Form NPORT-P TRUST FOR CREDIT UNIONS For: Nov 30

January 21, 2022 12:08 PM EST

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    NPORT-P
    false
    
      
      
        
          0000825759
          XXXXXXXX
        
      
      
      
      
        S000009983
        C000116693
        C000027607
      
      
      
    
  
  
    
      Trust for Credit Unions
      811-05407
      0000825759
      549300KS1MDPPEF56W28
      615 East Michigan Street
      Milwaukee
      
      53202-5207
      8003425828
      Ultra-Short Duration Portfolio
      S000009983
      549300WYUXJR73HBOB06
      2022-08-31
      2021-11-30
      N
    
    
      2903676405.560000000000
      4021634.920000000000
      2899654770.640000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LD91
        
          
          
        
        3013187.080000000000
        PA
        USD
        3057548.430000000000
        0.1054452572
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-05-20
          Floating
          .705250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LF32
        
          
          
        
        3790474.110000000000
        PA
        USD
        3862955.180000000000
        0.1332212103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-10-20
          Floating
          .775250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LFQ1
        
          
          
        
        6683882.370000000000
        PA
        USD
        6580411.860000000000
        0.2269377695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-06-20
          Floating
          .326880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LJY0
        
          
          
        
        6043346.570000000000
        PA
        USD
        5942691.010000000000
        0.2049447772
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-08-20
          Floating
          .382380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LLQ4
        
          
          
        
        1453604.830000000000
        PA
        USD
        1432258.930000000000
        0.0493941191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-10-20
          Floating
          .427630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LLV3
        
          
          
        
        1149257.540000000000
        PA
        USD
        1128533.550000000000
        0.0389195832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-10-20
          Floating
          .327630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QZK1
        
          
        
        14681253.330000000000
        PA
        USD
        15531485.820000000000
        0.5356322407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-01-20
          Floating
          1.297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381R7N3
        
          
          
        
        4489458.450000000000
        PA
        USD
        4476445.310000000000
        0.1543785610
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-20
          Floating
          .447740000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANUF & TRADERS TRUST CO
        WWB2V0FCW3A0EE3ZJN75
        Manufacturers & Traders Trust Co
        55279HAM2
        
          
          
        
        3000000.000000000000
        PA
        USD
        3007643.820000000000
        0.1037242037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-18
          Floating
          .770000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA
        AD6GFRVSDT01YPT1CS68
        PNC Bank NA
        69353RFU7
        
          
          
        
        13965000.000000000000
        PA
        USD
        13975299.190000000000
        0.4819642439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-24
          Floating
          .494630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AID-SRI LANKA
        N/A
        Sri Lanka Government AID Bond
        85227NAB3
        
          
          
        
        1500000.000000000000
        PA
        USD
        1500000.000000000000
        0.0517302961
        Long
        DBT
        USGSE
        LK
        
        N
        
        3
        
          2024-11-01
          Floating
          .475380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        89788JAC3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5031410.000000000000
        0.1735175529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Floating
          .779234000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HPD9
        
          
        
        10000000.000000000000
        PA
        USD
        10017335.100000000000
        0.3454664742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-23
          Floating
          .604000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Repo 05/18/20 0.37%
        N/A
        Evergreen Repo 05/18/20 0.37%
        N/A
        
          
        
        75000000.000000000000
        PA
        USD
        75000000.000000000000
        2.5865148072
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .320000000000
          2022-01-04
          
            
              74999999.99999999
              USD
              79304670.29999998
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        Term Repo 1/18/22 0.17%
        N/A
        Term Repo 1/18/22 0.17%
        N/A
        
          
        
        50000000.000000000000
        PA
        USD
        50000000.000000000000
        1.7243432048
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .170000000000
          2022-01-18
          
            
              9129963.711181218
              USD
              9352672.48469999
              USD
              UST
            
            
              8289284.129228301
              USD
              8470700.141696962
              USD
              AMBS
            
            
              32580752.15959048
              USD
              33338319.992754348
              USD
              ACMO
            
          
        
