29
          
            2029-06-15
          
          3.500000
          964108.20
          982265.25
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4176HP 11/15/42
          
            2042-11-15
          
          3.000000
          272954.81
          284986.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL012YN R20F012
          
            2050-03-25
          
          3.000000
          553704.97
          560482.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC073KA R13F073
          
            2042-10-25
          
          3.000000
          1520018.05
          1605838.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2073PH 07/15/28
          
            2028-07-15
          
          6.500000
          130600.69
          149174.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 03607B 12/15/37
          
            2037-12-15
          
          2.445300
          52504.66
          54877.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 03612A 10/15/39
          
            2039-10-15
          
          2.559300
          549166.90
          545799.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 3588TE 12/15/37
          
            2037-12-15
          
          2.768500
          1442257.72
          1459634.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 3578JK 08/15/37
          
            2037-08-15
          
          2.239300
          1167180.02
          1212959.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL105TB R09F105
          
            2039-12-25
          
          2.384700
          760118.62
          792142.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2934EJ 09/15/34
          
            2034-09-15
          
          5.000000
          323202.85
          362711.16
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4753VQ 04/15/29
          
            2029-04-15
          
          3.500000
          798275.44
          822050.48
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC012YA R20F012
          
            2048-11-25
          
          3.000000
          1936204.13
          1981040.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4575BG 11/15/45
          
            2045-11-15
          
          3.000000
          783559.27
          831577.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4722VA 12/15/28
          
            2028-12-15
          
          3.500000
          635523.78
          646153.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 4843CT 05/15/40
          
            2040-05-15
          
          2.597600
          199711.75
          204991.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL107MA R09F107
          
            2038-02-25
          
          2.037800
          240314.81
          248907.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FTRA 3600CB 06/15/38
          
            2038-06-15
          
          2.685900
          645651.23
          665720.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC061BA R13F061
          
            2043-01-25
          
          3.000000
          377768.96
          389651.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNMS 03.000 CLBR3401
          
            2051-02-01
          
          3.000000
          672435.23
          727937.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1017
          
            2051-05-01
          
          2.000000
          13471854.65
          13662872.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1014
          
            2051-05-01
          
          2.000000
          397375.58
          402641.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1008
          
            2051-05-01
          
          2.000000
          16430040.10
          16622090.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN1463
          
            2048-11-01
          
          4.500000
          641637.33
          708388.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBM5355
          
            2045-09-01
          
          4.500000
          10835585.14
          12141013.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM4101
          
            2033-07-01
          
          3.500000
          26547378.88
          28797614.36
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBK2746
          
            2050-07-01
          
          2.500000
          6213608.74
          6500087.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBK1241
          
            2033-02-01
          
          3.500000
          685354.12
          750075.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH8092
          
            2047-09-01
          
          4.000000
          684153.66
          748594.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH6457
          
            2047-07-01
          
          4.000000
          2826333.60
          3103873.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1899
          
            2048-06-01
          
          4.500000
          6175778.50
          6828817.66
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2192
          
            2048-08-01
          
          4.000000
          12098394.86
          13182048.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2787
          
            2048-12-01
          
          4.000000
          12602112.23
          13767656.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA3300
          
            2049-04-01
          
          3.637000
          260006.38
          273172.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CICA4888
          
            2034-12-01
          
          3.000000
          1087381.35
          1157539.19
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7044
          
            2050-09-01
          
          3.000000
          4558757.98
          4886040.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 GLAB0459
          
            2039-02-01
          
          5.000000
          2904436.86
          3221412.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BY3428 C
          
            2050-09-20
          
          4.000000
          2437784.27
          2699261.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 01.000 CISB8096
          
            2036-04-01
          
          1.000000
          10322432.28
          10241504.41
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLRA5287
          
            2051-05-01
          
          2.000000
          51436041.53
          52119575.09
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN6139
          
            2049-05-01
          
          4.500000
          601194.34
          676957.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CB8268 C
          
            2049-12-20
          
          4.000000
          2129044.24
          2321965.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII RG CB8265 C
          
            2047-09-20
          
          3.500000
          681905.17
          729650.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIMA4329
          
            2036-05-01
          
          2.000000
          619870.30
          641683.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTFM7597
          
            2041-05-01
          
          2.500000
          2095903.88
          2200015.81
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLFM5932
          
            2051-02-01
          
          2.500000
          152887.88
          159946.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTCB0114
          
            2041-04-01
          
          2.500000
          12316144.86
          12918281.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8251
          
            2050-12-01
          
          2.500000
          154392.12
          161176.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7646
          
            2050-11-01
          
          3.000000
          47400.34
          50773.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7606
          
            2050-11-01
          
          3.000000
          11387093.84
          12246409.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA6054
          
            2050-06-01
          
          3.500000
          958397.75
          1044197.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6032
          
            2050-06-01
          
          2.500000
          6785990.24
          7102638.12
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CICA3927
          
            2034-07-01
          
          3.500000
          261981.06
          284037.51
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3058
          
            2049-02-01
          
          4.500000
          10560166.23
          11632920.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CTCA2077
          
            2038-07-01
          
          4.000000
          3048832.10
          3394005.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0387
          
            2047-09-01
          
          4.000000
          4723501.07
          5212704.63
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBT2641
          
            2051-05-01
          
          2.000000
          1069018.55
          1081514.31
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL0242A1 R19M02
          
            2031-03-25
          
          2.458000
          60091.19
          63777.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR6405
          
            2051-04-01
          
          2.000000
          2829470.36
          2862544.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1259
          
            2050-12-01
          
          2.000000
          926216.67
          937043.22
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBQ0755
          
            2050-08-01
          
          3.000000
          245971.37
          260096.52
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN5434
          
            2049-01-01
          
          4.500000
          2228715.23
          2469755.24
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBN1946
          
            2048-10-01
          
          4.500000
          531562.21
          598677.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM5096
          
            2046-12-01
          
          3.500000
          1093147.20
          1183295.77
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBM1579
          
            2047-07-01
          
          4.000000
          5311289.14
          5933134.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK9066
          
            2048-12-01
          
          4.500000
          434109.17
          486382.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 I4BF0479
          
            2060-06-01
          
          2.500000
          204473.75
          215755.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLBN0346
          
            2048-12-01
          
          5.000000
          597.38
          667.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBR9606
          
            2051-05-01
          
          2.500000
          260546.30
          271472.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA0102
          
            2047-08-01
          
          3.500000
          6825975.92
          7369030.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR1828
          
            2051-01-01
          
          2.000000
          1011630.91
          1023455.87
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLZT0535
          
            2048-01-01
          
          3.500000
          1962082.03
          2133754.39
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBJ3749
          
            2032-11-01
          
          3.500000
          360390.61
          392081.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 05.000 CLSD0093
          
            2049-10-01
          
          5.000000
          176.84
          195.04
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBK2738
          
            2050-07-01
          
          2.500000
          798578.61
          839745.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBK4182
          
            2048-04-01
          
          4.000000
          294420.43
          321636.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CLQA6360
          
            2050-01-01
          
          3.500000
          867586.41
          941421.48
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBM3863
          
            2033-05-01
          
          3.500000
          4191145.04
          4578134.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBM4586
          
            2048-02-01
          
          3.500000
          1034158.48
          1121838.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4210
          
            2050-12-01
          
          2.500000
          107975853.08
          112121585.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ5940
          
            2048-05-01
          
          4.000000
          132120.41
          144892.23
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB7368
          
            2051-01-01
          
          2.000000
          486876.59
          492567.70
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CLQB2796
          
            2050-09-01
          
          2.000000
          1073004.71
          1085547.06
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.500 FGPC V84789 G
          
            2048-10-01
          
          4.500000
          8488078.11
          9380438.25
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLSD8114
          
            2050-12-01
          
          2.500000
          262463.83
          272541.12
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZT0543
          
            2048-08-01
          
          4.500000
          2942022.23
          3260855.07
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.500 CIZS7056
          
            2029-12-01
          
          3.500000
          558138.26
          608432.10
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZA6521
          
            2049-04-01
          
          4.500000
          1077567.41
          1191277.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BM9750 C
          
            2049-10-20
          
          4.500000
          213901.51
          234886.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6542 M
          
            2050-03-20
          
          3.500000
          13571369.97
          14302608.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLMA4097
          
            2050-08-01
          
          3.000000
          27805213.83
          29124181.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4045
          
            2040-06-01
          
          2.000000
          1772853.50
          1811696.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CRMA1291
          
            2042-12-01
          
          4.000000
          443839.44
          488150.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.000 CL899085
          
            2037-03-01
          
          6.000000
          1055845.08
          1259137.49
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIFM2137
          
            2034-11-01
          
          3.000000
          5295505.94
          5704848.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLCA8520
          
            2051-01-01
          
          2.000000
          1482900.42
          1501630.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3507
          
            2050-09-01
          
          2.500000
          2500513.05
          2596557.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2299
          
            2048-09-01
          
          4.500000
          3867754.41
          4276738.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2183
          
            2048-08-01
          
          4.000000
          3835766.80
          4238944.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1691
          
            2048-05-01
          
          4.000000
          2581230.35
          2813301.02
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-04
      2021-06-04
      2021-08-09
      Y
      
        Royal Bank of Canada, New York Branch
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0008
      489000000.00
      489000000.00
      0.0146
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Rbc Toronto 10 Repo 0.030000%
      ES7IP3U3RHIGC71XBU11
      0000050916
      933FRJ009_0.03_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          18300.00
          19578.34
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          11100.00
          11515.53
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE S 23
          
            2023-11-30
          
          2.125000
          12699500.00
          13437974.18
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 22
          
            2022-02-15
          
          2.000000
          229870600.00
          234379594.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          1000000.00
          1063494.84
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          3155525.08
          3649950.18
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE K 23
          
            2023-04-30
          
          1.625000
          2014200.00
          2073813.10
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE J 23
          
            2023-03-31
          
          1.500000
          367000.00
          377047.38
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-04
      2021-06-04
      2021-06-07
      Y
      
        Royal Bank of Canada
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 H
        
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P1
        
        
          Standard and Poor's Ratings Services
          A1+
        
      
      N
      N
      0.0003
      250000000.00
      250000000.00
      0.0074
      N
      N
      Y
      N
    
    
      Sumitomo Mitsui Banking Corp.
      Sumitomo 6 Repo 0.010000%
      5U0XI89JRFVHWIBS4F54
      0001184915
      933FWB000_0.01_0601
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          54720000.00
          56121422.32
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          54720000.00
          56735012.61
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AA 22
          
            2022-06-30
          
          1.750000
          52970920.80
          54301799.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          65208000.00
          70193789.27
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE U 22
          
            2022-01-31
          
          1.875000
          570.00
          580.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AD 21
          
            2021-09-30
          
          1.125000
          805250.40
          809681.52
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE P 25
          
            2025-08-31
          
          2.750000
          6176041.20
          6767155.14
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 27
          
            2027-11-15
          
          2.250000
          68400000.00
          73124718.85
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE W 25
          
            2025-03-31
          
          0.500000
          54720000.00
          54703712.58
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/4 BOND 41
          
            2041-08-15
          
          3.750000
          68400000.00
          86966311.21
          U.S. Treasuries (including strips)
        
        
          USTR BILL 12/02/21
          
            2021-12-02
          
          0.00
          75301514.40
          75291047.49
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AF 25
          
            2025-10-31
          
          0.250000
          54720000.00
          53695653.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AB 21
          
            2021-07-31
          
          1.125000
          54720000.00
          55025121.44
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AH 25
          
            2025-12-31
          
          0.375000
          54720000.00
          53944789.92
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      684000000.00
      684000000.00
      0.0204
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A1 Bnp Repo A1 0.020000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEK006_0.02_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 1 3/8 NOTE Z 21
          
            2021-05-31
          
          1.375000
          1237500.00
          1245915.84
          Agency Mortgage-Backed Securities
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          18094851.32
          20127206.44
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE K 22
          
            2022-04-30
          
          1.750000
          185006.25
          188127.22
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          37.50
          40.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          701587.50
          744572.99
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 22
          
            2022-08-15
          
          1.625000
          150.00
          153.49
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 22
          
            2022-02-15
          
          2.000000
          18.75
          19.12
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE AB 21
          
            2021-07-31
          
          1.125000
          407175.00
          409445.43
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE M 23
          
            2023-06-30
          
          1.375000
          112.50
          115.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE K 23
          
            2023-04-30
          
          1.625000
          24712.50
          25443.90
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          15632693.13
          15861497.46
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE G 23
          
            2023-01-31
          
          1.750000
          1339500.00
          1383283.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          18.75
          19.94
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 24
          
            2024-01-15
          
          0.625000
          3714540.33
          4045391.73
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE L 26
          
            2026-05-31
          
          2.125000
          18.75
          20.15
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE AM 22
          
            2022-05-15
          
          2.125000
          735600.00
          750742.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          171543.75
          188233.59
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AE 23
          
            2023-10-31
          
          2.875000
          93.75
          100.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE P 25
          
            2025-08-31
          
          2.750000
          53611687.50
          58742905.82
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AR 22
          
            2022-09-15
          
          1.500000
          18768.75
          19164.89
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE V 23
          
            2023-02-28
          
          2.625000
          1309537.50
          1375038.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE Q 24
          
            2024-09-30
          
          2.125000
          8022787.50
          8510151.67
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AC 22
          
            2022-08-31
          
          1.625000
          37.50
          38.36
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 41
          
            2041-02-15
          
          1.875000
          11929350.00
          11364174.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          3372566.52
          3648356.19
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 TRIB 44
          
            2044-02-15
          
          1.375000
          1402633.43
          1885028.95
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          45306.00
          67341.82
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          6129625.44
          8356879.28
          U.S. Treasuries (including strips)
        
        
          USTR 6 1/8 BOND 27
          
            2027-11-15
          
          6.125000
          18.75
          24.63
          U.S. Treasuries (including strips)
        
        
          USTR 7 1/4 BOND 22
          
            2022-08-15
          
          7.250000
          22537.50
          24962.04
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          2718.75
          2827.02
          U.S. Treasuries (including strips)
        
        
          USTR BILL 07/15/21
          
            2021-07-15
          
          0.00
          7131731.25
          7131588.62
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AY 22
          
            2022-03-31
          
          0.375000
          6997968.75
          7020741.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE T 26
          
            2026-12-31
          
          1.750000
          83643.75
          87894.92
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          7483407.02
          8188377.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 26
          
            2026-07-15
          
          0.125000
          4370968.80
          4840031.69
          U.S. Treasuries (including strips)
        
        
          USTR 8 1/8 BOND 21/08
          
            2021-08-15
          
          8.125000
          37.50
          39.02
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE P 24
          
            2024-08-31
          
          1.875000
          18.75
          19.74
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          97664.94
          115615.05
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Z 23
          
            2023-05-31
          
          2.750000
          75525.00
          80478.26
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 26
          
            2026-05-15
          
          1.625000
          15760406.25
          16394353.60
          U.S. Treasuries (including strips)
        
        
          USTR TRFR AW 01/31/23
          
            2023-01-31
          
          0.064000
          18.75
          18.76
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE T 27
          
            2027-12-31
          
          0.625000
          26203125.00
          25318120.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AF 25
          
            2025-10-31
          
          0.250000
          18.75
          18.40
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 30
          
            2030-07-15
          
          0.125000
          31353973.37
          34588133.98
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          56.25
          58.32
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BG 21
          
            2021-09-30
          
          1.500000
          856312.50
          862629.56
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          1383598.88
          1600388.80
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AP 21
          
            2021-07-15
          
          2.625000
          205293.75
          207981.94
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Z 22
          
            2022-05-31
          
          1.750000
          583125.00
          597986.39
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/2 BOND 28
          
            2028-08-15
          
          5.500000
          1687.50
          2204.87
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE S 21
          
            2021-11-30
          
          1.875000
          749287.50
          763164.65
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BD 22
          
            2022-07-31
          
          0.125000
          1152262.50
          1153131.31
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          33707434.74
          36693369.35
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          4079464.51
          4755818.42
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          5956255.48
          6667180.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          5011141.67
          5644689.10
          U.S. Treasuries (including strips)
        
        
          USTR BILL 11/12/21
          
            2021-11-12
          
          0.00
          4322531.25
          4321977.97
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-08-12
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      300000000.00
      300000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A2 Bnp Repo A2 0.010000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEL004_0.01_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          43.33
          43.21
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          21.67
          21.32
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          21.67
          22.46
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIN D 28
          
            2028-07-15
          
          0.750000
          3551534.44
          4108008.48
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE M 24
          
            2024-06-30
          
          2.000000
          9790083.33
          10371093.41
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          2789571.89
          3102887.58
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE L 22
          
            2022-05-31
          
          1.875000
          13830786.67
          14209563.05
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          178813.44
          187870.03
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE G 23
          
            2023-01-31
          
          1.750000
          21.67
          22.38
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE R 22
          
            2022-10-31
          
          1.875000
          7453398.33
          7649770.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          1159.19
          1261.58
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          407782.86
          459337.94
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 41
          
            2041-02-15
          
          1.875000
          823.33
          784.33
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 BOND 40
          
            2040-08-15
          
          1.125000
          21.67
          18.06
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          3400228.73
          3678280.46
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 49
          
            2049-02-15
          
          3.000000
          35533.33
          41058.24
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          56383838.33
          69155412.34
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          18880203.33
          20618418.08
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          5572016.67
          6406721.70
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          10183.33
          11363.78
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          3003830.17
          3585411.52
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/4 BOND 43
          
            2043-11-15
          
          3.750000
          89093.33
          113393.16
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 BOND 43
          
            2043-08-15
          
          3.625000
          8744320.00
          10997286.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          6058856.70
          7038943.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          5497128.00
          8170807.75
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 39
          
            2039-08-15
          
          4.500000
          216.67
          299.87
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          65671.84
          80414.09
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 27
          
            2027-01-15
          
          2.375000
          190168.60
          237339.13
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          5948464.94
          8109892.49
          U.S. Treasuries (including strips)
        
        
          USTR BILL 10/07/21
          
            2021-10-07
          
          0.00
          21.67
          21.66
          U.S. Treasuries (including strips)
        
        
          USTR 2 TRIB 26
          
            2026-01-15
          
          2.000000
          2840200.37
          3402668.17
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          1892518.33
          1963944.44
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          8778640.00
          9015664.01
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 26
          
            2026-07-15
          
          0.125000
          662451.96
          733541.84
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AC 22
          
            2022-08-31
          
          1.625000
          43.33
          44.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 BOND 50
          
            2050-02-15
          
          2.000000
          86406.67
          81344.56
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 TRIB 32
          
            2032-04-15
          
          3.375000
          16147841.67
          23910676.98
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 41
          
            2041-05-15
          
          4.375000
          130.00
          177.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          1083.33
          940.30
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          15749817.36
          23213129.28
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          5924777.28
          6449616.91
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 38
          
            2038-05-15
          
          4.500000
          173.33
          235.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          10213837.83
          12666236.16
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 47
          
            2047-08-15
          
          2.750000
          7975630.00
          8765629.06
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          73704215.00
          62960944.82
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-28
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0001
      325000000.00
      325000000.00
      0.0097
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A3 Bnp Repo A3 0.010000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEM002_0.01_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          280.00
          275.54
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          20.00
          20.74
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BG 21
          
            2021-09-30
          
          1.500000
          1184240.00
          1192976.20
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Z 22
          
            2022-05-31
          
          1.750000
          6967460.00
          7145031.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE N 22
          
            2022-07-31
          
          2.000000
          2593140.00
          2668040.48
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 25
          
            2025-07-15
          
          0.375000
          248082.60
          275946.44
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          9460125.04
          9939263.86
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE W 23
          
            2023-03-31
          
          2.500000
          80.00
          83.77
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN A 26
          
            2026-01-15
          
          0.625000
          215703.35
          242775.68
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIN A 25
          
            2025-01-15
          
          0.250000
          37440053.09
          40967074.88
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          791920.30
          861870.17
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE T 25
          
            2025-12-31
          
          2.625000
          1798920.00
          1973940.60
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AC 22
          
            2022-08-31
          
          1.625000
          20000000.00
          20461400.54
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          80.00
          82.16
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          20.00
          22.45
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          80.00
          91.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          20990009.93
          30936473.92
          U.S. Treasuries (including strips)
        
        
          USTR 7 1/4 BOND 22
          
            2022-08-15
          
          7.250000
          20.00
          22.15
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AA 24
          
            2024-06-30
          
          1.750000
          20.00
          21.02
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          20.00
          19.94
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/30/21
          
            2021-09-30
          
          0.00
          14923860.00
          14922800.41
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          26060.00
          27097.82
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AF 25
          
            2025-10-31
          
          0.250000
          37980.00
          37269.02
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 25
          
