Form N-MFP2 STATE STREET MASTER FUND For: Nov 30

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December 7, 2021 11:02 AM EST
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    N-MFP2
    
      
        
          0001094885
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2021-11-30
      0001094885
      S000010686
      1
      N
      N
    
    
      
        SSGA Funds Management, Inc.
        801-60103
      
      
        Ernst & Young  LLP
        Boston
        MA
      
      
        SSGA Funds Management, Inc.
      
      
        None
      
      N
      Y
      
        0001107414
        U.S. Government Money Market Fund
        333-30810
        S000010701
      
      N
      Exempt Government
      Government/Agency
      N
      16
      91
      
        72186831111.62
        70449328568.80
        70567438645.07
        69295349111.60
      
      
        76838831111.62
        75081328568.80
        75102438645.07
        74453349111.60
        0.00
      
      
        0.7755
        0.7714
        0.7746
        0.7635
      
      
        0.8255
        0.8221
        0.8244
        0.8203
        0.0000
      
      1601625345.35
      89398500521.46
      89396952579.04
      4228157.63
      870610856.41
      90132195225.61
      0.0000
      0.0000
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
    
    
      C000029566
      50000000.00
      90132195225.61
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0000
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.170000%
      3130AJC49
      2549001DPIFGXC1TOL40
      US3130AJC491
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0005
      130038559.30
      130038559.30
      0.0014
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.115000%
      3130AKG34
      2549001DPIFGXC1TOL40
      US3130AKG342
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0008
      150048312.00
      150048312.00
      0.0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.075000%
      3130AKHD1
      2549001DPIFGXC1TOL40
      US3130AKHD17
      U.S. Government Agency Debt
      Y
      2021-12-01
      2021-12-27
      2021-12-27
      N
      N
      N
      0.0007
      400251717.07
      400251717.07
      0.0044
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.110000%
      3130AKHJ8
      2549001DPIFGXC1TOL40
      US3130AKHJ86
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0008
      350095277.00
      350095277.00
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.110000%
      3130AKKN5
      2549001DPIFGXC1TOL40
      US3130AKKN51
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0009
      250065795.00
      250065795.00
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.065000%
      3130ALSD7
      2549001DPIFGXC1TOL40
      US3130ALSD70
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-17
      2022-06-17
      N
      N
      N
      0.0009
      272964108.69
      272964108.69
      0.0030
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.065000%
      3130ALUJ1
      2549001DPIFGXC1TOL40
      US3130ALUJ13
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0009
      249965182.50
      249965182.50
      0.0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130AMGF3
      2549001DPIFGXC1TOL40
      US3130AMGF30
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-14
      2022-04-14
      N
      N
      N
      0.0009
      381208554.31
      381208554.31
      0.0042
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130AML26
      2549001DPIFGXC1TOL40
      US3130AML264
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-22
      2022-04-22
      N
      N
      N
      0.0007
      323970076.49
      323970076.49
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130AMRN4
      2549001DPIFGXC1TOL40
      US3130AMRN45
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-01
      2022-06-01
      N
      N
      N
      0.0009
      161277779.31
      161277779.31
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130ANA26
      2549001DPIFGXC1TOL40
      US3130ANA265
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0008
      348067297.35
      348067297.35
      0.0039
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.055000%
      3130ANA67
      2549001DPIFGXC1TOL40
      US3130ANA679
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0008
      161786756.67
      161786756.67
      0.0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.055000%
      3130ANAH3
      2549001DPIFGXC1TOL40
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-03-14
      2022-03-14
      N
      N
      N
      0.0008
      121249812.95
      121249812.95
      0.0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.055000%
      3130ANAT7
      2549001DPIFGXC1TOL40
      US3130ANAT70
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-13
      2022-04-13
      N
      N
      N
      0.0007
      380973261.42
      380973261.42
      0.0042
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130ANZN3
      2549001DPIFGXC1TOL40
      US3130ANZN36
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0006
      290001667.50
      290001667.50
      0.0032
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130ANZT0
      2549001DPIFGXC1TOL40
      US3130ANZT06
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0006
      445548622.28
      445548622.28
      0.0049
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.060000%
      3130AP3L7
      2549001DPIFGXC1TOL40
      US3130AP3L73
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-17
      2022-10-17
      N
      N
      N
      0.0006
      39999996.00
      39999996.00
      0.0004
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.125000%
      3130AQ3V3
      2549001DPIFGXC1TOL40
      US3130AQ3V38
      U.S. Government Agency Debt
      Y
      2022-11-29
      2022-11-29
      2022-11-29
      N
      N
      N
      0.0023
      195788868.80
      195788868.80
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank
      313313YD4
      U.S. Government Agency Debt
      Y
      2022-06-16
      2022-06-16
      2022-06-16
      N
      N
      N
      0.0012
      43571721.91
      43571721.91
      0.0005
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.200000%
      3133EKH58
      US3133EKH585
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-08-26
      2022-08-26
      N
      N
      N
      0.0006
      22023472.68
      22023472.68
      0.0002
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.095000%
      3133EL2R4
      US3133EL2R40
      U.S. Government Agency Debt
      Y
      2021-12-31
      2021-12-28
      2021-12-28
      N
      N
      N
      0.0006
      101392726.38
      101392726.38
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.180000%
      3133ELD27
      US3133ELD277
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0006
      275081419.25
      275081419.25
      0.0031
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.150000%
      3133ELJ88
      US3133ELJ886
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-01-18
      2022-01-18
      N
      N
      N
      0.0011
      100005387.00
      100005387.00
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.055000%
      3133EM4Y5
      US3133EM4Y54
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-09-13
      2022-09-13
      N
      N
      N
      0.0008
      289249516.85
      289249516.85
      0.0032
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.068000%
      3133EM4Z2
      US3133EM4Z20
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-07-14
      2023-07-14
      N
      N
      N
      0.0008
      162770591.81
      162770591.81
      0.0018
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.070000%
      3133EM5N8
      US3133EM5N80
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-08-21
      2023-08-21
      N
      N
      N
      0.0008
      379408173.23
      379408173.23
      0.0042
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.055000%
      3133EMB84
      US3133EMB840
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-26
      2022-05-26
      N
      N
      N
      0.0008
      267003896.35
      267003896.35
      0.0030
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.135000%
      3133EMCF7
      US3133EMCF78
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0008
      45021432.15
      45021432.15
      0.0005
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.079000%
      3133EMD41
      US3133EMD416
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-04-03
      2023-04-03
      N
      N
      N
      0.0009
      226011460.17
      226011460.17
      0.0025
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.100000%
      3133EMGJ5
      US3133EMGJ54
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0006
      477142847.19
      477142847.19
      0.0053
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.115000%
      3133EMGS5
      US3133EMGS53
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0006
      39270946.55
      39270946.55
      0.0004
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.090000%
      3133EMKE1
      US3133EMKE12
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-07-11
      2022-07-11
      N
      N
      N
      0.0006
      114520474.89
      114520474.89
      0.0013
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.055000%
      3133EML26
      US3133EML260
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-21
      2022-06-21
      N
      N
      N
      0.0006
      219676028.62
      219676028.62
      0.0024
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.090000%
      3133EMMM1
      US3133EMMM10
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-07-08
      2022-07-08
      N
      N
      N
      0.0007
      275037213.00
      275037213.00
      0.0031
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.105000%
      3133EMNA6
      US3133EMNA62
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-12-13
      2022-12-13
      N
      N
      N
      0.0006
      329396809.28
      329396809.28
      0.0037
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.080000%
      3133EMNC2
      US3133EMNC29
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-13
      2022-05-13
      N
      N
      N
      0.0005
      390945586.76
      390945586.76
      0.0043
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.135000%
      3133EMNJ7
      US3133EMNJ71
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-01-19
      2023-01-19
      N
      N
      N
      0.0006
      150085978.50
      150085978.50
      0.0017
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.105000%
      3133EMPZ9
      US3133EMPZ95
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-02-09
      2023-02-09
      N
      N
      N
      0.0007
      54725247.88
      54725247.88
      0.0006
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.075000%
      3133EMQ96
      US3133EMQ962
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-07-13
      2023-07-13
      N
      N
      N
      0.0008
      74993916.00
      74993916.00
      0.0008
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.075000%
      3133EMQF2
      US3133EMQF23
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-08
      2022-06-08
      N
      N
      N
      0.0006
      306828158.10
      306828158.10
      0.0034
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.062500%
      3133EMTC6
      US3133EMTC64
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-09-07
      2022-09-07
      N
      N
      N
      0.0006
      324510669.56
      324510669.56
      0.0036
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.060000%
      3133EMUR1
      US3133EMUR15
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0006
      367599977.94
      367599977.94
      0.0041
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.075000%
      3133EMVQ2
      US3133EMVQ23
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-01-12
      2023-01-12
      N
      N
      N
      0.0006
      309286015.26
      309286015.26
      0.0034
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.070000%
      3133EMXK3
      US3133EMXK35
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-27
      2022-10-27
      N
      N
      N
      0.0006
      271027062.06
      271027062.06
      0.0030
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.085000%
      3133EMXZ0
      US3133EMXZ04
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-05-03
      2023-05-03
      N
      N
      N
      0.0009
      318049982.79
      318049982.79
      0.0035
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.070000%
      3133EMZK1
      US3133EMZK17
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-12-14
      2022-12-14
      N
      N
      N
      0.0006
      361420409.03
      361420409.03
      0.0040
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.070000%
      3133EMZL9
      US3133EMZL99
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-03-14
      2023-03-14
      N
      N
      N
      0.0007
      522173772.62
      522173772.62
      0.0058
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.078000%
      3133ENAS9
      US3133ENAS90
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-10-12
      2023-10-12
      N
      N
      N
      0.0008
      274976270.25
      274976270.25
      0.0031
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank 0.085000%
      3133ENCP3
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-11-01
      2023-11-01
      N
      N
      N
      0.0008
      300000438.00
      300000438.00
      0.0033
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank
      3133ENFY1
      US3133ENFY14
      U.S. Government Agency Debt
      Y
      2022-12-02
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0017
      412643776.88
      412643776.88
      0.0046
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. 0.200000%
      3134GVFL7
      S6XOOCT0IEG5ABCC6L87
      US3134GVFL73
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-03-04
      2022-03-04
      N
      N
      N
      0.0006
      200071438.00
      200071438.00
      0.0022
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. 0.240000%
      3134GVJ25
      S6XOOCT0IEG5ABCC6L87
      US3134GVJ250
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0006
      460422303.00
      460422303.00
      0.0051
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. 0.210000%
      3134GWCT1
      S6XOOCT0IEG5ABCC6L87
      US3134GWCT10
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-20
      2022-04-20
      N
      N
      N
      0.0011
      460178673.20
      460178673.20
      0.0051
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. 0.125000%
      3134GWR99
      S6XOOCT0IEG5ABCC6L87
      US3134GWR996
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-03-14
      2022-03-14
      N
      N
      N
      0.0011
      250011000.00
      250011000.00
      0.0028
      N
      N
      N
      N
    
    
      Federal National Mortgage Assoc.
      Federal National Mortgage Assoc. 0.320000%
      3135G04G5
      B1V7KEBTPIMZEU4LTD58
      US3135G04G53
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-04
      2022-05-04
      N
      N
      N
      0.0009
      299550234.53
      299550234.53
      0.0033
      N
      N
      N
      N
    
    
      Federal National Mortgage Assoc.
      Federal National Mortgage Assoc. 0.250000%
      3135G04X8
      B1V7KEBTPIMZEU4LTD58
      US3135G04X86
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0008
      457566961.94
      457566961.94
      0.0051
      N
      N
      N
      N
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.060000%
      0000319432
      46599J009_0.06_1206
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2042-09-01
          
          3.500000
          14070848.00
          2836728.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-05-01
          
          4.000000
          3643912.00
          648301.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-10-01
          
          4.500000
          195398.00
          94704.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1040.00
          276.93
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-04-01
          
          4.500000
          6920.00
          3939.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          3.000000
          10379.00
          10861.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-05-01
          
          4.500000
          14228064.00
          5992293.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-03-01
          
          2.500000
          1000.00
          1010.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          3.000000
          2490908.00
          2583477.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          1000.00
          1021.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          336201.00
          345856.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.000000
          9527800.00
          9516526.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.000000
          6147541.00
          4448930.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.500000
          4593904.00
          2772487.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-01-01
          
          1.500000
          13843700.00
          12531588.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          1.500000
          20960960.00
          19144157.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          5.500000
          88153728.00
          3950136.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-10-20
          
          3.000000
          74989137.00
          25057580.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.000000
          46339.00
          46588.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-03-01
          
          1.911000
          185729.00
          143062.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-05-01
          
          5.500000
          17863655.00
          1595145.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-03-01
          
          5.500000
          471249.00
          26161.70
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-12-01
          
          3.500000
          17367.00
          3780.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-06-01
          
          3.500000
          1000.00
          221.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.000000
          1000.00
          240.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          1313.00
          353.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-04-01
          
          6.000000
          430600.00
          6201.44
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-04-01
          
          4.000000
          9021485.00
          1497029.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-06-01
          
          5.500000
          1205510.00
          106604.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-03-01
          
          5.500000
          126971.00
          37010.36
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-11-01
          
          4.000000
          45077.00
          27605.68
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-10-01
          
          2.500000
          154532.00
          138440.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-01
          
          2.000000
          13825696.00
          13368469.12
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-09-01
          
          2.000000
          1696500.00
          1674897.27
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.000000
          170156.00
          169009.92
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-06-01
          
          4.000000
          1954.00
          915.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-06-01
          
          4.500000
          11026688.00
          3038572.53
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-08-01
          
          3.500000
          11090288.00
          3466162.50
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-05-01
          
          4.000000
          17570.00
          9395.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-09-01
          
          4.000000
          5861020.00
          2959413.16
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-11-01
          
          3.500000
          5684870.00
          4694039.62
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          2.000000
          21097360.00
          20351306.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          2.000000
          5876337.00
          5572103.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-11-01
          
          3.000000
          136007.00
          141276.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          3.000000
          16272672.00
          16028505.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-08-01
          
          4.000000
          9529152.00
          1718108.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          11231312.00
          2559499.27
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0006
      166000000.00
      166000000.00
      0.0018
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.060000%
      0000319432
      46599J009_0.06_1208
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2043-03-01
          
          4.000000
          2844454.00
          683591.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-10-01
          
          4.000000
          1211776.00
          557257.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2057-01-01
          
          3.500000
          1462428.00
          942377.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-05-01
          
          4.000000
          2955771.00
          2007664.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-06-01
          
          4.000000
          528961.00
          415688.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.500000
          24702520.00
          8838603.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-02-01
          
          4.500000
          8846411.00
          4722401.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-04-01
          
          1.889000
          17936448.00
          14603729.76
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-12-01
          
          4.000000
          2121102.00
          1012062.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          3.500000
          10365760.00
          5022864.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-03-01
          
          4.500000
          14695568.00
          6208119.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-03-01
          
          5.000000
          16776640.00
          9061611.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          154598.00
          156009.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-04-01
          
          4.000000
          1000.00
          165.94
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-06-01
          
          5.500000
          205555.00
          18177.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-11-01
          
          4.000000
          157721.00
          96590.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-08-01
          
          3.500000
          469904.00
          229426.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-01
          
          2.000000
          1403416.00
          1357003.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.000000
          223574.00
          222068.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-05-01
          
          4.000000
          30682112.00
          5458765.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-08-01
          
          3.500000
          1668616.00
          834134.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          3.500000
          3959932.00
          1388291.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          4.000000
          3873311.00
          1460395.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-03-01
          
          3.500000
          5102320.00
          2077118.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-07-01
          
          3.500000
          5428783.00
          2971350.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-12-01
          
          3.000000
          392832.00
          304266.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          3.000000
          4209267.00
          4050823.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.500000
          3103568.00
          3178366.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.000000
          1432050.00
          1394475.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          3.000000
          2657448.00
          2804507.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          1000.00
          1021.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          5127680.00
          1568811.94
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-08-01
          
          5.000000
          1000.00
          62.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-03-01
          
          1.911000
          123712.00
          95292.02
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-09-01
          
          2.150000
          1810.00
          28.58
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-05-01
          
          5.500000
          2714327.00
          242377.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-12-01
          
          3.500000
          164128.00
          35731.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-06-01
          
          3.500000
          37065.00
          8192.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.000000
          232859.00
          56080.38
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          102905.00
          27666.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-09-01
          
          1.925000
          29946.00
          72.40
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-07-01
          
          2.262000
          13799.00
          88.92
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          3.500000
          1515433.00
          1566156.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-04-01
          
          2.150000
          23396.00
          506.57
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-08
      2021-12-08
      2021-12-08
      N
      N
      N
      0.0006
      84000000.00
      84000000.00
      0.0009
      N
      N
      N
      Y
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.060000%
      0000319432
      46599J009_0.06_1227
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2043-11-01
          
          4.000000
          626931.00
          161509.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.000000
          2760984.00
          664938.96
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          3292.00
          885.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-04-01
          
          6.000000
          5348554.00
          77029.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-01-01
          
          1.959000
          54841251.00
          6109959.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-04-01
          
          3.500000
          7671312.00
          1195210.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-05-01
          
          4.000000
          8521536.00
          1516097.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-08-01
          
          4.000000
          465778.00
          83979.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          2151679.00
          490345.28
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          1253000.00
          435550.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-08-01
          
          3.500000
          1000.00
          550.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-09-01
          
          3.500000
          4665680.00
          2387738.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          4.000000
          1056870.00
          398482.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-12-01
          
          4.000000
          219604.00
          78649.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2056-07-01
          
          3.500000
          35993.00
          19036.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2057-01-01
          
          3.500000
          459788.00
          296283.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2057-01-01
          
          3.500000
          17444.00
          10523.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2058-05-01
          
          4.000000
          112972.00
          68543.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-06-01
          
          4.000000
          346558.00
          222792.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-10-01
          
          4.000000
          61226.00
          28155.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-08-01
          
          4.000000
          1829.00
          905.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-10-01
          
          4.500000
          6652678.00
          3224379.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-11-01
          
          4.000000
          1401830.00
          576413.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-03-01
          
          2.000000
          118349.00
          113850.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-12-01
          
          4.000000
          588995.00
          281033.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-06-01
          
          4.500000
          1000.00
          593.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-10-01
          
          3.142000
          2975.00
          944.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          4.500000
          9500.00
          5833.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-08-01
          
          5.500000
          274623.00
          11976.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-03-01
          
          1.911000
          994048.00
          765688.36
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-04-01
          
          2.370000
          25000666.00
          50977.14
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-03-01
          
          2.331000
          20862469.00
          674798.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-12-01
          
          3.000000
          552085.00
          427615.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          3.000000
          1187649.00
          1142944.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          3.000000
          10272.00
          10653.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.000000
          1450966.00
          1412895.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          1661.00
          1695.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          3.000000
          220509.00
          233966.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-05-01
          
          2.500000
          856640.00
          697193.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-04-01
          
          2.500000
          4372762.00
          4450993.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          2.500000
          26275.00
          26614.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.000000
          66000.00
          65921.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-11-01
          
          2.100000
          5789.00
          134.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.500000
          573144.00
          569026.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          3.000000
          8248385.00
          8124620.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.000000
          1000.00
          988.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          118373.00
          119453.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.000000
          337610.00
          244325.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-01-01
          
          1.500000
          163157.00
          147692.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          1.500000
          47796.00
          43653.26
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-12-01
          
          2.100000
          3622.00
          89.40
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-01-01
          
          5.500000
          363732.00
          107880.44
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-03-01
          
          5.500000
          642973.00
          154180.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-02-01
          
          3.500000
          3195736.00
          1048565.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-06-01
          
          4.000000
          5447718.00
          2240217.45
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-07-01
          
          3.500000
          15668146.00
          7122265.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-03-01
          
          4.000000
          7138839.00
          2663504.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-11-01
          
          5.000000
          2679737.00
          1843791.30
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-12-01
          
          3.500000
          9530237.00
          4234221.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          2.000000
          1534.00
          1487.71
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-06-01
          
          4.000000
          1084928.00
          291646.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-06-01
          
          5.500000
          13918.00
          6992.24
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-09-01
          
          4.000000
          24882.00
          4240.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          4.000000
          17304496.00
          7467337.76
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-10-01
          
          4.500000
          3917154.00
          1873412.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-10-01
          
          1.500000
          1000.00
          873.75
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-09-01
          
          2.150000
          152583.00
          2409.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-06-01
          
          3.500000
          18268156.00
          4037840.02
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-10-01
          
          1.385000
          25170682.00
          473774.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-11-01
          
          2.386000
          34161393.00
          384604.36
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-01-01
          
          1.812000
          50000000.00
          671785.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-04-01
          
          2.150000
          30701537.00
          664743.56
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-10-01
          
          7.000000
          12736462.00
          285592.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          3.500000
          28355947.00
          7068083.61
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-11-01
          
          5.500000
          1643277.00
          140938.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-04-01
          
          5.500000
          548177.00
          86097.93
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-08-01
          
          5.500000
          123866.00
          14583.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-11-01
          
          4.000000
          55315.00
          33875.55
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-01
          
          2.113000
          5049.00
          3187.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-09-01
          
          3.047000
          9543.00
          2726.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-01
          