        
          N
          N
          N
        
      
      
        Term Repo 02/08/22 0.37%
        N/A
        Term Repo 02/08/22 0.37%
        N/A
        
          
        
        70000000.000000000000
        PA
        USD
        70000000.000000000000
        2.4140804867
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .370000000000
          2022-02-08
          
            
              18908607.70635273
              USD
              19359661.66378127
              USD
              PLCMO
            
            
              51068968.41215483
              USD
              52365180.2337
              USD
              UST
            
            
              7597.493990776742
              USD
              7770.002041294642
              USD
              AMBS
            
            
              14826.387501682324
              USD
              15182.793572999999
              USD
              ACMO
            
          
        
        
          N
          N
          N
        
      
      
        Overnight Repo 12/01/21 0.15%
        N/A
        Overnight Repo 12/01/21 0.15%
        N/A
        
          
        
        115650000.000000000000
        PA
        USD
        115650000.000000000000
        3.9884058327
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .150000000000
          2021-12-01
          
            
              4824092.937792621
              USD
              4916362.14
              USD
              UST
            
            
              101441941.58871862
              USD
              103223311.66000007
              USD
              AMBS
            
            
              4251220.374433865
              USD
              4322423.220000001
              USD
              ADAS
            
            
              5132745.0990549335
              USD
              5223223.710000002
              USD
              ACMO
            
          
        
        
          N
          N
          N
        
      
      
        Term Repo 12/02/21 0.29%
        N/A
        Term Repo 12/02/21 0.29%
        N/A
        
          
        
        25000000.000000000000
        PA
        USD
        25000000.000000000000
        0.8621716024
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .290000000000
          2021-12-02
          
            
              7805408.937816786
              USD
              8007975.95199058
              USD
              PLCMO
            
            
              17166437.24699722
              USD
              17647358.328599986
              USD
              UST
            
            
              26214.72589553389
              USD
              26923.58
              USD
              ADAS
            
            
              1939.089290468106
              USD
              1990.194
              USD
              ACMO
            
          
        
        
          N
          N
          N
        
      
      
        Gestation Repo 12/17/21 0.49113%
        N/A
        Gestation Repo 12/17/21 0.49113%
        N/A
        
          
        
        165837000.000000000000
        PA
        USD
        165837000.000000000000
        5.7191980811
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .491130000000
          2021-12-17
          
            
              165837000
              USD
              169753527.2000001
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Gestation Repo 12/17/21 0.49338%
        N/A
        Gestation Repo 12/17/21 0.49338%
        N/A
        
          
        
        32671000.000000000000
        PA
        USD
        32671000.000000000000
        1.1267203369
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .493380000000
          2021-12-17
          
            
              32671000
              USD
              33604627.599999994
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Gestation Repo 12/20/21 0.49238%
        N/A
        Gestation Repo 12/20/21 0.49238%
        N/A
        
          
        
        106768000.000000000000
        PA
        USD
        106768000.000000000000
        3.6820935058
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .492380000000
          2021-12-20
          
            
              106768000
              USD
              109869674.32000001
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Gestation Repo 12/20/21 0.49338
        N/A
        Gestation Repo 12/20/21 0.49338
        N/A
        
          
        
        90035000.000000000000
        PA
        USD
        90035000.000000000000
        3.1050248089
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          Y
          .493380000000
          2021-12-20
          
            
              90035000
              USD
              92608664.36000001
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358TRF8
        
          
          
        
        12855.300000000000
        PA
        USD
        12937.450000000000
        0.0004461721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Floating
          1.242000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359RU67
        
          
          
        
        11417.200000000000
        PA
        USD
        11370.960000000000
        0.0003921488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Floating
          .430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359X3X5
        
          
          
        
        83849.140000000000
        PA
        USD
        100620.270000000000
        0.0034700776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        313617NN8
        
          
          
        
        14473.250000000000
        PA
        USD
        14564.210000000000
        0.0005022739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-01
          Floating
          2.139000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31362XKF0
        
          
          