            2025-10-15
          
          0.125000
          19682842.25
          21664252.14
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          2963120.00
          3342677.72
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE M 22
          
            2022-06-30
          
          2.125000
          18663280.00
          19238068.81
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE AK 22
          
            2022-03-15
          
          2.375000
          27463080.00
          28102854.84
          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
      
      2021-06-04
      2021-06-04
      2021-06-24
      Y
      
        BNP Paribas SA
        1.0000
        7
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0001
      200000000.00
      200000000.00
      0.0060
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      Bnp Bank Repo A4 Bnp Repo A4 0.020000%
      R0MUWSFPU8MPRO8K5P83
      0001197610
      938AEN000_0.02_0603
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 7 1/4 BOND 22
          
            2022-08-15
          
          7.250000
          15.00
          16.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          15.00
          14.96
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE Y 23
          
            2023-04-30
          
          2.750000
          248850.00
          261803.24
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          8836645.34
          13134591.42
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 BOND 49
          
            2049-08-15
          
          2.250000
          15.00
          14.93
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 TRIB 25
          
            2025-01-15
          
          2.375000
          12824630.17
          15181705.23
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          519908.25
          707120.20
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          105.00
          109.18
          U.S. Treasuries (including strips)
        
        
          USTR TRFR AW 01/31/23
          
            2023-01-31
          
          0.064000
          1120110.00
          1120559.54
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AV 23
          
            2023-01-31
          
          0.125000
          112185.00
          112221.35
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          60.00
          60.03
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE M 27
          
            2027-06-30
          
          0.500000
          127740000.00
          123605592.57
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          11415090.00
          11835439.97
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BJ 10/31/21
          
            2021-10-31
          
          0.315000
          30.00
          30.05
          U.S. Treasuries (including strips)
        
        
          USTR TRFR BJ 10/31/22
          
            2022-10-31
          
          0.070000
          45.00
          45.02
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 45
          
            2045-05-15
          
          3.000000
          6271500.00
          7133472.41
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          36690.15
          43696.59
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE S 24
          
            2024-11-30
          
          2.125000
          15.00
          16.04
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          21259950.00
          21804434.07
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BC 22
          
            2022-06-30
          
          0.125000
          9404445.00
          9412542.69
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE V 22
          
            2022-02-28
          
          1.875000
          178635.00
          181901.28
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AQ 22
          
            2022-08-15
          
          1.500000
          15.00
          15.32
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 24
          
            2024-07-15
          
          0.125000
          13165739.60
          14318561.43
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE F 23
          
            2023-11-15
          
          2.750000
          1403910.00
          1492639.17
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN A 27
          
            2027-01-15
          
          0.375000
          7393.21
          8275.64
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN A 23
          
            2023-01-15
          
          0.125000
          6582518.18
          6915911.23
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE F 22
          
            2022-11-15
          
          1.625000
          15.00
          15.34
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          105.00
          112.34
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE AM 22
          
            2022-05-15
          
          2.125000
          800760.00
          817243.39
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN X 24
          
            2024-04-15
          
          0.500000
          4195472.88
          4566056.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIN A 29
          
            2029-01-15
          
          0.875000
          11723974.15
          13667747.86
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AC 22
          
            2022-08-31
          
          1.625000
          90.00
          92.08
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          9734.31
          10965.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 41
          
            2041-02-15
          
          1.875000
          24491130.00
          23330817.39
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          67593.33
          86841.05
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          3151665.00
          3517004.82
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 46
          
            2046-02-15
          
          1.000000
          18089.24
          22868.92
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/4 BOND 41
          
            2041-08-15
          
          3.750000
          6563955.00
          8345657.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          9353348.10
          13785587.07
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 39
          
            2039-11-15
          
          4.375000
          321975.00
          436122.06
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          1889.36
          2575.88
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BG 21
          
            2021-09-30
          
          1.500000
          10070145.00
          10144432.95
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-03
      2021-06-03
      2021-06-03
      Y
      
        BNP Paribas SA
        1.0000
        6
        N
        
          DBRS Ltd.
          R-1 M
        
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      300000000.00
      300000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citig Repo 1 Cit Repo 1 0.010000%
      MBNUM2BPBDO7JBLYG310
      0000315030
      938DMB001_0.01_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          521739.13
          520926.43
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          505826.09
          505038.17
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE B 29
          
            2029-02-15
          
          2.625000
          13337026.09
          14656276.81
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE U 24
          
            2024-01-31
          
          2.500000
          1102660.87
          1177906.57
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AG 23
          
            2023-12-31
          
          2.625000
          3202869.57
          3434924.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AF 23
          
            2023-11-30
          
          2.875000
          69530.43
          75133.76
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AE 23
          
            2023-10-31
          
          2.875000
          17.39
          18.55
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE Q 24
          
            2024-09-30
          
          2.125000
          3314191.30
          3515520.10
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE P 24
          
            2024-08-31
          
          1.875000
          10477234.78
          11031843.50
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          8256991.30
          8774606.35
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          4156452.17
          4286562.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE B 24
          
            2024-02-15
          
          2.750000
          6125426.09
          6587336.01
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          3550539.13
          3758288.12
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
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        Fitch, Inc.
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        Moody's Investors Service, Inc.
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        Standard and Poor's Ratings Services
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      2021-06-04
      2021-06-04
      2021-06-22
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        Citigroup Global Markets, Inc.
        1.0000
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          Fitch, Inc.
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          Moody's Investors Service, Inc.
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          Standard and Poor's Ratings Services
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      N
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      Citigroup Global Markets, Inc.
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      MBNUM2BPBDO7JBLYG310
      0000315030
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      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNRM CL102LB R07F102
          
            2047-11-25
          
          6.000000
          66934.87
          76526.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4243AT 10/15/26
          
            2026-10-15
          
          3.000000
          48567.63
          48765.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL001L R20F001
          
            2050-02-25
          
          2.500000
          356002.57
          342155.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL074BA R19F074
          
            2059-12-25
          
          3.500000
          128966.03
          140050.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL058LP R19F058
          
            2049-10-25
          
          3.000000
          1171678.44
          1230693.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL146KM R12F146
          
            2043-01-25
          
          3.000000
          507142.86
          530419.70
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3579HJ 09/15/32
          
            2032-09-15
          
          6.000000
          104254.30
          118887.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3240FY 11/15/36
          
            2036-11-15
          
          0.00
          23220.11
          20989.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA RC003SC R07F003
          
            2037-01-25
          
          11.597400
          89319.80
          119577.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046BA R12F046
          
            2042-05-25
          
          6.000000
          17421.06
          20258.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4908BD 04/25/49
          
            2049-04-25
          
          3.000000
          38442.94
          39817.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2410PF 02/15/32
          
            2032-02-15
          
          1.080900
          0.01
          0.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062PH R07F062
          
            2037-07-25
          
          6.000000
          156619.03
          176047.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3564NT 05/15/39
          
            2039-05-15
          
          15.000000
          20991.07
          23065.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-15O FA
          
            2070-08-20
          
          0.699300
          553.04
          564.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNII SF CC1713 C
          
            2051-04-20
          
          3.500000
          369394.54
          399578.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9731 C
          
            2051-03-20
          
          4.000000
          334766.89
          367239.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9134 C
          
            2051-04-20
          
          3.500000
          216141.06
          233251.65
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8621 C
          
            2051-04-20
          
          2.500000
          417335.90
          434133.67
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8302 C
          
            2051-04-20
          
          2.500000
          798298.39
          831262.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB7793 C
          
            2051-04-20
          
          2.500000
          618754.24
          645965.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5684 C
          
            2051-03-20
          
          2.500000
          529550.00
          554811.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5681 C
          
            2051-04-20
          
          2.500000
          623850.27
          653610.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5145 C
          
            2051-04-20
          
          2.500000
          615071.14
          642121.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4214 C
          
            2051-03-20
          
          3.500000
          414428.02
          448289.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4206 C
          
            2051-03-20
          
          2.500000
          583944.68
          606220.42
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF CB3043 X
          
            2051-05-15
          
          3.000000
          2603300.57
          2778078.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2995 C
          
            2051-04-20
          
          2.500000
          378695.71
          393231.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2914 C
          
            2051-04-20
          
          3.000000
          378603.00
          401201.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2913 C
          
            2051-04-20
          
          3.000000
          351625.45
          375886.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2909 C
          
            2051-04-20
          
          2.500000
          420234.71
          439238.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2922 C
          
            2051-04-20
          
          2.500000
          370144.00
          386881.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2921 C
          
            2051-04-20
          
          2.500000
          353987.34
          370873.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ2095 C
          
            2051-04-20
          
          3.000000
          725445.88
          781803.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7371 M
          
            2051-05-20
          
          4.500000
          6642551.71
          7229786.50
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7368 M
          
            2051-05-20
          
          3.000000
          3110590.00
          3276935.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7367 M
          
            2051-05-20
          
          2.500000
          107009226.57
          111116775.73
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD8049 C
          
            2051-05-20
          
          2.500000
          1191630.86
          1244037.59
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7305 M
          
            2051-04-20
          
          3.000000
          326260.61
          335924.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2009 C
          
            2051-03-20
          
          3.500000
          2046.82
          2214.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5312 C
          
            2051-04-20
          
          3.500000
          341294.23
          361585.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5412 C
          
            2051-04-20
          
          3.000000
          2466736.65
          2631198.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5475 C
          
            2051-04-20
          
          3.000000
          301938.00
          318460.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB1042 C
          
            2051-03-20
          
          2.500000
          2867908.77
          2982848.82
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2841 C
          
            2051-03-20
          
          2.500000
          425585.48
          441923.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2891 C
          
            2051-04-20
          
          2.500000
          988001.23
          1031450.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2866 C
          
            2051-04-20
          
          3.500000
          840949.35
          909661.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8807 C
          
            2051-05-20
          
          3.500000
          2352125.14
          2554513.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8018 C
          
            2051-04-20
          
          3.000000
          583321.63
          625017.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8766 C
          
            2051-04-20
          
          3.000000
          291252.76
          310427.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8763 C
          
            2051-04-20
          
          3.500000
          2752032.47
          2988660.48
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0382 C
          
            2051-04-20
          
          2.500000
          1445403.54
          1508071.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0385 C
          
            2051-04-20
          
          3.000000
          1321578.69
          1410305.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0402 C
          
            2051-03-20
          
          2.500000
          418562.29
          435932.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0668 C
          
            2051-04-20
          
          2.500000
          382684.85
          400938.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0673 C
          
            2051-04-20
          
          3.000000
          589554.28
          617414.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0688 C
          
            2051-05-20
          
          3.500000
          307839.43
          334329.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1572 C
          
            2051-04-20
          
          3.500000
          347331.48
          366878.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1583 C
          
            2051-04-20
          
          3.000000
          439218.74
          459982.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL PN CD1618
          
            2051-05-15
          
          2.690000
          743485.71
          789789.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD2971 C
          
            2051-04-20
          
          3.000000
          1410310.77
          1487482.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3009 C
          
            2051-04-20
          
          2.500000
          580232.09
          604126.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3631 C
          
            2051-05-20
          
          3.500000
          547777.71
          578606.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4297 C
          
            2051-04-20
          
          2.500000
          6041786.66
          6307456.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4295 C
          
            2051-04-20
          
          2.500000
          585031.40
          613301.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD5697 C
          
            2051-04-20
          
          3.000000
          309047.05
          331138.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD8047 C
          
            2051-05-20
          
          2.500000
          675467.14
          707690.98
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD9035 C
          
            2051-04-20
          
          2.500000
          689320.59
          715780.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7259 M
          
            2051-03-20
          
          4.500000
          7262036.51
          7891008.76
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7304 M
          
            2051-04-20
          
          2.500000
          5355857.21
          5513024.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7310 M
          
            2051-04-20
          
          1.500000
          5399974.00
          5345893.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7315 M
          
            2051-04-20
          
          4.000000
          149338.63
          161961.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7369 M
          
            2051-05-20
          
          3.500000
          3270869.14
          3497916.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4307 C
          
            2051-03-20
          
          3.000000
          491923.13
          518842.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2868 C
          
            2051-04-20
          
          3.500000
          1151790.16
          1233705.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2916 C
          
            2051-04-20
          
          3.000000
          2836759.95
          2969849.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB4422 C
          
            2051-04-20
          
          2.500000
          405848.37
          422939.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB6172 C
          
            2051-04-20
          
          2.500000
          626795.99
          655136.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB5708 C
          
            2051-04-20
          
          2.500000
          1582181.74
          1642915.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB7794 C
          
            2051-04-20
          
          2.500000
          944690.17
          984474.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4056 C
          
            2051-04-20
          
          2.500000
          699223.97
          728019.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3085 C
          
            2051-04-20
          
          3.500000
          539005.39
          583045.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4409 C
          
            2051-05-20
          
          3.000000
          1772097.43
          1898765.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3863 C
          
            2051-04-20
          
          3.500000
          376850.62
          407643.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4333 C
          
            2051-03-20
          
          3.000000
          296786.22
          310734.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC6896 C
          
            2051-04-20
          
          3.500000
          292061.39
          317193.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8009 C
          
            2051-04-20
          
          2.500000
          1109587.35
          1152006.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8718 C
          
            2051-04-20
          
          3.000000
          511588.32
          546885.35
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9172 C
          
            2051-04-20
          
          3.000000
          858852.02
          905339.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1712 C
          
            2051-04-20
          
          3.000000
          565222.70
          591940.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1736 C
          
            2051-04-20
          
          3.500000
          637620.96
          691301.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2518 C
          
            2051-04-20
          
          2.500000
          818700.81
          849971.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2007 C
          
            2051-03-20
          
          2.500000
          284.67
          297.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5311 C
          
            2051-04-20
          
          3.500000
          353604.80
          378695.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5310 C
          
            2051-03-20
          
          3.500000
          381192.66
          410910.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA2008 C
          
            2051-03-20
          
          2.500000
          2628954.82
          2734733.45
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BY2868 X
          
            2051-05-15
          
          2.500000
          2265045.71
          2356915.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9615 C
          
            2051-04-20
          
          2.500000
          3938550.82
          4103351.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9614 C
          
            2051-04-20
          
          2.500000
          4077436.98
          4256089.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BQ2096 C
          
            2051-04-20
          
          3.500000
          324599.48
          356054.80
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0997 C
          
            2051-03-20
          
          3.500000
          345249.82
          373460.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0767 C
          
            2051-04-20
          
          2.500000
          831334.66
          870990.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0687 C
          
            2051-05-20
          
          3.500000
          346558.00
          373585.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0394 C
          
            2051-04-20
          
          3.000000
          404271.71
          426393.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0672 C
          
            2051-04-20
          
          3.000000
          325350.96
          349415.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0666 C
          
            2051-04-20
          
          2.500000
          372555.15
          387897.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0627 C
          
            2051-04-20
          
          2.500000
          316014.37
          329910.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0374 C
          
            2051-04-20
          
          2.500000
          1047090.44
          1087283.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0379 C
          
            2051-04-20
          
          2.500000
          582849.49
          608119.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0242 C
          
            2051-04-20
          
          2.500000
          630943.56
          658690.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8806 C
          
            2051-05-20
          
          3.500000
          2168108.57
          2354674.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8796 C
          
            2051-04-20
          
          3.000000
          484308.57
          516220.15
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8761 C
          
            2051-04-20
          
          3.500000
          1443755.84
          1567983.81
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8724 C
          
            2051-03-20
          
          3.500000
          3805778.81
          4130126.31
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8735 C
          
            2051-04-20
          
          3.000000
          582523.02
          620532.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8109 C
          
            2051-04-20
          
          3.000000
          490778.58
          513978.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC7794 C
          
            2051-04-20
          
          2.500000
          452826.24
          473300.33
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC7537 C
          
            2051-05-20
          
          3.000000
          468844.00
          501191.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8097 C
          
            2051-04-20
          
          3.000000
          572242.05
          614565.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8089 C
          
            2051-04-20
          
          3.500000
          312901.34
          339824.00
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8010 C
          
            2051-04-20
          
          2.500000
          872448.57
          911900.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC7998 C
          
            2051-04-20
          
          3.000000
          1168370.03
          1238105.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC7991 C
          
            2051-04-20
          
          3.000000
          856163.36
          915236.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC6880 C
          
            2051-04-20
          
          2.500000
          339357.94
          354704.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4951 C
          
            2051-03-20
          
          3.500000
          504510.94
          543854.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4057 C
          
            2051-04-20
          
          2.500000
          644430.62
          669168.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3893 C
          
            2051-03-20
          
          2.500000
          284137.94
          297690.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3864 C
          
            2051-04-20
          
          3.500000
          402499.09
          436385.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4410 C
          
            2051-05-20
          
          3.000000
          2990584.00
          3196925.32
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4389 C
          
            2051-05-20
          
          2.500000
          601515.14
          628715.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0677 C
          
            2051-04-20
          
          3.000000
          1342314.33
          1434934.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4294 C
          
            2051-04-20
          
          2.500000
          1192852.20
          1249751.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD5700 C
          
            2051-04-20
          
          3.000000
          332650.14
          348374.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD5696 C
          
            2051-04-20
          
          2.500000
          2154486.14
          2237188.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4331 C
          
            2051-04-20
          
          2.000000
          512639.21
          521943.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4304 C
          
            2051-04-20
          
          3.000000
          742083.57
          795121.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3937 C
          
            2051-05-20
          
          2.500000
          384974.00
          401185.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4388 C
          
            2051-04-20
          
          2.500000
          607771.53
          635252.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3011 C
          
            2051-04-20
          
          2.500000
          3339469.08
          3486342.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3014 C
          
            2051-04-20
          
          3.000000
          1019274.48
          1080111.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3013 C
          
            2051-04-20
          
          3.000000
          556969.55
          595399.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3533 C
          
            2051-04-20
          
          3.000000
          287466.60
          303036.36
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1588 C
          
            2051-05-20
          
          2.500000
          522036.86
          544021.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1584 C
          
            2051-04-20
          
          3.500000
          331076.62
          349709.61
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1582 C
          
            2051-04-20
          
          3.000000
          438805.07
          459548.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1573 C
          
            2051-04-20
          
          3.000000
          1008805.27
          1056493.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2918 C
          
            2051-04-20
          
          3.500000
          1460200.38
          1542380.46
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2871 C
          
            2051-04-20
          
          3.500000
          594303.23
          642494.09
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2867 C
          
            2051-04-20
          
          3.500000
          1690215.61
          1822027.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1494 C
          
            2051-04-20
          
          3.500000
          346065.57
          375201.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1492 C
          
            2051-04-20
          
          3.000000
          601981.66
          645011.91
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1398 C
          
            2051-04-20
          
          3.500000
          709882.34
          769646.62
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1396 C
          
            2051-04-20
          
          3.000000
          425297.99
          454641.85
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1384 C
          
            2051-04-20
          
          3.000000
          1021858.21
          1092360.29
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2475 C
          
            2051-03-20
          
          3.500000
          105419.94
          112915.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3172 C
          
            2051-04-20
          
          3.000000
          381013.95
          410608.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2567 C
          
            2051-04-20
          
          3.000000
          293918.23
          307811.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2561 C
          
            2051-04-20
          
          2.500000
          1779582.03
          1847750.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2474 C
          
            2051-03-20
          
          3.500000
          372931.44
          401998.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1434 C
          
            2051-04-20
          
          3.000000
          504548.11
          540612.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1427 C
          
            2051-04-20
          
          3.000000
          666911.71
          712925.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1423 C
          
            2051-04-20
          
          2.500000
          483400.17
          505258.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1203 C
          
            2051-04-20
          
          3.000000
          744526.69
          779719.72
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1077 C
          
            2051-04-20
          
          2.500000
          1995758.97
          2086005.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1090 C
          
            2051-04-20
          
          2.500000
          449795.66
          467061.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785464 C
          
            2051-04-20
          
          3.500000
          30881913.71
          32633752.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CE2516 C
          
            2051-04-20
          
          2.500000
          335482.29
          348359.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2017-09 AE
          
            2050-09-16
          
          2.400000
          8874.59
          9164.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-002 AJ
          
            2061-08-16
          
          2.500000
          4310.66
          4472.74
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRA CL015APT R18M01
          
            2026-12-25
          
          3.144100
          2811252.00
          3062294.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2864 C
          
            2051-04-20
          
          3.500000
          292250.17
          318666.95
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5437 C
          
            2051-04-20
          
          3.000000
          1114380.81
          1189195.89
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5419 C
          
            2051-04-20
          
          3.500000
          1409524.82
          1518203.41
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5330 C
          
            2051-04-20
          
          2.500000
          934459.78
          979037.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1309 C
          
            2051-04-20
          
          2.500000
          3112796.81
          3231170.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2892 C
          