          2.710000
          6010.00
          2863.30
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          4.000000
          1069.00
          110.58
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-08-01
          
          3.500000
          12813589.00
          6256108.76
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.000000
          56208.00
          55829.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-03-01
          
          3.500000
          9687380.00
          832061.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-02-01
          
          4.000000
          9857.00
          3903.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-05-01
          
          3.500000
          123598.00
          17242.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-09-01
          
          4.000000
          3702864.00
          566386.16
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-06-01
          
          4.000000
          239628.00
          112220.32
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-06-01
          
          4.500000
          852773.00
          234994.64
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-10-01
          
          4.500000
          28412.00
          9666.73
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-11-01
          
          4.500000
          379935.00
          109691.35
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-08-01
          
          3.500000
          26880.00
          8401.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-10-01
          
          4.500000
          3564996.00
          1471273.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-09-01
          
          4.000000
          6047932.00
          2500011.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-04-01
          
          3.500000
          102811.00
          49734.92
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-07-01
          
          4.000000
          55756.00
          29391.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-11-01
          
          3.500000
          1112192.00
          918345.24
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-01
          
          3.500000
          41960.00
          32679.36
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          2.000000
          6606640.00
          6373013.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-04-01
          
          2.975000
          15574362.00
          84471.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-04-01
          
          3.500000
          390921.00
          110915.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-09-01
          
          3.500000
          6548369.00
          1320172.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-10-01
          
          3.500000
          681266.00
          295512.40
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-27
      2021-12-27
      2021-12-27
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0011
      N
      N
      N
      Y
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.060000%
      0000319432
      46599J009_0.06_0106
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2040-05-01
          
          5.500000
          28760105.00
          2568150.43
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-11-01
          
          4.000000
          1154.00
          297.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.000000
          1134848.00
          273310.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-04-01
          
          4.000000
          565025.00
          93760.52
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-11-01
          
          5.500000
          1915569.00
          164292.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-07-01
          
          5.500000
          1000.00
          151.52
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-11-01
          
          4.000000
          122822.00
          75217.62
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-01
          
          2.113000
          3482053.00
          2198529.48
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-08-01
          
          3.500000
          5717658.00
          2791590.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-10-01
          
          2.500000
          578280.00
          518061.65
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.000000
          167560.00
          166431.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-05-01
          
          3.500000
          654005.00
          91238.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-06-01
          
          4.000000
          1816.00
          1427.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          145254.00
          38677.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-02-01
          
          4.500000
          2301068.00
          1228358.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-04-01
          
          1.889000
          10340096.00
          8418833.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          4.500000
          10052097.00
          3475636.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-02-01
          
          4.500000
          8164854.00
          4635976.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-09-01
          
          3.500000
          15263.00
          10663.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-11-01
          
          3.000000
          1880002.00
          1054787.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-05-01
          
          2.000000
          1122.00
          844.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          2.000000
          6331840.00
          6004023.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          3.000000
          956914.00
          1001385.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          4.500000
          10398800.00
          6599319.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-05-01
          
          4.500000
          14390.00
          7757.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-03-01
          
          5.000000
          2974.00
          1606.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-06-01
          
          4.500000
          3628346.00
          2154874.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-02-01
          
          3.000000
          4504.00
          3144.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-12-01
          
          3.000000
          14131298.00
          10945346.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          3.000000
          6522103.00
          6276601.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-06-01
          
          3.000000
          3350800.00
          3522861.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          3.000000
          20256.00
          21008.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.000000
          3174076.00
          3090794.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          1000.00
          1021.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-05-01
          
          2.500000
          5592840.00
          4551845.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-04-01
          
          2.500000
          1011.00
          1029.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          2.500000
          1210648.00
          1226270.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          1000.00
          1028.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-05-01
          
          3.500000
          1012.00
          122.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.500000
          855921.00
          849771.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.000000
          667452.00
          659596.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          98500.00
          99399.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-03-01
          
          2.500000
          3070632.00
          1190308.58
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.000000
          3787141.00
          2740726.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.500000
          5131.00
          3096.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          1.500000
          1205354.00
          1100879.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-04-01
          
          2.500000
          1805838.00
          1705449.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-10-01
          
          1.895000
          8864081.00
          699744.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-09-01
          
          3.000000
          15715000.00
          16642404.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-11-01
          
          3.500000
          12000000.00
          5319865.77
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-11-01
          
          3.500000
          5093120.00
          4205427.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-06-01
          
          3.500000
          4687515.00
          599905.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-11-01
          
          3.500000
          1283011.00
          230855.01
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-01-01
          
          3.500000
          1890432.00
          678219.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-12-01
          
          4.000000
          4947.00
          1771.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-03-01
          
          3.500000
          1006920.00
          417215.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-08-01
          
          3.500000
          4036428.00
          1340829.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-10-01
          
          3.000000
          18808553.00
          3781557.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-03-01
          
          4.000000
          21413826.00
          6791818.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-01-01
          
          1.959000
          21610240.00
          2407634.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-05-01
          
          4.000000
          1050.00
          186.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.500000
          29885376.00
          10693038.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-08-01
          
          4.000000
          136927.00
          67809.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-02-01
          
          2.000000
          369004.00
          354179.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-03-01
          
          2.000000
          5093878.00
          4900263.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-01-01
          
          1.500000
          3749768.00
          3394363.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-07-01
          
          3.500000
          1026.00
          561.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.000000
          59000.00
          58930.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          4.000000
          12787839.00
          4821533.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.000000
          11392513.00
          11453783.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-08-01
          
          5.000000
          259337.00
          16211.07
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-03-01
          
          1.911000
          1019016.00
          784920.53
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-09-01
          
          4.000000
          8969248.00
          1371926.68
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          1001.00
          226.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-08-01
          
          3.500000
          129938.00
          40610.87
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-05-01
          
          4.000000
          46577.00
          24906.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-01
          
          3.500000
          1136.00
          884.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.000000
          513000.00
          513338.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-03-01
          
          5.500000
          373742.00
          26340.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-04-01
          
          3.500000
          74139.00
          16116.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-04-01
          
          3.500000
          3195.00
          906.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-10-01
          
          3.500000
          24950720.00
          10822860.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-09-01
          
          3.047000
          10402377.00
          2971528.97
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-06-01
          
          4.000000
          881375.00
          412757.21
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-04-01
          
          2.370000
          2113.00
          4.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-03-01
          
          5.500000
          8312461.00
          461471.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-06-01
          
          3.500000
          6621599.00
          1463582.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          2099958.00
          564592.89
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-04-01
          
          6.000000
          6741164.00
          97085.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-07-01
          
          2.262000
          17722816.00
          114208.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          3.500000
          1845723.00
          460070.14
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          4.000000
          3567290.00
          369024.27
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-09-01
          
          2.150000
          12811702.00
          202273.33
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-08-01
          
          5.500000
          1000.00
          117.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-01
          
          2.000000
          3506948.00
          3390970.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-01
          
          3.000000
          441205.00
          425055.70
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-07-01
          
          5.000000
          4224559.00
          193411.49
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          3.000000
          1008.00
          234.15
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-01
          
          3.000000
          62372.00
          61748.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-09-01
          
          2.000000
          3525854.00
          3480956.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-03-01
          
          3.500000
          1002.00
          86.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-09-01
          
          4.000000
          509187.00
          210480.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-04-01
          
          3.500000
          2956331.00
          1430127.91
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-06-01
          
          4.500000
          2455.00
          676.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-07-01
          
          4.000000
          12835495.00
          6766244.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          2.000000
          34519660.00
          33265546.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          3.000000
          10373071.00
          10308319.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-05-01
          
          2.000000
          11058964.00
          10667892.46
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2056-07-01
          
          3.500000
          157596.00
          83353.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2057-01-01
          
          3.500000
          2468519.00
          1489185.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-04-01
          
          4.500000
          1547088.00
          657618.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          4.500000
          2791224.00
          1404716.58
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      N
      0.0006
      250000000.00
      250000000.00
      0.0028
      N
      N
      N
      Y
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.050000%
      0000319432
      46599M002_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2041-02-15
          
          1.875000
          20100.00
          20249.96
          U.S. Treasuries (including strips)
        
        
          CASH MGMT BILL
          
            2022-02-01
          
          N/A
          2231100.00
          2230948.29
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-04-21
          
          N/A
          200.00
          199.93
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-30
          
          N/A
          3284000.00
          3283720.86
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-30
          
          1.250000
          100.00
          100.41
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-07-31
          
          1.000000
          961400.00
          942761.55
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-11-30
          
          0.500000
          100.00
          99.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-11-15
          
          1.375000
          8143800.00
          8093721.75
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-15
          
          0.750000
          3285000.00
          3276928.01
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-10-31
          
          1.125000
          3300000.00
          3296427.16
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-10-31
          
          0.375000
          100.00
          99.78
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-10-15
          
          0.625000
          1000000.00
          995435.84
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-09-30
          
          0.250000
          1560700.00
          1554786.44
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-08-15
          
          0.375000
          2000000.00
          1981356.71
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-08-15
          
          1.250000
          8000000.00
          7896244.09
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-30
          
          0.125000
          8000000.00
          7968501.61
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-06-30
          
          1.250000
          5000000.00
          4995640.05
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-15
          
          0.250000
          10000000.00
          9891505.41
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-11-15
          
          0.875000
          2000000.00
          1912041.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          0.125000
          16038700.00
          15953301.16
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          3202600.00
          3004289.42
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-04-15
          
          0.125000
          800.00
          913.15
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-03-31
          
          0.625000
          852500.00
          828575.77
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-04-30
          
          2.250000
          30000.00
          31170.83
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-15
          
          2.250000
          5000000.00
          5209596.60
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          2.625000
          100.00
          107.23
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-10-15
          
          1.375000
          15650400.00
          15835037.74
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-31
          
          1.375000
          2757200.00
          2796331.54
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC Tri Party Repo
      ING Financial Markets LLC Tri Party Repo 0.050000%
      0000319432
      46599M002_0.05_1206
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2025-11-30
          
          0.375000
          4998200.00
          4862079.02
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-02-29
          
          1.125000
          429400.00
          426339.68
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-06-30
          
          0.500000
          100.00
          96.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-30
          
          1.500000
          1219700.00
          1243167.03
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-05-15
          
          2.125000
          100.00
          104.10
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2023-01-15
          
          0.125000
          15639500.00
          19370692.15
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-30
          
          1.375000
          344000.00
          351221.15
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          1.625000
          100.00
          101.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-02-28
          
          1.500000
          11559800.00
          11776901.35
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-05-15
          
          2.375000
          3013700.00
          3226208.39
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          2.625000
          400.00
          428.90
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          2.750000
          25628800.00
          26817488.95
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-05-15
          
          2.875000
          4300.00
          4718.59
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-02-15
          
          1.875000
          100.00
          100.75
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2050-02-15
          
          0.250000
          345200.00
          447549.55
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-02-15
          
          3.000000
          3100600.00
          3909766.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2047-05-15
          
          3.000000
          100.00
          124.63
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2044-02-15
          
          1.375000
          2233200.00
          3796803.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-11-15
          
          2.750000
          151200.00
          174970.98
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          3.750000
          100.00
          133.26
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-05-15
          
          4.375000
          17986600.00
          25494186.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-05-15
          
          4.250000
          100.00
          139.15
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-04-21
          
          N/A
          100.00
          99.96
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-30
          
          N/A
          96500.00
          96491.80
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-07-31
          
          0.250000
          100.00
          97.37
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0011
      N
      N
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.057500%
      912796A90
      254900HROIFWPRGM1V77
      US912796A908
      U.S. Treasury Debt
      Y
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0009
      504922375.44
      504922375.44
      0.0056
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.055000%
      912796C31
      254900HROIFWPRGM1V77
      US912796C318
      U.S. Treasury Debt
      Y
      2022-01-27
      2022-01-27
      2022-01-27
      N
      N
      N
      0.0005
      275355288.97
      275355288.97
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.070000%
      912796F38
      254900HROIFWPRGM1V77
      US912796F386
      U.S. Treasury Debt
      Y
      2022-03-24
      2022-03-24
      2022-03-24
      N
      N
      N
      0.0006
      777758990.07
      777758990.07
      0.0086
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.057500%
      912796G45
      254900HROIFWPRGM1V77
      US912796G459
      U.S. Treasury Debt
      Y
      2022-04-21
      2022-04-21
      2022-04-21
      N
      N
      N
      0.0007
      754500691.13
      754500691.13
      0.0084
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.037500%
      912796J59
      254900HROIFWPRGM1V77
      US912796J594
      U.S. Treasury Debt
      Y
      2021-12-09
      2021-12-09
      2021-12-09
      N
      N
      N
      0.0003
      1771289185.42
      1771289185.42
      0.0197
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.040000%
      912796J67
      254900HROIFWPRGM1V77
      US912796J677
      U.S. Treasury Debt
      Y
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0007
      1327659199.78
      1327659199.78
      0.0147
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.051000%
      912796K73
      254900HROIFWPRGM1V77
      US912796K733
      U.S. Treasury Debt
      Y
      2022-01-13
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0003
      547878730.53
      547878730.53
      0.0061
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.050000%
      912796K81
      254900HROIFWPRGM1V77
      US912796K816
      U.S. Treasury Debt
      Y
      2022-01-20
      2022-01-20
      2022-01-20
      N
      N
      N
      0.0005
      1340992874.99
      1340992874.99
      0.0149
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.055000%
      912796K99
      254900HROIFWPRGM1V77
      US912796K998
      U.S. Treasury Debt
      Y
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      N
      0.0005
      339671315.73
      339671315.73
      0.0038
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.050000%
      912796N39
      254900HROIFWPRGM1V77
      US912796N398
      U.S. Treasury Debt
      Y
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0006
      164965486.95
      164965486.95
      0.0018
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.058000%
      912796P29
      254900HROIFWPRGM1V77
      US912796P294
      U.S. Treasury Debt
      Y
      2022-04-14
      2022-04-14
      2022-04-14
      N
      N
      N
      0.0008
      749692510.17
      749692510.17
      0.0083
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.062500%
      912796P45
      254900HROIFWPRGM1V77
      US912796P450
      U.S. Treasury Debt
      Y
      2022-05-05
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0008
      474830933.25
      474830933.25
      0.0053
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.050000%
      912796P52
      254900HROIFWPRGM1V77
      US912796P526
      U.S. Treasury Debt
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0002
      1150196399.87
      1150196399.87
      0.0128
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.100000%
      912796P78
      254900HROIFWPRGM1V77
      US912796P781
      U.S. Treasury Debt
      Y
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0007
      502180399.13
      502180399.13
      0.0056
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.095000%
      912796P86
      254900HROIFWPRGM1V77
      US912796P864
      U.S. Treasury Debt
      Y
      2021-12-28
      2021-12-28
      2021-12-28
      N
      N
      N
      0.0009
      499667204.69
      499667204.69
      0.0055
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.062500%
      912796Q28
      254900HROIFWPRGM1V77
      US912796Q284
      U.S. Treasury Debt
      Y
      2022-05-12
      2022-05-12
      2022-05-12
      N
      N
      N
      0.0009
      450748875.86
      450748875.86
      0.0050
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.090000%
      912796Q44
      254900HROIFWPRGM1V77
      US912796Q441
      U.S. Treasury Debt
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0010
      451641552.60
      451641552.60
      0.0050
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.055500%
      912796Q69
      254900HROIFWPRGM1V77
      US912796Q698
      U.S. Treasury Debt
      Y
      2022-01-11
      2022-01-11
      2022-01-11
      N
      N
      N
      0.0004
      1025212077.34
      1025212077.34
      0.0114
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.050000%
      912796Q93
      254900HROIFWPRGM1V77
      US912796Q938
      U.S. Treasury Debt
      Y
      2022-02-01
      2022-02-01
      2022-02-01
      N
      N
      N
      0.0004
      254981114.70
      254981114.70
      0.0028
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.050000%
      912796R84
      254900HROIFWPRGM1V77
      US912796R845
      U.S. Treasury Debt
      Y
      2022-02-15
      2022-02-15
      2022-02-15
      N
      N
      N
      0.0004
      401063588.15
      401063588.15
      0.0044
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.055000%
      912796R92
      254900HROIFWPRGM1V77
      US912796R928
      U.S. Treasury Debt
      Y
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0005
      799902248.00
      799902248.00
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.055000%
      912796S75
      254900HROIFWPRGM1V77
      US912796S751
      U.S. Treasury Debt
      Y
      2022-03-08
      2022-03-08
      2022-03-08
      N
      N
      N
      0.0006
      416934831.24
      416934831.24
      0.0046
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bill
      U.S. Treasury Bill 0.070000%
      912796T25
      254900HROIFWPRGM1V77
      US912796T254
      U.S. Treasury Debt
      Y
      2022-03-29
      2022-03-29
      2022-03-29
      N
      N
      N
      0.0007
      399904288.00
      399904288.00
      0.0044
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.056100%
      912828U81
      254900HROIFWPRGM1V77
      US912828U816
      U.S. Treasury Debt
      Y
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0013
      46155206.35
      46155206.35
      0.0005
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.072200%
      912828XW5
      254900HROIFWPRGM1V77
      US912828XW50
      U.S. Treasury Debt
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0014
      118346657.64
      118346657.64
      0.0013
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.204000%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      2021-12-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0005
      505130340.50
      505130340.50
      0.0056
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.164000%
      912828ZK9
      254900HROIFWPRGM1V77
      US912828ZK94
      U.S. Treasury Debt
      Y
      2021-12-01
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0005
      200096590.00
      200096590.00
      0.0022
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.077700%
      912828ZR4
      254900HROIFWPRGM1V77
      US912828ZR48
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0011
      172613725.15
      172613725.15
      0.0019
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.105000%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      2021-12-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0006
      109029825.67
      109029825.67
      0.0012
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.105000%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      2021-12-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0006
      777047254.81
      777047254.81
      0.0086
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.099000%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      2021-12-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0008
      1629504855.00
      1629504855.00
      0.0181
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.084000%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      2021-12-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      1440703377.84
      1440703377.84
      0.0160
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.079000%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      2021-12-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0009
      1262475936.52
      1262475936.52
      0.0140
      N
      Y
      Y
      N
    
    
      U.S. Treasury Note
      U.S. Treasury Note 0.085000%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      2021-12-01
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0009
      450255753.52
      450255753.52
      0.0050
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia Tri Party Repo
      Bank of Nova Scotia Tri Party Repo 0.055000%
      L3I9ZG2KFGXZ61BMYR72
      0001041839
      921BPD007_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-03-20
          
          3.500000
          3200000.00
          312992.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2048-01-20
          
          3.500000
          1250000.00
          121442.12
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-09-20
          
          3.000000
          5000000.00
          549979.97
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-08-20
          
          3.000000
          2000000.00
          235487.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-10-20
          
          3.000000
          6200000.00
          928721.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-11-20
          
          3.500000
          14500000.00
          2524891.60
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-07-20
          
          3.500000
          6841395.00
          521913.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-08-20
          
          3.500000
          3597997.00
          394621.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-01-20
          
          3.000000
          2000000.00
          356388.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-02-20
          
          3.000000
          7318132.00
          1216736.82
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-08-20
          
          3.000000
          2000000.00
          935997.06
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          3.500000
          7894594.00
          4295655.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          4.000000
          2578571.00
          1027867.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          2.000000
          100824823.00
          90350381.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-12-20
          
          4.000000
          2972848.00
          1582751.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          3.500000
          4806355.00
          3619126.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-01-20
          
          2.500000
          6268634.00
          4986107.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2044-04-20
          
          2.500000
          3197985.00
          2720221.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-01-20
          
          2.500000
          1636574.00
          1246340.18
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-05-20
          
          2.500000
          2223775.00
          2243005.56
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2043-06-20
          
          2.500000
          4541638.00
          3930050.65
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2045-01-15
          
          3.500000
          2667534.00
          406045.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2027-02-20
          
          3.000000
          3809535.00
          127528.03
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2040-12-15
          
          3.500000
          219242.00
          48778.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2040-05-15
          
          6.500000
          13621416.00
          4824118.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-05-20
          
          4.500000
          300000.00
          30886.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-06-20
          
          5.500000
          15000000.00
          9780744.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-07-20
          
          3.500000
          3000000.00
          319746.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-07-20
          
          3.000000
          2000000.00
          195490.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-05-20
          
          3.000000
          2035000.00
          199326.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-10-01
          
          2.500000
          1074.00
          962.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-03-01
          
          4.500000
          26633696.00
          14396247.46
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2031-05-15
          
          1.625000
          29305400.00
          29874960.49
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-04-30
          
          0.750000
          9643400.00
          9494549.75
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      190000000.00
      190000000.00
      0.0021
      N
      Y
      Y
      N
    
    
      Mitsubishi UFJ Securities Tri Party Repo
      Mitsubishi UFJ Securities Tri Party Repo 0.070000%
      926QFK004_0.07_0125
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2049-08-01
          
          2.842000
          6729270.00
          3206915.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          2.990000
          672299.00
          182361.52
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-01-01
          
          6.000000
          6113030.00
          15373.18
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-08-01
          
          3.500000
          375598000.00
          60898855.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-12-01
          
          2.500000
          1003670.00
          980779.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-11-01
          
          3.500000
          1190.00
          896.57
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.000000
          1000.00
          1000.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-08-01
          
          4.550000
          500000.00
          482758.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-06-01
          