        
        36303.120000000000
        PA
        USD
        37046.490000000000
        0.0012776173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Floating
          4.684000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31362XKG8
        
          
          
        
        5682.520000000000
        PA
        USD
        5802.130000000000
        0.0002000973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Floating
          4.669000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A2AS2
        
          
          
        
        785894.130000000000
        PA
        USD
        788524.360000000000
        0.0271937324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A44C0
        
          
          
        
        343737.650000000000
        PA
        USD
        359268.160000000000
        0.0123900322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AGFY3
        
          
          
        
        2123416.050000000000
        PA
        USD
        2153612.090000000000
        0.0742713275
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Floating
          .642000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AHCG3
        
          
          
        
        807824.550000000000
        PA
        USD
        815521.500000000000
        0.0281247791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-25
          Floating
          .612000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ANSC2
        
          
          
        
        1301148.680000000000
        PA
        USD
        1362902.890000000000
        0.0470022467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ATVV3
        
          
          
        
        3127853.300000000000
        PA
        USD
        3160388.290000000000
        0.1089918814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AUDH1
        
          
          
        
        7882250.220000000000
        PA
        USD
        7986159.560000000000
        0.2754175994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-25
          Floating
          .592000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AWHE0
        
          
          
        
        2222610.200000000000
        PA
        USD
        2233472.760000000000
        0.0770254715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B0AM8
        
          
          
        
        3777360.800000000000
        PA
        USD
        3804159.290000000000
        0.1311935244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-12-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B0PZ3
        
          
          
        
        2743178.750000000000
        PA
        USD
        2757991.090000000000
        0.0951144639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-25
          Floating
          .442000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B27D8
        
          
          
        
        7144507.110000000000
        PA
        USD
        7192262.420000000000
        0.2480385766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Floating
          .442000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B46U7
        
          
        
        5211596.870000000000
        PA
        USD
        5261173.230000000000
        0.1814413662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          .562000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B4ZC5
        
          
          
        
        5306522.050000000000
        PA
        USD
        5381415.650000000000
        0.1855881502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B5GB5
        
          
          
        
        1407841.560000000000
        PA
        USD
        1420446.250000000000
        0.0489867368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B66X6
        
          
          
        
        4463444.400000000000
        PA
        USD
        4495232.600000000000
        0.1550264758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-25
          Floating
          .592000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B6AJ2
        
          
          
        
        5763960.840000000000
        PA
        USD
        5815229.540000000000
        0.2005490308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B8V71
        
          
          
        
        3321329.000000000000
        PA
        USD
        3346650.810000000000
        0.1154154917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B9ZA8
        
          
          
        
        7647903.960000000000
        PA
        USD
        7728342.320000000000
        0.2665262913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-25
          Floating
          .592000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BACY8
        
          
        
        8141356.150000000000
        PA
        USD
        8194056.780000000000
        0.2825873226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BAHX5
        
          
        
        16706293.440000000000
        PA
        USD
        16965523.320000000000
        0.5850876971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A1G98
        
          
          
        
        1068427.360000000000
        PA
        USD
        1082291.700000000000
        0.0373248468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-15
          Floating
          .539250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A7YL8
        
          
          
        
        249055.160000000000
        PA
        USD
        251231.230000000000
        0.0086641773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-15
          Floating
          .459250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AAED1
        
          
          
        
        36233.000000000000
        PA
        USD
        36620.360000000000
        0.0012629214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Floating
          .489250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AUJ34
        
          
          
        
        52784.370000000000
        PA
        USD
        52180.660000000000
        0.0017995473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B4VN3
        
          
          
        
        616300.230000000000
        PA
        USD
        623622.000000000000
        0.0215067672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-15
          Floating
          .589250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BAYR7
        
          
          
        
        7038824.400000000000
        PA
        USD
        7137270.100000000000
        0.2461420640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2054-02-15
          Floating
          .639250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BKRJ1
        
          
        
        8000000.000000000000
        PA
        USD
        8544943.200000000000
        0.2946882948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Variable
          3.329000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BNPJ7
        