            2051-04-20
          
          2.500000
          2025874.45
          2111192.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2890 C
          
            2051-04-20
          
          2.500000
          878875.28
          918617.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2889 C
          
            2051-04-20
          
          2.500000
          943753.04
          988773.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB2049 C
          
            2051-04-20
          
          3.500000
          343281.22
          370054.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA9821 C
          
            2051-05-20
          
          3.000000
          1277506.00
          1337894.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA5514 C
          
            2051-05-20
          
          3.000000
          2195834.86
          2326902.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9169 C
          
            2051-04-20
          
          3.000000
          652100.39
          697527.66
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD8048 C
          
            2051-05-20
          
          2.500000
          332322.00
          347350.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1715 C
          
            2051-04-20
          
          3.500000
          300311.71
          325595.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7314 M
          
            2051-04-20
          
          3.500000
          343466.40
          365728.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7312 M
          
            2051-04-20
          
          2.500000
          61500176.25
          63809815.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7256 M
          
            2051-03-20
          
          3.000000
          1582061.57
          1661906.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7311 M
          
            2051-04-20
          
          2.000000
          2846467.16
          2895813.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7303 M
          
            2051-04-20
          
          2.000000
          3672919.41
          3705112.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7313 M
          
            2051-04-20
          
          3.000000
          882827.91
          929202.86
          Agency Mortgage-Backed Securities
        
        
          FNMA MNRM CL022A2 R19M022
          
            2029-08-25
          
          2.522000
          2857142.86
          3068715.71
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRA CL014A2 R17M014
          
            2027-11-25
          
          2.868200
          1580000.00
          1722325.09
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRM CL003ASQ2 R16M0
          
            2023-02-25
          
          2.263000
          24779.71
          24975.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNRA CL013A2 R13M013
          
            2023-04-25
          
          2.547600
          14758.06
          15304.77
          Agency Mortgage-Backed Securities
        
        
          FMAC FGRM 0M032A 09/01/41
          
            2041-09-01
          
          3.874000
          43917809.11
          46299625.61
          Agency Mortgage-Backed Securities
        
        
          FMAC FGRA 0M030A 08/15/40
          
            2040-08-15
          
          1.060100
          50288792.42
          50982883.24
          Agency Mortgage-Backed Securities
        
        
          USTR 0 1/8 NOTE BD 22
          
            2022-07-31
          
          0.125000
          469028.57
          469382.22
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-04
      Y
      
        Citigroup Global Markets, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      500000000.00
      500000000.00
      0.0149
      N
      N
      Y
      N
    
    
      BofA Securities, Inc.
      Boa Repo New 11 Boa Sec Repo 11 0.010000%
      8NAV47T0Y26Q87Y0QP81
      0000065100
      942JMU901_0.01_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNAR AF MA7379 M
          
            2051-05-20
          
          2.500000
          127252.60
          132945.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7312 M
          
            2051-04-20
          
          2.500000
          98181288.51
          101868486.80
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-28
      Y
      
        BofA Securities, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0001
      100000000.00
      100000000.00
      0.0030
      N
      N
      Y
      N
    
    
      BofA Securities, Inc.
      Boa Repo New 13 Boa Sec Repo 13 0.020000%
      8NAV47T0Y26Q87Y0QP81
      0000065100
      942JMV909_0.02_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNII SF MA7312 M
          
            2051-04-20
          
          2.500000
          98308478.55
          102000453.46
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-23
      Y
      
        BofA Securities, Inc.
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      100000000.00
      100000000.00
      0.0030
      N
      N
      Y
      N
    
    
      Pershing LLC
      Pershing LLC 0.010000%
      ZI8Q1A8EI8LQFJNM0D94
      0000029648
      963FRE003_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC FGRM 3772MB 12/15/40
          
            2040-12-15
          
          4.000000
          1112441.32
          1208797.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4076MV 04/15/31
          
            2031-04-15
          
          3.000000
          8000.00
          8286.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4068MB 02/15/42
          
            2042-02-15
          
          2.000000
          2220.49
          2285.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL054EA R16F054
          
            2046-08-25
          
          2.500000
          1465.33
          1470.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062KA R16F062
          
            2046-09-25
          
          2.500000
          3897.95
          3805.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039CD R16F039
          
            2046-07-25
          
          2.500000
          1150.43
          1162.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-010 PB
          
            2036-03-20
          
          5.500000
          2610.81
          3003.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040KA R16F040
          
            2046-07-25
          
          2.500000
          130839.73
          133371.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL056AU R15F056
          
            2045-08-25
          
          3.250000
          2458.44
          2493.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL048QB R15F048
          
            2043-02-25
          
          3.000000
          42326.20
          43812.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL008AP R15F008
          
            2045-03-25
          
          2.000000
          149145.69
          153928.04
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005CP R15F005
          
            2043-06-25
          
          3.000000
          364207.13
          383776.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL018NA R15F018
          
            2045-04-25
          
          3.000000
          1779.32
          1659.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC072KA R14F072
          
            2044-10-25
          
          3.000000
          5693.97
          5969.03
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL092DE R13F092
          
            2043-09-25
          
          4.000000
          10000.00
          11451.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL067HK R13F067
          
            2043-07-25
          
          2.500000
          52260.83
          52595.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032MG R13F032
          
            2042-09-25
          
          2.250000
          6056.61
          6184.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033DP R13F033
          
            2042-08-25
          
          2.000000
          63342.58
          64800.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC050BE R13F050
          
            2042-08-25
          
          2.500000
          11729.03
          12277.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064TH R03F064
          
            2023-07-25
          
          5.000000
          196.11
          203.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL044AH R03F044
          
            2033-06-25
          
          4.000000
          6583.14
          7186.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL055CD R03F055
          
            2023-06-25
          
          5.000000
          2815.09
          2919.75
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035UN R03F035
          
            2033-05-25
          
          4.250000
          9628.46
          10235.48
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032UD R03F032
          
            2033-05-25
          
          4.000000
          4995.08
          5452.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033PT R03F033
          
            2033-05-25
          
          4.500000
          481.29
          528.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC041PN R03F041
          
            2033-05-25
          
          5.500000
          1709.24
          1929.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC038MP R03F038
          
            2023-05-25
          
          5.500000
          315.65
          328.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2497JH 09/15/32
          
            2032-09-15
          
          6.000000
          354.32
          405.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-006 TA
          
            2042-01-20
          
          2.000000
          2650.43
          2554.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-017 PD
          
            2040-09-20
          
          3.750000
          2480.98
          2610.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-146 HB
          
            2040-11-16
          
          3.750000
          1334.29
          1345.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4176YD 03/15/43
          
            2043-03-15
          
          3.000000
          9000.00
          9312.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4325PA 01/15/43
          
            2043-01-15
          
          3.000000
          23968.02
          24043.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4258CB 06/15/43
          
            2043-06-15
          
          3.500000
          50000.00
          50375.70
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4219AE 01/15/43
          
            2043-01-15
          
          2.250000
          2134.31
          2176.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161YA 10/15/42
          
            2042-10-15
          
          2.500000
          1720.90
          1706.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161JC 02/15/43
          
            2043-02-15
          
          3.000000
          4000.00
          3788.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161JA 11/15/42
          
            2042-11-15
          
          3.000000
          5856.18
          5937.45
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4139NT 04/15/42
          
            2042-04-15
          
          2.500000
          187.32
          187.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4139JA 07/15/42
          
            2042-07-15
          
          2.500000
          34969.46
          35071.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4129PA 07/15/42
          
            2042-07-15
          
          2.500000
          6317.33
          6493.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4116YA 01/15/42
          
            2042-01-15
          
          2.500000
          24936.10
          24521.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2626WB 06/15/33
          
            2033-06-15
          
          4.500000
          3596.16
          3614.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2574PW 02/15/33
          
            2033-02-15
          
          5.500000
          708.09
          808.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2383PC 11/15/31
          
            2031-11-15
          
          5.500000
          690.11
          752.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC102PG R05F102
          
            2035-11-25
          
          5.000000
          83658.15
          94155.07
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3021LP 05/15/33
          
            2033-05-15
          
          5.500000
          2821.92
          3004.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1543VN 07/15/23
          
            2023-07-15
          
          7.000000
          683.13
          720.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2802OH 05/15/34
          
            2034-05-15
          
          6.000000
          702.01
          774.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046UK R06F046
          
            2036-06-25
          
          5.500000
          2483.16
          2543.60
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2893PE 11/15/34
          
            2034-11-15
          
          5.000000
          1089.19
          1234.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2942LA 03/15/35
          
            2035-03-15
          
          5.000000
          8743.27
          9897.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2962TN 03/15/35
          
            2035-03-15
          
          4.750000
          615.90
          658.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3001KG 02/15/35
          
            2035-02-15
          
          5.500000
          1700.80
          1876.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-46 KA
          
            2046-10-20
          
          2.000000
          472.48
          456.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-59 TA
          
            2046-11-20
          
          2.500000
          20311.61
          20267.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4903GP 03/25/49
          
            2049-03-25
          
          2.250000
          25823.67
          26540.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3084BH 12/15/35
          
            2035-12-15
          
          5.500000
          3054.46
          3497.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL014EB R13F014
          
            2042-12-25
          
          3.000000
          4000.00
          4067.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL144NJ R12F144
          
            2042-12-25
          
          2.500000
          9000.00
          7494.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002YG R13F002
          
            2043-02-25
          
          2.500000
          13000.00
          12035.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC132PD R12F132
          
            2042-10-25
          
          2.000000
          112477.87
          115690.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3002YD 07/15/25
          
            2025-07-15
          
          4.500000
          30556.55
          32381.79
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2960TW 04/15/35
          
            2035-04-15
          
          5.500000
          1761.87
          2015.70
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2952PA 02/15/35
          
            2035-02-15
          
          5.000000
          611.75
          662.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2935HJ 02/15/35
          
            2035-02-15
          
          5.000000
          642.31
          724.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-42 PC
          
            2038-05-20
          
          5.500000
          185.27
          213.38
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2810ME 06/15/34
          
            2034-06-15
          
          5.500000
          5559.28
          6342.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2806CG 06/15/34
          
            2034-06-15
          
          6.000000
          339.38
          371.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL151WA R12F151
          
            2042-05-25
          
          2.500000
          3265.53
          3272.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC123WG R12F123
          
            2022-11-25
          
          2.500000
          85990.25
          86893.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL103PD R12F103
          
            2042-04-25
          
          2.000000
          4697.86
          4851.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099CL R12F099
          
            2042-09-25
          
          2.500000
          2935.88
          2754.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL098CA R12F098
          
            2042-02-25
          
          3.000000
          1750.85
          1779.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084JK R12F084
          
            2042-08-25
          
          2.500000
          20800.11
          19603.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC067BD R10F067
          
            2040-06-25
          
          4.500000
          49198.31
          55873.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC068HM R12F068
          
            2042-01-25
          
          3.000000
          1875.10
          1928.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047JM R12F047
          
            2042-05-25
          
          3.500000
          10000.00
          10328.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-073 PG
          
            2035-05-20
          
          5.000000
          1550.61
          1567.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-105 KA
          
            2034-12-16
          
          5.000000
          2442.21
          2672.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-02 BU
          
            2034-01-16
          
          5.500000
          2081.39
          2254.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4949WC 02/25/50
          
            2050-02-25
          
          2.500000
          863.48
          864.99
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2501PE 09/15/32
          
            2032-09-15
          
          6.000000
          23826.60
          27269.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL122MA R12F122
          
            2042-10-25
          
          2.000000
          644.44
          604.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL116QC R09F116
          
            2040-01-25
          
          4.500000
          6135.53
          6858.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040MU R12F040
          
            2042-04-25
          
          3.500000
          613.91
          637.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084JC R12F084
          
            2042-08-25
          
          3.000000
          6865.59
          6447.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2686GC 10/15/23
          
            2023-10-15
          
          5.000000
          20184.85
          21075.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC055PC R12F055
          
            2042-05-25
          
          3.500000
          322964.80
          348602.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL015KB R12F015
          
            2042-03-25
          
          3.500000
          6000.00
          6493.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL038JE R12F038
          
            2042-04-25
          
          3.250000
          4217.98
          4484.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL038MC R12F038
          
            2042-04-25
          
          3.000000
          2000.00
          1961.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110WA R11F110
          
            2031-09-25
          
          3.000000
          4479.68
          4683.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL104NY R11F104
          
            2039-03-25
          
          4.000000
          19649.17
          20550.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL076CA R11F076
          
            2041-08-25
          
          4.000000
          1390.26
          1465.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL006PH R00F006
          
            2030-03-25
          
          6.500000
          1489.61
          1693.81
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC058PC R98F058
          
            2028-10-25
          
          6.500000
          5915.86
          6686.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FXRM CL042EG R97F042
          
            2027-07-18
          
          8.000000
          3648.28
          4072.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-03 AL
          
            2030-12-16
          
          4.000000
          7151.47
          7670.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC033A  R03F033
          
            2033-05-25
          
          4.000000
          770.08
          829.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL042CA R03F042
          
            2033-05-25
          
          4.000000
          1319.54
          1394.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL044BY R03F044
          
            2033-06-25
          
          4.000000
          3000.00
          3313.41
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2527TB 11/15/32
          
            2032-11-15
          
          6.000000
          904.03
          1046.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL025KD R04F025
          
            2034-04-25
          
          5.500000
          464.81
          497.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060JD R04F060
          
            2034-04-25
          
          5.500000
          2000.00
          2180.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2647LY 07/15/33
          
            2033-07-15
          
          5.000000
          20484.81
          21205.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2715QH 12/15/33
          
            2033-12-15
          
          5.500000
          794.49
          904.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3133TE 03/15/36
          
            2036-03-15
          
          6.000000
          2204.93
          2523.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01747K 09/15/24
          
            2024-09-15
          
          8.000000
          212.91
          232.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2156TA 05/15/29
          
            2029-05-15
          
          6.250000
          7298.44
          7797.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2306PL 04/15/31
          
            2031-04-15
          
          6.000000
          525.91
          591.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL61KC RT93-61
          
            2023-05-25
          
          7.000000
          7.77
          8.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL108FA R06F108
          
            2036-11-25
          
          0.491600
          1373696.00
          1385239.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3151UD 05/15/36
          
            2036-05-15
          
          5.500000
          8702.70
          9997.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022A R07F022
          
            2037-03-25
          
          5.500000
          164.00
          180.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL077JE R07F077
          
            2037-08-25
          
          6.000000
          714878.40
          804141.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-110 A
          
            2033-10-20
          
          4.000000
          341.18
          357.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-58 LD
          
            2033-07-20
          
          4.500000
          378.57
          402.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-026 GE
          
            2034-04-16
          
          5.000000
          11692.16
          12983.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-35 PM
          
            2034-05-20
          
          5.500000
          2754.79
          3076.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-003 JM
          
            2035-01-20
          
          4.750000
          4443.80
          4946.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL071GK R15F071
          
            2045-10-25
          
          3.000000
          6000.00
          6340.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040KY R16F040
          
            2046-07-25
          
          3.000000
          2651.71
          2537.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046UP R16F046
          
            2044-11-25
          
          3.000000
          231866.56
          244086.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC075LA R16F075
          
            2045-05-25
          
          2.500000
          569696.53
          597221.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064MA R16F064
          
            2046-09-25
          
          2.500000
          1379.56
          1382.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085BD R16F085
          
            2046-11-25
          
          2.500000
          37314.72
          34940.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-41 PA
          
            2035-05-20
          
          4.000000
          10087.06
          10985.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-029 TA
          
            2039-03-16
          
          4.500000
          1904.53
          1965.14
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-050 TW
          
            2039-07-20
          
          4.500000
          2569.28
          2745.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-057 HC
          
            2039-06-16
          
          4.500000
          1569.30
          1649.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 KN
          
            2039-03-20
          
          5.000000
          911.38
          1020.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-86 QG
          
            2033-10-20
          
          5.500000
          16473.96
          18557.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 2661GF 08/15/33
          
            2033-08-15
          
          1.610100
          51609.80
          53075.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL065QW R05F065
          
            2035-08-25
          
          5.250000
          1033636.75
          1145949.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL050DM R05F050
          
            2035-06-25
          
          5.000000
          4939.88
          5617.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3674HJ 04/15/40
          
            2040-04-15
          
          5.500000
          54859.78
          60952.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL041NB R10F041
          
            2040-05-25
          
          5.000000
          294.26
          323.13
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3237CE 11/15/36
          
            2036-11-15
          
          5.500000
          7000.00
          8098.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017PD R01F017
          
            2031-05-25
          
          6.000000
          810.61
          904.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064TH R99F064
          
            2029-12-25
          
          7.500000
          18109.37
          20672.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL147PA R11F147
          
            2042-01-25
          
          2.000000
          16415.09
          16863.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL127DH R11F127
          
            2041-08-25
          
          4.500000
          622.25
          618.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL034PB R12F034
          
            2032-01-25
          
          2.000000
          10640.12
          10930.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022PA R12F022
          
            2040-11-25
          
          2.000000
          30917.75
          31054.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019HB R12F019
          
            2042-01-25
          
          4.000000
          713.05
          752.32
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3306PE 04/15/37
          
            2037-04-15
          
          5.500000
          1082.19
          1246.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3374FT 04/15/37
          
            2037-04-15
          
          0.400900
          48257.14
          48417.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL034GB R09F034
          
            2039-05-25
          
          4.000000
          3000.00
          3207.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027P R11F027
          
            2040-09-25
          
          2.500000
          750.31
          775.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL133KT R12F133
          
            2042-07-25
          
          2.500000
          1248.48
          1251.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL120QB R12F120
          
            2042-08-25
          
          2.500000
          2000.00
          1832.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL150KA R12F150
          
            2043-01-25
          
          1.750000
          251725.67
          255603.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC009KA R10F009
          
            2040-01-25
          
          3.000000
          144495.40
          153345.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL057HA R10F057
          
            2040-02-25
          
          3.500000
          14332.14
          14823.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-069 PV
          
            2039-08-20
          
          4.000000
          2328.83
          2533.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-50 PG
          
            2041-12-20
          
          2.000000
          27684.09
          28245.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-03 HB
          
            2042-08-20
          
          2.500000
          1000.00
          887.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-159 PK
          
            2049-12-20
          
          2.500000
          31712.43
          31806.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4011CA 03/15/32
          
            2032-03-15
          
          3.000000
          1520.64
          1601.06
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4032AD 10/15/41
          
            2041-10-15
          
          2.000000
          46583.92
          47334.02
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4011NE 03/15/42
          
            2042-03-15
          
          3.500000
          10930.78
          11467.11
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3996AU 02/15/42
          
            2042-02-15
          
          3.000000
          73253.32
          76883.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3919UJ 08/15/30
          
            2030-08-15
          
          3.000000
          90394.22
          94649.25
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3910CU 03/15/41
          
            2041-03-15
          
          4.000000
          1500.00
          1647.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-22 LP
          
            2037-04-20
          
          5.500000
          2076.09
          2358.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3258JE 12/15/36
          
            2036-12-15
          
          5.500000
          1671.11
          1813.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRA 3221FB 03/15/36
          
            2036-03-15
          
          0.380900
          6751.36
          6764.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017BE R08F017
          
            2037-10-25
          
          5.500000
          222.02
          269.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL051CP R07F051
          
            2037-06-25
          
          5.500000
          1329.73
          1520.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC033HE R07F033
          
            2037-04-25
          
          5.500000
          1873.06
          2149.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-044 CG
          
            2051-03-20
          
          1.250000
          198648.91
          197447.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-064 BT
          
            2051-04-20
          
          1.750000
          8378938.60
          8521745.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-069 WA
          
            2051-04-20
          
          2.000000
          1495660.32
          1547855.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL111CY R09F111
          
            2038-03-25
          
          5.000000
          4000.00
          4566.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL001PG R10F001
          
            2040-02-25
          
          5.000000
          5385.67
          5887.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3508PK 02/15/39
          
            2039-02-15
          
          4.000000
          1898.97
          2048.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC066QH R11F066
          
            2021-07-25
          
          2.500000
          205.11
          205.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL048ND R11F048
          
            2041-06-25
          
          4.000000
          700000.00
          783059.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3448AG 05/15/38
          
            2038-05-15
          
          5.000000
          439.93
          497.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC149PQ R10F149
          
            2040-11-25
          
          3.500000
          6156.21
          6596.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032GL R09F032
          
            2039-05-25
          
          5.000000
          1081.12
          1181.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010PG R09F010
          
            2039-03-25
          
          5.500000
          3000.00
          3421.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-069 CA
          
            2051-04-20
          
          1.750000
          6106310.89
          6221857.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-064 EK
          
            2051-04-20
          
          1.750000
          1337993.00
          1260242.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-006 MA
          