          3.000000
          1400.00
          241.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-07-01
          
          4.000000
          373213.00
          158703.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-03-01
          
          2.850000
          2287500.00
          2135752.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-03-01
          
          2.480000
          17234496.00
          17660666.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-04-01
          
          3.500000
          1002.00
          278.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-01-01
          
          3.500000
          6786000.00
          2633204.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-08-01
          
          3.500000
          1290.00
          492.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-03-01
          
          3.381000
          79464832.00
          3222992.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-06-01
          
          3.500000
          5000152.00
          2008353.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          3.550000
          4360672.00
          1220058.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-02-01
          
          4.000000
          1201478.00
          502679.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.500000
          1000.00
          204.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-01-01
          
          2.285000
          11700000.00
          661170.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-12-01
          
          3.500000
          2962000.00
          748660.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-06-01
          
          3.500000
          100000000.00
          23362872.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          6.500000
          1717.00
          72.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-09-01
          
          2.500000
          18893888.00
          19508881.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-07-01
          
          3.500000
          11783900.00
          10191955.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-02-01
          
          3.680000
          1970818.00
          615430.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-06-01
          
          4.000000
          7799170.00
          2018480.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-07-01
          
          5.000000
          1023308.00
          580204.26
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2022-01-25
      2022-01-25
      N
      N
      N
      0.0007
      150000000.00
      150000000.00
      0.0017
      N
      N
      N
      Y
    
    
      Barclays Bank PLC Tri Party Repo
      Barclays Bank PLC Tri Party Repo 0.050000%
      0001484219
      926SGH006_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2023-05-31
          
          0.125000
          19317800.00
          19238867.47
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-10-31
          
          0.250000
          322798800.00
          312976091.37
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-02-24
          
          N/A
          75795600.00
          75785064.41
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      400000000.00
      400000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      BNP Paribas Tri Party Repo
      BNP Paribas Tri Party Repo 0.050000%
      927NEC009_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2043-08-15
          
          N/A
          100.00
          66.13
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2044-05-15
          
          N/A
          12517600.00
          8170087.31
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2051-02-15
          
          N/A
          89743400.00
          53097849.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-11-15
          
          4.375000
          100.00
          141.39
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2046-02-15
          
          1.000000
          1496600.00
          2396559.51
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-04-30
          
          0.750000
          71195900.00
          70096959.03
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-08-15
          
          2.250000
          100.00
          110.76
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2027-01-15
          
          0.375000
          2894000.00
          3636423.73
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-10-15
          
          0.125000
          33219500.00
          38006603.39
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-01-15
          
          0.125000
          28642500.00
          33694891.70
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2048-02-15
          
          1.000000
          200.00
          315.40
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-07-15
          
          0.375000
          7919900.00
          10018486.76
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          1.375000
          100.00
          101.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-02-15
          
          2.500000
          16890000.00
          19062375.28
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-05-15
          
          4.375000
          3431800.00
          4900150.01
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-11-15
          
          4.250000
          2935800.00
          4107750.96
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-07-31
          
          0.625000
          100.00
          97.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-05-15
          
          4.250000
          100.00
          139.15
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2037-02-15
          
          4.750000
          1038300.00
          1511651.77
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-04-15
          
          3.625000
          13470200.00
          30701244.17
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-30
          
          N/A
          400.00
          399.97
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-11-15
          
          4.375000
          776300.00
          1097602.69
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      275000000.00
      275000000.00
      0.0031
      N
      Y
      Y
      N
    
    
      BNP Paribas Tri Party Repo
      BNP Paribas Tri Party Repo 0.050000%
      927NEC009_0.05_1203
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2024-10-31
          
          1.500000
          350000.00
          357142.13
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2037-05-15
          
          N/A
          100.00
          79.25
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2040-02-15
          
          N/A
          600.00
          436.26
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2040-05-15
          
          N/A
          6517700.00
          4701660.21
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2040-08-15
          
          N/A
          200.00
          142.53
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2045-08-15
          
          N/A
          28785700.00
          18503793.39
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2045-11-15
          
          N/A
          100.00
          64.19
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2046-08-15
          
          N/A
          25715900.00
          16276441.73
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2048-02-15
          
          N/A
          700.00
          436.93
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2048-11-15
          
          N/A
          8751100.00
          5434083.06
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-04-15
          
          3.625000
          9639300.00
          21969867.03
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-04-15
          
          3.875000
          400.00
          939.27
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2032-04-15
          
          3.375000
          109900.00
          252026.44
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2027-01-15
          
          2.375000
          57089200.00
          95006898.18
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2040-02-15
          
          2.125000
          100.00
          196.74
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2048-02-15
          
          1.000000
          4104400.00
          6472628.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-05-15
          
          1.125000
          100.00
          88.71
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-11-15
          
          1.875000
          1149900.00
          1174510.08
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          1.375000
          100.00
          101.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-08-31
          
          1.875000
          2099900.00
          2171845.51
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-28
          
          2.750000
          512900.00
          546764.73
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-03-31
          
          2.500000
          51323400.00
          53005707.17
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-30
          
          1.375000
          16962800.00
          17318878.21
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-07-15
          
          0.125000
          900.00
          1110.05
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2023-07-15
          
          0.375000
          1847500.00
          2312076.82
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-04-15
          
          0.125000
          33674400.00
          38894377.41
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-30
          
          2.000000
          16419000.00
          17086074.70
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-08-15
          
          1.500000
          1100.00
          1115.21
          U.S. Treasuries (including strips)
        
        
          US TREASURY FRN
          
            2023-04-30
          
          0.084000
          200.00
          200.03
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-08-15
          
          N/A
          150.84
          126.79
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-08-15
          
          N/A
          57.52
          47.35
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-08-15
          
          N/A
          40296657.49
          31851566.09
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2036-08-15
          
          N/A
          44025900.00
          34049102.75
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2030-11-15
          
          N/A
          26969.95
          23449.51
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-11-15
          
          N/A
          601.13
          502.57
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-05-15
          
          N/A
          46638291.11
          38588755.26
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2034-11-15
          
          N/A
          3691767.35
          2964448.57
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2037-05-15
          
          N/A
          1499348.70
          1142164.86
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2037-08-15
          
          N/A
          127.58
          96.60
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2037-11-15
          
          N/A
          10.23
          7.70
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-30
          
          N/A
          700.00
          699.94
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-01-27
          
          N/A
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-02-17
          
          N/A
          21915600.00
          21912926.30
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-03-03
          
          N/A
          15160800.00
          15158434.92
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-11-03
          
          N/A
          8914000.00
          8895031.01
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2038-05-15
          
          N/A
          663.23
          493.24
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2038-08-15
          
          N/A
          116.80
          86.13
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2038-11-15
          
          N/A
          340.34
          249.03
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2039-05-15
          
          N/A
          1395.35
          1005.75
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2039-11-15
          
          N/A
          350.42
          249.04
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2040-02-15
          
          N/A
          464751.89
          327589.66
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2040-11-15
          
          N/A
          9.16
          6.29
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2041-02-15
          
          N/A
          573.89
          391.98
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-08-15
          
          N/A
          0.13
          0.08
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2045-08-15
          
          N/A
          0.01
          0.01
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-02-15
          
          N/A
          53.80
          33.17
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2048-05-15
          
          N/A
          325.36
          198.17
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2048-08-15
          
          N/A
          24.46
          14.78
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2049-05-15
          
          N/A
          23.24
          13.95
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2046-02-15
          
          1.000000
          20728000.00
          33192493.28
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-11-15
          
          N/A
          47.85
          29.19
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0005
      480000000.00
      480000000.00
      0.0053
      N
      N
      Y
      N
    
    
      BNP Paribas Tri Party Repo
      BNP Paribas Tri Party Repo 0.050000%
      927NEF002_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-01-20
          
          5.958900
          33640476.00
          2243457.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          6.258900
          46663412.00
          8477555.78
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.152300
          3279744.00
          470940.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.552300
          5387923.00
          286619.78
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.152300
          30595930.00
          2315269.12
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.152300
          28015543.00
          2277915.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.152300
          54906266.00
          4188551.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.152300
          20750663.00
          1664497.78
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          6.208900
          15447500.00
          3158242.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.352300
          59012012.00
          2827083.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          2.408900
          66737016.00
          2985779.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          6.208900
          539705.00
          71271.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          6.208900
          31470940.00
          3805730.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-05-20
          
          2.508900
          13479852.00
          725035.44
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          6.208900
          77163000.00
          6279187.60
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-12-20
          
          6.258900
          9399715.00
          1526454.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-06-20
          
          3.652300
          127242343.00
          7483918.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2048-05-20
          
          5.733900
          1478080.00
          164140.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          2.458900
          131967624.00
          8366822.84
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.652300
          26809184.00
          1846158.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.152300
          17082082.00
          1117696.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.102300
          69858688.00
          3844260.37
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2032-07-15
          
          6.500000
          177.00
          15.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-09-20
          
          5.958900
          7557120.00
          823394.31
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      65000000.00
      65000000.00
      0.0007
      N
      Y
      Y
      N
    
    
      Societe Generale Tri Party Repo
      Societe Generale Tri Party Repo 0.050000%
      254900J6B390XMPVLV82
      0000865845
      927NFC008_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          TSY INFL IX N/B
          
            2025-07-15
          
          0.375000
          100.00
          126.50
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-07-31
          
          2.750000
          8483000.00
          8884889.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-07-31
          
          2.875000
          81499300.00
          87734913.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-10-31
          
          1.500000
          200.00
          204.08
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-30
          
          1.500000
          100.00
          101.92
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-05-31
          
          0.500000
          100.00
          96.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-09-30
          
          0.375000
          100.00
          95.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-12-31
          
          0.375000
          26070800.00
          25378544.74
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-28
          
          0.500000
          20900000.00
          20402745.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-03-31
          
          1.250000
          200000000.00
          199588956.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-06-30
          
          1.250000
          125000000.00
          124891001.36
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-04-30
          
          1.250000
          4800000.00
          4782565.98
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-11-30
          
          0.625000
          67739700.00
          65175684.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-03-31
          
          0.750000
          17300000.00
          17056638.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-06-30
          
          0.875000
          95540000.00
          94770607.55
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2032-04-15
          
          3.375000
          110300.00
          252943.73
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2046-02-15
          
          1.000000
          22628800.00
          36236312.81
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-05-15
          
          0.250000
          1860200.00
          1839597.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-08-15
          
          4.500000
          300.00
          433.39
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-02-15
          
          3.125000
          300.00
          368.81
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2043-02-15
          
          0.625000
          400.00
          599.97
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2044-02-15
          
          1.375000
          32591600.00
          55411019.41
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2045-02-15
          
          0.750000
          16436400.00
          24741151.88
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-02-15
          
          2.500000
          300.00
          340.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2047-08-15
          
          2.750000
          24724400.00
          29701222.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-05-15
          
          3.125000
          23900.00
          30679.02
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-02-15
          
          3.000000
          100.00
          127.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-05-15
          
          2.875000
          917600.00
          1137093.86
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2050-08-15
          
          1.375000
          100.00
          90.84
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2023-04-15
          
          0.625000
          18000000.00
          20966970.49
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-01-15
          
          0.875000
          1498300.00
          1894759.59
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-07-15
          
          0.250000
          24825400.00
          29852815.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-08-15
          
          2.375000
          6731400.00
          7065207.24
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-01-15
          
          0.250000
          1000.00
          1249.00
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-15
          
          2.000000
          900.00
          935.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-11-15
          
          2.250000
          8779900.00
          9198809.40
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-02-15
          
          2.000000
          100.00
          102.64
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      850000000.00
      850000000.00
      0.0094
      N
      Y
      Y
      N
    
    
      JPM Chase Tri Party Repo
      JPM Chase Tri Party Repo 0.050000%
      ZBUT11V806EZRVTWT807
      930PNB001_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2053-01-15
          
          2.600000
          10048288.00
          10547787.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2060-04-15
          
          3.390000
          29300704.00
          32395087.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2057-07-15
          
          2.440000
          1200000.00
          1249891.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2062-03-15
          
          3.100000
          5826656.00
          6224862.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-08-15
          
          3.650000
          53072.00
          58731.40
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-03-15
          
          3.130000
          19470000.00
          21365482.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2058-12-15
          
          3.750000
          17815968.00
          19958157.02
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      90000000.00
      90000000.00
      0.0010
      N
      Y
      Y
      N
    
    
      MUFG Securities Repo
      MUFG Securities Repo 0.050000%
      931NXA006_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2041-05-15
          
          2.250000
          28600000.00
          30356070.61
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-07-31
          
          2.125000
          25000000.00
          26131199.05
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-09-30
          
          2.125000
          2300000.00
          2398214.03
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-03-31
          
          2.625000
          24200000.00
          25711191.11
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-04-30
          
          2.375000
          25000000.00
          26476940.18
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-05-15
          
          1.625000
          20029000.00
          20536952.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-30
          
          1.375000
          25000000.00
          25549167.80
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-11-15
          
          1.625000
          30000500.00
          30428519.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-07-31
          
          2.875000
          30000000.00
          32383593.75
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-10-31
          
          1.500000
          25000000.00
          25572092.97
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-30
          
          1.500000
          30000000.00
          30649218.75
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-02-28
          
          1.125000
          29000000.00
          29072950.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-05-31
          
          0.500000
          25000000.00
          24099609.38
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-06-30
          
          1.250000
          30000000.00
          30043410.33
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-06-30
          
          0.875000
          23200000.00
          23079586.96
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      375000000.00
      375000000.00
      0.0042
      N
      Y
      Y
      N
    
    
      Prudential Legacy Insurance Company of New Jersey Repo
      Prudential Legacy Insurance Company of New Jersey Repo 0.060000%
      5493005NCNV4ZW27HH91
      932HJC000_0.06_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2045-02-15
          
          N/A
          30000000.00
          18985800.00
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2043-11-15
          
          3.750000
          1220000.00
          1619158.22
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2030-11-15
          
          N/A
          46000000.00
          39929840.00
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2027-05-15
          
          N/A
          9000000.00
          8406360.00
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-02-15
          
          N/A
          37000000.00
          33280390.00
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-11-15
          
          N/A
          63000000.00
          55794690.00
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2030-08-15
          
          N/A
          50000000.00
          43622000.00
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2031-02-15
          
          N/A
          50000000.00
          43155500.00
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      239478775.00
      239478775.00
      0.0027
      N
      Y
      Y
      N
    
    
      RBC Dominion Tri Party Repo
      RBC Dominion Tri Party Repo 0.055000%
      932UEA000_0.05_1207
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2027-10-31
          
          0.500000
          300.00
          286.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-15
          
          0.250000
          100.00
          99.87
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-05-31
          
          1.750000
          100.00
          100.82
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-31
          
          0.750000
          200.00
          196.65
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-01-15
          
          0.250000
          72900.00
          91052.40
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-02-15
          
          2.000000
          100.00
          100.98
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-04-30
          
          0.125000
          6000.00
          6001.46
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2050-11-15
          
          1.625000
          200.00
          192.06
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          53863000.00
          61758396.77
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-05-31
          
          0.750000
          134611000.00
          132387899.33
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-04-30
          
          0.750000
          300.00
          295.37
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-01-31
          
          0.750000
          100.00
          96.97
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-01-15
          
          0.125000
          3000.00
          2970.96
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-31
          
          0.500000
          100.00
          95.97
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-06-30
          
          0.500000
          7384900.00
          7113326.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-05-15
          
          0.625000
          400.00
          375.37
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-03-31
          
          0.500000
          100.00
          98.66
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-05-15
          
          2.125000
          400.00
          416.41
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          2.500000
          116272200.00
          121148309.78
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-01-15
          
          0.625000
          75000100.00
          95833912.02
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          2.750000
          100.00
          103.58
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-02-24
          
          N/A
          1000.00
          999.86
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-01-25
          
          N/A
          200.00
          199.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-15
          
          6.000000
          100.00
          122.04
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2042-02-15
          
          0.750000
          200.00
          310.50
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-05-15
          
          3.000000
          100.00
          120.09
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-08-15
          
          2.750000
          21838500.00
          25398217.52
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2043-02-15
          
          0.625000
          328500.00
          492723.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-02-15
          
          3.625000
          10457800.00
          13934245.48
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-08-15
          
          3.125000
          300.00
          373.04
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2045-02-15
          
          0.750000
          760800.00
          1145206.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-08-15
          
          2.250000
          5161400.00
          5619500.67
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2047-11-15
          
          2.750000
          41257300.00
          49356912.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-02-15
          
          3.000000
          3779500.00
          4804431.71
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-05-15
          
          2.875000
          31854000.00
          39473613.72
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-01-15
          
          0.500000
          246618000.00
          308428482.89
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-01-31
          
          2.375000
          100.00
          103.20
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-02-15
          
          2.750000
          100.00
          109.52
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      850000000.00
      850000000.00
      0.0094
      N
      N
      Y
      N
    
    
      RBC Dominion Tri Party Repo
      RBC Dominion Tri Party Repo 0.050000%
      932UEV004_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-01
          
          3.000000
          6860271.00
          2360776.58
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-07-01
          
          2.500000
          1024.00
          1016.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-09-01
          
          4.500000
          15232784.00
          950382.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-09-01
          
          4.500000
          15106144.00
          1081898.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-06-01
          
          5.500000
          1000.00
          11.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-08-01
          
          3.000000
          1366.00
          399.46
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-08-01
          
          4.500000
          104285.00
          873.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-07-01
          
          5.000000
          52994400.00
          2165272.42
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-10-01
          
          5.000000
          1727.00
          50.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-07-01
          
          5.000000
          2427.00
          93.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-09-01
          
          5.000000
          6187.00
          368.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          2.500000
          8984256.00
          8999838.75
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-07-20
          
          2.500000
          1000.00
          1010.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          3.000000
          2978757.00
          2962061.42
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-01-01
          
          3.000000
          1105.00
          721.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-12-01
          
          3.000000
          17136658.00
          9866722.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-05-01
          
          5.500000
          22700279.00
          316438.92
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          3.000000
          56440560.00
          11868899.78
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-10-01
          
          3.000000
          20452896.00
          5931964.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-03-01
          
          3.000000
          5536.00
          2047.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.500000
          700000.00
          719231.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.000000
          73076309.00
          11705952.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-10-01
          
          5.000000
          4931661.00
          171156.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2045-02-20
          
          5.000000
          920295.00
          146891.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-01-20
          
          2.000000
          23931205.00
          22118588.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.000000
          5026900.00
          5215648.31
          Agency Mortgage-Backed Securities
        
        
          TSY INFL IX N/B
          
            2045-02-15
          
          0.750000
          700.00
          1053.69
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-02-15
          
          3.000000
          100.00
          126.10
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-05-15
          
          2.875000
          16457000.00
          20393585.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-03-31
          
          2.125000
          23673800.00
          24555154.89
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-08-31
          
          0.250000
          800.00
          777.63
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-02-15
          
          N/A
          4496179.20
          4120986.53
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      133000000.00
      133000000.00
      0.0015
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada Tri Party Repo
      Royal Bank of Canada Tri Party Repo 0.050000%
      ES7IP3U3RHIGC71XBU11
      933UAV007_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-07-20
          
          3.000000
          23338909.00
          23460000.23
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      23000000.00
      23000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Bank of Montreal Tri Party Repo
      Bank of Montreal Tri Party Repo 0.055000%
      NQQ6HPCNCCU6TUTQYE16
      934EDJ006_0.05_1207
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2028-09-30
          
          1.250000
          6186300.00
          6149143.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-10-31
          
          0.375000
          520000.00
          518877.20
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-02-15
          
          N/A
          60517.32
          54341.10
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-08-15
          
          2.875000
          100.00
          120.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-05-15
          
          2.375000
          4712000.00
          5009431.41
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-05-31
          
          2.000000
          16669800.00
          17198199.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          0.125000
          700000.00
          696013.66
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-11-15
          
          0.250000
          508700.00
          505925.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-31
          
          0.500000
          200.00
          191.94
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-04-15
          
          0.125000
          100.00
          114.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-15
          
          0.250000
          23732800.00
          23707546.74
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-02-28
          
          1.125000
          800.00
          804.36
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-01-31
          
          2.250000
          200000.00
          208528.65
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          96446100.00
          100443475.40
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-02-15
          
          2.000000
          1099100.00
          1109920.88
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-15
          
          1.625000
          444600.00
          456608.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-09-30
          
          1.750000
          3782300.00
          3842248.29
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-08-15
          
          2.000000
          9920000.00
          10339757.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-02-29
          
          2.375000
          4802500.00
          5016760.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-02-15
          
          2.625000
          1890000.00
          2066101.64
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-01-15
          
          0.875000
          33600.00
          42490.77
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          2.750000
          6598500.00
          6834574.57
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-05-15
          
          2.875000
          23538200.00
          25829556.64
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-05-31
          
          2.875000
          1524000.00
          1623430.33
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-28
          
          2.750000
          100.00
          106.60
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-15
          
          2.250000
          6116200.00
          6488206.36
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-05-15
          
          2.500000
          3031400.00
          3429937.89
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-11-15
          
          3.000000
          1551600.00
          1905914.21
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-11-15
          
          3.000000
          200.00
          243.00
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-08-15
          
          3.875000
          4472200.00
          6021352.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-02-28
          