          
          
        
        1948133.620000000000
        PA
        USD
        1968965.400000000000
        0.0679034422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-15
          Floating
          .589250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BR4H5
        
          
          
        
        6175608.600000000000
        PA
        USD
        6250559.490000000000
        0.2155621957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-15
          Floating
          .589250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BWVR2
        
          
          
        
        443470.950000000000
        PA
        USD
        444517.980000000000
        0.0153300312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-02-25
          Floating
          .447500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BXR53
        
          
          
        
        272024.430000000000
        PA
        USD
        272272.760000000000
        0.0093898337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Floating
          .457500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F1CE6
        
          
          
        
        2291402.510000000000
        PA
        USD
        2299176.780000000000
        0.0792913971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-15
          Floating
          .439250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F2LZ7
        
          
          
        
        257712.690000000000
        PA
        USD
        257321.100000000000
        0.0088741978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Floating
          .477500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F5PX1
        
          
          
        
        5400965.300000000000
        PA
        USD
        5392067.750000000000
        0.1859555077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-15
          Floating
          .389250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62A4
        
          
        
        25610180.930000000000
        PA
        USD
        25631007.130000000000
        0.8839330595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          .417500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84A8
        
          
        
        27328524.950000000000
        PA
        USD
        27388204.980000000000
        0.9445333030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Floating
          .387500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84D2
        
          
        
        15000000.000000000000
        PA
        USD
        15112686.000000000000
        0.5211891482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-25
          Floating
          .457500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F8ZR7
        
          
        
        36075603.600000000000
        PA
        USD
        36042886.640000000000
        1.2430061332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FCA61
        
          
          
        
        2873804.340000000000
        PA
        USD
        2877793.760000000000
        0.0992460823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-15
          Floating
          .439250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FCZB3
        
          
          
        
        2900571.960000000000
        PA
        USD
        2902156.250000000000
        0.1000862682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-15
          Floating
          .389250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FGZP3
        
          
          
        
        2995947.030000000000
        PA
        USD
        3002048.580000000000
        0.1035312414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-25
          Floating
          .427500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FHPE7
        
          
          
        
        2245139.440000000000
        PA
        USD
        2256008.380000000000
        0.0778026544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Floating
          .487500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FJF87
        
          
          
        
        2562200.730000000000
        PA
        USD
        2584588.730000000000
        0.0891343603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          .507500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FKL79
        
          
          
        
        7995088.130000000000
        PA
        USD
        8033990.630000000000
        0.2770671430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-25
          Floating
          .597500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FKQL3
        
          
          
        
        2341671.370000000000
        PA
        USD
        2353842.680000000000
        0.0811766526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-25
          Floating
          .647500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FLA87
        
          
          
        
        3302837.930000000000
        PA
        USD
        3323272.920000000000
        0.1146092615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-15
          Floating
          .539250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLYR9
        
          
          
        
        3969225.540000000000
        PA
        USD
        3988451.670000000000
        0.1375491907
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-25
          Floating
          .567500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FMV41
        
          
          
        
        5717514.850000000000
        PA
        USD
        5770476.760000000000
        0.1990056478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          .592000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNAS9
        
          
          
        
        9201587.640000000000
        PA
        USD
        9278235.940000000000
        0.3199772619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          .607500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNB41
        
          
          
        
        4202332.260000000000
        PA
        USD
        4230775.750000000000
        0.1459061883
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          .607500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FNW71
        
          
          
        
        3990382.060000000000
        PA
        USD
        4021125.160000000000
        0.1386759969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNXD7
        
          
          
        
        10000000.000000000000
        PA
        USD
        10014207.000000000000
        0.3453585958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Floating
          .737500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQ2T9
        
          
          
        
        5000000.000000000000
        PA
        USD
        5064642.000000000000
        0.1746636203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          .747500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FQA52
        
          
          
        
        5485268.850000000000
        PA
        USD
        5529324.340000000000
        0.1906890571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQKH5
        
          
          