            2038-02-20
          
          4.250000
          307.60
          326.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-077 PG
          
            2038-08-20
          
          5.500000
          1720.77
          1845.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-066 EJ
          
            2039-07-16
          
          4.000000
          4394.99
          4618.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL037HE R19F037
          
            2049-07-25
          
          3.000000
          30000.00
          31632.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069JB R19F069
          
            2049-12-25
          
          3.000000
          485000.00
          519361.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC033GE R20F033
          
            2048-08-25
          
          2.000000
          418237.27
          429223.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-106 HA
          
            2039-11-16
          
          4.000000
          1527.01
          1676.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-1O HA
          
            2065-10-20
          
          2.500000
          1243411.02
          1279206.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-043 NW
          
            2039-08-20
          
          4.000000
          669.49
          679.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL001BE R07F001
          
            2037-02-25
          
          6.000000
          968292.45
          1105072.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC103CA R06F103
          
            2036-10-25
          
          5.750000
          808.24
          933.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-032 AB
          
            2039-05-16
          
          4.000000
          907.28
          981.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-028 NL
          
            2039-04-20
          
          5.000000
          1000.00
          1183.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-017 EC
          
            2038-08-16
          
          4.000000
          33000.00
          34749.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-008 ED
          
            2039-02-20
          
          5.500000
          1280.22
          1460.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-50 JD
          
            2036-09-20
          
          5.000000
          5000.00
          5879.52
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2162PH 06/15/29
          
            2029-06-15
          
          6.000000
          556.37
          619.46
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2132PE 03/15/29
          
            2029-03-15
          
          6.000000
          922.62
          1033.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2104PG 12/15/28
          
            2028-12-15
          
          6.000000
          552.04
          618.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-046 JE
          
            2045-11-20
          
          2.500000
          583975.36
          602243.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-169 PC
          
            2040-08-20
          
          4.500000
          99.50
          106.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-048 TA
          
            2041-04-16
          
          4.000000
          3166.74
          3266.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-141 GA
          
            2041-08-20
          
          3.000000
          6447.29
          6241.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-140 YC
          
            2041-09-16
          
          3.500000
          5000.00
          5177.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-57 UB
          
            2041-10-20
          
          3.000000
          10000.00
          10121.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-013 HL
          
            2042-01-20
          
          3.000000
          285.06
          305.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-039 GA
          
            2040-10-16
          
          3.000000
          2131.74
          2218.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 PE
          
            2042-03-16
          
          3.500000
          36000.00
          40178.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-022 GB
          
            2042-08-20
          
          2.500000
          10000.00
          9511.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-28 HB
          
            2042-10-20
          
          2.000000
          1518.25
          1529.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-02 PC
          
            2033-01-20
          
          5.500000
          7611.49
          8232.04
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026CP R13F026
          
            2040-10-25
          
          3.000000
          12000.00
          12192.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL072YC R13F072
          
            2033-07-25
          
          3.000000
          9000.00
          8842.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL075MA R13F075
          
            2043-07-25
          
          3.000000
          2986.22
          2878.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL073MA R14F073
          
            2044-11-25
          
          2.500000
          84927.25
          89079.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027YD R05F027
          
            2035-04-25
          
          5.500000
          1685.08
          1709.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017EB R05F017
          
            2035-03-25
          
          4.500000
          6493.99
          6963.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003CG R05F003
          
            2035-02-25
          
          5.500000
          4074.12
          4583.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL101CM R04F101
          
            2035-01-25
          
          5.500000
          2300.34
          2429.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-46 YA
          
            2046-10-20
          
          2.000000
          3578.08
          3575.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-72 ND
          
            2045-05-20
          
          3.500000
          36000.00
          38745.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-087 BD
          
            2045-06-20
          
          3.000000
          471.17
          475.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-99 AK
          
            2045-07-20
          
          3.000000
          196.78
          184.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-161 BY
          
            2044-11-20
          
          3.000000
          5916.93
          6242.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-090 LB
          
            2043-02-20
          
          3.000000
          619.82
          621.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-088 QE
          
            2043-06-20
          
          2.500000
          788.37
          775.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-192 LB
          
            2043-12-20
          
          4.000000
          3303.70
          3555.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-23 LC
          
            2042-08-20
          
          2.500000
          1114.67
          1111.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-041 DY
          
            2043-03-20
          
          3.000000
          15000.00
          15871.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-009 KY
          
            2043-01-20
          
          3.000000
          6000.00
          6340.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 GD
          
            2042-03-16
          
          3.500000
          7356.00
          7064.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-039 GB
          
            2041-08-16
          
          3.000000
          6000.00
          6001.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2544HC 12/15/32
          
            2032-12-15
          
          6.000000
          852.95
          958.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL094CE R03F094
          
            2033-10-25
          
          5.000000
          1494.78
          1610.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-006 AG
          
            2039-11-20
          
          4.000000
          607.18
          645.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-117 GK
          
            2039-10-20
          
          3.500000
          1187.71
          1200.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-080 KU
          
            2047-05-20
          
          3.000000
          613.08
          607.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-094 NC
          
            2039-10-20
          
          5.000000
          5838.61
          6606.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2494EJ 09/15/32
          
            2032-09-15
          
          6.000000
          802.52
          920.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019MK R03F019
          
            2033-03-25
          
          4.250000
          3355.67
          3650.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FXRM CL046PL R97F046
          
            2027-07-18
          
          6.000000
          2741.10
          2993.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL053DQ R08F053
          
            2038-07-25
          
          5.500000
          9537.51
          10234.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL024WD R08F024
          
            2038-02-25
          
          5.500000
          3737.79
          4384.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-064 BE
          
            2051-04-20
          
          1.750000
          4110220.20
          4173597.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-176 UA
          
            2050-10-20
          
          1.000000
          435198.07
          434129.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-152 AC
          
            2049-11-20
          
          2.250000
          4781.97
          4839.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-06 PA
          
            2049-05-20
          
          2.500000
          5974.37
          6053.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-91 JK
          
            2048-07-20
          
          3.000000
          506.05
          503.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-11 PC
          
            2047-12-20
          
          2.750000
          203618.77
          210466.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-63 GD
          
            2047-08-20
          
          3.000000
          170157.64
          176245.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-130 YB
          
            2047-08-20
          
          2.500000
          794.12
          802.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL40FC RT94-40
          
            2024-03-25
          
          0.591600
          800.76
          803.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL60PJ RT94-60
          
            2024-04-25
          
          7.000000
          102.56
          108.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRA CL247FM RT93247
          
            2023-12-25
          
          1.577000
          7535.43
          7633.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL77L RT1993-77
          
            2023-06-25
          
          7.000000
          319.43
          335.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-13 PE
          
            2032-02-20
          
          6.500000
          2818.91
          2834.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3725CD 05/15/40
          
            2040-05-15
          
          2.250000
          67198.44
          69213.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3699LC 03/15/40
          
            2040-03-15
          
          4.000000
          466.28
          479.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3793UA 06/15/33
          
            2033-06-15
          
          4.000000
          3501.34
          3787.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021PE R02F021
          
            2032-04-25
          
          6.500000
          659.72
          771.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060PX R01F060
          
            2031-11-25
          
          6.000000
          20248.54
          23133.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4949DG 04/25/49
          
            2049-04-25
          
          2.000000
          1580214.98
          1631929.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4926BP 10/25/49
          
            2049-10-25
          
          3.000000
          1436075.89
          1511281.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4900MN 07/25/49
          
            2049-07-25
          
          3.000000
          2325585.15
          2473590.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4694JA 05/15/44
          
            2044-05-15
          
          3.500000
          30732.04
          30996.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4682LD 05/15/47
          
            2047-05-15
          
          2.750000
          6785.05
          7084.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4468CD 04/15/41
          
            2041-04-15
          
          2.500000
          282.73
          273.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-100 AP
          
            2039-05-16
          
          4.000000
          1071.09
          1077.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-96 PB
          
            2039-10-20
          
          4.000000
          2000.00
          2197.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3886AC 07/15/41
          
            2041-07-15
          
          4.000000
          1000.00
          1113.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4012KE 07/15/39
          
            2039-07-15
          
          3.000000
          2233.08
          2247.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4024PA 12/15/41
          
            2041-12-15
          
          2.000000
          46996.58
          47326.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097EG 11/15/40
          
            2040-11-15
          
          2.000000
          1037.20
          1047.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4146ME 12/15/42
          
            2042-12-15
          
          3.500000
          2000.00
          2179.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4161KA 06/15/42
          
            2042-06-15
          
          3.000000
          11085.61
          11283.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4191HA 04/15/33
          
            2033-04-15
          
          3.000000
          3469.99
          3594.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4486PA 03/15/44
          
            2044-03-15
          
          3.000000
          61105.19
          63301.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-06 CD
          
            2048-01-20
          
          2.500000
          1508.43
          1511.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2018-20 H
          
            2048-03-20
          
          3.500000
          1631295.99
          1710103.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-033 QB
          
            2049-03-20
          
          2.500000
          26920.17
          28099.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-41 BX
          
            2033-05-20
          
          4.500000
          1069.52
          1140.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 HB
          
            2033-06-20
          
          6.500000
          1862.57
          2091.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-068 MC
          
            2039-08-16
          
          5.000000
          2316.58
          2628.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-069 PH
          
            2039-08-16
          
          5.500000
          10000.00
          12145.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4703TA 07/15/47
          
            2047-07-15
          
          2.500000
          9584.41
          9940.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4657NY 08/15/46
          
            2046-08-15
          
          3.000000
          60000.00
          64323.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-103 CP
          
            2045-07-20
          
          2.000000
          41918.90
          43172.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2015-064 PB
          
            2045-05-20
          
          3.500000
          12000.00
          13217.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-089 TB
          
            2038-11-20
          
          5.500000
          3101.96
          3417.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-077 PH
          
            2038-09-20
          
          5.500000
          2000.00
          2315.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4039LT 05/15/42
          
            2042-05-15
          
          3.500000
          320000.00
          346570.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-006 CX
          
            2039-02-16
          
          5.000000
          13295.64
          14327.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-069 PE
          
            2038-08-20
          
          5.750000
          15000.00
          18011.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-46 PY
          
            2038-05-20
          
          5.250000
          7017.72
          7618.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-038 PN
          
            2038-05-20
          
          5.500000
          3077.55
          3506.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-70 TN
          
            2037-11-20
          
          5.500000
          844.80
          950.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3710GB 08/15/25
          
            2025-08-15
          
          4.000000
          30153.38
          31689.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3707CE 08/15/40
          
            2040-08-15
          
          5.000000
          15000.00
          17338.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC002JD R20F002
          
            2050-02-25
          
          2.500000
          34602.36
          35524.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC025PA R19F025
          
            2048-05-25
          
          3.000000
          284582.77
          303288.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084CA R18F084
          
            2045-11-25
          
          4.000000
          31599.66
          32155.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC011KE R18F011
          
            2048-03-25
          
          2.000000
          11120.04
          11409.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC072GH R17F072
          
            2047-08-25
          
          2.500000
          9933.68
          9911.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC015PE R17F015
          
            2046-04-25
          
          3.500000
          70845.13
          76251.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC001B  R17F001
          
            2046-02-25
          
          3.000000
          722626.62
          759042.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL091CD R16F091
          
            2046-12-25
          
          2.500000
          1010.19
          1014.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-006 LE
          
            2037-02-20
          
          5.500000
          15264.53
          17263.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-077 MU
          
            2042-06-20
          
          2.500000
          5456.65
          5313.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-61 NB
          
            2038-07-20
          
          5.500000
          2636.56
          2974.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-025 KA
          
            2039-04-20
          
          4.250000
          7144.09
          7795.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 ND
          
            2039-03-20
          
          5.000000
          2466.47
          2765.39
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PC 03/15/34
          
            2034-03-15
          
          4.000000
          979.93
          1037.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110TK R05F110
          
            2035-12-25
          
          6.000000
          506.86
          601.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2761QB 12/15/33
          
            2033-12-15
          
          4.000000
          101.09
          102.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2713EJ 12/15/33
          
            2033-12-15
          
          5.500000
          804.23
          920.07
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2722BE 12/15/33
          
            2033-12-15
          
          5.500000
          5553.03
          6162.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4116KA 09/15/42
          
            2042-09-15
          
          2.000000
          47932.26
          44809.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4102DB 03/15/42
          
            2042-03-15
          
          3.000000
          3435.42
          3450.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4098PB 04/15/42
          
            2042-04-15
          
          2.000000
          2848.45
          2913.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4074JY 07/15/42
          
            2042-07-15
          
          2.500000
          5000.00
          5186.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL060AC R04F060
          
            2034-04-25
          
          5.500000
          26000.00
          29660.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064BL R04F064
          
            2034-08-25
          
          5.000000
          18615.09
          20866.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-045 EJ
          
            2039-06-16
          
          4.000000
          3754.49
          4124.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-042 PX
          
            2039-06-20
          
          4.500000
          1207.97
          1337.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4064TE 06/15/42
          
            2042-06-15
          
          4.000000
          1079.14
          1092.32
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4087TC 07/15/42
          
            2042-07-15
          
          3.000000
          26588.18
          26540.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4064TC 06/15/42
          
            2042-06-15
          
          3.500000
          6474.84
          6526.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085BA R16F085
          
            2046-11-25
          
          2.500000
          43089.54
          42605.82
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC062KC R16F062
          
            2046-09-25
          
          2.000000
          1917.57
          1897.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL054PA R16F054
          
            2044-02-25
          
          3.000000
          4316.96
          4366.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL042TE R16F042
          
            2046-05-25
          
          2.500000
          6667.50
          6680.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039ED R16F039
          
            2046-07-25
          
          2.500000
          4559.81
          4501.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040QU R16F040
          
            2046-07-25
          
          2.500000
          1769.11
          1760.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL070KP R14F070
          
            2044-03-25
          
          3.500000
          1143.91
          1220.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC015PA R14F015
          
            2044-04-25
          
          3.500000
          1399.87
          1496.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC123DH R13F123
          
            2043-05-25
          
          3.000000
          10580.27
          10675.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL052MD R13F052
          
            2043-06-25
          
          1.250000
          76776.16
          75699.03
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026LT R13F026
          
            2043-04-25
          
          2.500000
          744.78
          747.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL034WT R13F034
          
            2043-04-25
          
          3.000000
          1727.78
          1743.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL016GP R13F016
          
            2033-03-25
          
          3.000000
          859.42
          899.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069NB R03F069
          
            2033-07-25
          
          3.500000
          541.71
          566.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL074PJ R03F074
          
            2033-08-25
          
          3.500000
          598.17
          641.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028NH R04F028
          
            2034-05-25
          
          5.500000
          8709.40
          9683.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049BL R04F049
          
            2034-07-25
          
          5.000000
          2066.26
          2266.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017LC R04F017
          
            2034-01-25
          
          3.750000
          690.81
          729.99
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2644PH 07/15/33
          
            2033-07-15
          
          5.000000
          502.88
          564.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110WB R03F110
          
            2033-11-25
          
          4.000000
          17811.95
          19511.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2631DB 06/15/33
          
            2033-06-15
          
          5.000000
          5000.00
          5894.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2614GB 05/15/33
          
            2033-05-15
          
          5.500000
          3573.36
          4072.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2597AE 04/15/33
          
            2033-04-15
          
          5.500000
          1160.98
          1268.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2590OA 03/15/33
          
            2033-03-15
          
          4.000000
          955.77
          978.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2579DA 03/15/23
          
            2023-03-15
          
          4.000000
          63.07
          63.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL82H RT1993-82
          
            2023-05-25
          
          7.000000
          196.91
          206.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017K RT93-G17
          
            2023-04-25
          
          7.000000
          117.19
          121.81
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL53K RT1993-53
          
            2023-04-25
          
          5.750000
          68.03
          70.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL016K RT93-G16
          
            2023-04-25
          
          5.000000
          193.76
          199.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL32H RT1993-32
          
            2023-03-25
          
          6.000000
          147.44
          153.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2744WK 02/15/34
          
            2034-02-15
          
          5.500000
          25605.94
          28003.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PM 03/15/34
          
            2034-03-15
          
          4.500000
          1270.27
          1381.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01119H 08/15/21
          
            2021-08-15
          
          7.750000
          0.21
          0.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1206IA 03/15/22
          
            2022-03-15
          
          7.000000
          8.45
          8.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01286F 05/15/22
          
            2022-05-15
          
          7.000000
          20.92
          21.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01310J 06/15/22
          
            2022-06-15
          
          8.000000
          195.36
          201.86
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01406L 11/15/22
          
            2022-11-15
          
          7.500000
          366.49
          380.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01391D 10/15/22
          
            2022-10-15
          
          6.000000
          8.79
          9.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3033WY 09/15/35
          
            2035-09-15
          
          5.500000
          4161.42
          4730.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3081CQ 12/15/35
          
            2035-12-15
          
          5.500000
          3039.08
          3477.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01392D 10/15/22
          
            2022-10-15
          
          7.000000
          171.87
          177.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01481L 03/15/23
          
            2023-03-15
          
          7.500000
          21.37
          22.40
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1482PI 03/15/23
          
            2023-03-15
          
          7.000000
          1053.73
          1104.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2426GJ 03/15/32
          
            2032-03-15
          
          6.000000
          2260.92
          2592.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01584L 09/15/23
          
            2023-09-15
          
          6.500000
          3209.82
          3398.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1577PV 09/15/23
          
            2023-09-15
          
          6.500000
          798.77
          849.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01603K 10/15/23
          
            2023-10-15
          
          6.500000
          1592.12
          1685.88
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM G023PK 11/25/23
          
            2023-11-25
          
          6.000000
          1900.51
          2003.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110PL R05F110
          
            2035-12-25
          
          5.500000
          123.22
          142.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2915KU 01/15/35
          
            2035-01-15
          
          5.000000
          1312.01
          1479.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2922LA 01/15/35
          
            2035-01-15
          
          5.000000
          130.23
          131.61
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2986EC 06/15/35
          
            2035-06-15
          
          5.000000
          464.56
          523.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-080 JA
          
            2045-03-20
          
          3.000000
          140392.89
          143339.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-162 PA
          
            2047-03-20
          
          3.000000
          8319.81
          8639.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC010NH R13F010
          
            2043-02-25
          
          2.500000
          111.24
          113.36
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3081CD 12/15/25
          
            2025-12-15
          
          5.000000
          2781.71
          2950.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3035PA 09/15/35
          
            2035-09-15
          
          5.500000
          1012.52
          1143.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL013WH R13F013
          
            2043-03-25
          
          3.500000
          17000.00
          16868.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL014EA R13F014
          
            2042-09-25
          
          3.000000
          2364.87
          2406.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC007C  R13F007
          
            2043-02-25
          
          2.500000
          4442.45
          4292.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC132MD R12F132
          
            2042-04-25
          
          2.000000
          1227.37
          1241.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL144NH R12F144
          
            2042-12-25
          
          2.500000
          10000.00
          9468.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL011TC R13F011
          
            2043-01-25
          
          2.500000
          4000.00
          3945.31
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3018MP 08/15/35
          
            2035-08-15
          
          5.500000
          1212.69
          1335.70
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3003LD 12/15/34
          
            2034-12-15
          
          5.000000
          2193.82
          2464.35
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2994BG 06/15/35
          
            2035-06-15
          
          6.000000
          5153.70
          5515.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2981NE 05/15/35
          
            2035-05-15
          
          5.000000
          2457.04
          2773.26
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2963DE 04/15/35
          
            2035-04-15
          
          6.000000
          2112.58
          2426.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2912EH 01/15/35
          
            2035-01-15
          
          5.500000
          506.98
          579.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2902QG 12/15/34
          
            2034-12-15
          
          5.500000
          832.92
          950.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2864NW 06/15/21
          
            2021-06-15
          
          5.250000
          50.78
          50.99
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01508I 05/15/23
          
            2023-05-15
          
          7.500000
          42.14
          44.62
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01530I 06/15/23
          
            2023-06-15
          
          7.000000
          1426.15
          1495.98
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM G005HA 02/25/23
          
            2023-02-25
          
          7.500000
          49.34
          51.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01459M 01/15/23
          
            2023-01-15
          
          7.500000
          1365.57
          1436.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01397G 10/15/22
          
            2022-10-15
          
          7.000000
          56.93
          58.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01395G 10/15/22
          
            2022-10-15
          
          6.000000
          249.77
          257.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01384D 09/15/22
          
            2022-09-15
          
          7.000000
          458.23
          471.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1367KA 09/15/22
          
            2022-09-15
          
          6.500000
          29.08
          30.09
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1351TE 08/15/22
          
            2022-08-15
          
          7.000000
          65.92
          67.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01303L 06/15/22
          
            2022-06-15
          
          8.250000
          0.21
          0.22
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01283K 06/15/22
          