          0.125000
          100.00
          99.79
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      225000000.00
      225000000.00
      0.0025
      N
      N
      Y
      N
    
    
      Bank of Montreal Tri Party Repo
      Bank of Montreal Tri Party Repo 0.060000%
      NQQ6HPCNCCU6TUTQYE16
      934EEG001_0.06_1207
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.000000
          4988752.00
          5056005.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.000000
          7123267.00
          7083136.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          8579751.00
          8911494.72
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          9297503.00
          9562562.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          7884741.00
          8192818.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.500000
          1504060.00
          1529450.78
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-09-01
          
          2.500000
          31101836.00
          31728308.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          11291086.00
          11472560.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-11-01
          
          2.000000
          6969511.00
          6977889.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-11-01
          
          1.500000
          782306.00
          786197.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-01-20
          
          4.000000
          49999998.00
          8586258.32
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2048-05-20
          
          4.500000
          53300000.00
          9068922.12
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-09-20
          
          3.000000
          22180825.00
          17312171.65
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-08-20
          
          3.000000
          1483970.00
          1033938.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          4400009.00
          4533280.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2041-05-20
          
          5.000000
          9522545.00
          8720276.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2041-04-20
          
          4.500000
          6276487.00
          6318310.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-05-20
          
          4.500000
          8191020.00
          7944860.31
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2041-06-20
          
          4.500000
          9973062.00
          9868356.74
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2041-05-20
          
          5.000000
          9557979.00
          9639533.95
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.000000
          10099376.00
          10240182.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2040-08-20
          
          4.500000
          133911767.00
          9149154.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          10000869.00
          10284328.63
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      200000000.00
      200000000.00
      0.0022
      N
      N
      Y
      N
    
    
      Fixed Income Clearing Co Repo
      Fixed Income Clearing Co Repo 0.050000%
      934QAV005_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2023-03-31
          
          0.125000
          247931000.00
          247411532.62
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          402900000.00
          464057113.26
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-07-31
          
          0.625000
          15039000.00
          14761156.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-07-31
          
          1.000000
          296400000.00
          291454630.43
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-09-30
          
          1.250000
          83917000.00
          83660090.64
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-10-31
          
          1.375000
          64533000.00
          64798117.88
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-30
          
          1.250000
          511689500.00
          515367268.28
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-11-30
          
          1.500000
          1786385000.00
          1806202708.59
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      3420000327.20
      3420000327.20
      0.0379
      N
      Y
      Y
      N
    
    
      Prudential Insurance Company of America Repo
      Prudential Insurance Company of America Repo 0.060000%
      934QUK007_0.06_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2027-11-15
          
          N/A
          50000000.00
          46331500.00
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-11-15
          
          2.750000
          7300000.00
          8333740.25
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2043-05-15
          
          2.875000
          55900000.00
          65120218.58
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2043-11-15
          
          3.750000
          14780000.00
          19615703.66
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-05-15
          
          3.000000
          50000000.00
          60155904.70
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-08-15
          
          2.250000
          5200000.00
          5563894.02
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-11-15
          
          3.375000
          40000000.00
          52818439.23
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-05-15
          
          N/A
          6700000.00
          5997773.00
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      258750100.00
      258750100.00
      0.0029
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Co Tri Party Repo
      Fixed Income Clearing Co Tri Party Repo 0.050000%
      93748
      0000093748
      934QYA005_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2028-05-15
          
          2.875000
          89108400.00
          97474903.37
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          925000000.00
          898794941.03
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          2.500000
          700000000.00
          729728315.22
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-02-15
          
          2.750000
          750000000.00
          791565692.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-15
          
          2.250000
          725000000.00
          768001286.68
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          1.750000
          650280100.00
          632149195.23
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2039-08-15
          
          4.500000
          450000000.00
          641685707.61
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      4470000000.00
      4470000000.00
      0.0496
      N
      Y
      Y
      N
    
    
      Norinchukin Bank Tri Party Repo
      Norinchukin Bank Tri Party Repo 0.070000%
      934TUA003_0.07_1202
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          149537200.00
          155735027.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-08-15
          
          6.125000
          488200.00
          667426.57
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-30
          
          2.000000
          30535800.00
          31776415.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          16865500.00
          15821158.82
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0007
      200000000.00
      200000000.00
      0.0022
      N
      N
      Y
      N
    
    
      Norinchukin Bank Tri Party Repo
      Norinchukin Bank Tri Party Repo 0.070000%
      934TUA003_0.07_0107
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          141465800.00
          132705990.87
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-08-15
          
          6.125000
          9994800.00
          13664062.02
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-30
          
          2.000000
          2480900.00
          2581694.54
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          13681300.00
          14248345.14
          U.S. Treasuries (including strips)
        
      
      Y
      2022-01-07
      2022-01-07
      2022-01-07
      N
      N
      N
      0.0007
      160000000.00
      160000000.00
      0.0018
      N
      N
      N
      Y
    
    
      Norinchukin Bank Tri Party Repo
      Norinchukin Bank Tri Party Repo 0.070000%
      934TUA003_0.07_0114
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          339494900.00
          318472783.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-30
          
          2.000000
          24475000.00
          25469375.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          35642500.00
          37119765.05
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-08-15
          
          6.125000
          12243400.00
          16738161.54
          U.S. Treasuries (including strips)
        
      
      Y
      2022-01-14
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0007
      390000000.00
      390000000.00
      0.0043
      N
      N
      N
      Y
    
    
      Norinchukin Bank Tri Party Repo
      Norinchukin Bank Tri Party Repo 0.070000%
      934TUA003_0.07_0121
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2029-08-15
          
          6.125000
          14627700.00
          19997778.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          13248500.00
          13797606.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-06-30
          
          2.000000
          3078100.00
          3203157.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          173675800.00
          162921491.48
          U.S. Treasuries (including strips)
        
      
      Y
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0007
      196000000.00
      196000000.00
      0.0022
      N
      N
      N
      Y
    
    
      National Australia Bank Repo
      National Australia Bank Repo 0.050000%
      935EJW000_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2027-09-30
          
          0.375000
          427810000.00
          408158947.25
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      400000000.00
      400000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      Standard Chartered Bank Tri Party Repo
      Standard Chartered Bank Tri Party Repo 0.050000%
      935MKJ009_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2049-02-15
          
          3.000000
          200.00
          254.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-12-31
          
          2.250000
          40170900.00
          42221006.60
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-04-30
          
          2.875000
          12734200.00
          13585221.45
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2021-12-15
          
          2.625000
          142935600.00
          144796647.29
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-11-30
          
          2.000000
          27903800.00
          28392116.50
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-05-15
          
          1.750000
          3566800.00
          3640886.50
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-07-15
          
          0.750000
          11110700.00
          13990559.18
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2030-01-15
          
          0.125000
          920000.00
          1090187.86
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-02-28
          
          1.125000
          42431200.00
          42662366.82
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-04-15
          
          0.125000
          2546700.00
          2885788.82
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-08-15
          
          1.250000
          14813300.00
          14621179.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          0.125000
          154700.00
          153819.02
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      302000000.00
      302000000.00
      0.0034
      N
      Y
      Y
      N
    
    
      Banco Santander Tri Party Repo
      Banco Santander Tri Party Repo 0.030000%
      5493006QMFDDMYWIAM13
      0000891478
      936TGF006_0.03_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.000000
          1375492.00
          974239.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-04-01
          
          4.000000
          12212887.00
          6648964.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-12-01
          
          5.000000
          1197218.00
          717434.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-08-01
          
          4.000000
          11845406.00
          5736187.01
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-06-01
          
          4.000000
          4192263.00
          2354174.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-08-01
          
          4.000000
          5310292.00
          3283730.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-04-01
          
          4.500000
          34182400.00
          19737898.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-06-01
          
          4.000000
          106552412.00
          62547371.35
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0003
      100000000.00
      100000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Banco Santander Tri Party Repo
      Banco Santander Tri Party Repo 0.055000%
      5493006QMFDDMYWIAM13
      0000891478
      936TGF006_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-01
          
          2.093000
          1031430.00
          925188.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-09-01
          
          4.000000
          126278666.00
          59425644.44
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          4.000000
          2835231.00
          666772.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-01-01
          
          3.500000
          796752.00
          239904.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-05-01
          
          2.500000
          51656000.00
          41773658.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-11-01
          
          3.000000
          44018048.00
          33178807.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-12-01
          
          4.500000
          69763968.00
          31280355.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-06-01
          
          4.500000
          121846656.00
          61254189.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-11-01
          
          4.500000
          140267264.00
          59447102.71
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-11-01
          
          4.000000
          737592.00
          288601.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-04-01
          
          4.000000
          149731328.00
          64184706.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          3.500000
          54464800.00
          27125592.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-03-01
          
          3.000000
          95000000.00
          37669522.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-06-01
          
          4.000000
          477184.00
          280111.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          2.500000
          47264320.00
          40928606.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          3.500000
          50075019.00
          26390988.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          3.500000
          48459200.00
          24940246.80
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      500000000.00
      500000000.00
      0.0055
      N
      Y
      Y
      N
    
    
      MUFG Securities Tri Party Repo
      MUFG Securities Tri Party Repo 0.050000%
      937KFE008_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          5.000000
          1342.00
          91.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-12-01
          
          3.000000
          104141631.00
          59961314.14
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-04-01
          
          4.500000
          1004074.00
          566720.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-10-01
          
          2.500000
          1000.00
          919.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-06-01
          
          2.500000
          60766135.00
          59849758.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          184242867.00
          188315822.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-10-01
          
          4.500000
          1001.00
          54.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-05-01
          
          3.500000
          130930416.00
          61035132.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          13508761.00
          13887478.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-07-01
          
          2.500000
          9485637.00
          9839639.92
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2040-08-15
          
          3.875000
          5300.00
          7135.90
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          3.750000
          17600.00
          23453.75
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-05-15
          
          2.875000
          100.00
          123.92
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-08-15
          
          2.250000
          94700.00
          104891.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-05-15
          
          2.250000
          950000.00
          1011640.10
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          1.750000
          250000.00
          246522.08
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-02-28
          
          1.125000
          100.00
          99.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-05-15
          
          0.625000
          1100.00
          1032.28
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-05-31
          
          0.250000
          100.00
          97.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-15
          
          0.250000
          200.00
          199.75
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-01-31
          
          1.375000
          2452600.00
          2500206.01
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-06-30
          
          0.500000
          200.00
          192.65
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-06-30
          
          0.250000
          1300.00
          1267.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-07-31
          
          0.250000
          100.00
          97.37
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          0.125000
          100.00
          99.47
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-31
          
          0.500000
          200.00
          191.94
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-09-30
          
          0.250000
          100.00
          97.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-10-31
          
          0.500000
          568200.00
          543555.67
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-01-15
          
          0.125000
          100.00
          99.03
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          100.00
          97.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-02-15
          
          1.125000
          365400.00
          357805.18
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-03-31
          
          0.750000
          3292000.00
          3245691.00
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-04-30
          
          1.250000
          200.00
          199.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-05-15
          
          0.250000
          200.00
          197.78
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-05-31
          
          1.250000
          100000.00
          99474.20
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-31
          
          0.750000
          768800.00
          755925.95
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-08-15
          
          1.250000
          100.00
          98.70
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-07-31
          
          1.000000
          553300.00
          542573.29
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      395000000.00
      395000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      MUFG Securities Tri Party Repo
      MUFG Securities Tri Party Repo 0.050000%
      937KFE008_0.05_1203
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.500000
          1199698.00
          475582.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-06-01
          
          2.500000
          7252480.00
          7143109.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-11-01
          
          3.000000
          36342911.00
          38377411.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-02-01
          
          2.280000
          2911.00
          5.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          5.000000
          16154845.00
          1101629.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-04-20
          
          4.000000
          9337081.00
          1717708.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          3.500000
          2165594.00
          1519088.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-01-01
          
          4.000000
          642560.00
          59512.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-04-01
          
          3.500000
          1001968.00
          499226.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.500000
          9421760.00
          9663246.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-12-20
          
          2.500000
          253300.00
          207316.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          2.500000
          35730.00
          34840.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2040-08-15
          
          5.000000
          2313.00
          133.39
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-10-01
          
          4.500000
          260303999.00
          14128461.40
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-11-01
          
          4.500000
          1001.00
          51.03
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2028-07-31
          
          1.000000
          100.00
          98.06
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-09-30
          
          0.375000
          100.00
          95.14
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2041-02-15
          
          2.125000
          3270800.00
          6432816.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-05-15
          
          3.000000
          100.00
          120.09
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-08-15
          
          2.750000
          4138400.00
          4812967.16
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2044-02-15
          
          1.375000
          26100.00
          44374.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-05-15
          
          2.500000
          100.00
          113.15
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2047-02-15
          
          0.875000
          7814800.00
          12138446.18
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-05-15
          
          3.125000
          28915900.00
          37117631.60
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2051-02-15
          
          0.125000
          789900.00
          989838.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-05-15
          
          2.250000
          53600.00
          57077.80
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-07-15
          
          0.125000
          700.00
          874.42
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-07-15
          
          0.125000
          1215900.00
          1499682.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          4303600.00
          4481970.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-05-31
          
          2.000000
          371300.00
          383069.47
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-09-30
          
          1.500000
          100.00
          102.17
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-06-30
          
          0.500000
          200.00
          192.65
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-06-30
          
          0.250000
          200.00
          195.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-07-15
          
          0.125000
          6700000.00
          6670357.53
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2030-07-15
          
          0.125000
          184600.00
          220774.15
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-07-31
          
          0.375000
          100.00
          95.51
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-10-31
          
          0.500000
          100.00
          95.66
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-02-15
          
          0.125000
          149900.00
          148337.36
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          46732000.00
          53582113.84
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-08-15
          
          3.875000
          100.00
          134.64
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-02-15
          
          4.750000
          327300.00
          491119.26
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0005
      200000000.00
      200000000.00
      0.0022
      N
      N
      Y
      N
    
    
      MUFG Securities Tri Party Repo
      MUFG Securities Tri Party Repo 0.050000%
      937KGC001_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          3.000000
          3033214.00
          3222747.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-01-01
          
          3.500000
          66900000.00
          50613525.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-02-01
          
          4.000000
          127269729.00
          48793406.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-09-01
          
          3.500000
          533761.00
          225018.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-06-01
          
          4.000000
          98999743.00
          46648136.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-02-01
          
          4.000000
          194092694.00
          31904319.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-04-01
          
          3.500000
          94459689.00
          41492823.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-05-01
          
          2.500000
          1010.00
          1010.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-09-01
          
          3.000000
          50000000.00
          47337257.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-11-01
          
          4.500000
          1993.00
          101.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-12-01
          
          6.000000
          5426400.00
          440385.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-05-20
          
          3.500000
          193450466.00
          46229057.69
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-10-01
          
          4.500000
          113632564.00
          38958690.15
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-07-01
          
          4.000000
          2513152.00
          1403110.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-01-01
          
          4.000000
          3577777.00
          331365.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-09-01
          
          4.500000
          155200996.00
          10760998.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.500000
          10744917.00
          11066645.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-11-01
          
          4.500000
          26762395.00
          11291798.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-07-01
          
          4.500000
          45844113.00
          27722251.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-10-01
          
          2.500000
          4755466.00
          4373593.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-06-01
          
          2.500000
          4480.00
          4412.44
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-10-01
          
          2.500000
          1800589.00
          1846739.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-05-01
          
          5.000000
          3809.00
          48.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-02-01
          
          2.280000
          19306.00
          36.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          5.000000
          74843813.00
          5103739.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-12-01
          
          4.000000
          17817776.00
          1191721.40
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-07-20
          
          3.000000
          80000000.00
          45066348.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-12-20
          
          2.500000
          1000.00
          818.46
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          2.500000
          394170.00
          384361.70
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2042-08-15
          
          2.750000
          4161500.00
          4839832.51
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-05-15
          
          2.500000
          598900.00
          677637.33
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-15
          
          1.500000
          100.00
          102.05
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-15
          
          1.625000
          235600.00
          241963.29
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2030-07-15
          
          0.125000
          1997700.00
          2389168.56
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-10-15
          
          0.125000
          99900.00
          99204.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          200.00
          194.38
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-06-30
          
          0.875000
          3486900.00
          3458819.67
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          19081600.00
          21878636.98
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0055
      N
      Y
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.050000%
      938DBR008_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2028-09-30
          
          1.250000
          420049500.00
          417526590.38
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-03-31
          
          1.250000
          129473600.00
          129207503.30
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-28
          
          0.500000
          270604200.00
          264165959.46
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      795000000.00
      795000000.00
      0.0088
      N
      Y
      Y
      N
    
    
      Banco Santander Tri Party Repo
      Banco Santander Tri Party Repo 0.020000%
      5493006QMFDDMYWIAM13
      0000891478
      938TMH003_0.02_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2027-08-15
          
          2.250000
          31328800.00
          33234315.35
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-08-31
          
          1.875000
          63120100.00
          65282682.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-10-31
          
          2.000000
          2121900.00
          2159759.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-11-30
          
          2.125000
          63333800.00
          65730667.66
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-11-15
          
          3.125000
          43754100.00
          48916378.90
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-11-15
          
          1.875000
          13878000.00
          14175016.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-11-15
          
          2.000000
          135000.00
          138402.50
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-05-15
          
          2.375000
          19192600.00
          21839204.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-05-15
          
          2.250000
          50679200.00
          53967485.45
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-08-15
          
          2.000000
          27135000.00
          28600757.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          1.750000
          74998800.00
          73955440.34
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-11-15
          
          1.375000
          149063900.00
          137524528.31
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2043-08-15
          
          3.625000
          45000000.00
          59701098.67
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-02-15
          
          3.625000
          25000000.00
          33310652.04
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2044-02-15
          
          1.375000
          26000000.00
          44204227.61
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-05-15
          
          3.375000
          50602600.00
          64775349.93
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-02-15
          
          2.500000
          113849700.00
          128492937.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-02-15
          
          3.000000
          10243100.00
          12916250.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-08-15
          
          2.750000
          25000000.00
          29075048.10
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0002
      900000000.00
      900000000.00
      0.0100
      N
      Y
      Y
      N
    
    
      Banco Santander Tri Party Repo
      Banco Santander Tri Party Repo 0.050000%
      5493006QMFDDMYWIAM13
      0000891478
      938TMH003_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2050-10-01
          
          3.000000
          1405860.00
          1352673.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2033-02-20
          
          8.500000
          3803034.00
          117978.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2030-12-20
          
          9.000000
          1205874.00
          23613.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-04-01
          
          3.500000
          1.00
          0.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-06-01
          
          4.500000
          36511375.00
          18409691.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-12-01
          
          4.000000
          6649671.00
          2968290.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-05-01
          
          4.000000
          34690464.00
          16451502.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-12-01
          
          3.500000
          25063900.00
          10955351.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-11-01
          
          3.500000
          1400873.00
          1434639.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-06-01
          
          3.000000
          1969090.00
          1809120.94
          Agency Mortgage-Backed Securities
        
        
          TSY INFL IX N/B
          
            2030-07-15
          
          0.125000
          71021200.00
          84938488.26
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-08-15
          
          0.625000
          187999700.00
          176358430.60
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          0.125000
          142227500.00
          141470202.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-08-31
          
          0.125000
          5000000.00
          4999856.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-08-31
          
          0.250000
          25000000.00
          24300811.33
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-09-15
          
          0.125000
          20000000.00
          19877968.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-09-30
          
          0.250000
          41000000.00
          39825061.20
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-10-15
          
          0.125000
          7000000.00
          6951244.77
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-10-31
          
          0.500000
          162000000.00
          154973633.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-11-15
          
          0.875000
          8500000.00
          8126174.84
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-12-31
          
          0.625000
          50000000.00
          48180025.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          75000000.00
          72891915.49
          U.S. Treasuries (including strips)
        
        
          US TREASURY FRN
          
            2023-01-31
          
          0.099000
          50000000.00
          50019641.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-02-15
          
          1.125000
          8916100.00
          8730779.39
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-03-31
          
          1.250000
          49999900.00
          49897139.22
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-03-31
          
          0.125000
          33948000.00
          33852961.83
          U.S. Treasuries (including strips)
        
        
          US TREASURY FRN
          
            2023-04-30
          
          0.084000
          83000000.00
          83012312.08
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-04-15
          
          0.125000
          100.00
          113.31
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-05-31
          
          1.250000
          102549300.00
          102010095.78
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-02-28
          
          0.125000
          50000000.00
          49897061.33
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1190000000.00
      1190000000.00
      0.0132
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Co Repo
      Fixed Income Clearing Co Repo 0.050000%
      942NJA009_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2038-02-15
          
          4.375000
          396412000.00
          561444078.65
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-11-15
          
          2.000000
          1000000000.00
          1027078729.28
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-30
          
          1.250000
          1500000000.00
          1513242187.50
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-11-30
          
          0.500000
          1006724000.00
          1007943079.84
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      4025000000.00
      4025000000.00
      0.0447
      N
      Y
      Y
      N
    
    
      Canadian Imperial Bank of Commerce Tri Party Repo
      Canadian Imperial Bank of Commerce Tri Party Repo 0.055000%
      2IGI19DL77OX0HC3ZE78
      0000800030
      965FJZ003_0.05_1207
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          TSY INFL IX N/B
          
            2030-01-15
          
          0.125000
          400.00
          473.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-02-15
          