        
        18087895.270000000000
        PA
        USD
        18205405.090000000000
        0.6278473311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Floating
          .687500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FQVP5
        
          
        
        9925629.340000000000
        PA
        USD
        10043263.930000000000
        0.3463606782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-15
          Floating
          .589250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FREN7
        
          
          
        
        9302000.880000000000
        PA
        USD
        9412881.660000000000
        0.3246207706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-25
          Floating
          .597500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FREP2
        
          
          
        
        4185900.400000000000
        PA
        USD
        4220799.510000000000
        0.1455621391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-25
          Floating
          .597743000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRUP4
        
          
          
        
        19831835.790000000000
        PA
        USD
        19979362.830000000000
        0.6890255706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          .687500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRUQ2
        
          
          
        
        19831835.790000000000
        PA
        USD
        19925295.300000000000
        0.6871609511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          .657743000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRYZ8
        
          
          
        
        7869793.530000000000
        PA
        USD
        7943125.050000000000
        0.2739334741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-25
          Floating
          .787500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRZ61
        
          
          
        
        18857367.740000000000
        PA
        USD
        19056801.380000000000
        0.6572093193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          .887500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FTJK4
        
          
        
        7082915.700000000000
        PA
        USD
        7129238.680000000000
        0.2458650855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FTPF8
        
          
        
        4192929.100000000000
        PA
        USD
        4226642.770000000000
        0.1457636548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FTUF2
        
          
        
        7702385.880000000000
        PA
        USD
        7733715.330000000000
        0.2667115895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FTVA2
        
          
        
        4623317.400000000000
        PA
        USD
        4647514.460000000000
        0.1602781996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZZ3
        
          
        
        13369134.090000000000
        PA
        USD
        13430466.330000000000
        0.4631746671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Floating
          .557500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FU2A1
        
          
        
        28145545.450000000000
        PA
        USD
        28321390.370000000000
        0.9767159407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Floating
          .627670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZR8
        
          
        
        7339182.670000000000
        PA
        USD
        7364290.750000000000
        0.2539712943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Floating
          .447500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZS6
        
          
        
        2854126.590000000000
        PA
        USD
        2862827.680000000000
        0.0987299491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Floating
          .447670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FV2F8
        
          
        
        14813521.370000000000
        PA
        USD
        14848414.620000000000
        0.5120752570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Floating
          .457500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FV2G6
        
          
        
        11222364.670000000000
        PA
        USD
        11277279.070000000000
        0.3889179907
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Floating
          .467670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNB4
        
          
        
        21365736.610000000000
        PA
        USD
        21382568.540000000000
        0.7374177353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Floating
          .447500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGC8
        
          
        
        18279469.510000000000
        PA
        USD
        18323172.070000000000
        0.6319087450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          .387500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWJ76
        
          
        
        25000000.000000000000
        PA
        USD
        25074480.000000000000
        0.8647401840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Floating
          .417670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FX4E5
        
          
        
        22106363.140000000000
        PA
        USD
        22154798.180000000000
        0.7640495139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Floating
          .437500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXLT3
        
          
        
        1197809.970000000000
        PA
        USD
        1199706.460000000000
        0.0413741136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Floating
          .367670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXR26
        
          
        
        20416931.820000000000
        PA
        USD
        20467016.600000000000
        0.7058432199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          .427670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ84
        
          
        
        50000000.000000000000
        PA
        USD
        49976555.000000000000
        1.7235346603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          .287670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZA9
        
          
        
        47500000.000000000000
        PA
        USD
        47456908.000000000000
        1.6366399366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYTS5
        
          
        
        50000000.000000000000
        PA
        USD
        49976580.000000000000
        1.7235355224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYU20
        
          
        
        50000000.000000000000
        PA
        USD
        49976630.000000000000
        1.7235372468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYU46
        
          
        
        45000000.000000000000
        PA
        USD
        45026757.000000000000
        1.5528316493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUP9
        
          
        
        65000000.000000000000
        PA
        USD
        65032214.000000000000
        2.2427571261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Floating
          .297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385HJC7
        