            2022-06-15
          
          7.000000
          7.24
          7.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01278K 05/15/22
          
            2022-05-15
          
          7.000000
          0.57
          0.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01286A 05/15/22
          
            2022-05-15
          
          6.000000
          0.25
          0.26
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01235C 04/15/22
          
            2022-04-15
          
          7.000000
          42.36
          42.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01175D 11/15/21
          
            2021-11-15
          
          8.000000
          1.65
          1.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01094K 06/15/21
          
            2021-06-15
          
          7.000000
          1.05
          1.05
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01087I 06/15/21
          
            2021-06-15
          
          8.500000
          4.31
          4.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-001 PB
          
            2038-01-20
          
          5.250000
          13821.28
          15265.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-043 MB
          
            2038-03-20
          
          5.250000
          2482.77
          2769.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-071 JC
          
            2038-08-20
          
          5.500000
          5450.05
          6057.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-065 PG
          
            2038-08-20
          
          6.000000
          3132.72
          3558.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC016PN R06F016
          
            2035-12-25
          
          5.000000
          121.59
          125.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2793PE 05/15/34
          
            2034-05-15
          
          5.000000
          2650.16
          2980.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC110PM R05F110
          
            2035-12-25
          
          5.750000
          3376.19
          3878.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL129HT R12F129
          
            2032-12-25
          
          2.000000
          4765.82
          4765.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC111PC R12F111
          
            2042-06-25
          
          2.000000
          54718.70
          56463.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL046UN R06F046
          
            2036-06-25
          
          6.250000
          1258.93
          1399.75
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3653UG 11/15/39
          
            2039-11-15
          
          5.000000
          51000.00
          55343.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-59 DA
          
            2034-06-16
          
          5.000000
          871.97
          908.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-109 WC
          
            2034-12-20
          
          5.000000
          1496.99
          1543.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-013 AG
          
            2034-12-20
          
          5.000000
          2609.11
          2738.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC017KU R15F017
          
            2041-12-25
          
          2.500000
          2759.48
          2538.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-064 PH
          
            2036-11-20
          
          5.500000
          8944.56
          9854.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-011 AP
          
            2039-02-16
          
          4.500000
          1418.32
          1557.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-022 JL
          
            2039-04-20
          
          4.000000
          802.02
          858.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-042 BP
          
            2039-06-20
          
          4.000000
          5907.84
          6417.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-03 PC
          
            2033-11-20
          
          5.500000
          1313.35
          1460.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-041 PE
          
            2038-05-20
          
          5.500000
          14115.67
          16134.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-82 PG
          
            2033-09-20
          
          5.500000
          14423.21
          15979.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-60 MW
          
            2033-07-16
          
          4.500000
          33313.63
          35724.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-62 AE
          
            2033-07-20
          
          5.000000
          4151.69
          4528.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-70 PB
          
            2033-08-20
          
          5.500000
          6105.72
          6765.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL079ND R05F079
          
            2035-09-25
          
          5.500000
          1308.94
          1453.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL062CP R05F062
          
            2035-07-25
          
          4.750000
          1934.72
          1954.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC068PG R05F068
          
            2035-08-25
          
          5.500000
          765.48
          869.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3587NB 05/15/39
          
            2039-05-15
          
          4.500000
          2010.15
          2068.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL183KA RT93183
          
            2023-10-25
          
          6.500000
          832.06
          877.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3213PE 09/15/36
          
            2036-09-15
          
          6.000000
          1340.78
          1530.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL66H RT1993-66
          
            2023-05-25
          
          7.000000
          1639.11
          1718.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL03PL RT94-03
          
            2024-01-25
          
          5.500000
          613.76
          647.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL255E RT93-255
          
            2023-12-25
          
          7.100000
          550.04
          583.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL30K RT1994-30
          
            2024-02-25
          
          6.500000
          340.74
          363.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL88PK RT94-88
          
            2024-07-25
          
          7.500000
          1211.03
          1317.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL76KA RT94-76
          
            2024-04-25
          
          7.000000
          63.03
          65.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039NB R12F039
          
            2042-04-25
          
          4.000000
          2000.00
          2235.07
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3255QE 12/15/36
          
            2036-12-15
          
          5.500000
          662.15
          754.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC066QE R11F066
          
            2021-07-25
          
          2.000000
          9.44
          9.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL152TA R12F152
          
            2042-09-25
          
          2.500000
          36199.01
          36521.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL139GA R12F139
          
            2042-11-25
          
          2.500000
          1745.52
          1669.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL144MA R12F144
          
            2042-03-25
          
          2.500000
          1252.85
          1271.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL014ET R13F014
          
            2042-09-25
          
          3.000000
          2398.64
          2408.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035AB R10F035
          
            2049-11-25
          
          5.000000
          9920.92
          10975.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC135EA R10F135
          
            2040-01-25
          
          3.000000
          413.76
          417.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3652PB 01/15/34
          
            2034-01-15
          
          5.000000
          16600.00
          18728.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-70 PE
          
            2037-11-20
          
          5.500000
          2315.12
          2610.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-044 PH
          
            2037-07-20
          
          6.000000
          7416.99
          8600.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-191 TN
          
            2050-06-20
          
          0.750000
          1232855.85
          1213759.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4030JE 03/15/42
          
            2042-03-15
          
          3.500000
          1614.40
          1654.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4017MA 03/15/41
          
            2041-03-15
          
          3.000000
          224.41
          225.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4002CQ 02/15/42
          
            2042-02-15
          
          3.500000
          1510.57
          1488.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3893PU 07/15/41
          
            2041-07-15
          
          4.000000
          1946.94
          2120.84
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3879NW 09/15/40
          
            2040-09-15
          
          4.000000
          1875.11
          1890.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3858TU 05/15/41
          
            2041-05-15
          
          4.000000
          7399.66
          7563.77
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3837MA 04/15/26
          
            2026-04-15
          
          4.000000
          1286.24
          1354.04
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3830NB 02/15/39
          
            2039-02-15
          
          4.500000
          1280.84
          1319.37
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3803PK 01/15/41
          
            2041-01-15
          
          4.500000
          40975.26
          43385.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3784PD 01/15/26
          
            2026-01-15
          
          4.000000
          982.66
          1022.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3344PD 07/15/37
          
            2037-07-15
          
          5.500000
          1443.21
          1657.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3279PE 02/15/37
          
            2037-02-15
          
          5.500000
          1243.50
          1428.58
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3272PA 02/15/37
          
            2037-02-15
          
          6.000000
          470.61
          549.65
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3237CB 07/15/36
          
            2036-07-15
          
          5.500000
          1301.71
          1335.93
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3213JE 09/15/36
          
            2036-09-15
          
          6.000000
          179.30
          208.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL061MA R09F061
          
            2039-08-25
          
          6.000000
          1554.62
          1663.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047PA R09F047
          
            2039-07-25
          
          4.500000
          1326.50
          1343.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3545KC 06/15/39
          
            2039-06-15
          
          5.000000
          198.78
          213.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL088UB R09F088
          
            2039-11-25
          
          4.500000
          1529.29
          1730.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3533GD 06/15/36
          
            2036-06-15
          
          4.500000
          6648.43
          7129.96
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3514WA 07/15/33
          
            2033-07-15
          
          4.000000
          2388.95
          2610.49
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3469PE 07/15/38
          
            2038-07-15
          
          5.000000
          781.42
          836.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017DL R11F017
          
            2041-03-25
          
          4.000000
          1943.00
          2087.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3387WC 11/15/37
          
            2037-11-15
          
          6.000000
          1069.57
          1306.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-34 PG
          
            2038-04-20
          
          5.250000
          4980.56
          5514.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-056 EB
          
            2038-06-20
          
          6.000000
          5276.38
          5924.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-075 N
          
            2039-06-20
          
          4.000000
          512.54
          536.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-089 LP
          
            2038-11-20
          
          6.000000
          224.79
          249.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-097 LP
          
            2038-12-20
          
          5.500000
          8252.55
          9166.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-81 PW
          
            2039-09-20
          
          5.000000
          1000.00
          1153.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL049KA R18F049
          
            2048-07-25
          
          3.000000
          2198.14
          2200.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-094 KB
          
            2039-09-16
          
          3.000000
          8448.93
          8855.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-116 ME
          
            2040-04-20
          
          4.000000
          10257.44
          10094.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL005CB R07F005
          
            2037-02-25
          
          4.250000
          1465.45
          1582.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3139HC 04/15/36
          
            2036-04-15
          
          6.000000
          884.12
          1032.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC077PC R06F077
          
            2036-08-25
          
          6.500000
          21583.80
          24878.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3107YD 02/15/36
          
            2036-02-15
          
          5.500000
          581.65
          588.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3101PE 01/15/36
          
            2036-01-15
          
          5.500000
          6287.36
          7199.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL014J RT93-G14
          
            2023-03-25
          
          6.500000
          5.36
          5.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL002KA RT93G02
          
            2023-01-25
          
          7.500000
          836.36
          872.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL010J RT93-G10
          
            2023-03-25
          
          5.000000
          327.42
          334.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL059D RT92-G59
          
            2022-10-25
          
          6.000000
          89.63
          91.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL163M RT92-163
          
            2022-09-25
          
          7.750000
          7.80
          8.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-041 PC
          
            2037-07-20
          
          5.500000
          1739.90
          1992.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035EB RT92G35
          
            2022-07-25
          
          7.500000
          2.02
          2.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-015 NX
          
            2039-03-20
          
          5.000000
          3735.13
          4129.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-008 NE
          
            2039-02-16
          
          4.500000
          5436.91
          6079.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-047 MB
          
            2039-06-20
          
          5.000000
          21401.17
          24254.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-047 LT
          
            2039-06-20
          
          5.000000
          2953.17
          3318.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2006-064 LH
          
            2036-11-20
          
          5.500000
          1872.44
          2059.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL083UK R16F083
          
            2046-11-25
          
          2.500000
          511.69
          463.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL129L RT92-129
          
            2022-07-25
          
          6.000000
          59.19
          60.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL31M RT1992-31
          
            2022-03-25
          
          7.750000
          1.03
          1.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL99J RT1991-99
          
            2021-08-25
          
          7.500000
          0.24
          0.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2103TE 12/15/28
          
            2028-12-15
          
          6.000000
          1995.21
          2170.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2086PJ 09/15/28
          
            2028-09-15
          
          6.500000
          736.82
          834.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2078QN 08/15/28
          
            2028-08-15
          
          6.500000
          2083.04
          2310.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019UT R13F019
          
            2043-03-25
          
          2.500000
          1766.92
          1780.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-013 PD
          
            2041-01-20
          
          4.500000
          2000.00
          2265.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-093 WC
          
            2041-05-20
          
          4.000000
          881.16
          856.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-032 GB
          
            2041-10-16
          
          3.500000
          6566.13
          6680.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-19 GT
          
            2033-03-16
          
          5.000000
          4825.71
          5109.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-46 ND
          
            2033-06-20
          
          5.000000
          18729.58
          20423.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-37 PH
          
            2033-05-20
          
          5.500000
          8826.38
          9733.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-20 MB
          
            2033-03-16
          
          5.500000
          4877.08
          5224.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-72 AH
          
            2032-10-20
          
          4.000000
          98982.93
          99338.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC014QE R13F014
          
            2043-03-25
          
          1.750000
          161534.34
          164582.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL013ME R13F013
          
            2043-03-25
          
          4.000000
          9000.00
          10530.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL031NT R13F031
          
            2043-04-25
          
          3.000000
          2861.77
          2897.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019HA R14F019
          
            2040-06-25
          
          2.000000
          9688.53
          9867.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-056 PX
          
            2038-06-20
          
          5.500000
          11256.28
          12520.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-34 PB
          
            2038-04-20
          
          5.250000
          1286.88
          1429.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-79 PC
          
            2033-09-20
          
          5.500000
          893.63
          1011.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-49 WD
          
            2046-11-20
          
          2.500000
          1349.38
          1351.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL021ME R05F021
          
            2035-03-25
          
          5.000000
          4531.88
          5067.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003CP R05F003
          
            2034-10-25
          
          5.500000
          964.51
          968.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL099NG R04F099
          
            2034-12-25
          
          5.500000
          202.83
          204.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL120A RT92-120
          
            2022-07-25
          
          6.000000
          0.84
          0.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL136PK RT92136
          
            2022-08-25
          
          6.000000
          223.22
          230.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL066KB RT92G66
          
            2022-12-25
          
          7.000000
          6.09
          6.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL094PA R04F094
          
            2034-10-25
          
          4.000000
          128.38
          129.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-063 PE
          
            2038-07-20
          
          5.500000
          22794.60
          25901.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-41 NH
          
            2044-03-16
          
          3.500000
          3854.99
          3490.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-152 HL
          
            2043-06-20
          
          4.000000
          20000.00
          22746.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-081 UT
          
            2043-05-20
          
          2.500000
          793.30
          793.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-127 GB
          
            2042-10-16
          
          2.000000
          1000.00
          962.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-022 GA
          
            2041-10-20
          
          2.500000
          10510.73
          10621.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-036 MA
          
            2039-06-20
          
          3.000000
          255.32
          255.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-020 GA
          
            2041-08-20
          
          3.000000
          43982.92
          43858.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2576HC 03/15/33
          
            2033-03-15
          
          5.500000
          475.41
          537.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL085QD R03F085
          
            2033-09-25
          
          5.500000
          976.01
          1108.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC084CG R03F084
          
            2033-09-25
          
          4.250000
          4043.15
          4421.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL019UK R13F019
          
            2043-03-25
          
          2.500000
          5646.58
          5531.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-34 YL
          
            2040-10-20
          
          4.500000
          1000.00
          1156.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-004 PD
          
            2039-01-16
          
          3.000000
          578.74
          601.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2010-090 LE
          
            2040-07-16
          
          4.500000
          6294.91
          6320.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-087 DC
          
            2039-09-20
          
          4.000000
          2724.22
          2931.44
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2501PW 09/15/32
          
            2032-09-15
          
          6.000000
          19241.01
          21985.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2485WG 08/15/32
          
            2032-08-15
          
          6.000000
          495.36
          569.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL96B RT1994-96
          
            2024-09-25
          
          8.000000
          1111.21
          1215.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-044 YA
          
            2051-02-20
          
          2.000000
          1508044.12
          1548155.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-43 KB
          
            2049-04-20
          
          3.000000
          10253.89
          10324.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-43 PL
          
            2049-04-20
          
          3.000000
          22944.97
          24326.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL55H RT1994-55
          
            2024-03-25
          
          7.000000
          574.46
          618.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL225UB RT93225
          
            2023-12-25
          
          6.500000
          439.02
          467.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL202J RT93-202
          
            2023-11-25
          
          6.500000
          2950.37
          3104.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL208K RT93-208
          
            2023-11-25
          
          6.500000
          1957.33
          2076.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL203PL RT93203
          
            2023-10-25
          
          6.500000
          11509.30
          12221.63
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL119H RT93-119
          
            2023-07-25
          
          6.500000
          1169.02
          1231.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL127H RT93-127
          
            2023-07-25
          
          6.500000
          138.28
          145.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL113PK RT93113
          
            2023-07-25
          
          6.500000
          75.60
          79.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL122E RT93-122
          
            2023-07-25
          
          6.500000
          1409.88
          1484.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL149M RT93-149
          
            2023-08-25
          
          7.000000
          739.34
          783.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL105D RT93-105
          
            2023-06-25
          
          6.500000
          769.05
          801.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-88 LG
          
            2032-12-20
          
          5.500000
          662.67
          686.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2002-69 BE
          
            2032-10-20
          
          5.500000
          8583.29
          8623.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2013-077 GB
          
            2043-05-20
          
          3.000000
          7000.00
          7383.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3777NX 02/15/40
          
            2040-02-15
          
          4.500000
          2796.63
          2868.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3843GH 10/15/39
          
            2039-10-15
          
          3.750000
          14256.48
          14521.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL087NB R03F087
          
            2033-07-25
          
          3.250000
          448.74
          479.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL064JK R03F064
          
            2033-07-25
          
          3.500000
          6455.80
          6975.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL058GL R03F058
          
            2033-07-25
          
          3.500000
          5338.82
          5741.12
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL025KP R03F025
          
            2033-04-25
          
          5.000000
          2709.62
          3029.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL029WG R03F029
          
            2033-04-25
          
          4.000000
          1056.76
          1133.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC043PE R03F043
          
            2033-05-25
          
          5.500000
          967.42
          1098.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-57 HU
          
            2041-12-20
          
          3.000000
          872.43
          881.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-57 UA
          
            2041-06-20
          
          3.000000
          1700.68
          1704.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-140 GC
          
            2041-08-16
          
          3.500000
          19000.00
          18730.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-136 GA
          
            2040-05-20
          
          2.000000
          587.04
          596.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-093 YB
          
            2041-05-20
          
          4.000000
          2915.26
          2852.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2012-136 HB
          
            2042-11-20
          
          2.000000
          55000.00
          47636.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-068 LJ
          
            2039-08-16
          
          2.500000
          21158.20
          21467.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-057 BA
          
            2040-05-20
          
          3.000000
          2594.51
          2679.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2011-019 NX
          
            2041-02-20
          
          4.500000
          722.07
          788.00
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4166CA 02/15/43
          
            2043-02-15
          
          3.250000
          4598.91
          4459.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4114PK 10/15/42
          
            2042-10-15
          
          3.500000
          5198.58
          5247.66
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4097BG 12/15/41
          
            2041-12-15
          
          2.000000
          8374.39
          8581.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01761K 11/15/24
          
            2024-11-15
          
          8.500000
          2187.64
          2346.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01759H 10/15/24
          
            2024-10-15
          
          8.500000
          2141.59
          2373.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01729K 05/15/24
          
            2024-05-15
          
          7.500000
          2266.14
          2409.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01748C 09/15/24
          
            2024-09-15
          
          8.000000
          16.66
          17.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1681PK 03/15/24
          
            2024-03-15
          
          7.000000
          328.26
          351.18
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G030I 04/25/24
          
            2024-04-25
          
          7.500000
          117579.36
          125288.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01644K 12/15/23
          
            2023-12-15
          
          6.750000
          1454.47
          1535.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01643E 05/15/23
          
            2023-05-15
          
          6.500000
          819.91
          874.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1630PK 11/15/23
          
            2023-11-15
          
          6.000000
          1484.36
          1565.64
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1591PK 10/15/23
          
            2023-10-15
          
          6.350000
          2118.48
          2239.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G020H 10/25/23
          
            2023-10-25
          
          5.500000
          53.48
          55.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1577PK 09/15/23
          
            2023-09-15
          
          6.500000
          41.63
          43.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01589E 09/15/23
          
            2023-09-15
          
          6.250000
          863.58
          909.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01578K 09/15/23
          
            2023-09-15
          
          6.900000
          1316.29
          1393.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1579PM 09/15/23
          
            2023-09-15
          
          6.700000
          352.54
          373.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01788A 01/15/23
          
            2023-01-15
          
          7.500000
          434.11
          452.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC005CK R05F005
          
            2035-01-25
          
          5.000000
          974.32
          1059.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3645WD 02/15/40
          
            2040-02-15
          
          4.500000
          2000.00
          2130.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL043EM R10F043
          
            2040-05-25
          
          5.000000
          9000.00
          10896.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084JL R12F084
          
            2042-08-25
          
          2.000000
          1326.66
          1172.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL070TC R12F070
          
            2042-07-25
          
          3.000000
          12260.95
          11561.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL069MC R12F069
          
            2042-07-25
          
          3.000000
          5768.76
          5757.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-013 AH
          
            2035-02-20
          
          5.000000
          3500.00
          3992.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-17 GE
          
            2035-02-20
          
          5.000000
          4702.93
          5287.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2005-17 AD
          
            2035-02-20
          
          5.000000
          6202.46
          6777.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-88 MG
          
            2034-10-20
          
          5.000000
          12042.81
          13497.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-080 PE
          
            2034-07-20
          
          5.000000
          5938.77
          6582.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-37 PE
          
            2034-05-20
          
          5.500000
          12594.60
          14304.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-034 QL
          
            2034-05-16
          
          5.500000
          1000.00
          1174.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-19 KE
          
            2034-03-16
          
          5.000000
          9690.82
          10819.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-017 HG
          
            2033-12-20
          
          4.500000
          603.60
          630.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL063TC R01F063
          
            2031-12-25
          
          6.000000
          1203.29
          1385.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4912PA 06/25/49
          
            2049-06-25
          
          2.000000
          4959.13
          5113.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC053OP R01F053
          
            2031-10-25
          
          6.000000
          1064.29
          1220.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL015PG R03F015
          
            2033-03-25
          
          5.500000
          642.83
          730.28
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3518PG 03/15/39
          