          1.375000
          2521600.00
          2564699.09
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-28
          
          1.125000
          13337200.00
          13461263.15
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-04-15
          
          0.125000
          29688500.00
          33887519.56
          U.S. Treasuries (including strips)
        
        
          US TREASURY FRN
          
            2022-04-30
          
          0.164000
          4277800.00
          4280225.53
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-04-30
          
          0.500000
          383100.00
          369416.57
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-05-15
          
          0.125000
          1768000.00
          1761551.74
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2030-07-15
          
          0.125000
          6319400.00
          7557747.30
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-07-31
          
          0.250000
          14996800.00
          14602816.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-12-31
          
          0.625000
          91100.00
          87784.01
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-12-31
          
          0.125000
          18452900.00
          18433611.20
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          1369100.00
          1330617.62
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2031-02-15
          
          1.125000
          3600.00
          3525.17
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          0.125000
          30129500.00
          30025179.35
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-04-15
          
          0.125000
          200.00
          226.63
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          2205000.00
          2528215.38
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-07-31
          
          1.000000
          13453000.00
          13192189.61
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-08-31
          
          1.125000
          100.00
          98.72
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-01-15
          
          2.500000
          295900.00
          488954.64
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-07-15
          
          0.125000
          100.00
          124.92
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-01-15
          
          2.375000
          102400.00
          172287.54
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-11-15
          
          3.000000
          45475800.00
          55252873.89
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-08-15
          
          2.250000
          1100.00
          1197.63
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2046-11-15
          
          2.875000
          34100.00
          41356.46
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2047-02-15
          
          3.000000
          518900.00
          648543.96
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2047-02-15
          
          0.875000
          1291600.00
          2006195.56
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-02-15
          
          3.000000
          13757700.00
          17488538.21
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2050-02-15
          
          2.000000
          1973800.00
          2077249.26
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2050-02-15
          
          0.250000
          73500.00
          95292.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-05-15
          
          1.125000
          1300.00
          1153.29
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-02-15
          
          1.875000
          800.00
          818.31
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-02-15
          
          1.875000
          750200.00
          755797.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          1.750000
          300.00
          295.83
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          1.375000
          200.00
          203.82
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-05-31
          
          2.750000
          100.00
          103.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-08-15
          
          2.875000
          1100.00
          1217.27
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          2.750000
          1900.00
          1988.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-02-15
          
          2.625000
          572300.00
          625624.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-02-29
          
          2.375000
          107300.00
          112087.11
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-04-30
          
          2.250000
          33100.00
          34391.81
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-07-15
          
          0.125000
          6400.00
          7893.71
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-07-15
          
          0.750000
          91500.00
          115216.52
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-11-15
          
          0.875000
          160600.00
          153536.90
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-04-30
          
          1.875000
          1319300.00
          1331060.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-05-31
          
          1.875000
          10600.00
          10693.20
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2024-10-15
          
          0.125000
          100.00
          114.73
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-01-15
          
          1.500000
          3912300.00
          3988057.78
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      225000000.00
      225000000.00
      0.0025
      N
      N
      Y
      N
    
    
      TD Securities USA LLC Tri Party Repo
      TD Securities USA LLC Tri Party Repo 0.050000%
      976GZG002_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2028-10-31
          
          1.375000
          38722900.00
          38760054.73
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      38000000.00
      38000000.00
      0.0004
      N
      Y
      Y
      N
    
    
      Federal Reserve Bank Tri Party Repo
      Federal Reserve Bank Tri Party Repo 0.050000%
      0001457970
      984CCH004_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2023-05-15
          
          1.750000
          2344900.00
          2394525.44
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          0.125000
          704781600.00
          701428567.06
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-09-30
          
          0.125000
          7419738800.00
          7418332596.43
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-08-15
          
          1.625000
          2600529000.00
          2650003710.89
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-08-15
          
          1.500000
          8583400.00
          8703064.72
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-06-30
          
          1.750000
          7474848300.00
          7600678515.06
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          2.750000
          526600.00
          545657.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-05-15
          
          2.375000
          5077908800.00
          5417946474.03
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      23800000000.00
      23800000000.00
      0.2641
      N
      Y
      Y
      N
    
    
      Citigroup Tri Party Repo
      Citigroup Tri Party Repo 0.050000%
      0000036684
      985TJA004_0.05_1203
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2047-02-15
          
          N/A
          6505300.00
          4104909.35
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2046-11-15
          
          N/A
          101456700.00
          64127939.28
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2047-08-15
          
          N/A
          1376900.00
          862368.99
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2047-11-15
          
          N/A
          414570800.00
          258426024.75
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2048-02-15
          
          N/A
          152784700.00
          95366681.89
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2046-02-15
          
          N/A
          69.00
          43.03
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2046-05-15
          
          N/A
          18799.00
          11680.27
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2046-08-15
          
          N/A
          965162.00
          596590.76
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2046-11-15
          
          N/A
          12386868.00
          7659779.05
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-02-15
          
          N/A
          8666998.00
          5343914.96
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-05-15
          
          N/A
          36008703.00
          22184961.92
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-08-15
          
          N/A
          19452209.00
          11931887.74
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2047-11-15
          
          N/A
          19372459.00
          11819156.61
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2048-02-15
          
          N/A
          7784554.00
          4748422.25
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2046-08-15
          
          N/A
          34449300.00
          21804098.80
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2047-05-15
          
          N/A
          1605700.00
          1011550.86
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0055
      N
      N
      Y
      N
    
    
      Citigroup Tri Party Repo
      Citigroup Tri Party Repo 0.060000%
      6SHGI4ZSSLCXXQSBB395
      0000036684
      985TJG001_0.06_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2043-02-15
          
          N/A
          218200.00
          145830.48
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2043-05-15
          
          N/A
          12033000.00
          7998034.28
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2043-08-15
          
          N/A
          40992800.00
          27107226.87
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2043-11-15
          
          N/A
          595400.00
          392216.18
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2044-02-15
          
          N/A
          2731200.00
          1790449.08
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2042-05-15
          
          N/A
          70.00
          46.36
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2042-08-15
          
          N/A
          106151.00
          69774.75
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2042-11-15
          
          N/A
          5438805.00
          3559909.99
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-02-15
          
          N/A
          793996.00
          516980.32
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-05-15
          
          N/A
          19536200.00
          12670651.84
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-08-15
          
          N/A
          2270531.00
          1465219.06
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-11-15
          
          N/A
          20892806.00
          13428913.73
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2044-02-15
          
          N/A
          19887297.00
          12730196.89
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2044-05-15
          
          N/A
          23525161.00
          15024555.80
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      95000000.00
      95000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Citigroup Tri Party Repo
      Citigroup Tri Party Repo 0.060000%
      6SHGI4ZSSLCXXQSBB395
      0000036684
      985TJG001_0.06_1203
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          STRIP PRINC
          
            2027-08-15
          
          N/A
          3144100.00
          2922220.86
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2027-02-15
          
          N/A
          91200.00
          85432.79
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2027-02-15
          
          N/A
          599700.00
          562668.53
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2027-05-15
          
          N/A
          2829900.00
          2644054.81
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2024-02-15
          
          N/A
          622900.00
          613876.05
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-07-15
          
          0.375000
          12346500.00
          15618031.39
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2025-10-15
          
          0.125000
          64733600.00
          74062049.74
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-02-15
          
          N/A
          15462322.00
          13130789.39
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-08-15
          
          N/A
          9562776.00
          8038201.75
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-02-15
          
          N/A
          6093002.00
          5068116.41
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-08-15
          
          N/A
          2224192.00
          1831079.41
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2034-02-15
          
          N/A
          261618463.00
          213197594.63
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2034-08-15
          
          N/A
          2415942.00
          1949017.72
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-02-15
          
          N/A
          31537086.00
          25183719.27
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-08-15
          
          N/A
          15264326.00
          12065335.41
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-05-15
          
          N/A
          20902007.00
          17656907.71
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2032-11-15
          
          N/A
          2129278.00
          1780178.61
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-05-15
          
          N/A
          38510994.00
          31864188.99
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2033-11-15
          
          N/A
          271577.00
          222456.87
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2034-05-15
          
          N/A
          277239400.00
          224804557.80
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2034-11-15
          
          N/A
          30104897.00
          24173901.14
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2022-02-15
          
          N/A
          8816378.00
          8814773.42
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2022-05-15
          
          N/A
          107847.00
          107773.88
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2022-08-15
          
          N/A
          12437543.00
          12427481.03
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2022-11-15
          
          N/A
          19687243.00
          19655192.17
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2023-02-15
          
          N/A
          13813499.00
          13761228.72
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2023-08-15
          
          N/A
          656000.00
          650881.89
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2024-02-15
          
          N/A
          1070997.00
          1057097.60
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2024-05-15
          
          N/A
          7502916.00
          7377632.31
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2024-08-15
          
          N/A
          858998.00
          841333.57
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2025-05-15
          
          N/A
          9811117.00
          9485790.17
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2026-02-15
          
          N/A
          893998.00
          853081.50
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2026-08-15
          
          N/A
          655999.00
          619585.81
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2027-02-15
          
          N/A
          66314963.00
          62018681.81
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2027-08-15
          
          N/A
          7840259.00
          7259076.28
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2027-11-15
          
          N/A
          29951210.00
          27604952.01
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-02-15
          
          N/A
          4582079.00
          4199718.25
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-08-15
          
          N/A
          40802255.00
          36988835.45
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2028-11-15
          
          N/A
          6949084.00
          6267844.45
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-05-15
          
          N/A
          82128754.00
          65269938.28
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-11-15
          
          N/A
          35789978.00
          28154078.82
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2029-02-15
          
          N/A
          6339336.00
          5692362.39
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2026-05-15
          
          N/A
          11153302.00
          10589123.37
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2025-02-15
          
          N/A
          675999.00
          655969.15
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2026-02-15
          
          N/A
          427200.00
          407719.25
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2023-08-15
          
          N/A
          159100.00
          157823.86
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2025-02-15
          
          N/A
          634600.00
          616430.77
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2025-08-15
          
          N/A
          3000000.00
          2886549.00
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2026-08-15
          
          N/A
          311500.00
          294240.41
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2026-11-15
          
          N/A
          7993400.00
          7525626.23
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2027-08-15
          
          N/A
          306700.00
          284905.28
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0006
      1000000000.00
      1000000000.00
      0.0111
      N
      N
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.050000%
      1VUV7VQFKUOQSJ21A208
      0000033738
      996JWK006_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          TSY INFL IX N/B
          
            2030-01-15
          
          0.125000
          187972700.00
          222745169.52
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-01-15
          
          0.125000
          26322300.00
          32254933.37
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      250000000.00
      250000000.00
      0.0028
      N
      Y
      Y
      N
    
    
      Calyon Tri Party Repo
      Calyon Tri Party Repo 0.050000%
      996JWN000_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2051-08-01
          
          2.500000
          41043665.00
          41355663.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-06-01
          
          4.500000
          69700685.00
          35144337.16
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      75000000.00
      75000000.00
      0.0008
      N
      Y
      Y
      N
    
    
      UBS Securities LLC Tri Party Repo
      UBS Securities LLC Tri Party Repo 0.060000%
      0000230611
      99VCQJ003_0.06_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2049-10-01
          
          3.500000
          13000.00
          3414.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-02-01
          
          4.000000
          1000.00
          212.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-02-01
          
          4.000000
          1334.00
          233.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-08-01
          
          4.500000
          94000.00
          1584.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-11-01
          
          5.000000
          23000.00
          217.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-04-01
          
          5.500000
          370000.00
          3129.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-12-01
          
          5.500000
          15000.00
          179.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-09-01
          
          6.500000
          31000.00
          100.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-06-01
          
          4.000000
          1274.00
          129.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-03-01
          
          3.000000
          1000.00
          96.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-01-01
          
          4.000000
          2333.00
          485.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-06-01
          
          4.500000
          5000.00
          614.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-01-01
          
          7.500000
          15000.00
          10.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-02-01
          
          6.500000
          25000.00
          572.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-09-01
          
          6.000000
          26000.00
          308.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          7.000000
          500000.00
          52.33
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-11-01
          
          6.000000
          5000.00
          12.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-06-01
          
          6.000000
          70000.00
          258.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-02-01
          
          3.500000
          4000.00
          441.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-02-01
          
          4.500000
          1000.00
          136.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-02-01
          
          4.000000
          1000.00
          147.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-02-01
          
          5.500000
          4000.00
          1187.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-08-01
          
          3.500000
          1000.00
          244.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-11-01
          
          3.500000
          1000.00
          412.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-02-01
          
          3.500000
          1500.00
          261.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-02-01
          
          3.000000
          1000.00
          354.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-08-01
          
          3.500000
          1000.00
          292.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-09-01
          
          3.000000
          1000.00
          92.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-06-01
          
          4.000000
          2000.00
          267.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-06-01
          
          3.000000
          2500.00
          374.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-06-01
          
          3.000000
          2000.00
          323.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-08-01
          
          3.000000
          1000.00
          172.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          2500.00
          586.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-10-01
          
          3.000000
          1000.00
          162.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.500000
          1000.00
          215.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-11-01
          
          2.500000
          2000.00
          323.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-12-01
          
          4.000000
          1000.00
          214.26
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-12-01
          
          3.500000
          1667.00
          457.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-07-01
          
          3.500000
          5000.00
          863.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-08-01
          
          3.000000
          1000.00
          392.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1000.00
          460.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1000.00
          314.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1000.00
          212.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1000.00
          372.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-09-01
          
          4.000000
          1334.00
          262.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-02-01
          
          3.500000
          1000.00
          146.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-11-01
          
          3.500000
          6000.00
          836.40
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-08-01
          
          3.500000
          2000.00
          295.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-12-01
          
          4.000000
          2000.00
          233.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-12-01
          
          4.000000
          1000.00
          221.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-12-01
          
          4.000000
          1000.00
          170.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-04-01
          
          3.500000
          3000.00
          1054.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-08-01
          
          3.500000
          9000.00
          1533.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-10-01
          
          4.000000
          1500.00
          255.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-11-01
          
          3.500000
          1000.00
          168.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-12-01
          
          4.000000
          6500.00
          1172.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-01-01
          
          3.500000
          1000.00
          218.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-02-01
          
          4.000000
          2750.00
          574.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-02-01
          
          3.500000
          19000.00
          4119.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-07-01
          
          3.000000
          1000.00
          250.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-11-01
          
          3.000000
          1000.00
          304.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-04-01
          
          4.000000
          40893920.00
          19129170.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-04-01
          
          4.500000
          1500.00
          295.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-03-01
          
          3.500000
          1000.00
          282.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-04-01
          
          3.500000
          1334.00
          316.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-08-01
          
          4.000000
          1667.00
          560.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-11-01
          
          4.500000
          2500.00
          748.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-12-01
          
          3.500000
          1000.00
          158.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-01-01
          
          3.500000
          3000.00
          268.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-03-01
          
          4.500000
          2000.00
          50.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-03-01
          
          4.500000
          1000.00
          67.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          3.500000
          3500.00
          468.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-06-01
          
          4.000000
          1500.00
          372.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-01-01
          
          3.500000
          3000.00
          340.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-12-01
          
          4.000000
          14808750.00
          3369195.13
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-09-01
          
          6.000000
          50000.00
          448.12
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-10-01
          
          6.000000
          80000.00
          1171.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-07-01
          
          6.000000
          80667.00
          822.07
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-12-01
          
          6.000000
          50000.00
          817.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-04-01
          
          5.500000
          10000.00
          124.97
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-10-01
          
          6.000000
          40000.00
          336.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-11-01
          
          5.500000
          19000.00
          232.68
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-08-01
          
          5.500000
          1000.00
          90.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-10-01
          
          3.000000
          1000.00
          306.35
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-03-01
          
          3.500000
          6000.00
          1439.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-08-01
          
          4.000000
          1250.00
          291.58
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-09-01
          
          4.000000
          1000.00
          114.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-11-01
          
          3.500000
          2000.00
          548.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-10-01
          
          3.000000
          1000.00
          211.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-10-01
          
          4.000000
          2000.00
          380.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-09-01
          
          4.000000
          2000.00
          222.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-06-01
          
          3.500000
          3000.00
          484.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-05-01
          
          6.500000
          2800.00
          79.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-05-01
          
          6.000000
          20715.00
          99.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-12-01
          
          5.500000
          40000.00
          369.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-11-01
          
          5.000000
          50000.00
          168.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-01-01
          
          6.000000
          10000.00
          245.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-05-01
          
          5.500000
          5000.00
          32.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-06-01
          
          3.500000
          2750.00
          565.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-06-01
          
          4.000000
          1000.00
          212.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-06-01
          
          6.000000
          1000.00
          20.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-09-01
          
          6.500000
          51000.00
          173.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-09-01
          
          8.000000
          540000.00
          0.07
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-10-01
          
          5.500000
          5000.00
          266.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-02-01
          
          3.000000
          1003.00
          270.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-06-01
          
          3.500000
          2000.00
          445.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-06-01
          
          4.000000
          2500.00
          858.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-08-01
          
          3.500000
          2000.00
          678.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-11-01
          
          4.000000
          3250.00
          417.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-06-01
          
          7.500000
          1074.00
          3.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          7.000000
          50000.00
          116.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-12-01
          
          8.000000
          30000.00
          436.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-08-01
          
          6.500000
          50000.00
          132.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-09-01
          
          6.000000
          1000.00
          4.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-10-01
          
          6.000000
          28000.00
          150.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-01-01
          
          6.000000
          165000.00
          124.92
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-04-01
          
          4.000000
          1000.00
          159.21
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-05-01
          
          5.000000
          1000.00
          291.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-07-01
          
          6.000000
          10000.00
          179.44
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-02-01
          
          5.000000
          10000.00
          223.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-07-01
          
          5.500000
          20750.00
          542.96
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-08-01
          
          6.500000
          6000.00
          100.48
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-01-01
          
          3.500000
          1000.00
          127.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-08-01
          
          4.000000
          1000.00
          133.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-08-01
          
          4.500000
          1500.00
          174.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-09-01
          
          4.000000
          2500.00
          428.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-07-01
          
          3.500000
          1000.00
          197.11
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-08-01
          
          4.000000
          1000.00
          178.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-10-01
          
          4.000000
          2000.00
          340.13
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-12-01
          
          4.000000
          3000.00
          567.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-06-01
          
          4.500000
          1000.00
          148.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-05-01
          
          4.000000
          1000.00
          208.05
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-08-01
          
          3.500000
          1000.00
          176.59
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          3.500000
          2000.00
          365.91
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-01-01
          
          6.500000
          35000.00
          1209.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-10-01
          
          5.000000
          5000.00
          102.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-09-01
          
          4.000000
          1038.00
          23.73
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-10-01
          
          3.500000
          6347.00
          189.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-10-01
          
          3.500000
          2000.00
          65.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-11-01
          
          3.000000
          1000.00
          108.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-01-01
          
          3.500000
          1000.00
          117.33
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-03-01
          
          3.000000
          5019.00
          438.37
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-11-01
          
          6.500000
          75000.00
          176.91
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2032-08-01
          
          6.000000
          99990.00
          553.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-04-01
          
          5.000000
          10000.00
          244.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-07-01
          
          7.500000
          6000.00
          1.23
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-01-01
          
          6.500000
          3750.00
          6.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-02-01
          
          5.500000
          5134.00
          17.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-01-01
          
          6.000000
          11233.00
          54.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-12-01
          
          5.500000
          15000.00
          446.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-04-01
          
          5.500000
          25000.00
          614.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-03-01
          
          5.500000
          10000.00
          83.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-12-01
          
          6.000000
          5000.00
          55.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-05-01
          
          5.500000
          15188.00
          183.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-08-01
          
          6.000000
          24912.00
          412.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-06-01
          
          5.000000
          10000.00
          77.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-06-01
          
          5.500000
          8000.00
          43.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-07-01
          
          5.500000
          5000.00
          52.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-08-01
          
          5.000000
          5000.00
          135.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-11-01
          
          5.000000
          25000.00
          523.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-08-01
          
          6.000000
          6672.00
          101.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-08-01
          
          5.000000
          15018.00
          159.40
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-06-01
          
          6.000000
          44707.00
          2120.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-11-01
          
          6.000000
          35445.00
          571.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-01-01
          
          3.500000
          1000.00
          175.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.000000
          1000.00
          424.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-02-01
          
          3.500000
          1000.00
          327.76
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-02-01
          
          2.500000
          1000.00
          165.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-10-01
          
          5.500000
          10000.00
          237.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-09-01
          
          5.500000
          10000.00
          291.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-06-01
          
          5.000000
          4000.00
          84.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          6.500000
          7000.00
          79.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-11-01
          
          6.500000
          25000.00
          310.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.500000
          25000.00
          317.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-06-01
          
          5.000000
          15000.00
          173.44
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-02-01
          
          5.500000
          15000.00
          251.61
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-02-01
          
          7.500000
          50000.00
          325.38
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-09-01
          
          7.000000
          105000.00
          51.67
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-11-01
          
          6.000000
          100000.00
          367.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-11-01
          
          6.500000
          10000.00
          265.81
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-04-01
          
          7.500000
          80000.00
          741.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-01-01
          
          6.500000
          2000.00
          39.76
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-09-01
          
          4.500000
          4500.00
          89.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-01-01
          
          5.500000
          19000.00
          411.44
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-10-01
          
          6.000000
          3000.00
          120.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-12-01
          
          5.500000
          20000.00
          267.12
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-05-01
          
          5.000000
          3000.00
          101.16
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-09-01
          
          6.500000
          6000.00
          198.05
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-12-01
          
          4.000000
          1000.00
          181.85
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-09-01
          
          5.500000
          8000.00
          8.21
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-12-01
          
          5.500000
          3000.00
          3.91
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-02-01
          
          5.000000
          3000.00
          0.37
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-03-01
          
          5.500000
          24000.00
          0.02
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-04-01
          
          5.000000
          4000.00
          18.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-02-01
          
          5.500000
          24000.00
          86.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-11-01
          
          4.000000
          10000.00
          69.56
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-12-01
          
          5.500000
          33500.00
          61.15
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-06-01
          
          5.000000
          21558.00
          225.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-06-01
          
          5.000000
          20000.00
          241.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-06-01
          
          6.000000
          16000.00
          256.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-04-01
          
          8.500000
          60000.00
          550.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-06-01
          
          6.000000
          5000.00
          119.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-06-01
          
          5.000000
          10000.00
          111.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-08-01
          
          5.000000
          2000.00
          45.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-06-01
          
          5.500000
          21000.00
          335.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-05-01
          
          6.000000
          4991.00
          40.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-12-01
          
          5.500000
          7000.00
          150.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          7.000000
          30000.00
          768.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-07-01
          
          5.000000
          2000.00
          35.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          6.000000
          8000.00
          11.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-08-01
          
          5.500000
          1219.00
          12.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-10-01
          
          4.500000
          10000.00
          139.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-08-01
          
          5.000000
          2000.00
          52.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-09-01
          
          6.000000
          6000.00
          374.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-10-01
          
          5.000000
          9000.00
          128.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-09-01
          
          5.000000
          16000.00
          194.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-11-01
          
          6.000000
          9000.00
          139.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-12-01
          
          5.500000
          1000.00
          18.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-03-01
          
          6.000000
          3000.00
          50.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-05-01
          
          5.500000
          16000.00
          83.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-06-01
          
          5.000000
          6003.00
          93.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          6.500000
          28000.00
          205.71
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          5.000000
          5000.00
          45.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-12-01
          
          5.000000
          4000.00
          77.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-05-01
          
          6.000000
          10000.00
          185.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-04-01
          
          5.500000
          10000.00
          182.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-02-01
          
          6.500000
          9000.00
          341.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          6.000000
          15000.00
          345.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2043-10-01
          
          3.500000
          1000.00
          302.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-12-01
          
          4.000000
          3000.00
          601.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-03-01
          
          3.500000
          3500.00
          651.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-06-01
          
          3.500000
          1000.00
          116.43
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-06-01
          
          6.000000
          15000.00
          205.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-02-01
          
          5.000000
          1334.00
          31.13
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-09-01
          
          4.000000
          2000.00
          270.64
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-11-01
          
          3.500000
          2000.00
          290.40
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-01-01
          
          3.500000
          5000.00
          832.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-04-01
          
          3.000000
          1000.00
          244.35
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-02-01
          
          4.000000
          1000.00
          201.76
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-06-01
          
          5.500000
          100000.00
          97.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-07-01
          
          4.000000
          5000.00
          70.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-04-01
          
          4.000000
          38000.00
          332.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-05-01
          
          4.000000
          10000.00
          212.23
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-02-01
          
          3.000000
          1000.00
          75.64
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-07-01
          
          2.500000
          1000.00
          115.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-01-01
          
          3.000000
          1011.00
          220.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2032-04-01
          
          3.500000
          1000.00
          276.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-05-01
          
          3.500000
          1000.00
          248.55
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-01-01
          
          5.500000
          1000.00
          3.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-09-01
          
          5.000000
          4885.00
          4.59
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-08-01
          
          7.000000
          5000.00
          6.99
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-09-01
          
          7.500000
          10000.00
          20.60
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          7.500000
          15000.00
          33.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-04-01
          
          8.000000
          19903.00
          0.21
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-06-01
          
          7.500000
          9000.00
          0.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-12-01
          
          8.000000
          33000.00
          3.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-10-01
          
          6.000000
          2000.00
          1.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-07-01
          
          8.000000
          12000.00
          9.32
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-12-01
          
          6.000000
          4000.00
          3.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-11-01
          
          4.000000
          4000.00
          383.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-03-01
          
          3.500000
          1000.00
          161.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-01-01
          
          3.500000
          1750.00
          544.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-09-01
          
          3.500000
          1000.00
          193.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-02-01
          
          3.500000
          1000.00
          277.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-04-01
          
          1.780000
          2638177.00
          2634472.71
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-04-01
          
          1.720000
          17809000.00
          17731540.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-08-01
          
          5.500000
          2000.00
          1.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-07-01
          
          6.000000
          11000.00
          147.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-07-01
          
          5.500000
          8000.00
          46.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-10-01
          
          5.000000
          5000.00
          20.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-07-01
          
          5.500000
          10000.00
          310.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-06-01
          
          6.000000
          10000.00
          37.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.000000
          29000.00
          284.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          6.000000
          19205.00
          365.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.500000
          40000.00
          1538.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.500000
          60500.00
          709.42
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.500000
          30000.00
          1183.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-09-01
          
          3.500000
          36183040.00
          18184939.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-11-01
          
          3.500000
          1000.00
          300.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-02-01
          
          4.000000
          3500.00
          879.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-08-01
          
          3.500000
          1000.00
          276.01
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-07-01
          
          4.500000
          73433216.00
          40649686.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          7.000000
          75000.00
          1685.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          6.500000
          6000.00
          53.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-05-01
          
          6.500000
          11000.00
          10.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-11-01
          
          5.000000
          29000.00
          737.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-03-01
          
          5.500000
          97000.00
          24.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          5.500000
          31000.00
          2.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          5.500000
          1000.00
          0.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-01-01
          
          7.000000
          3000.00
          6.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-06-01
          
          8.000000
          5000.00
          3.98
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-08-01
          
          7.000000
          30000.00
          68.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-06-01
          
          5.000000
          5000.00
          108.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-06-01
          
          6.500000
          10000.00
          191.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-02-01
          
          5.500000
          3000.00
          53.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-04-01
          
          6.000000
          26460.00
          441.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-08-01
          
          4.500000
          2000.00
          45.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-11-01
          
          4.000000
          1034.00
          69.93
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-07-01
          
          3.500000
          1000.00
          181.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-03-01
          
          3.500000
          1000.00
          217.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          4.500000
          1000.00
          262.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-01
          
          4.000000
          1000.00
          230.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-12-01
          
          3.000000
          1000.00
          336.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-02-01
          
          3.000000
          8000.00
          2816.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.500000
          67887.00
          69752.12
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          3.500000
          1000.00
          148.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-12-01
          
          3.000000
          1000.00
          328.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-03-01
          
          3.500000
          2167.00
          654.12
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-03-01
          
          4.500000
          1000.00
          145.53
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-04-01
          
          4.000000
          15000.00
          2543.65
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-07-01
          
          3.500000
          1000.00
          231.75
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-04-01
          
          4.000000
          4405.00
          2454.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-07-01
          
          4.500000
          3750.00
          685.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-10-01
          
          6.500000
          25102.00
          23.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-05-01
          
          8.000000
          6000.00
          2.77
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-06-01
          
          5.650000
          12500.00
          614.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-08-01
          
          8.500000
          3500.00
          0.25
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-01-01
          
          8.500000
          20000.00
          18.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-12-01
          
          8.500000
          20000.00
          17.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-12-01
          
          5.000000
          3000.00
          59.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-08-01
          
          6.500000
          12000.00
          200.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-10-01
          
          6.500000
          14000.00
          208.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-11-01
          
          7.500000
          25000.00
          275.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          6.500000
          4000.00
          86.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-07-01
          
          5.500000
          2000.00
          9.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-10-01
          
          6.500000
          11000.00
          291.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-05-01
          
          5.500000
          12000.00
          169.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-06-01
          
          5.500000
          1000.00
          16.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          6.500000
          1000.00
          13.26
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-08-01
          
          6.500000
          10000.00
          132.44
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-10-01
          
          6.500000
          17648.00
          93.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          5.000000
          1000.00
          18.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          5.500000
          4500.00
          43.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-01-01
          
          5.000000
          2000.00
          83.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          6.500000
          36435.00
          425.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-06-01
          
          6.500000
          8000.00
          673.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-08-01
          
          6.000000
          60000.00
          141.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          5.000000
          1000.00
          9.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-05-01
          
          6.500000
          12000.00
          191.28
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-12-01
          
          6.000000
          5000.00
          74.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          5.500000
          1000.00
          6.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-04-01
          
          5.500000
          21000.00
          15.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-04-01
          
          5.500000
          6000.00
          75.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-05-01
          
          5.500000
          26000.00
          340.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-06-01
          
          5.500000
          5000.00
          5.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-10-01
          
          6.500000
          19500.00
          415.25
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-12-01
          
          6.000000
          42000.00
          65.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-03-01
          
          6.500000
          18000.00
          252.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-04-01
          
          5.500000
          22000.00
          31.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          7.250000
          25000.00
          102.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-04-01
          
          6.500000
          6000.00
          64.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-07-01
          
          7.000000
          18000.00
          7.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-06-01
          
          5.000000
          25000.00
          1295.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-12-01
          
          4.000000
          4000.00
          165.53
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-02-01
          
          3.500000
          3000.00
          271.62
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-04-01
          
          3.500000
          2000.00
          463.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-05-01
          
          6.000000
          12000.00
          26.45
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-12-01
          
          5.500000
          2000.00
          11.74
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-12-01
          
          5.500000
          2000.00
          7.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2037-03-01
          
          6.000000
          2000.00
          30.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-09-01
          
          7.500000
          49000.00
          57.55
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-04-01
          
          7.000000
          15000.00
          16.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-11-01
          
          7.000000
          15000.00
          25.45
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-01-01
          
          4.000000
          2000.00
          228.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-01-01
          
          4.500000
          5000.00
          803.49
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-02-01
          
          4.500000
          10000.00
          333.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-02-01
          
          4.500000
          1096.00
          63.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-12-01
          
          7.000000
          5000.00
          3.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-03-01
          
          5.000000
          19926.00
          212.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-04-01
          
          4.000000
          22000.00
          294.65
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-04-01
          
          5.000000
          3188.00
          44.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2025-07-01
          
          4.000000
          2000.00
          31.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-05-01
          
          3.500000
          4000.00
          162.75
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-07-01
          
          5.500000
          10000.00
          46.41
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-08-01
          
          5.500000
          25000.00
          283.05
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-11-01
          
          5.000000
          45000.00
          723.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-11-01
          
          5.500000
          15000.00
          220.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-03-01
          
          7.000000
          20000.00
          153.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-06-01
          
          6.000000
          5000.00
          471.71
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-01-01
          
          5.500000
          3000.00
          11.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-11-01
          
          5.000000
          1038.00
          7.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-06-01
          
          6.500000
          9000.00
          106.26
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-07-01
          
          5.500000
          1000.00
          13.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-06-01
          
          5.000000
          3000.00
          87.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-05-01
          
          5.000000
          2000.00
          159.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-07-01
          
          5.500000
          24011.00
          58.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-07-01
          
          6.500000
          100000.00
          460.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-05-01
          
          5.500000
          15000.00
          53.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-09-01
          
          5.500000
          1000.00
          39.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-07-01
          
          6.000000
          8000.00
          92.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-10-01
          
          6.500000
          4000.00
          84.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-08-01
          
          6.000000
          27000.00
          199.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-08-01
          
          6.500000
          66032.00
          397.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-07-01
          
          6.500000
          2000.00
          32.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-08-01
          
          6.500000
          1000.00
          9.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-11-01
          
          5.500000
          19000.00
          31.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-11-01
          
          5.500000
          1000.00
          7.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-08-01
          
          5.500000
          1000.00
          1.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-09-01
          
          6.000000
          3000.00
          34.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-04-01
          
          6.500000
          90000.00
          2278.40
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-11-01
          
          6.500000
          25000.00
          307.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-11-01
          
          6.500000
          3000.00
          57.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-04-01
          
          5.500000
          18000.00
          258.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-07-01
          
          6.500000
          5655.00
          30.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-08-01
          
          6.500000
          94737.00
          1764.42
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-06-01
          
          5.500000
          1000.00
          2.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-12-01
          
          5.500000
          16000.00
          25.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-04-01
          
          5.000000
          7542.00
          152.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-01-01
          
          6.500000
          1000.00
          27.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-07-01
          
          8.000000
          100000.00
          3265.85
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-11-01
          
          5.000000
          12000.00
          140.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-03-01
          
          7.000000
          58615.00
          309.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-05-01
          
          6.500000
          105000.00
          593.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-02-01
          
          5.000000
          13000.00
          451.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-01-01
          
          7.000000
          19000.00
          90.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-01-01
          
          6.500000
          25000.00
          97.66
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-10-01
          
          6.000000
          80000.00
          353.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2027-09-01
          
          3.000000
          1000.00
          124.70
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-02-01
          
          3.000000
          3000.00
          614.55
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-10-01
          
          3.500000
          1000.00
          245.65
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-03-01
          
          8.000000
          10000.00
          11.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-01-01
          
          5.500000
          12500.00
          118.29
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-03-01
          
          5.000000
          10000.00
          144.16
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-06-01
          
          6.000000
          30000.00
          433.09
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-08-01
          
          6.000000
          25000.00
          230.30
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-06-01
          
          4.500000
          10000.00
          29.32
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2023-12-01
          
          5.000000
          20000.00
          136.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-12-01
          
          5.500000
          35000.00
          33.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-04-01
          
          7.500000
          5000.00
          0.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-06-01
          
          7.000000
          20000.00
          6.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-05-01
          
          7.500000
          37000.00
          2.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-01
          
          7.000000
          4000.00
          1.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-07-01
          
          7.500000
          18000.00
          2.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-09-01
          
          7.000000
          17000.00
          6.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-11-01
          
          6.000000
          27000.00
          43.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-12-01
          
          6.000000
          28000.00
          42.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          6.000000
          12000.00
          13.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          7.000000
          1000.00
          0.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-11-01
          
          7.500000
          30000.00
          3.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-03-01
          
          5.500000
          23000.00
          409.46
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-02-01
          
          4.500000
          2000.00
          44.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-04-01
          
          5.000000
          8000.00
          281.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-03-01
          
          6.500000
          7000.00
          163.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-06-01
          
          6.000000
          10500.00
          329.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-09-01
          
          6.000000
          3000.00
          82.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-04-01
          
          5.000000
          4000.00
          27.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-05-01
          
          5.000000
          1000.00
          23.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-05-01
          
          5.500000
          3000.00
          29.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-01
          
          4.500000
          46000.00
          79.77
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-07-01
          
          5.500000
          7000.00
          137.58
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-06-01
          
          5.500000
          54000.00
          321.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-08-01
          
          6.000000
          20000.00
          328.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-09-01
          
          5.000000
          29414.00
          131.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          5.000000
          6000.00
          21.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          6.000000
          15000.00
          40.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          6.000000
          7000.00
          73.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          6.000000
          20667.00
          502.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-01-01
          
          6.500000
          6000.00
          106.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          5.500000
          30000.00
          110.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          5.500000
          13000.00
          2.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-12-01
          
          5.500000
          5000.00
          19.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-05-01
          
          4.500000
          2000.00
          144.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-04-01
          
          5.000000
          1000.00
          58.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-11-01
          
          6.000000
          24000.00
          528.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-05-01
          
          5.000000
          2000.00
          105.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-06-01
          
          5.000000
          1000.00
          140.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-04-01
          
          4.500000
          13000.00
          469.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          4.500000
          2000.00
          93.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-08-01
          
          4.000000
          6000.00
          427.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-03-01
          
          7.000000
          6000.00
          0.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-08-01
          
          6.500000
          15000.00
          5.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-05-01
          
          7.500000
          4000.00
          2.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-06-01
          
          6.000000
          10000.00
          26.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          6.250000
          12000.00
          36.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-06-01
          
          5.500000
          6000.00
          3.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-12-01
          
          6.500000
          25000.00
          13.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-04-01
          
          7.000000
          27000.00
          20.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-03-01
          
          7.500000
          16000.00
          2.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-07-01
          
          7.000000
          18521.00
          24.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-08-01
          
          6.000000
          6700.00
          8.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-10-01
          
          7.000000
          10000.00
          10.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-07-01
          
          7.500000
          12000.00
          5.42
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-10-01
          
          6.500000
          5000.00
          12.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-03-01
          
          6.500000
          5000.00
          4.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-06-01
          
          7.000000
          5000.00
          104.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-05-01
          
          4.000000
          1000.00
          20.06
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2039-09-01
          
          4.500000
          60000.00
          4416.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-01-01
          
          4.000000
          1129.00
          77.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-12-01
          
          7.000000
          14000.00
          25.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-11-01
          
          7.500000
          19000.00
          37.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-12-01
          
          8.000000
          16000.00
          19.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-11-01
          
          6.000000
          105000.00
          182.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          7.000000
          25000.00
          80.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-07-01
          
          7.500000
          16000.00
          99.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          6.500000
          80000.00
          691.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-05-01
          
          8.000000
          32000.00
          123.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-05-01
          
          6.000000
          15000.00
          59.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-05-01
          
          7.000000
          14000.00
          81.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-08-01
          
          6.500000
          5000.00
          12.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-09-01
          
          7.000000
          25000.00
          56.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-12-01
          
          4.000000
          3000.00
          215.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-01-01
          
          3.500000
          2000.00
          236.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-07-01
          
          3.500000
          1188.00
          180.46
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          3.500000
          7000.00
          374.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-04-01
          
          3.000000
          3000.00
          270.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-10-01
          
          3.000000
          6000.00
          2008.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-12-01
          
          3.000000
          1000.00
          341.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-02-01
          
          2.500000
          2000.00
          383.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-10-01
          
          4.000000
          5000.00
          86.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-12-01
          
          4.000000
          8000.00
          113.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-06-01
          
          4.000000
          1000.00
          87.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-11-01
          
          3.500000
          4000.00
          360.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-05-01
          
          4.500000
          6032.00
          360.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-01-01
          
          4.500000
          2000.00
          357.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-03-01
          
          3.500000
          1000.00
          146.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-06-01
          
          3.000000
          1000.00
          284.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-07-01
          
          3.500000
          1750.00
          417.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-04-01
          
          4.500000
          2000.00
          323.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-04-01
          
          3.500000
          3000.00
          325.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-12-01
          
          3.000000
          1000.00
          148.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-07-01
          
          3.000000
          3000.00
          567.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-05-01
          
          3.500000
          1000.00
          244.28
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-08-01
          
          4.000000
          1118.00
          224.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-09-01
          
          3.500000
          1000.00
          195.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-12-01
          
          3.500000
          2000.00
          554.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-10-01
          
          3.500000
          1000.00
          195.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-04-01
          
          3.000000
          20000.00
          2006.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-08-01
          
          4.000000
          1000.00
          197.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-10-01
          
          3.500000
          1500.00
          252.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-11-01
          
          5.000000
          1000.00
          223.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-07-01
          
          7.000000
          12000.00
          33.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-04-01
          
          6.500000
          5000.00
          9.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-06-01
          
          6.500000
          40000.00
          90.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-03-01
          
          6.000000
          109000.00
          338.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-05-01
          
          8.000000
          10000.00
          16.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-10-01
          
          7.000000
          15000.00
          11.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-01-01
          
          7.000000
          10000.00
          16.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-04-01
          
          6.000000
          15000.00
          184.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-06-01
          
          6.500000
          135000.00
          1034.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-10-01
          
          6.500000
          10000.00
          26.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-09-01
          
          7.500000
          6000.00
          12.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-09-01
          
          5.500000
          23000.00
          197.32
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-09-01
          
          6.000000
          10000.00
          48.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-09-01
          
          7.000000
          40000.00
          23.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-11-01
          
          5.500000
          4000.00
          5.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-04-01
          
          6.000000
          90000.00
          149.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-06-01
          
          5.000000
          27000.00
          96.58
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-01-01
          
          6.000000
          22000.00
          101.49
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-05-01
          
          4.000000
          2000.00
          258.45
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-08-01
          
          4.000000
          3680.00
          268.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2042-06-01
          
          3.500000
          1000.00
          152.43
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-08-01
          
          8.000000
          40000.00
          6.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-07-01
          
          7.000000
          110000.00
          58.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-11-01
          
          6.000000
          75000.00
          431.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-01-01
          
          6.000000
          20000.00
          188.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-02-01
          
          5.500000
          64000.00
          109.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2022-10-01
          
          6.000000
          15000.00
          10.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-01-01
          
          6.000000
          40000.00
          186.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-09-01
          
          5.000000
          28000.00
          364.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-01-01
          
          6.500000
          15000.00
          99.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          3.500000
          1750.00
          362.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-04-01
          
          4.000000
          2500.00
          498.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-05-01
          
          4.000000
          1000.00
          207.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-08-01
          
          3.500000
          1000.00
          219.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-09-01
          
          3.500000
          1000.00
          235.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-10-01
          
          4.000000
          1000.00
          246.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-12-01
          
          3.500000
          11000.00
          2741.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-01-01
          