            2039-03-15
          
          5.500000
          3500.00
          4113.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC093TY R12F093
          
            2042-06-25
          
          2.000000
          5022.32
          5117.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3502DA 01/15/39
          
            2039-01-15
          
          3.750000
          1154.71
          1248.80
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3533GX 06/15/36
          
            2036-06-15
          
          4.500000
          5000.00
          5639.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3540AU 06/15/39
          
            2039-06-15
          
          5.000000
          2000.00
          2397.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL059PB R12F059
          
            2041-07-25
          
          2.000000
          1780.87
          1818.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL079UA R12F079
          
            2042-07-25
          
          2.000000
          4848.76
          4598.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2682LD 10/15/33
          
            2033-10-15
          
          4.500000
          1835.88
          2013.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL017EA R12F017
          
            2041-03-25
          
          2.000000
          11040.71
          11346.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL135PK R11F135
          
            2040-05-25
          
          4.500000
          679.80
          699.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC146EY R11F146
          
            2042-01-25
          
          4.000000
          2030.03
          2240.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC126CP R11F126
          
            2041-12-25
          
          3.500000
          15375.16
          16420.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC130NU R11F130
          
            2041-12-25
          
          4.000000
          2338.18
          2395.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL026JA R03F026
          
            2033-04-25
          
          3.000000
          642.64
          663.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL043YA R03F043
          
            2033-03-25
          
          4.000000
          172.10
          173.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL033PG R03F033
          
            2033-05-25
          
          5.500000
          11068.99
          12601.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL084PH R03F084
          
            2033-09-25
          
          5.000000
          5908.36
          6595.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2531PM 12/15/32
          
            2032-12-15
          
          5.500000
          1254.18
          1423.30
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2579PD 03/15/33
          
            2033-03-15
          
          5.500000
          1072.36
          1217.27
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2596QH 03/15/33
          
            2033-03-15
          
          6.000000
          1083.25
          1245.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2610VB 07/15/24
          
            2024-07-15
          
          5.500000
          136.13
          143.68
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2634PT 06/15/23
          
            2023-06-15
          
          5.000000
          1901.73
          1950.39
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2640PH 07/15/33
          
            2033-07-15
          
          5.000000
          2475.08
          2765.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028KA R04F028
          
            2034-05-25
          
          6.000000
          483.25
          610.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027GE R05F027
          
            2035-02-25
          
          5.500000
          6781.24
          7147.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC029JC R05F029
          
            2035-04-25
          
          4.500000
          2416.19
          2473.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL068GC R05F068
          
            2035-07-25
          
          5.000000
          17048.79
          17534.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC062JE R05F062
          
            2035-06-25
          
          5.000000
          5616.63
          5824.73
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2662PJ 08/15/33
          
            2033-08-15
          
          5.500000
          866.35
          984.89
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2696DG 10/15/33
          
            2033-10-15
          
          5.500000
          3903.92
          4316.47
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2694KL 03/15/33
          
            2033-03-15
          
          4.000000
          56417.26
          61435.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2720PC 12/15/23
          
            2023-12-15
          
          5.000000
          1165.63
          1218.12
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3107YA 02/15/36
          
            2036-02-15
          
          5.500000
          212.39
          223.59
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01671L 02/15/24
          
            2024-02-15
          
          7.000000
          2298.13
          2414.19
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FRRM 0G027D 03/25/24
          
            2024-03-25
          
          7.000000
          1480.63
          1578.14
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 01721K 05/15/24
          
            2024-05-15
          
          7.500000
          1125.77
          1194.15
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 1771PL 02/15/25
          
            2025-02-15
          
          8.000000
          1327.03
          1464.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2030PC 02/15/28
          
            2028-02-15
          
          6.500000
          109.07
          121.94
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2091PG 11/15/28
          
            2028-11-15
          
          6.000000
          1376.48
          1534.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2108CB 12/15/28
          
            2028-12-15
          
          6.250000
          1415.33
          1511.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL029J RT92-G29
          
            2022-07-25
          
          8.000000
          0.29
          0.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL035E RT92-G35
          
            2022-07-25
          
          7.500000
          573.75
          590.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL125L RT92-125
          
            2022-08-25
          
          7.000000
          200.92
          206.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL01HA RT93-01
          
            2023-01-25
          
          8.000000
          98.45
          104.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL21KA RT93-21
          
            2023-03-25
          
          7.700000
          536.70
          563.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL003K RT93-G03
          
            2023-02-25
          
          7.000000
          740.23
          765.83
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL015H RT93-G15
          
            2023-04-25
          
          7.250000
          63.17
          66.04
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL032KT R07F032
          
            2037-04-25
          
          5.500000
          2401.18
          2711.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL039NB R07F039
          
            2037-05-25
          
          4.250000
          2011.98
          2172.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-60 CE
          
            2033-07-16
          
          5.000000
          6774.93
          7425.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-84 A
          
            2033-07-17
          
          5.000000
          7078.25
          7482.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2004-16 EC
          
            2034-02-20
          
          5.500000
          8000.00
          8931.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC064QH R01F064
          
            2031-11-25
          
          6.000000
          767.85
          874.99
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3737GB 04/15/39
          
            2039-04-15
          
          4.500000
          1603.67
          1641.78
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 4915MA 09/25/49
          
            2049-09-25
          
          2.500000
          333.22
          331.21
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5083BP 03/25/51
          
            2051-03-25
          
          2.000000
          3742000.00
          3764942.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4505JA 08/15/45
          
            2045-08-15
          
          3.000000
          24614.51
          23721.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-092 DA
          
            2039-09-16
          
          4.500000
          664.75
          721.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-078 KB
          
            2039-08-16
          
          3.000000
          1935.79
          2059.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-061 AP
          
            2039-08-20
          
          4.000000
          1208.10
          1301.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-092 CP
          
            2039-10-20
          
          5.000000
          2000.00
          2368.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-085 PG
          
            2038-10-20
          
          5.250000
          8008.53
          8060.53
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3903QG 03/15/41
          
            2041-03-15
          
          3.000000
          373.14
          374.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3960NA 07/15/41
          
            2041-07-15
          
          4.000000
          1136.65
          1170.43
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3997EC 02/15/42
          
            2042-02-15
          
          3.500000
          48000.00
          48059.33
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4032AE 10/15/41
          
            2041-10-15
          
          2.250000
          2494.26
          2540.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2014-144 ML
          
            2044-09-20
          
          3.000000
          8901.64
          9392.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4096HY 08/15/42
          
            2042-08-15
          
          2.000000
          7000.00
          6781.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4121DW 10/15/42
          
            2042-10-15
          
          2.000000
          1343.13
          1308.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4116YT 12/15/41
          
            2041-12-15
          
          2.500000
          1331.76
          1327.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4125YB 07/15/42
          
            2042-07-15
          
          3.000000
          6178.29
          6283.72
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4171MN 02/15/43
          
            2043-02-15
          
          3.000000
          101000.00
          102901.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-19 PC
          
            2033-03-16
          
          5.500000
          953.80
          1023.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-35 TB
          
            2033-03-16
          
          4.250000
          4913.66
          5078.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-40 PA
          
            2033-05-16
          
          4.250000
          895.08
          950.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2003-34 QG
          
            2033-04-20
          
          5.500000
          2000.00
          2178.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-069 EP
          
            2038-08-20
          
          5.750000
          893.55
          1014.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-047 ML
          
            2038-06-16
          
          5.250000
          1562.19
          1787.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-044 PL
          
            2038-05-20
          
          5.250000
          2745.18
          3050.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2008-050 KB
          
            2038-06-20
          
          6.000000
          1537.83
          1783.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-70 TB
          
            2037-11-20
          
          5.750000
          844.80
          956.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL045NB R20F045
          
            2050-07-25
          
          1.500000
          259992.00
          215822.48
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3759ME 11/15/40
          
            2040-11-15
          
          4.000000
          7000.00
          7397.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL022AM R20F022
          
            2050-04-25
          
          2.000000
          15374.75
          15341.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL047QA R19F047
          
            2049-06-25
          
          3.000000
          29712.38
          31233.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL009HL R19F009
          
            2048-01-25
          
          3.500000
          1443106.77
          1533632.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC090WA R17F090
          
            2046-10-25
          
          3.000000
          40908.43
          42384.03
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL091PL R16F091
          
            2046-12-25
          
          2.500000
          1809505.00
          1849931.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2007-07 PG
          
            2037-02-16
          
          5.000000
          2017.50
          2260.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-14 NC
          
            2039-03-20
          
          3.000000
          816.04
          858.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-057 NB
          
            2039-07-16
          
          5.000000
          3611.31
          3982.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2009-045 KE
          
            2039-06-16
          
          4.500000
          1501.80
          1678.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL110CB R05F110
          
            2035-12-25
          
          5.500000
          1507.71
          1648.20
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2768PW 03/15/34
          
            2034-03-15
          
          4.250000
          1596.92
          1718.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2739PG 01/15/34
          
            2034-01-15
          
          5.000000
          1055.43
          1175.57
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2702CE 11/15/33
          
            2033-11-15
          
          4.500000
          309.02
          342.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2711GD 11/15/33
          
            2033-11-15
          
          5.500000
          193.72
          205.42
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2694BA 06/15/31
          
            2031-06-15
          
          4.000000
          179.93
          187.87
          Agency Collateralized Mortgage Obligation
        
        
          FMAC MCDB 26 A
          
            2026-06-01
          
          6.930000
          12000.00
          15887.79
          Agency Debentures and Agency Strips
        
        
          FHLB 2.50 FHLB 24 G4978
          
            2024-02-13
          
          2.500000
          195000.00
          208342.22
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 10/15/22
          
            2022-10-15
          
          0.00
          10000.00
          9954.50
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 10/15/27
          
            2027-10-15
          
          0.00
          2000.00
          1836.93
          Agency Debentures and Agency Strips
        
        
          FNMA 5.625 FNSM A 07/37
          
            2037-07-15
          
          5.625000
          2385000.00
          3580529.55
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 10/15/25
          
            2025-10-15
          
          0.00
          20000.00
          19192.80
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/30
          
            2030-01-15
          
          0.00
          3000.00
          2572.53
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/27
          
            2027-07-15
          
          0.00
          2000.00
          1849.79
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/27
          
            2027-01-15
          
          0.00
          13000.00
          12175.10
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 07/15/26
          
            2026-07-15
          
          0.00
          1000.00
          946.78
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/24
          
            2024-01-15
          
          0.00
          23000.00
          22693.64
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/23
          
            2023-01-15
          
          0.00
          12000.00
          11934.84
          Agency Debentures and Agency Strips
        
        
          FMAC 0.375 FMNT GB 23 R6
          
            2023-05-05
          
          0.375000
          670000.00
          672645.55
          Agency Debentures and Agency Strips
        
        
          FCSB 2.02 FCOR 21-40 O
          
            2040-07-02
          
          2.020000
          1564000.00
          1464163.97
          Agency Debentures and Agency Strips
        
        
          FCSB 2.20 FCSB 23 CM
          
            2023-11-01
          
          2.200000
          16000.00
          16763.54
          Agency Debentures and Agency Strips
        
        
          FHLB FHOR 21-26 25
          
            2026-05-12
          
          0.250000
          1250000.00
          1248526.39
          Agency Debentures and Agency Strips
        
        
          TVDB 4.70 TVBD 33B
          
            2033-07-15
          
          4.700000
          3213000.00
          4196129.45
          Agency Debentures and Agency Strips
        
        
          REFC RFIN 01/15/22
          
            2022-01-15
          
          0.00
          16000.00
          15978.88
          Agency Debentures and Agency Strips
        
        
          GNMA GNHA AL CD0811 H
          
            2071-04-20
          
          3.217000
          1156948.00
          1271028.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3672 C
          
            2045-12-20
          
          3.000000
          1289417.91
          1394404.90
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB8289 C
          
            2051-05-20
          
          3.000000
          1278338.00
          1372888.99
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA8557 C
          
            2051-05-20
          
          2.500000
          1220810.00
          1271090.28
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CA3191 C
          
            2051-02-20
          
          2.500000
          4027986.89
          4197597.36
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.000 CTRB5114
          
            2041-06-01
          
          2.000000
          268443.00
          273742.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV3108 C
          
            2051-04-20
          
          3.000000
          1201810.00
          1258619.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNAR AT MA7382 M
          
            2051-05-20
          
          0.500000
          1342393.00
          1348149.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7374 M
          
            2051-05-20
          
          6.000000
          3092315.00
          3625012.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7359 M
          
            2051-05-20
          
          2.500000
          6810749.00
          7012960.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7319 M
          
            2051-04-20
          
          6.000000
          1100113.30
          1275757.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC1425 C
          
            2051-04-20
          
          4.000000
          1217718.56
          1317720.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF CD3252 X
          
            2051-05-15
          
          3.000000
          11239073.00
          12098255.17
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CE2965 C
          
            2051-05-20
          
          3.000000
          24072787.00
          25210731.71
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD7591 C
          
            2051-05-20
          
          3.000000
          562127.00
          600913.20
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD4065 C
          
            2051-05-20
          
          2.500000
          1227282.00
          1286584.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD3051 C
          
            2051-05-20
          
          3.500000
          1075467.00
          1152003.68
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD2960 C
          
            2051-04-20
          
          3.500000
          1259864.03
          1361609.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD1318 C
          
            2051-05-20
          
          3.000000
          7588804.00
          7985227.94
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 03.000 CLSD8148
          
            2051-05-01
          
          3.000000
          1222016.44
          1283288.34
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD5698 C
          
            2051-04-20
          
          3.000000
          1292557.04
          1381738.30
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD9142 C
          
            2051-05-20
          
          2.500000
          467320.00
          485258.55
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC8805 C
          
            2051-05-20
          
          3.500000
          5611050.00
          6093852.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBR8181
          
            2051-05-01
          
          4.000000
          1066595.00
          1177638.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBR8574
          
            2051-04-01
          
          3.000000
          1174552.38
          1263913.50
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLBT0579
          
            2051-05-01
          
          3.000000
          451024.00
          476111.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CIBR0687
          
            2036-01-01
          
          2.500000
          3467525.03
          3632832.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1902895
          
            2036-12-01
          
          2.332000
          1112207.32
          1192530.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA7857
          
            2048-12-01
          
          2.489000
          1164003.28
          1227150.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBT0313
          
            2051-05-01
          
          3.500000
          1133131.73
          1226821.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBH1718
          
            2047-05-01
          
          3.100000
          1215814.03
          1275944.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBR8421
          
            2051-05-01
          
          4.000000
          1071048.00
          1168019.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBR8419
          
            2051-04-01
          
          3.500000
          1070742.00
          1149031.44
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBR4427
          
            2051-03-01
          
          4.000000
          1232425.07
          1360727.91
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBR9024
          
            2051-05-01
          
          4.000000
          1111257.00
          1213907.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC7424 C
          
            2051-05-20
          
          3.000000
          1140650.00
          1229262.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CD0685 C
          
            2051-04-20
          
          4.000000
          1140085.74
          1250674.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC6934 C
          
            2051-05-20
          
          4.000000
          1096570.00
          1207012.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC3843 C
          
            2051-05-20
          
          3.000000
          3452034.00
          3698788.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2573 C
          
            2051-04-20
          
          4.000000
          1100578.34
          1202553.53
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 840617 G
          
            2047-07-01
          
          2.598000
          3401502.58
          3547500.17
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAV7749
          
            2044-01-01
          
          1.965000
          1304265.89
          1365542.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HYAN8589
          
            2028-04-01
          
          3.490000
          1040351.17
          1174978.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAL5697
          
            2043-12-01
          
          1.955000
          1244470.61
          1298051.60
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7368 M
          
            2051-05-20
          
          3.000000
          101740.00
          107180.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BZ3678 C
          
            2051-02-20
          
          3.000000
          1211616.57
          1305806.43
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB3072 C
          
            2051-05-20
          
          3.000000
          3382894.00
          3616303.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CB9631 C
          
            2051-03-20
          
          4.000000
          1083330.90
          1199820.39
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC4035 C
          
            2051-05-20
          
          3.000000
          4247298.00
          4448093.26
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2117 C
          
            2051-03-20
          
          2.500000
          6929865.37
          7243206.16
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 840510 G
          
            2044-12-01
          
          2.208000
          5775326.57
          6016019.08
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX9024 C
          
            2050-11-20
          
          3.500000
          5403739.35
          5597522.84
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX3534 C
          
            2043-02-20
          
          3.000000
          4042367.88
          4288661.27
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6997 M
          
            2050-11-20
          
          3.500000
          7082065.70
          7474723.75
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7313 M
          
            2051-04-20
          
          3.000000
          7415787.73
          7805339.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6996 M
          
            2050-11-20
          
          3.000000
          7542219.72
          7925213.63
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6932 M
          
            2050-10-20
          
          3.000000
          4140384.61
          4333119.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6445 M
          
            2035-02-20
          
          2.500000
          2618525.35
          2740580.05
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7184 M
          
            2051-02-20
          
          2.000000
          13805094.43
          13938727.74
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1886376
          
            2036-08-01
          
          2.476000
          1101880.81
          1185155.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX S1902941
          
            2036-12-01
          
          2.598000
          1059583.72
          1143335.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BS8598 C
          
            2051-04-20
          
          3.000000
          5835013.65
          6228894.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7137 M
          
            2051-01-20
          
          3.000000
          391295.09
          410746.37
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7194 M
          
            2051-02-20
          
          3.000000
          5385160.66
          5656141.94
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7314 M
          
            2051-04-20
          
          3.500000
          2014000.68
          2144538.13
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA7303 M
          
            2051-04-20
          
          2.000000
          8445129.08
          8519150.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX3531 C
          
            2046-12-20
          
          3.000000
          3711968.44
          3936282.69
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BX3538 C
          
            2043-09-20
          
          3.500000
          4820285.84
          5188531.57
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF CC2116 C
          
            2051-03-20
          
          2.500000
          6611675.98
          6927052.92
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          32000.00
          34235.35
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      300000000.00
      300000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Citibank N.A.
      Citibank NA 0.010000%
      E57ODZWZ7FF32TWEFA76
      0000036684
      963FRY009_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          TVDB 1.875 TVBD 22 A
          
            2022-08-15
          
          1.875000
          2000.00
          2052.45
          Agency Debentures and Agency Strips
        
        
          FHLB 2.00 FHLB 22 WX
          
            2022-09-09
          
          2.000000
          20000.00
          20569.82
          Agency Debentures and Agency Strips
        
        
          FNMA 2.875 FNSM A 09/23
          
            2023-09-12
          
          2.875000
          29000.00
          30935.15
          Agency Debentures and Agency Strips
        
        
          FNMA 2.00 FNSM A 01/22
          
            2022-01-05
          
          2.000000
          3000.00
          3058.78
          Agency Debentures and Agency Strips
        
        
          FNMA 2.00 FNSM A 01/22
          
            2022-01-05
          
          2.000000
          4000.00
          4078.37
          Agency Debentures and Agency Strips
        
        
          FHLB 5.50 FHLB 36 G677
          
            2036-07-15
          
          5.500000
          40000.00
          58405.42
          Agency Debentures and Agency Strips
        
        
          FHLB 5.625 FHLB 21 BA
          
            2021-06-11
          
          5.625000
          15000.00
          15421.14
          Agency Debentures and Agency Strips
        
        
          FHLB 1.50 FHLB 24 G5042
          
            2024-08-15
          
          1.500000
          20000.00
          20799.53
          Agency Debentures and Agency Strips
        
        
          FMAC 6.25 FMNT GB 32 A
          
            2032-07-15
          
          6.250000
          1000.00
          1475.52
          Agency Debentures and Agency Strips
        
        
          TVDB 0.750 TVBD 25 A
          
            2025-05-15
          
          0.750000
          103000.00
          103596.46
          Agency Debentures and Agency Strips
        
        
          FMAC 0.80 FMNT GB21-26C7
          
            2026-10-27
          
          0.800000
          1732000.00
          1716914.09
          Agency Debentures and Agency Strips
        
        
          FHLB 2.25 FHLB 22 9G
          
            2022-09-09
          
          2.250000
          100000.00
          103222.75
          Agency Debentures and Agency Strips
        
        
          FNMA 0.875 FNSM A 21-26
          
            2026-12-18
          
          0.875000
          10250000.00
          10215620.36
          Agency Debentures and Agency Strips
        
        
          FNMA 6.21 FNSM GDED 08/38
          
            2038-08-06
          
          6.210000
          1000.00
          1584.27
          Agency Debentures and Agency Strips
        
        
          FCSB 2.31 FCSB 41 L
          
            2041-04-22
          
          2.310000
          1000.00
          979.17
          Agency Debentures and Agency Strips
        