          4.000000
          1750.00
          469.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-03-01
          
          3.500000
          1750.00
          449.44
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-03-01
          
          4.000000
          2000.00
          481.58
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-02-01
          
          3.500000
          1500.00
          375.04
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-01-01
          
          4.000000
          1000.00
          252.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-04-01
          
          3.000000
          2000.00
          593.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-05-01
          
          3.500000
          2000.00
          486.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-07-01
          
          4.500000
          1000.00
          173.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          3.500000
          1750.00
          320.28
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          3.500000
          1000.00
          188.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.000000
          1750.00
          280.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-05-01
          
          3.500000
          1000.00
          164.25
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-07-01
          
          3.500000
          1000.00
          193.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-08-01
          
          3.500000
          1000.00
          216.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-09-01
          
          3.500000
          1000.00
          239.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-02-01
          
          3.000000
          2000.00
          769.50
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-03-01
          
          3.000000
          1000.00
          352.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-05-01
          
          4.000000
          1000.00
          433.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-08-01
          
          2.000000
          5000.00
          3846.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-09-01
          
          2.000000
          5000.00
          4058.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-06-01
          
          1.500000
          4724.00
          4490.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-01
          
          5.000000
          350000.00
          187.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-02-01
          
          4.000000
          5000.00
          89.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-06-01
          
          5.500000
          6000.00
          107.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-12-01
          
          6.000000
          14000.00
          141.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-09-01
          
          4.500000
          2000.00
          55.76
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-11-01
          
          5.000000
          19000.00
          470.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-11-01
          
          7.000000
          90500.00
          770.92
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-01-01
          
          5.000000
          60000.00
          456.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-05-01
          
          6.500000
          7000.00
          193.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2036-07-01
          
          6.000000
          5000.00
          41.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-04-01
          
          5.000000
          5066.00
          46.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-06-01
          
          5.500000
          2000.00
          10.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-11-01
          
          5.500000
          29000.00
          132.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-09-01
          
          8.000000
          35000.00
          36.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-02-01
          
          6.500000
          36000.00
          15.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-09-01
          
          6.500000
          5000.00
          67.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-09-01
          
          8.000000
          140000.00
          100.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-10-01
          
          7.000000
          5000.00
          4.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-06-01
          
          9.000000
          50000.00
          8.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-02-01
          
          6.500000
          24145.00
          31.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-10-01
          
          6.500000
          38000.00
          456.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-08-01
          
          5.500000
          31000.00
          2396.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-09-01
          
          5.500000
          8000.00
          1751.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-12-01
          
          8.500000
          100000.00
          126.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-02-01
          
          6.500000
          90000.00
          625.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-05-01
          
          6.500000
          44500.00
          81.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-01-01
          
          8.000000
          15000.00
          34.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-09-01
          
          6.500000
          1362641.00
          2795.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-07-01
          
          6.000000
          68000.00
          194.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-07-01
          
          6.500000
          15000.00
          46.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-12-01
          
          7.000000
          81103.00
          23.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-11-01
          
          6.000000
          90000.00
          777.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-03-01
          
          4.500000
          3500.00
          193.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-10-01
          
          3.500000
          3000.00
          148.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-04-01
          
          4.500000
          2137.00
          56.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          5.000000
          2000.00
          112.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          5.000000
          8000.00
          182.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-01-01
          
          4.500000
          1294.00
          98.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-12-01
          
          5.500000
          5000.00
          256.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-05-01
          
          5.500000
          15000.00
          0.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-07-01
          
          4.000000
          45000.00
          1056.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-10-01
          
          6.500000
          3000.00
          76.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-11-01
          
          4.000000
          5000.00
          184.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-12-01
          
          4.500000
          2000.00
          173.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-01-01
          
          4.500000
          1000.00
          150.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-06-01
          
          3.500000
          21500.00
          4522.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-03-01
          
          3.500000
          1000.00
          196.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-04-01
          
          3.500000
          1000.00
          166.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-06-01
          
          3.000000
          1000.00
          204.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-06-01
          
          3.500000
          2000.00
          375.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-04-01
          
          4.500000
          1000.00
          40.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-05-01
          
          5.000000
          1000.00
          96.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-08-01
          
          4.000000
          3000.00
          208.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-06-01
          
          5.000000
          1000.00
          64.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-10-01
          
          4.000000
          1000.00
          62.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-09-01
          
          4.500000
          4500.00
          413.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-11-01
          
          3.500000
          2000.00
          91.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-11-01
          
          3.500000
          5000.00
          126.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-02-01
          
          7.000000
          1000.00
          0.52
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-03-01
          
          6.500000
          10000.00
          5.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-08-01
          
          7.000000
          25000.00
          8.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-11-01
          
          5.500000
          10000.00
          162.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-06-01
          
          7.500000
          35000.00
          117.01
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-05-01
          
          6.500000
          11273.00
          3.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-02-01
          
          5.500000
          10000.00
          253.25
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-09-01
          
          6.000000
          14000.00
          239.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-02-01
          
          7.000000
          10000.00
          12.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-09-01
          
          6.500000
          7000.00
          87.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-01-01
          
          6.500000
          100000.00
          118.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-03-01
          
          6.500000
          100000.00
          165.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-02-01
          
          6.500000
          15000.00
          1.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-05-01
          
          6.000000
          5000.00
          11.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-06-01
          
          6.000000
          8000.00
          8.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-06-01
          
          6.500000
          1000.00
          2.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-07-01
          
          6.000000
          80000.00
          82.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-08-01
          
          6.000000
          60688.00
          484.72
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-07-01
          
          8.000000
          25000.00
          242.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-02-01
          
          6.500000
          14000.00
          82.93
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-12-01
          
          5.500000
          512500.00
          498.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-12-01
          
          6.000000
          90100.00
          200.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-11-01
          
          7.500000
          26000.00
          57.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-01-01
          
          6.500000
          45000.00
          196.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          6.500000
          100000.00
          487.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-06-01
          
          7.000000
          23000.00
          23.00
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          6.500000
          25000.00
          25.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-03-01
          
          6.500000
          2896.00
          4.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-05-01
          
          6.000000
          15000.00
          96.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-07-01
          
          6.500000
          10500.00
          30.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-02-01
          
          7.000000
          10000.00
          41.11
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-03-01
          
          7.000000
          18000.00
          99.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-05-01
          
          6.000000
          35000.00
          216.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          5.500000
          32000.00
          478.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-12-01
          
          6.000000
          67500.00
          177.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-02-01
          
          7.000000
          33000.00
          59.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-05-01
          
          8.000000
          16831.00
          19.28
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-02-01
          
          7.000000
          10000.00
          24.91
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-04-01
          
          6.000000
          71626.00
          149.25
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-05-01
          
          6.000000
          30000.00
          46.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-03-01
          
          6.000000
          20000.00
          18.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-05-01
          
          6.000000
          30000.00
          58.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-05-01
          
          6.000000
          36000.00
          67.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-06-01
          
          8.000000
          50000.00
          207.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-01-01
          
          5.500000
          12000.00
          74.76
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          7.000000
          250000.00
          1136.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-06-01
          
          6.000000
          6000.00
          13.49
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          6.500000
          182319.00
          659.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          6.500000
          16058.00
          50.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-08-01
          
          6.500000
          135000.00
          503.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-08-01
          
          6.500000
          69096.00
          192.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-11-01
          
          6.000000
          59040.00
          315.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-05-01
          
          6.000000
          135000.00
          1032.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-05-01
          
          6.000000
          24000.00
          156.43
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-01
          
          6.500000
          60000.00
          9.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-04-01
          
          6.000000
          38000.00
          247.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-07-01
          
          6.000000
          1815.00
          15.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-12-01
          
          7.000000
          60000.00
          70.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-12-01
          
          7.500000
          50000.00
          23.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-12-01
          
          6.000000
          8000.00
          152.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-01-01
          
          7.500000
          25000.00
          6.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-02-01
          
          6.500000
          10000.00
          38.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-03-01
          
          7.500000
          10000.00
          6.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-05-01
          
          6.500000
          15000.00
          399.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-10-01
          
          6.000000
          50000.00
          152.82
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-04-01
          
          6.000000
          6000.00
          31.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-06-01
          
          6.500000
          11000.00
          57.46
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-08-01
          
          7.500000
          150000.00
          175.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-05-01
          
          6.500000
          5000.00
          14.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-06-01
          
          6.500000
          15000.00
          10.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-09-01
          
          6.500000
          7000.00
          11.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-07-01
          
          6.000000
          77416.00
          1129.98
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-08-01
          
          6.500000
          18000.00
          61.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-08-01
          
          7.500000
          25000.00
          169.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-08-01
          
          8.500000
          610000.00
          1063.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-11-01
          
          6.500000
          40600.00
          212.26
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-10-01
          
          6.500000
          15000.00
          27.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-12-01
          
          7.000000
          8000.00
          61.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-11-01
          
          6.500000
          25000.00
          53.64
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-12-01
          
          6.500000
          18000.00
          52.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-12-01
          
          6.000000
          15000.00
          13.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-12-01
          
          6.000000
          20000.00
          49.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-12-01
          
          6.000000
          13000.00
          252.03
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-01-01
          
          6.500000
          5000.00
          7.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-07-01
          
          6.000000
          50000.00
          309.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-05-01
          
          6.000000
          48000.00
          254.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-12-01
          
          3.500000
          2312.00
          279.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-02-01
          
          4.500000
          6000.00
          407.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-02-01
          
          6.500000
          40000.00
          18.01
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-03-01
          
          7.000000
          7000.00
          12.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-03-01
          
          6.500000
          50000.00
          417.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-12-01
          
          3.500000
          1000.00
          73.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-03-01
          
          4.500000
          2000.00
          147.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-12-01
          
          3.500000
          9000.00
          383.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-02-01
          
          7.000000
          3000.00
          4.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-10-01
          
          6.500000
          125000.00
          63.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-07-01
          
          7.000000
          35000.00
          41.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-12-01
          
          7.000000
          50000.00
          44.81
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-05-01
          
          4.500000
          3500.00
          408.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-12-01
          
          4.000000
          2000.00
          174.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-12-01
          
          4.500000
          1000.00
          93.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-01-01
          
          4.500000
          1000.00
          181.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-02-01
          
          3.000000
          1000.00
          162.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-03-01
          
          3.500000
          2015.00
          328.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-03-01
          
          3.500000
          1000.00
          102.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-03-01
          
          2.500000
          1000.00
          102.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-04-01
          
          3.500000
          1000.00
          143.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-04-01
          
          4.500000
          34000.00
          3090.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-04-01
          
          5.000000
          1000.00
          8.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2025-09-01
          
          5.000000
          7500.00
          74.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-10-01
          
          6.500000
          11000.00
          680.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-09-01
          
          4.500000
          60000.00
          3923.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2027-01-01
          
          4.500000
          1988.00
          64.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-07-01
          
          4.500000
          2500.00
          146.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-05-01
          
          3.500000
          1000.00
          125.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-10-01
          
          4.000000
          1000.00
          98.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-10-01
          
          4.000000
          1667.00
          149.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-11-01
          
          3.000000
          1000.00
          78.10
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-11-01
          
          3.000000
          1000.00
          86.22
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-05-01
          
          6.500000
          20000.00
          771.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-12-01
          
          4.000000
          3000.00
          340.70
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-08-01
          
          4.000000
          2000.00
          492.69
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2031-02-01
          
          3.500000
          1000.00
          268.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2038-09-01
          
          6.500000
          1000.00
          97.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-02-01
          
          6.500000
          5000.00
          13.75
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-02-01
          
          7.500000
          13000.00
          14.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-11-01
          
          6.000000
          10000.00
          37.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2029-11-01
          
          6.500000
          35000.00
          65.76
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      100000000.00
      100000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Goldman Sachs Tri Party Repo
      Goldman Sachs Tri Party Repo 0.060000%
      FOR8UP27PHTHYVLBNG30
      99VDKE008_0.06_0103
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2049-10-25
          
          5.958000
          33012608.00
          2533262.71
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-10-25
          
          2.000000
          25000000.00
          1719532.98
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          4.000000
          86062400.00
          7672053.99
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-10-25
          
          3.000000
          35390656.00
          4255183.64
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-08-25
          
          4.500000
          10597792.00
          1670597.84
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-25
          
          3.000000
          3213184.00
          308034.27
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2046-07-15
          
          4.000000
          25605504.00
          1498154.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2032-02-01
          
          7.500000
          4049384.00
          9533.89
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-01-01
          
          3.500000
          513200.00
          25070.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-12-01
          
          3.000000
          647571.00
          67833.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-07-01
          
          4.040000
          100000.00
          118919.94
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2040-11-01
          
          4.000000
          3533756.00
          353617.62
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-10-25
          
          1.598600
          126300000.00
          153733.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-12-25
          
          1.986000
          1675000.00
          53354.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-09-01
          
          6.500000
          200000.00
          5488.48
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-04-01
          
          4.500000
          1237904.00
          525522.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-05-01
          
          5.000000
          10000000.00
          2628136.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-04-01
          
          3.000000
          73421.00
          52280.90
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-10-01
          
          4.500000
          475000.00
          230756.40
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-12-01
          
          5.500000
          1225000.00
          567428.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-05-01
          
          4.000000
          1400000.00
          476646.38
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-01-25
          
          2.500000
          56305680.00
          5497570.29
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-08-25
          
          3.000000
          11934656.00
          2392369.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          1.000000
          1643576.00
          324807.23
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-03-25
          
          4.250000
          2286000.00
          744963.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-02-25
          
          6.008000
          25000000.00
          2149751.96
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-04-15
          
          5.000000
          500000.00
          418557.25
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2044-03-15
          
          4.500000
          250000.00
          395021.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2054-05-15
          
          3.500000
          1000000.00
          1047514.88
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2053-04-15
          
          3.250000
          85000.00
          105172.21
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-03-15
          
          4.000000
          3000000.00
          4066027.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-10-25
          
          2.000000
          49089216.00
          4463467.56
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-01-25
          
          2.500000
          12750000.00
          1252549.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-25
          
          3.000000
          28000736.00
          22818482.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-25
          
          3.000000
          133130400.00
          13579110.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-04-16
          
          3.250000
          8642512.00
          14714.08
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2035-05-25
          
          1.926700
          200000.00
          6995.52
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          3.000000
          12173780.00
          12884233.22
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-02-01
          
          5.500000
          455000.00
          33497.05
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-05-01
          
          6.000000
          267990.00
          10969.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-09-01
          
          5.000000
          2415772.00
          310947.79
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-02-01
          
          5.500000
          6885000.00
          88824.57
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-10-01
          
          5.500000
          1370728.00
          16092.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-01
          
          5.000000
          7240832.00
          34231.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-05-01
          
          4.000000
          1238444.00
          16220.83
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-11-01
          
          3.500000
          4020100.00
          239603.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-07-01
          
          2.500000
          8000.00
          5030.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2040-08-20
          
          4.500000
          29425984.00
          12618135.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2042-11-20
          
          2.500000
          24600000.00
          1029616.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2044-08-20
          
          4.000000
          1617000.00
          25219.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-09-20
          
          4.000000
          1605000.00
          49348.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-06-20
          
          3.500000
          10745008.00
          60081.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2052-08-16
          
          3.000000
          6512888.00
          252252.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2046-11-20
          
          3.000000
          4087000.00
          4959384.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-10-20
          
          3.500000
          29451392.00
          1669755.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-06-20
          
          4.000000
          23727040.00
          1934589.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-08-20
          
          2.500000
          700000.00
          84147.36
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-07-25
          
          6.058000
          97900000.00
          1902994.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-07-25
          
          5.500000
          450000.00
          18834.24
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-08-25
          
          0.492000
          1450000.00
          494128.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-08-25
          
          3.000000
          303030.00
          339581.88
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-09-25
          
          4.000000
          63909248.00
          5641586.53
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-07-01
          
          4.500000
          150000.00
          40403.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          3.500000
          22695296.00
          2382209.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          2.500000
          10000000.00
          5920084.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-05-20
          
          5.000000
          20832736.00
          2866728.31
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          3.000000
          20468672.00
          1790856.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-02-20
          
          4.000000
          5850950.00
          2513920.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.000000
          4250768.00
          3878783.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          30124736.00
          21904238.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          29158336.00
          3008117.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.000000
          31242528.00
          2560551.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2024-06-01
          
          4.500000
          8590000.00
          214918.96
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-10-01
          
          4.000000
          16970816.00
          6340259.94
          Agency Mortgage-Backed Securities
        
        
          FREDDIEMAC STRIP
          
            2042-09-15
          
          5.910800
          6464280.00
          322846.61
          Agency Mortgage-Backed Securities
        
        
          FREDDIEMAC STRIP
          
            2041-10-15
          
          4.000000
          56500000.00
          960411.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-03-01
          
          4.000000
          273577.00
          70539.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2034-04-01
          
          3.500000
          15000.00
          8475.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2030-09-01
          
          3.730000
          20238000.00
          22766509.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2042-08-25
          
          3.000000
          878397.00
          1234296.97
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2024-04-01
          
          6.000000
          1096198.00
          8755.78
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-12-15
          
          4.000000
          324000.00
          540047.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2032-05-15
          
          3.000000
          2325000.00
          14503.67
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-05-15
          
          3.000000
          500000.00
          116925.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-05-15
          
          0.539300
          220000.00
          30113.77
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-02-25
          
          2.500000
          44000000.00
          3698392.40
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-02-15
          
          5.000000
          184000.00
          15051.98
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2045-08-25
          
          2.342500
          12600000.00
          1682427.69
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2029-04-25
          
          2.374400
          25167000.00
          3710212.21
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2047-08-25
          
          2.171300
          1760000.00
          247597.03
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2035-02-25
          
          1.638300
          9880000.00
          1544671.91
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2030-08-25
          
          1.341100
          49872576.00
          4566287.00
          Agency Mortgage-Backed Securities
        
        
          FHLMC STRUCTURED PASS THROUGH
          
            2045-02-25
          
          1.288300
          200000.00
          8236.83
          Agency Mortgage-Backed Securities
        
        
          FHLMC MULTIFAMILY STRUCTURED P
          
            2044-09-25
          
          2.071000
          25000000.00
          2239031.79
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-01-03
      2022-01-03
      2022-01-03
      N
      N
      N
      0.0006
      220000000.00
      220000000.00
      0.0024
      N
      N
      N
      Y
    
    
      HSBC Tri Party Repo
      HSBC Tri Party Repo 0.050000%
      CYYGQCGNHMHPSMRL3R97
      0000083246
      99VDKG003_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2025-05-15
          
          2.125000
          41809000.00
          43524403.40
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-31
          
          0.125000
          8069000.00
          8023048.87
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-10-15
          
          0.125000
          36732900.00
          40252569.83
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      90000000.00
      90000000.00
      0.0010
      N
      Y
      Y
      N
    
    
      HSBC Tri Party Repo
      HSBC Tri Party Repo 0.051000%
      CYYGQCGNHMHPSMRL3R97
      0000083246
      99VDKG003_0.051_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2027-03-31
          
          0.625000
          85000.00
          82614.59
          U.S. Treasuries (including strips)
        
        
          STRIP PRINC
          
            2028-11-15
          
          N/A
          2713000.00
          2463409.43
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-08-15
          
          2.250000
          28229800.00
          31267922.68
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-11-15
          
          2.375000
          42910000.00
          48605320.55
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-02-15
          
          1.875000
          83059400.00
          84960111.90
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-28
          
          2.750000
          23542400.00
          25096810.11
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-01-31
          
          1.375000
          14485900.00
          14583816.34
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      203000000.00
      203000000.00
      0.0023
      N
      Y
      Y
      N
    
    
      HSBC Tri Party Repo
      HSBC Tri Party Repo 0.050000%
      549300LBOHZ4QSIWU288
      0000083246
      99VDKY004_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2051-01-01
          
          3.500000
          50182144.00
          36385449.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-01-20
          
          2.500000
          30683360.00
          26438908.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-02-20
          
          1.500000
          50405600.00
          46476958.82
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          3.000000
          19907488.00
          20962984.67
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-11-01
          
          2.500000
          25722368.00
          26464742.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-09-01
          
          2.500000
          1015498.00
          843621.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-09-01
          
          2.500000
          1033064.00
          1068895.59
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-10-01
          
          4.000000
          2099840.00
          241172.36
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2026-06-01
          
          3.500000
          1500000.00
          67304.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-05-01
          
          2.500000
          1250000.00
          227408.39
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2032-11-01
          
          3.000000
          1750000.00
          409030.39
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2028-05-01
          
          2.500000
          1100000.00
          249163.89
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-03-01
          
          3.500000
          5247000.00
          1327462.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-11-01
          
          3.000000
          4200000.00
          1076912.61
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2033-04-01
          
          3.000000
          790000.00
          390019.93
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2043-05-01
          
          3.500000
          5856080.00
          1881893.98
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-01-01
          
          3.500000
          2371720.00
          484978.10
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-02-01
          
          3.000000
          8135690.00
          5879289.32
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-07-01
          
          3.000000
          5419552.00
          2575233.99
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-04-01
          
          3.500000
          3274952.00
          2488811.51
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-05-01
          
          3.000000
          1318940.00
          860250.08
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-09-01
          
          3.000000
          6448416.00
          5450382.03
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2035-09-01
          
          3.500000
          3035036.00
          2462265.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-04-01
          
          3.000000
          3890268.00
          3416421.05
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-10-01
          
          2.500000
          38950000.00
          39620769.33
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2041-04-01
          
          4.500000
          17000000.00
          1449801.31
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-06-01
          
          1.698000
          6076112.00
          185089.73
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-03-01
          
          3.540000
          490000.00
          523590.30
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-03-01
          
          3.560000
          7963000.00
          9121097.14
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-07-01
          
          3.750000
          197300.00
          230746.07
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2028-11-01
          
          3.500000
          23085000.00
          4512222.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2034-05-01
          
          1.895000
          12000000.00
          162204.68
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-07-01
          
          3.500000
          1626800.00
          753456.20
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-08-01
          
          4.500000
          10232400.00
          5396585.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-11-01
          
          3.165000
          6450000.00
          3535604.84
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-11-01
          
          2.500000
          3492608.00
          3588567.02
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-11-01
          
          2.000000
          1186840.00
          1198281.27
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2051-12-01
          
          2.000000
          3949156.00
          3958215.80
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-11-01
          
          3.000000
          17493500.00
          16416480.65
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-12-01
          
          4.500000
          22562360.00
          8906882.85
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-05-01
          
          4.500000
          21725920.00
          10604884.39
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2033-08-01
          
          4.000000
          20110016.00
          7705960.40
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      Bank of America Tri Party Repo
      Bank of America Tri Party Repo 0.050000%
      0000065100
      99VDMN006_0.05_1201
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY N/B
          
            2027-05-15
          
          2.375000
          26872000.00
          28568217.50
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      28008000.00
      28008000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Bank of America Tri Party Repo
      Bank of America Tri Party Repo 0.050000%
      0000065100
      99VDNE005_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.500000
          3025749.00
          3233221.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          2846809.00
          3022544.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          2913753.00
          3008101.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          3783716.00
          3931574.79
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          2870799.00
          2957760.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          3060151.00
          3141615.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.500000
          3448508.00
          3609810.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          2941369.00
          3100131.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3825270.00
          3948421.02
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.500000
          3002964.00
          3248673.82
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.000000
          3393340.00
          3587183.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.500000
          2772153.00
          2953254.68
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          3341851.00
          3430861.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.000000
          847358.00
          879057.71
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3049386.00
          3153331.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          3007092.00
          3113103.69
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          2959943.00
          3060631.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3750962.00
          3878193.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.500000
          3074817.00
          3323014.52
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.500000
          3053279.00
          3299744.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          3033159.00
          3125036.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          3085225.00
          3217016.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.500000
          3219582.00
          3423151.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3108506.00
          3212392.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          2942380.00
          3023238.57
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.000000
          2838462.00
          3000221.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          3409184.00
          3548455.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.500000
          2959790.00
          3222391.24
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3303224.00
          3450501.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          3.500000
          2747006.00
          2972526.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3292770.00
          3386553.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          2876426.00
          2988824.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.500000
          2998580.00
          3199342.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          2878150.00
          2981429.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.500000
          608680.00
          649430.79
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2045-06-20
          
          4.000000
          4280038.00
          3317887.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-01-20
          
          5.000000
          21460362.00
          3387605.75
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-11-20
          
          5.000000
          12500000.00
          3868562.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-01-20
          
          5.000000
          8220000.00
          2927578.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-07-20
          
          4.000000
          6542906.00
          3707696.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          4.000000
          5722652.00
          3904632.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.000000
          3197713.00
          3218709.18
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2036-11-20
          
          2.000000
          3693849.00
          3788227.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-07-20
          
          3.000000
          4621690.00
          3235046.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-10-20
          
          3.000000
          3626762.00
          3277213.18
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-10-20
          
          2.000000
          3288224.00
          3080072.54
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-10-20
          
          2.000000
          3320123.00
          3258575.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          3.000000
          3030932.00
          3237137.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          3879615.00
          4017439.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-02-20
          
          2.000000
          2969065.00
          2925303.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-06-20
          
          3.000000
          3106455.00
          3242304.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-04-20
          
          3.500000
          3262932.00
          3462434.89
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-04-20
          
          2.500000
          2881972.00
          2959053.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.500000
          3764955.00
          3998694.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.500000
          2889570.00
          3105454.60
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.000000
          2817929.00
          3021425.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          2.500000
          3319459.00
          3426545.77
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          3577916.00
          3679732.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          3219464.00
          3334600.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          2.500000
          3723503.00
          3836291.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.000000
          3412118.00
          3545448.79
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          2781343.00
          2987859.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-08-20
          
          3.500000
          2794894.00
          2967727.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-12-25
          
          2.500000
          6000000.00
          490973.33
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-12-25
          
          2.500000
          11502500.00
          1200089.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2041-02-20
          
          3.500000
          10000000.00
          8282776.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2071-05-20
          
          0.727200
          120834171.00
          7222391.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2070-07-20
          
          1.489300
          118001777.00
          8399052.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2070-11-20
          
          1.698900
          99618051.00
          6964736.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2070-11-20
          
          1.818200
          80550812.00
          8298073.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-04-16
          
          0.803400
          165186138.00
          12411553.13
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-01-20
          
          5.958900
          124199226.00
          6966902.03
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-08-16
          
          1.002500
          202412391.00
          15954999.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-06-16
          
          1.006800
          200000000.00
          15195721.02
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-11-16
          
          0.801300
          221803931.00
          16400290.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2063-11-16
          
          0.921900
          100000000.00
          8918160.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2061-10-16
          
          0.669900
          156291051.00
          11194606.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-09-20
          
          4.500000
          131083088.00
          9348994.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-03-20
          
          5.958900
          150871755.00
          9060010.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-05-20
          
          6.008900
          189325853.00
          12127164.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-06-20
          
          3.000000
          100166667.00
          8305349.82
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-05-20
          
          6.058900
          53945766.00
          9299373.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-07-20
          
          3.000000
          33257402.00
          3308025.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-09-20
          
          6.208900
          64225682.00
          10557460.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-09-20
          
          3.000000
          93919020.00
          9095603.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-09-20
          
          6.258900
          63562423.00
          10194162.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-10-20
          
          2.500000
          100000000.00
          7797128.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-11-20
          
          2.500000
          75000000.00
          7839560.32
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-12-20
          
          2.500000
          89061184.00
          12505422.74
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-01-20
          
          2.500000
          80000000.00
          8044988.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-12-20
          
          4.000000
          108774265.00
          7143961.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-12-20
          
          3.500000
          218479717.00
          13858288.20
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-06-20
          
          4.500000
          129155030.00
          7066493.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-12-20
          
          5.958900
          171825178.00
          13156703.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-03-20
          
          6.208900
          158000000.00
          12081285.57
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-08-20
          
          3.000000
          103125000.00
          7751581.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-04-20
          
          3.000000
          122499999.00
          8350709.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-05-20
          
          3.000000
          100000000.00
          7107351.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-07-20
          
          3.000000
          112500000.00
          10310867.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2071-08-20
          
          1.220200
          151307672.00
          11953655.44
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          14089706.00
          6989258.97
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          4.500000
          123349019.00
          12079604.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          93863250.00
          9032708.85
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          133283250.00
          14169043.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          130351500.00
          13033667.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-09-20
          
          3.000000
          170142000.00
          151250147.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.152300
          204000000.00
          11354568.03
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.152300
          376125000.00
          20942507.31
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.150000
          200000000.00
          16134800.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-11-20
          
          3.150000
          120000000.00
          9060840.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          4.500000
          41865545.00
          30188337.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          4.500000
          237410833.00
          26462993.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2051-10-20
          
          2.500000
          56605521.00
          7323253.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          2.000000
          37500000.00
          3678516.42
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          2.500000
          42809400.00
          3429171.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2045-11-25
          
          4.000000
          16097261.00
          1909061.50
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-12-25
          
          2.500000
          8591297.00
          742397.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          3.000000
          16988166.00
          1743552.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-25
          
          3.000000
          9679538.00
          1160830.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2061-01-25
          
          3.000000
          9547244.00
          1649699.57
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          3.000000
          8000000.00
          987218.23
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-02-25
          
          2.500000
          44532400.00
          3743142.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-02-25
          
          3.500000
          11377822.00
          1338838.34
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-02-25
          
          3.000000
          27091589.00
          3408915.59
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-02-25
          
          2.500000
          6197542.00
          803075.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          4.000000
          13315619.00
          1133767.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-02-25
          
          3.500000
          21982725.00
          3010787.31
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          3.000000
          29108154.00
          2646322.80
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          3.000000
          17203333.00
          1992925.75
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          3.000000
          30247190.00
          3399449.77
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          2.500000
          10000000.00
          1223088.19
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-08-25
          
          4.500000
          22069333.00
          2414917.48
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-07-25
          
          4.000000
          3912661.00
          407478.45
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-03-25
          
          4.000000
          27459111.00
          745001.83
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-04-25
          
          4.000000
          15683875.00
          1006746.46
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2040-03-25
          
          3.500000
          29399211.00
          1378528.32
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-04-25
          
          3.500000
          79694464.00
          3952005.16
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-04-25
          
          4.000000
          13897710.00
          1109224.79
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-08-25
          
          4.000000
          2600000.00
          251320.47
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-08-25
          
          2.500000
          17226325.00
          1729321.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-25
          
          3.000000
          18920028.00
          2681800.02
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-09-25
          
          3.000000
          21136687.00
          2462071.55
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2050-02-20
          
          2.708900
          200000000.00
          7610622.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2049-05-20
          
          5.958900
          135947963.00
          7193108.37
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-11-25
          
          4.000000
          32182570.00
          3838361.37
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-25
          
          3.000000
          7800000.00
          590985.01
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-03-25
          
          3.000000
          27292332.00
          2443533.72
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-05-25
          
          4.000000
          4846616.00
          336285.07
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-04-25
          
          3.000000
          28474500.00
          2484274.73
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2031-01-25
          
          2.000000
          34861502.00
          1576781.64
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2041-04-25
          
          3.500000
          1183103.00
          120329.54
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-25
          
          3.000000
          33750000.00
          3488766.95
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-25
          
          4.000000
          1051000.00
          132191.09
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2047-04-25
          
          3.000000
          10416666.00
          968601.09
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-06-25
          
          4.000000
          12500000.00
          1773292.73
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-02-25
          
          4.500000
          14831327.00
          1619608.14
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-07-25
          
          4.500000
          8500000.00
          919787.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-08-25
          
          2.500000
          30343449.00
          2960652.69
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2051-08-25
          
          3.500000
          17785457.00
          2145370.04
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-12-25
          
          4.500000
          6690069.00
          992968.53
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2048-04-25
          
          3.000000
          24403709.00
          2881028.39
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2049-10-25
          
          3.000000
          28038820.00
          3548271.43
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-06-25
          
          2.500000
          5980000.00
          569806.25
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      919000000.00
      919000000.00
      0.0102
      N
      Y
      Y
      N
    
    
      Societe Generale Tri Party Repo
      Societe Generale Tri Party Repo 0.050000%
      254900J6B390XMPVLV82
      0000865845
      99VDPU007_0.05_1203
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp.
          
            2030-11-01
          
          5.559000
          27399299.00
          23050.59
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-25
          
          0.792000
          78018398.00
          23503.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2026-09-20
          
          1.625000
          39332480.00
          39253.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2027-05-20
          
          1.875000
          111849471.00
          103821.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2023-11-26
          
          0.441600
          17155840.00
          214773.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2035-01-20
          
          0.291100
          12197280.00
          335792.05
          Agency Mortgage-Backed Securities
        
        
          RFC PRINCIPAL  STRIP
          
            2030-01-15
          
          N/A
          502000.00
          437323.83
          Agency Mortgage-Backed Securities
        
        
          RFC PRINCIPAL  STRIP
          
            2030-04-15
          
          N/A
          1992000.00
          1726818.98
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2029-06-01
          
          4.011000
          77694.00
          93.33
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-08-15
          
          0.689300
          2.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2036-11-01
          
          2.000000
          88147.00
          90127.26
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-11-01
          
          5.342000
          18628.00
          30.26
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2043-08-15
          
          3.625000
          646300.00
          857440.45
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-08-15
          
          3.125000
          100.00
          124.35
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2047-02-15
          
          0.875000
          500.00
          776.63
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-08-15
          
          1.625000
          81900.00
          83778.77
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-30
          
          N/A
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-07-14
          
          N/A
          91279000.00
          91207072.15
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-02-10
          
          N/A
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-02-17
          
          N/A
          1999600.00
          1999356.05
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2021-12-21
          
          N/A
          100500.00
          100493.77
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-01-25
          
          N/A
          300.00
          299.98
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2050-02-15
          
          0.250000
          200.00
          259.30
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-05-15
          
          2.375000
          733400.00
          834533.74
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2041-08-15
          
          1.750000
          31107800.00
          30675038.09
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-15
          
          1.500000
          7800.00
          7960.22
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-11-15
          
          3.125000
          34696800.00
          38790463.42
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2029-01-15
          
          0.875000
          371600.00
          469927.69
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2029-02-15
          
          2.625000
          186300.00
          203658.59
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-15
          
          1.625000
          581700.00
          597411.06
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2022-01-15
          
          0.125000
          41900.00
          51343.60
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-05-15
          
          1.750000
          916900.00
          924448.96
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2027-01-15
          
          0.375000
          25435400.00
          31960570.92
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2028-07-15
          
          0.750000
          13600.00
          17125.08
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2030-05-15
          
          0.625000
          100.00
          93.84
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-06-30
          
          0.250000
          163800.00
          159759.61
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-07-15
          
          0.125000
          100.00
          99.56
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-05-31
          
          0.750000
          46425500.00
          45658782.87
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-08-31
          
          1.125000
          6809900.00
          6722481.58
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-09-30
          
          0.875000
          101881000.00
          100668753.25
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2035-11-15
          
          N/A
          14.00
          11.01
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-02-15
          
          N/A
          107.52
          70.01
          U.S. Treasuries (including strips)
        
        
          STRIPS
          
            2043-08-15
          
          N/A
          3128140.26
          2018651.47
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0005
      350000000.00
      350000000.00
      0.0039
      N
      N
      Y
      N
    
    
      Societe Generale Tri Party Repo
      Societe Generale Tri Party Repo 0.050000%
      254900J6B390XMPVLV82
      0000865845
      99VDPU007_0.05_1206
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2021-12-25
          
          0.642000
          2748637.00
          0.47
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-11-25
          
          0.792000
          3332.00
          95.88
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2025-12-31
          
          0.375000
          607700.00
          591563.80
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-05-15
          
          3.000000
          100.00
          122.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-06-15
          
          0.250000
          13513900.00
          13496704.12
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-01-31
          
          0.375000
          53241500.00
          51744998.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-04-30
          
          0.125000
          16931800.00
          16873175.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-06-30
          
          1.250000
          13170000.00
          13158515.90
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2031-07-15
          
          0.125000
          3409000.00
          3908701.23
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-07-31
          
          0.625000
          19900.00
          19472.19
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-05-31
          
          0.500000
          641600.00
          617144.13
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-03-31
          
          0.375000
          43000.00
          43070.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-05-31
          
          1.750000
          100.00
          100.82
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2024-02-29
          
          2.125000
          2801900.00
          2910641.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-11-15
          
          2.000000
          100.00
          104.14
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-11-15
          
          3.125000
          43557600.00
          48696695.07
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-03-31
          
          2.500000
          1100.00
          1136.06
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2028-02-15
          
          2.750000
          50134500.00
          54906498.43
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-08-15
          
          2.250000
          48788600.00
          51756074.85
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-08-15
          
          1.500000
          54786200.00
          55911585.96
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2040-08-15
          
          1.125000
          100.00
          88.76
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2050-02-15
          
          2.000000
          100.00
          105.24
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-05-15
          
          2.875000
          13802600.00
          17104241.25
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2049-02-15
          
          3.000000
          1688000.00
          2145754.92
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2048-02-15
          
          3.000000
          100.00
          126.10
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2047-08-15
          
          2.750000
          3883600.00
          4665337.32
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2045-11-15
          
          3.000000
          2677000.00
          3288303.91
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2044-05-15
          
          3.375000
          674900.00
          863925.64
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2042-11-15
          
          2.750000
          5201100.00
          6018793.55
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-11-15
          
          6.125000
          562400.00
          721082.84
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2025-02-15
          
          7.625000
          100.00
          123.63
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-01-25
          
          N/A
          100.00
          99.99
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-03-03
          
          N/A
          2456000.00
          2455616.86
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0005
      345000000.00
      345000000.00
      0.0038
      N
      N
      Y
      N
    
    
      Societe Generale Tri Party Repo
      Societe Generale Tri Party Repo 0.050000%
      254900J6B390XMPVLV82
      0000865845
      99VDQL006_0.05_1201
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-08-16
          
          0.389100
          4031.00
          85.76
          Agency Mortgage-Backed Securities
        
        
          US TREASURY N/B
          
            2051-05-15
          
          2.375000
          11653000.00
          13259915.09
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      13000000.00
      13000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      Societe Generale Tri Party Repo
      Societe Generale Tri Party Repo 0.050000%
      254900J6B390XMPVLV82
      0000865845
      99VDQL006_0.05_1206
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Assoc.
          
            2050-09-01
          
          2.500000
          5806395.00
          5314238.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2033-03-16
          
          0.389100
          1248.00
          13.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2036-11-20
          
          0.251100
          2171723.00
          37144.61
          Agency Mortgage-Backed Securities
        
        
          RFC PRINCIPAL  STRIP
          
            2030-01-15
          
          N/A
          67136000.00
          58486399.17
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-05-15
          
          0.539300
          256.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-08-15
          
          0.689300
          460.00
          0.02
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2022-10-15
          
          0.739300
          4996959.00
          244.90
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2050-01-01
          
          3.000000
          711000.00
          641997.28
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-11-01
          
          5.559000
          83354.00
          70.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2023-05-25
          
          0.792000
          1670087.00
          503.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2044-08-01
          
          4.000000
          1897588.00
          447360.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2045-09-01
          
          4.500000
          846123.00
          447320.35
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2050-12-01
          
          2.500000
          131695360.00
          121045418.15
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2046-04-01
          
          2.000000
          48269508.00
          46451004.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2042-07-20
          
          4.000000
          3067473.00
          355321.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-12-20
          
          0.341100
          137891.00
          176.48
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2030-06-01
          
          5.031000
          111751.00
          92.40
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2047-12-01
          
          4.500000
          2646388.00
          1446720.56
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2026-11-01
          
          1.513000
          4867050.00
          494.18
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp.
          
            2038-08-15
          
          1.089300
          55967.00
          626.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2039-11-25
          
          0.792000
          33842.00
          973.86
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2037-03-25
          
          1.092000
          43060.00
          762.37
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-01-01
          
          4.000000
          17170160.00
          9624778.54
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2048-09-01
          
          4.500000
          100000000.00
          46775568.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-02-01
          
          4.500000
          19129714.00
          9380400.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Assoc.
          
            2049-07-01
          
          4.000000
          66932782.00
          42012343.36
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2033-05-16
          
          0.639100
          5794.00
          66.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-09-16
          
          0.389100
          31232286.00
          823232.57
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-08-16
          
          0.389100
          2400.00
          115.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2035-01-20
          
          0.341100
          1024.00
          27.63
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2037-05-20
          
          0.391100
          4977.00
          121.52
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-08-16
          
          0.389100
          4908.00
          104.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-12-16
          
          0.339100
          283424.00
          21762.32
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2036-11-20
          
          0.251100
          49999000.00
          846337.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2036-11-20
          
          0.211100
          49997700.00
          738413.85
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2036-12-20
          
          0.241100
          1200.00
          23.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2037-02-20
          
          0.241100
          40213.00
          798.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2037-05-20
          
          0.391100
          360826.00
          6930.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2037-03-20
          
          0.321100
          4527.00
          74.54
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2037-04-20
          
          0.391100
          7603.00
          137.16
          Agency Mortgage-Backed Securities
        
        
          TSY INFL IX N/B
          
            2043-02-15
          
          0.625000
          481600.00
          722360.59
          U.S. Treasuries (including strips)
        
        
          TREASURY BILL
          
            2022-01-25
          
          N/A
          200.00
          199.99
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2026-02-15
          
          6.000000
          100.00
          122.04
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2027-11-15
          
          6.125000
          100.00
          128.22
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2026-01-15
          
          2.000000
          178300.00
          288594.48
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2045-02-15
          
          0.750000
          9805200.00
          14759432.87
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2051-05-15
          
          2.375000
          946200.00
          1076678.25
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-09-30
          
          1.375000
          500200.00
          509405.31
          U.S. Treasuries (including strips)
        
        
          TSY INFL IX N/B
          
            2027-01-15
          
          0.375000
          49428000.00
          62108207.44
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2022-10-15
          
          1.375000
          1057200.00
          1069672.46
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-03-15
          
          0.500000
          200.00
          200.67
          U.S. Treasuries (including strips)
        
        
          US TREASURY N/B
          
            2023-08-15
          
          0.125000
          2996900.00
          2980942.86
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0005
      420000000.00
      420000000.00
      0.0047
      N
      N
      Y
      N
    
    
      STATE STREET MASTER FUNDS
      2021-12-07
      /s/ Chad Hallett
      Chad Hallett
      Deputy Treasurer
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