        
          FCSB FCFR 03SF J 23/12
          
            2023-12-08
          
          0.130000
          983000.00
          984683.39
          Agency Debentures and Agency Strips
        
        
          FCSB FCFR 01LI DP 21/10
          
            2021-10-04
          
          0.270100
          1000.00
          1000.90
          Agency Debentures and Agency Strips
        
        
          FCSB 2.91 FCSB 33 S
          
            2033-03-10
          
          2.910000
          25000.00
          27910.13
          Agency Debentures and Agency Strips
        
        
          FHLB 1.80 FHOR 21-36 CD
          
            2036-02-05
          
          1.800000
          300000.00
          286744.50
          Agency Debentures and Agency Strips
        
        
          GNMA GNII SP 785471 C
          
            2051-05-20
          
          2.500000
          32793344.00
          34052182.10
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SP 785409 X
          
            2049-06-15
          
          4.500000
          15781154.45
          19138989.58
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 U4BF0289
          
            2051-08-01
          
          4.500000
          388770.91
          436334.70
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 732544 X
          
            2040-09-15
          
          4.500000
          49.04
          54.52
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF 654365 X
          
            2036-07-15
          
          5.500000
          81.14
          90.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BN0290 X
          
            2049-06-15
          
          5.500000
          536810.29
          606769.02
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7367 M
          
            2051-05-20
          
          2.500000
          12942869.00
          13439681.03
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC C91993 G
          
            2038-05-01
          
          3.500000
          570.75
          604.47
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/8 NOTE BB 21
          
            2021-05-31
          
          2.125000
          100.00
          101.06
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF BV8756 C
          
            2050-06-20
          
          4.500000
          4234824.17
          4748859.83
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BN6530 X
          
            2049-11-15
          
          3.000000
          1470288.07
          1571502.70
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CIAL7227
          
            2030-08-01
          
          3.000000
          17542.62
          18653.25
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6283 M
          
            2049-11-20
          
          3.000000
          7271052.37
          7600925.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII JM MA6399 M
          
            2050-01-20
          
          3.000000
          554654.81
          574021.14
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BP1829 X
          
            2049-08-15
          
          4.000000
          276199.66
          296568.56
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7194 M
          
            2051-02-20
          
          3.000000
          157435.34
          165357.49
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5650 M
          
            2048-12-20
          
          3.500000
          12268.68
          13000.77
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6218 M
          
            2049-10-20
          
          3.000000
          2847319.47
          2992874.44
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4962 M
          
            2048-01-20
          
          3.500000
          96286.74
          102494.35
          Agency Mortgage-Backed Securities
        
        
          FMAC 04.000 FGPC G08842 G
          
            2048-10-01
          
          4.000000
          5939.68
          6369.03
          Agency Mortgage-Backed Securities
        
        
          USTR 1 TRIB 48
          
            2048-02-15
          
          1.000000
          1063682.97
          1366574.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE AL 22
          
            2022-04-15
          
          2.250000
          20003400.00
          20442343.46
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/2 NOTE H 26
          
            2026-02-28
          
          2.500000
          700.00
          761.38
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          757.11
          852.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          300.00
          260.39
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          62798300.00
          53644697.27
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          500.00
          561.29
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          500.00
          557.96
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          300.00
          340.97
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 43
          
            2043-05-15
          
          2.875000
          1000.00
          1113.06
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          300.00
          327.32
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          100.00
          109.11
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          5635073.34
          6711159.68
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 42
          
            2042-02-15
          
          3.125000
          200.00
          233.20
          U.S. Treasuries (including strips)
        
        
          USTR 4 5/8 BOND 40
          
            2040-02-15
          
          4.625000
          200.00
          281.81
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/4 BOND 39
          
            2039-05-15
          
          4.250000
          100.00
          133.18
          U.S. Treasuries (including strips)
        
        
          USTR 4 1/2 BOND 38
          
            2038-05-15
          
          4.500000
          7558300.00
          10290622.99
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 38
          
            2038-02-15
          
          4.375000
          200.00
          270.42
          U.S. Treasuries (including strips)
        
        
          USTR 6 7/8 BOND 25
          
            2025-08-15
          
          6.875000
          300.00
          383.92
          U.S. Treasuries (including strips)
        
        
          USTR 7 1/4 BOND 22
          
            2022-08-15
          
          7.250000
          3000.00
          3322.73
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          100.00
          103.98
          U.S. Treasuries (including strips)
        
        
          USTR 8 BOND 21
          
            2021-11-15
          
          8.000000
          800.00
          831.86
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/24/21
          
            2021-06-24
          
          0.00
          100.00
          100.00
          U.S. Treasuries (including strips)
        
        
          USTR BILL 11/04/21
          
            2021-11-04
          
          0.00
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          USTR BILL 07/15/21
          
            2021-07-15
          
          0.00
          400.00
          399.99
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/17/21
          
            2021-06-17
          
          0.00
          2000.00
          1999.99
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIN D 21
          
            2021-07-15
          
          0.625000
          1173.89
          1191.07
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-05-15
          
          3.000000
          100.00
          114.29
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE AK 23
          
            2023-03-15
          
          0.500000
          100.00
          100.74
          U.S. Treasuries (including strips)
        
        
          USTR 4 3/8 BOND 39
          
            2039-11-15
          
          4.375000
          2000.00
          2709.04
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/4 BOND 28
          
            2028-11-15
          
          5.250000
          4818300.00
          6176360.11
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 06.000 RE745101
          
            2032-04-01
          
          6.000000
          36.99
          41.54
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6414 M
          
            2050-01-20
          
          5.500000
          1035526.40
          1157796.18
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA6342 M
          
            2049-12-20
          
          5.000000
          539806.33
          589387.01
          Agency Mortgage-Backed Securities
        
        
          GNMA GNMI SF BK5529 X
          
            2049-06-15
          
          4.000000
          992658.97
          1069778.64
          Agency Mortgage-Backed Securities
        
        
          USTR 3 5/8 TRIB 28
          
            2028-04-15
          
          3.625000
          163.58
          223.02
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 TRIB 50
          
            2050-02-15
          
          0.250000
          23976692.17
          25937372.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 24
          
            2024-03-15
          
          0.250000
          14700.00
          14703.95
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AR 23
          
            2023-09-15
          
          0.125000
          1000.00
          998.76
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BF 22
          
            2022-08-31
          
          0.125000
          753900.00
          754331.46
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AZ 22
          
            2022-04-30
          
          0.125000
          2474000.00
          2475596.00
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AQ 23
          
            2023-08-15
          
          0.125000
          1000.00
          999.24
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          100.00
          99.95
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          1600.00
          1599.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE AU 22
          
            2022-12-15
          
          1.625000
          16200.00
          16694.45
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AQ 22
          
            2022-08-15
          
          1.500000
          300.00
          306.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 NOTE F 23
          
            2023-11-15
          
          2.750000
          300.00
          318.96
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          400.00
          414.97
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 23
          
            2023-02-15
          
          2.000000
          1100.00
          1141.18
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN D 22
          
            2022-07-15
          
          0.125000
          115.05
          119.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          3000.00
          3082.49
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          4000.00
          4179.55
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AA 24
          
            2024-06-30
          
          1.750000
          5900.00
          6199.87
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          300.00
          322.03
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE Y 24
          
            2024-04-30
          
          2.250000
          100.00
          105.85
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/2 BOND 39
          
            2039-02-15
          
          3.500000
          6222000.00
          7620816.84
          U.S. Treasuries (including strips)
        
        
          USTR 7 1/8 BOND 23
          
            2023-02-15
          
          7.125000
          2400.00
          2736.55
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AL 23
          
            2023-04-15
          
          0.250000
          100.00
          100.22
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE B 31
          
            2031-02-15
          
          1.125000
          100.00
          96.02
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 BOND 44
          
            2044-05-15
          
          3.375000
          1700.00
          2050.19
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 22
          
            2022-05-15
          
          1.750000
          400.00
          406.72
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE BK 22
          
            2022-11-30
          
          0.125000
          100.00
          100.08
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE S 22
          
            2022-11-30
          
          2.000000
          100.00
          103.82
          U.S. Treasuries (including strips)
        
        
          USTR 2 BOND 50
          
            2050-02-15
          
          2.000000
          200.00
          188.28
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE F 29
          
            2029-11-15
          
          1.750000
          300.00
          307.19
          U.S. Treasuries (including strips)
        
        
          USTR BILL 11/26/21
          
            2021-11-26
          
          0.00
          17327000.00
          17324158.37
          U.S. Treasuries (including strips)
        
        
          USTR BILL 10/28/21
          
            2021-10-28
          
          0.00
          100.00
          99.99
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      250000000.00
      250000000.00
      0.0074
      N
      Y
      Y
      N
    
    
      ABN Amro Bank NV
      Abn Repo 1 Repo 0.020000%
      BFXS5XCH7N0Y05NIXW11
      0001245022
      963FUB005_0.02_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2021-029 DA
          
            2051-02-20
          
          1.250000
          84842760.85
          80623742.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-148 JL
          
            2050-10-20
          
          1.000000
          10845609.08
          10525197.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2020-021 F
          
            2050-02-20
          
          0.799300
          125955371.26
          126060369.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-013 HB
          
            2048-12-20
          
          3.000000
          15692693.00
          16026994.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-38 BD
          
            2046-07-20
          
          2.250000
          141554.53
          143593.55
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4616HA 05/15/44
          
            2044-05-15
          
          3.000000
          108751.41
          112039.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL027AP R15F027
          
            2043-06-25
          
          3.000000
          806634.05
          832789.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-001 YK
          
            2050-01-20
          
          2.500000
          100152.82
          103007.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-097 DB
          
            2050-07-20
          
          3.000000
          25770784.00
          26902018.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-100 AN
          
            2062-05-16
          
          1.650000
          27908793.30
          26992310.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-094 DA
          
            2062-03-16
          
          1.500000
          23005010.00
          23433110.23
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2021-038 AE
          
            2062-12-16
          
          1.100000
          47129615.93
          46388596.97
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-054 A
          
            2063-09-16
          
          1.300000
          26789160.09
          26574311.03
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2021-092 AC
          
            2063-09-16
          
          2.000000
          13619651.00
          13819764.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4176
          
            2040-11-01
          
          2.000000
          128770.84
          131829.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6071
          
            2050-06-01
          
          2.500000
          3861244.10
          4072512.07
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1350
          
            2029-02-01
          
          3.540000
          7074.00
          8073.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBJ8663
          
            2048-02-01
          
          4.500000
          1649017.96
          1810331.50
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 840964 G
          
            2049-02-01
          
          3.201000
          9128970.16
          9549402.60
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX HY464763
          
            2025-03-01
          
          5.570000
          80087.93
          89816.82
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBP4107
          
            2050-06-01
          
          2.500000
          1848259.64
          1934506.83
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.500 CLZN1369
          
            2048-11-01
          
          4.500000
          7685538.21
          8488853.72
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7745
          
            2050-11-01
          
          3.000000
          310405.37
          336023.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA9307
          
            2051-02-01
          
          3.000000
          1143.50
          1213.58
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7256 M
          
            2051-03-20
          
          3.000000
          6335912.68
          6655679.86
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4899 M
          
            2047-12-20
          
          3.000000
          6726302.11
          7114611.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE0628
          
            2040-11-01
          
          4.000000
          3917099.76
          4336531.05
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA7527
          
            2050-10-01
          
          2.500000
          1826288.50
          1899778.35
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLAB1050
          
            2040-05-01
          
          4.500000
          5263465.21
          5925288.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLFM2172
          
            2049-06-01
          
          4.500000
          9518474.06
          10591872.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA8618
          
            2051-01-01
          
          3.000000
          9039807.86
          9808101.13
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA3506
          
            2049-05-01
          
          4.000000
          10080441.52
          11006199.02
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLCA0458
          
            2047-09-01
          
          3.500000
          1793023.18
          1934851.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBN5231
          
            2049-02-01
          
          3.834000
          4216449.57
          4435264.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM6084
          
            2049-08-01
          
          3.371000
          7618792.13
          8002575.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3667
          
            2048-01-01
          
          2.751000
          1291311.57
          1353742.94
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL1081
          
            2028-12-01
          
          3.900000
          946772.00
          1096467.07
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0351
          
            2028-10-01
          
          3.560000
          80596.00
          92005.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK6038
          
            2048-08-01
          
          4.500000
          4704.78
          5187.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLBK5712
          
            2048-05-01
          
          4.500000
          2337939.53
          2585174.30
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK3000
          
            2050-09-01
          
          2.153000
          769757.05
          804814.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK2824
          
            2050-08-01
          
          2.002000
          8570109.91
          8955880.55
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBJ2700
          
            2048-04-01
          
          4.000000
          4314454.11
          4735665.64
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBJ2679
          
            2048-04-01
          
          3.301000
          4623452.96
          4904858.27
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAZ7318
          
            2045-10-01
          
          2.767000
          36088.95
          37889.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CRAP4874
          
            2042-09-01
          
          3.500000
          770241.44
          835384.61
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBAL6009
          
            2043-05-01
          
          2.813000
          2448593.61
          2601370.55
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HY387933
          
            2028-10-01
          
          3.520000
          110427.00
          125579.57
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CTMA4153
          
            2040-10-01
          
          2.500000
          441004.71
          458703.55
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7924 G
          
            2050-08-01
          
          2.080000
          16336.24
          17093.62
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 02.500 CLRA3087
          
            2050-07-01
          
          2.500000
          9798466.29
          10174825.38
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZS9992
          
            2047-04-01
          
          4.000000
          375633.74
          417317.81
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7960 G
          
            2050-09-01
          
          1.957000
          193579.79
          202286.76
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7580 G
          
            2049-08-01
          
          3.299000
          4502692.64
          4728936.06
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7397 G
          
            2048-01-01
          
          3.196000
          419.24
          440.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B8012 G
          
            2050-11-01
          
          2.060000
          22069679.67
          23096692.22
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B6894 G
          
            2048-05-01
          
          3.081000
          1438698.10
          1499774.79
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 849283 G
          
            2044-03-01
          
          1.997000
          1033899.17
          1078813.56
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC C04055 G
          
            2042-06-01
          
          3.500000
          293.28
          317.81
          Agency Mortgage-Backed Securities
        
        
          FMAC 03.500 FGPC G14278 G
          
            2026-10-01
          
          3.500000
          108755.17
          116638.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBN0378
          
            2049-01-01
          
          3.899000
          3923186.88
          4128040.98
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAP6346
          
            2042-09-01
          
          3.500000
          5763767.31
          6307255.98
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B8032 G
          
            2050-11-01
          
          2.017000
          97005.29
          101460.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLBH7100
          
            2048-01-01
          
          4.000000
          3753192.26
          4103552.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBJ7557
          
            2049-01-01
          
          3.691000
          1755717.78
          1835584.06
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBK2034
          
            2048-05-01
          
          2.972000
          3619064.06
          3775530.68
          Agency Mortgage-Backed Securities
        
        
          FNMA MNAR XX.XXX HYBL0535
          
            2028-12-01
          
          3.840000
          3932425.00
          4569662.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM1535
          
            2047-08-01
          
          2.946000
          1091007.27
          1143164.51
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA4718 M
          
            2047-09-20
          
          3.000000
          1894405.07
          2002247.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA5136 M
          
            2048-04-20
          
          3.500000
          9475430.08
          10092517.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA4527
          
            2047-09-01
          
          2.759000
          1674982.06
          1761289.28
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAB3873
          
            2041-11-01
          
          4.000000
          3074265.28
          3370310.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-010 AC
          
            2062-04-16
          
          2.500000
          17350812.00
          17962445.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-008 AH
          
            2062-01-16
          
          2.550000
          18341838.60
          19019046.79
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-025 AC
          
            2062-01-16
          
          2.700000
          17968191.50
          18670981.38
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-020 AK
          
            2061-05-16
          
          2.450000
          18122944.40
          18811643.47
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-020 AJ
          
            2061-05-16
          
          2.350000
          27184416.60
          28098778.04
          Agency Mortgage-Backed Securities
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          58300.00
          61546.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Q 22
          
            2022-09-30
          
          1.750000
          5181200.00
          5309295.97
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 TRIN D 27
          
            2027-07-15
          
          0.375000
          1792410.95
          2019021.45
          U.S. Treasuries (including strips)
        
      
      Y
      
        DBRS Ltd.
        R-1 M
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0002
      700000000.00
      700000000.00
      0.0208
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia
      Novasc Repo 10 Repo 0.010000%
      L3I9ZG2KFGXZ61BMYR72
      0001041839
      963FUW009_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA FNMS 03.500 CLCA7057
          
            2050-09-01
          
          3.500000
          47209939.06
          51406619.38
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA6311
          
            2050-07-01
          
          3.000000
          69640073.97
          74266264.08
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTCA3989
          
            2039-08-01
          
          3.500000
          6243210.36
          6729962.25
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTCA3959
          
            2039-08-01
          
          3.000000
          7616572.20
          8141734.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CTCA2237
          
            2038-08-01
          
          4.500000
          5681124.30
          6258462.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1766
          
            2047-12-01
          
          4.000000
          5657357.37
          6285748.34
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT1510
          
            2051-06-01
          
          2.500000
          2105192.00
          2202392.93
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBT1497
          
            2051-06-01
          
          2.500000
          1268992.00
          1334653.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLBQ1147
          
            2050-10-01
          
          2.500000
          4693865.79
          4878358.18
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBP1156
          
            2050-01-01
          
          3.500000
          890064.43
          942323.67
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CIMA4329
          
            2036-05-01
          
          2.000000
          1034.40
          1070.80
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLMA4355
          
            2051-06-01
          
          2.000000
          1040.00
          1052.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CICA1272
          
            2033-02-01
          
          3.500000
          11330091.66
          12399029.15
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CICA2387
          
            2033-09-01
          
          4.000000
          1728557.25
          1880841.42
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7244
          
            2050-10-01
          
          3.000000
          66341460.97
          69937566.20
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8862
          
            2051-01-01
          
          2.500000
          17412817.93
          18106387.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLMA4375
          
            2051-06-01
          
          4.000000
          1093254.00
          1178731.16
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLMA4326
          
            2051-05-01
          
          2.500000
          45490107.28
          47236699.95
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CWMA2892
          
            2031-12-01
          
          2.500000
          191203.00
          200105.99
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLFM6737
          
            2049-12-01
          
          3.500000
          2034722.20
          2183071.76
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLFM6538
          
            2051-04-01
          
          2.000000
          20425829.71
          20798192.59
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLFM5620
          
            2050-06-01
          
          5.000000
          21179987.09
          23392935.68
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA7607
          
            2050-11-01
          
          3.000000
          210238.93
          225975.11
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA6117
          
            2050-05-01
          
          5.000000
          711.71
          790.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA8025
          
            2050-12-01
          
          2.500000
          28776271.41
          30040844.65
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CICA2109
          
            2033-07-01
          
          3.500000
          117613.19
          127857.54
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA0911
          
            2047-12-01
          
          4.000000
          34206179.81
          37476598.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CIBO1502
          
            2034-06-01
          
          3.500000
          1124842.76
          1221729.96
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA3185
          
            2049-03-01
          
          4.500000
          5491115.71
          6085007.33
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLCA5586
          
            2050-04-01
          
          5.500000
          614.53
          696.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.000 CLCA6118
          
            2050-05-01
          
          5.000000
          399.94
          441.56
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.500 CLCA6577
          
            2050-08-01
          
          2.500000
          129487257.01
          135529520.89
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CTFM2924
          
            2036-01-01
          
          3.500000
          2787910.12
          3004672.92
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLFM6711
          
            2051-04-01
          
          3.000000
          241614.92
          258809.21
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAB3870
          
            2041-11-01
          
          4.000000
          2478996.52
          2718145.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLAE8207
          
            2040-11-01
          
          4.000000
          3649354.99
          4040091.43
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLAD8537
          
            2040-08-01
          
          5.500000
          611768.93
          734705.73
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLAB4596
          
            2042-03-01
          
          3.500000
          1855659.85
          2030565.07
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CL995941
          
            2039-07-01
          
          6.500000
          109527.33
          131648.78
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA9299
          
            2051-02-01
          
          3.000000
          48033373.61
          51259775.31
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CLCA8871
          
            2051-02-01
          
          3.000000
          26386786.45
          28151376.41
          Agency Mortgage-Backed Securities
        
        
          USTR 3 3/4 BOND 43
          
            2043-11-15
          
          3.750000
          810300.00
          1031305.86
          U.S. Treasuries (including strips)
        
        
          FNMA FNMS 05.500 CLCA5587
          
            2050-04-01
          
          5.500000
          771.97
          875.94
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBCA5118
          
            2050-02-01
          
          2.912000
          1910223.18
          2007394.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2454
          
            2048-10-01
          
          4.000000
          18497469.13
          20373482.45
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA2429
          
            2048-10-01
          
          4.000000
          461.52
          503.01
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA1897
          
            2048-06-01
          
          4.500000
          110481908.22
          123139268.03
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 05.500 CLBN9914
          
            2049-05-01
          
          5.500000
          680.90
          767.32
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.500 CLBN6702
          
            2049-06-01
          
          3.500000
          43338890.12
          46685215.84
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3667
          
            2048-01-01
          
          2.751000
          6872971.99
          7205261.29
          Agency Mortgage-Backed Securities
        
        
          FMAC FMAR 2B7670 G
          
            2049-11-01
          
          3.034000
          188218.11
          197600.88
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.000 CLCA1691
          
            2048-05-01
          
          4.000000
          44924378.43
          48963394.53
          Agency Mortgage-Backed Securities
        
        
          FNMA FNAR XX.XXX LBBM3757
          
            2048-04-01
          
          3.027000
          382.91
          401.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 03.000 CTMA1165
          
            2032-09-01
          
          3.000000
          7280093.30
          7695786.62
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CLCA2201
          
            2048-08-01
          
          4.500000
          44689116.54
          48989773.67
          Agency Mortgage-Backed Securities
        
      
      Y
      
        DBRS Ltd.
        R-1 H
      
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      950000000.00
      950000000.00
      0.0283
      N
      Y
      Y
      N
    
    
      Natixis Financial Products LLC
      Natixis SA 0.020000%
      WGYX5OQ1IY3N5AOSQ066
      0001503859
      963FWD009_0.02_0604
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR 0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          31859100.00
          31875381.58
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AH 25
          
            2025-12-31
          
          0.375000
          46.67
          46.01
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          860766.67
          887711.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE N 21
          
            2021-07-31
          
          2.250000
          23566.67
          23830.66
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          2196623.33
          2318925.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE U 26
          
            2026-01-31
          
          0.375000
          536.67
          528.18
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 41
          
            2041-02-15
          
          2.125000
          21142800.00
          31426183.67
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/2 BOND 39
          
            2039-02-15
          
          3.500000
          46.67
          57.16
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          20627693.33
          25258271.33
          U.S. Treasuries (including strips)
        
        
          USTR 3 3/8 TRIB 32
          
            2032-04-15
          
          3.375000
          26084975.00
          38624939.73
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/09/21
          
            2021-09-09
          
          0.00
          6264580.00
          6264235.45
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN X 26
          
            2026-04-15
          
          0.125000
          70.62
          77.64
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AY 23
          
            2023-03-31
          
          0.125000
          728980.00
          728869.26
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE C 23
          
            2023-05-15
          
          1.750000
          5527550.00
          5703703.11
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE Q 22
          
            2022-09-30
          
          1.750000
          116.67
          119.55
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE P 22
          
            2022-08-31
          
          1.875000
          210.00
          215.63
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AA 23
          
            2023-06-30
          
          2.625000
          21414400.00
          22745991.17
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE C 28
          
            2028-05-15
          
          2.875000
          5833333.33
          6470191.15
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          23.33
          23.73
          U.S. Treasuries (including strips)
        
        
          USTR 1 TRIB 46
          
            2046-02-15
          
          1.000000
          4555884.04
          5759674.71
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 44
          
            2044-11-15
          
          3.000000
          27020.00
          30710.47
          U.S. Treasuries (including strips)
        
        
          USTR 3 5/8 BOND 43
          
            2043-08-15
          
          3.625000
          5417066.67
          6812768.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          17453496.67
          20276792.61
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          46.67
          50.92
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE F 21
          
            2021-11-15
          
          2.000000
          5833380.00
          5890351.83
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE AH 24
          
            2024-12-31
          
          1.750000
          10281086.67
          10824490.38
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/10/21
          
            2021-06-10
          
          0.00
          770.00
          770.00
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          22262146.67
          24734314.63
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          14653.33
          11777.20
          U.S. Treasuries (including strips)
        
        
          USTR 3 1/8 BOND 42
          
            2042-02-15
          
          3.125000
          46.67
          54.41
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 TRIB 40
          
            2040-02-15
          
          2.125000
          15709226.21
          23153303.33
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE M 24
          
            2024-06-30
          
          2.000000
          2722976.67
          2884576.61
          U.S. Treasuries (including strips)
        
        
          USTR BILL 10/07/21
          
            2021-10-07
          
          0.00
          172643.33
          172627.62
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/21/21
          
            2021-09-21
          
          0.00
          70.00
          70.00
          U.S. Treasuries (including strips)
        
        
          USTR BILL 11/18/21
          
            2021-11-18
          
          0.00
          3500000.00
          3499545.00
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          116.67
          116.89
          U.S. Treasuries (including strips)
        
        
          USTR BILL 10/28/21
          
            2021-10-28
          
          0.00
          5833496.67
          5832913.32
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE E 29
          
            2029-08-15
          
          1.625000
          55300.00
          56346.21
          U.S. Treasuries (including strips)
        
        
          USTR 5 1/2 BOND 28
          
            2028-08-15
          
          5.500000
          326.67
          426.82
          U.S. Treasuries (including strips)
        
        
          USTR 7 5/8 BOND 25
          
            2025-02-15
          
          7.625000
          233.33
          299.85
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          1166666.67
          1239802.78
          U.S. Treasuries (including strips)
        
        
          USTR 7 1/2 BOND 24
          
            2024-11-15
          
          7.500000
          221923.33
          276821.27
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 24
          
            2024-10-15
          
          0.125000
          144.37
          157.16
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE R 23
          
            2023-10-31
          
          1.625000
          46.67
          48.33
          U.S. Treasuries (including strips)
        
        
          USTR 0 7/8 TRIB 47
          
            2047-02-15
          
          0.875000
          5050022.57
          6262560.61
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 45
          
            2045-02-15
          
          0.750000
          30872511.29
          36849838.83
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 TRIB 42
          
            2042-02-15
          
          0.750000
          23222850.00
          27657537.91
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE L 25
          
            2025-05-31
          
          2.875000
          2212956.67
          2447304.46
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-07-13
      Y
      
        Natixis Financial Products LLC
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0002
      350000000.00
      350000000.00
      0.0104
      N
      N
      Y
      N
    
    
      Standard Chartered Bank
      Standard Chartered Bank 0.010000%
      0000861350
      966RRE004_0.01_0601
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          USTR 2 5/8 NOTE G 26
          
            2026-01-31
          
          2.625000
          25000000.00
          27401527.90
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE S 25
          
            2025-11-30
          
          2.875000
          50000000.00
          55570902.47
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE AD 23
          
            2023-09-30
          
          2.875000
          10000100.00
          10671316.82
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE C 28
          
            2028-05-15
          
          2.875000
          4040200.00
          4486474.94
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 BOND 51
          
            2051-02-15
          
          1.875000
          6360200.00
          5835694.34
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 47
          
            2047-02-15
          
          3.000000
          300.00
          346.27
          U.S. Treasuries (including strips)
        
        
          USTR 6 1/4 BOND 30
          
            2030-05-15
          
          6.250000
          23660700.00
          33268432.00
          U.S. Treasuries (including strips)
        
        
          USTR BILL 06/03/21
          
            2021-06-03
          
          0.00
          10246600.00
          10246589.75
          U.S. Treasuries (including strips)
        
        
          USTR BILL 09/09/21
          
            2021-09-09
          
          0.00
          300.00
          299.98
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AZ 23
          
            2023-04-30
          
          0.125000
          7600000.00
          7598427.63
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          25000000.00
          25650494.70
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE AA 25
          
            2025-06-30
          
          0.250000
          1976700.00
          1952390.74
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE W 26
          
            2026-03-31
          
          0.750000
          25000000.00
          25008163.11
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/4 NOTE K 28
          
            2028-04-30
          
          1.250000
          11419600.00
          11436193.67
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/4 NOTE Y 26
          
            2026-04-30
          
          0.750000
          200.00
          199.80
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AR 23
          
            2023-09-15
          
          0.125000
          39355700.00
          39314075.79
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE B 31
          
            2031-02-15
          
          1.125000
          2400000.00
          2308523.73
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          10000000.00
          9887593.96
          U.S. Treasuries (including strips)
        
        
          USTR 0 3/8 NOTE AY 22
          
            2022-03-31
          
          0.375000
          56656600.00
          56838199.26
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 NOTE AK 23
          
            2023-03-15
          
          0.500000
          21161000.00
          21320901.72
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/8 NOTE H 27
          
            2027-02-28
          
          1.125000
          8301800.00
          8391939.18
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          9957900.00
          10230902.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE BF 21
          
            2021-08-31
          
          1.500000
          100000000.00
          100726171.74
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/8 NOTE E 21
          
            2021-08-15
          
          2.125000
          100000.00
          101036.96
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          8769900.00
          9170059.39
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          13586200.00
          14542367.37
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          46000000.00
          48928260.50
          U.S. Treasuries (including strips)
        
        
          USTR 1 7/8 NOTE M 26
          
            2026-06-30
          
          1.875000
          13225300.00
          14021618.40
          U.S. Treasuries (including strips)
        
        
          USTR 2 5/8 NOTE AG 23
          
            2023-12-31
          
          2.625000
          76619300.00
          82172900.11
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/2 TRIN A 28
          
            2028-01-15
          
          0.500000
          26814177.39
          30344961.46
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          90057500.00
          96947869.48
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 TRIN AE 25
          
            2025-10-15
          
          0.125000
          50984000.00
          56083157.52
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          543200.00
          543012.14
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AH 23
          
            2023-01-15
          
          1.500000
          100000000.00
          102781204.97
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 NOTE BL 21
          
            2021-12-31
          
          1.625000
          100000000.00
          101578364.64
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AG 24
          
            2024-11-30
          
          1.500000
          16999800.00
          17756195.45
          U.S. Treasuries (including strips)
        
        
          USTR 1 3/4 NOTE F 29
          
            2029-11-15
          
          1.750000
          18599800.00
          19074935.73
          U.S. Treasuries (including strips)
        
        
          USTR 1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          30423200.00
          31610436.45
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          1615400.00
          1736572.76
          U.S. Treasuries (including strips)
        
        
          USTR 0 1/8 NOTE AK 24
          
            2024-02-15
          
          0.125000
          6899500.00
          6880707.21
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          10192000.00
          11413599.11
          U.S. Treasuries (including strips)
        
        
          USTR 2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          4433600.00
          4850364.91
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE E 25
          
            2025-08-15
          
          2.000000
          3000.00
          3191.90
          U.S. Treasuries (including strips)
        
        
          USTR 2 7/8 NOTE E 28
          
            2028-08-15
          
          2.875000
          11820900.00
          13215988.77
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE B 22
          
            2022-02-15
          
          2.000000
          16105200.00
          16417727.19
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE S 22
          
            2022-11-30
          
          2.000000
          13444700.00
          13957187.29
          U.S. Treasuries (including strips)
        
        
          USTR 3 BOND 49
          
            2049-02-15
          
          3.000000
          9988300.00
          11587177.51
          U.S. Treasuries (including strips)
        
        
          USTR 2 NOTE M 24
          
            2024-06-30
          
          2.000000
          83649000.00
          88618068.10
          U.S. Treasuries (including strips)
        
        
          USTR 2 1/4 NOTE T 24
          
            2024-12-31
          
          2.250000
          11663000.00
          12518188.25
          U.S. Treasuries (including strips)
        
        
          USTR 1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          500.00
          429.14
          U.S. Treasuries (including strips)
        
        
          USTR 0 5/8 NOTE T 27
          
            2027-12-31
          
          0.625000
          100.00
          96.76
          U.S. Treasuries (including strips)
        
      
      Y
      2021-06-01
      2021-06-01
      2021-06-01
      N
      N
      N
      0.0001
      1250000000.00
      1250000000.00
      0.0372
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      Bank of Montreal/US 0.050000%
      RUC0QBLBRPRCU4W1NE59
      0000009622
      967KTE907_0.05_0604
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA GNRM 2016-116 HK
          
            2046-02-20
          
          2.750000
          38656.60
          39491.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-093 LA
          
            2045-05-20
          
          3.000000
          409442.67
          414148.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-046 KQ
          
            2051-02-20
          
          1.500000
          600.00
          582.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-1O HZ
          
            2068-01-20
          
          4.613000
          23315.14
          29810.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-3O HZ
          
            2068-01-20
          
          4.544500
          23170.09
          28843.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-8O PZ
          
            2066-04-20
          
          2.000000
          23887.72
          22355.85
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5035KL 11/25/50
          
            2050-11-25
          
          0.750000
          20000.00
          14512.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2016-29 W
          
            2046-07-20
          
          2.500000
          56.72
          58.90
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5088HY 03/25/51
          
            2051-03-25
          
          1.500000
          8668.80
          7568.63
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 5101AP 02/15/47
          
            2047-02-15
          
          1.500000
          848193.35
          858369.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL086PY R15F086
          
            2045-11-25
          
          3.500000
          598400.00
          645026.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-142 AM
          
            2048-12-20
          
          4.500000
          137040.94
          142210.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-015 CU
          
            2045-12-20
          
          2.500000
          32188.00
          32501.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O JZ
          
            2068-04-20
          
          4.214000
          22817.69
          25769.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-061 KY
          
            2050-05-20
          
          4.000000
          97039.60
          104855.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5101UD 12/25/50
          
            2050-12-25
          
          1.000000
          80411.12
          80482.37
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL024KG R21F024
          
            2044-09-25
          
          2.500000
          177.45
          182.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL024MY R21F024
          
            2051-04-25
          
          1.500000
          277600.00
          214603.95
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5101CL 02/25/51
          
            2051-02-25
          
          1.000000
          20148.40
          15412.56
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5101EA 12/25/45
          
            2045-12-25
          
          1.000000
          1287115.82
          1289691.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-029 KG
          
            2051-01-20
          
          1.250000
          258162.36
          257495.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL040GY R12F040
          
            2042-04-25
          
          4.000000
          274860.74
          295983.24
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 3382CE 11/15/37
          
            2037-11-15
          
          6.000000
          3.28
          3.74
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5103LC 01/25/50
          
            2050-01-25
          
          1.500000
          19160600.88
          19327853.76
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5088QD 10/25/50
          
            2050-10-25
          
          1.250000
          704.31
          705.08
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5020EY 10/25/50
          
            2050-10-25
          
          1.500000
          134067.40
          115708.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2017-36 GB
          
            2047-03-20
          
          3.000000
          334812.88
          344737.41
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5050KY 12/25/50
          
            2050-12-25
          
          0.750000
          34200.00
          26384.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC028HD R21F028
          
            2032-10-25
          
          2.500000
          514321.86
          532307.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL009HP R13F009
          
            2041-07-25
          
          1.750000
          5242626.99
          5289157.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC013HA R20F013
          
            2045-07-25
          
          3.000000
          206344.82
          208432.82
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4528KU 10/15/45
          
            2045-10-15
          
          4.500000
          301276.01
          319079.91
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5049WY 12/25/50
          
            2050-12-25
          
          0.750000
          8000.00
          6244.92
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5049WV 12/25/50
          
            2050-12-25
          
          1.000000
          6600.00
          5337.97
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5083YM 06/25/24
          
            2024-06-25
          
          2.000000
          792099.30
          795908.50
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5013NL 09/25/50
          
            2050-09-25
          
          1.000000
          11000.00
          7470.71
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5088QE 10/25/50
          
            2050-10-25
          
          1.500000
          2258417.50
          2279549.51
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5013NY 09/25/50
          
            2050-09-25
          
          1.000000
          36600.00
          26727.22
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5103KD 05/25/51
          
            2051-05-25
          
          2.000000
          6375543.43
          6291902.67
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5103KU 05/25/51
          
            2051-05-25
          
          1.500000
          185246.00
          184494.83
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5103LQ 04/25/50
          
            2050-04-25
          
          1.500000
          144826.33
          145314.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-029 BY
          
            2050-07-20
          
          3.000000
          565424.57
          594694.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2021-029 TV
          
            2051-02-20
          
          1.000000
          327.20
          200.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-103 LB
          
            2049-08-20
          
          3.500000
          52.36
          54.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM CL028LU R21F028
          
            2051-05-25
          
          2.000000
          1729371.17
          1717836.27
          Agency Collateralized Mortgage Obligation
        
        
          03IW0FRESB MTG TR 2015-SB2
          
            2035-07-25
          
          0.807300
          30979.26
          31062.92
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-003 AF
          
            2060-08-16
          
          2.500000
          385143.19
          399007.19
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-110 MA
          
            2037-03-16
          
          2.500000
          78.22
          79.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNPL LM CB4467
          
            2059-06-15
          
          4.300000
          203952.35
          238191.87
          Agency Mortgage-Backed Securities
        
        
          GNMA GNHF RF BU6004 H
          
            2071-03-20
          
          3.393000
          32490.00
          35960.64
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2020-11O JZ
          
            2069-05-20
          
          4.177700
          209.47
          254.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-005 CD
          
            2049-12-20
          
          3.000000
          146075.85
          150943.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-43 LC
          
            2048-02-20
          
          4.000000
          270879.60
          278026.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2020-010 AE
          
            2060-09-16
          
          2.500000
          332588.75
          344598.53
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRM 2020-019 AF
          
            2061-05-16
          
          2.350000
          2729532.57
          2815759.87
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 04.500 CT995750
          
            2029-05-01
          
          4.500000
          5.40
          5.86
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CTMA4364
          
            2041-06-01
          
          2.000000
          327743.80
          334213.46
          Agency Mortgage-Backed Securities
        
        
          FMAC FGRM 4669QT 04/15/43
          
            2043-04-15
          
          3.500000
          15000.00
          15848.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRM 2019-43 LB
          
            2048-08-20
          
          4.000000
          208395.00
          230063.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O JA
          
            2068-09-20
          
          3.750000
          7835.52
          8549.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2016-1O FA
          
            2066-01-20
          
          1.010400
          36623.14
          37398.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC076VG R12F076
          
            2029-03-25
          
          4.000000
          87.41
          87.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA FNRM RC005BA R20F005
          
            2044-11-25
          
          3.000000
          162015.20
          163296.10
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 4700VT 09/15/28
          
            2028-09-15
          
          4.000000
          12910.35
          13029.23
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5035KG 11/25/50
          
            2050-11-25
          
          0.750000
          9600.00
          7643.69
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5041JL 11/25/50
          
            2050-11-25
          
          1.500000
          35371.60
          26543.03
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FERM 5085TY 01/25/51
          
            2051-01-25
          
          1.000000
          8902.00
          7297.54
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FGRM 2790TN 05/15/24
          
            2024-05-15
          
          4.000000
          12.57
          13.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2013-H04 BA
          
            2063-02-20
          
          1.650000
          496.99
          499.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-1O JZ
          
            2068-01-20
          
          4.544600
          23277.16
          26888.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-3O GZ
          
            2068-02-20
          
          4.073700
          23053.01
          25648.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-0O GZ
          
            2067-04-20
          
          4.549500
          42589.36
          51638.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-1O GZ
          
            2067-04-20
          
          4.628100
          24073.50
          29939.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2017-8O HZ
          
            2063-08-20
          
          4.233400
          23549.46
          25787.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA GNRA 2018-7O HZ
          
            2068-04-20
          
          4.607400
          678.01
          851.17
          Agency Collateralized Mortgage Obligation
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2027-06-25
          
          2.892000
          30387.69
          32582.93
          Agency Mortgage-Backed Securities
        
        
          GNMA GNRA 2012-028 C
          
            2045-07-16
          
          3.265900
          2.67
          2.68
          Agency Mortgage-Backed Securities
        
        
          FMAC FEPC 04.000 CLZS4639
          
            2045-11-01
          
          4.000000
          624.68
          682.46
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 02.000 CLBR2822
          
            2050-12-01
          
          2.000000
          430.07
          435.10
          Agency Mortgage-Backed Securities
        
        
          FNMA FNMS 06.500 CLAE0443
          
            2039-10-01
          
          6.500000
          13.65
          16.02
          Agency Mortgage-Backed Securities
        
        
          FMAC FHLMC REMIC SERIES K-
          
            2024-03-25
          
          2.321000
          98.00
          100.33
          Agency Mortgage-Backed Securities
        
        
          02MEVFHLMC REMIC SERIES K-
          
            2026-01-25
          
          3.499000
          3182009.00
          3425589.40
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-06-04
      2021-06-04
      2021-06-28
      Y
      
        BMO Capital Markets Corp.
        1.0000
        7
        N
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1
        
      
      N
      N
      0.0005
      50000000.00
      50000000.00
      0.0015
      N
      N
      Y
      N
    
    
      Edward Jones Money Market Fund
      2021-06-07
      Aaron J. Masek
      Aaron J. Masek
      Treasurer
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