          
          
        
        15851.880000000000
        PA
        USD
        15854.610000000000
        0.0005467758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Floating
          2.079000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E4SV4
        
          
          
        
        1557.420000000000
        PA
        USD
        1731.650000000000
        0.0000597192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EG4P6
        
          
          
        
        1135711.270000000000
        PA
        USD
        1189334.570000000000
        0.0410164197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Floating
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EH2G6
        
          
          
        
        271488.280000000000
        PA
        USD
        284760.010000000000
        0.0098204798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Floating
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ELE74
        
          
          
        
        41634.550000000000
        PA
        USD
        43082.160000000000
        0.0014857686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390L6J0
        
          
          
        
        7635.310000000000
        PA
        USD
        8508.150000000000
        0.0002934194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390N3Z3
        
          
          
        
        40031.750000000000
        PA
        USD
        40149.370000000000
        0.0013846259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Floating
          2.005000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391UJW6
        
          
          
        
        12668.650000000000
        PA
        USD
        12747.040000000000
        0.0004396054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Floating
          1.475000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391VB69
        
          
          
        
        154667.030000000000
        PA
        USD
        154477.070000000000
        0.0053274297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Floating
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2001-W4
        3139216W3
        
          
          
        
        41006.400000000000
        PA
        USD
        40642.710000000000
        0.0014016396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-25
          Floating
          .357711000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2002-W2
        31392CEQ3
        
          
          
        
        60268.500000000000
        PA
        USD
        58578.660000000000
        0.0020201943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-25
          Floating
          .349250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2002-T7
        31392DQH8
        
          
          
        
        307585.800000000000
        PA
        USD
        301655.790000000000
        0.0104031622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-25
          Floating
          .312000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31395NEU7
        
          
          
        
        108795.950000000000
        PA
        USD
        109775.850000000000
        0.0037858248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395USA0
        
          
          
        
        300244.150000000000
        PA
        USD
        312357.860000000000
        0.0107722431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KBZ4
        
          
          
        
        154689.590000000000
        PA
        USD
        156067.610000000000
        0.0053822825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396KXS6
        
          
          
        
        149023.750000000000
        PA
        USD
        150367.020000000000
        0.0051856870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-25
          Floating
          .492000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396LSQ4
        
          
          
        
        339462.640000000000
        PA
        USD
        342507.930000000000
        0.0118120244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-25
          Floating
          .472000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396W3K0
        
          
          
        
        141665.080000000000
        PA
        USD
        143358.860000000000
        0.0049439975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XNE0
        
          
          
        
        133814.400000000000
        PA
        USD
        136073.210000000000
        0.0046927383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-25
          Floating
          .662000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XNY6
        
          
          
        
        142779.170000000000
        PA
        USD
        145227.150000000000
        0.0050084290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-25
          Floating
          .662000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XQQ0
        
          
          
        
        301588.770000000000
        PA
        USD
        305787.580000000000
        0.0105456547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-25
          Floating
          .632000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396XYG3
        
          
          
        
        189952.510000000000
        PA
        USD
        193222.280000000000
        0.0066636305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-25
          Floating
          .692000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397A6Z1
        
          
          
        
        785662.400000000000
        PA
        USD
        792293.310000000000
        0.0273237117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          Floating
          .489250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397BVG3
        
          
          
        
        62209.540000000000
        PA
        USD
        62694.290000000000
        0.0021621295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-15
          Floating
          .439250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397GX39
        
          
          
        
        38590.030000000000
        PA
        USD
        38978.170000000000
        0.0013442349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Floating
          .489250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397JU85
        
          
          
        
        1102335.750000000000
        PA
        USD
        1108768.320000000000
        0.0382379424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-15
          Floating
          .439250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397LGE3
        
          
          
        
        849351.730000000000
        PA
        USD
        872145.530000000000
        0.0300775644
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Floating
          .932000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397UTT6
        
          
          
        
        323945.810000000000
        PA
        USD
        329566.010000000000
        0.0113656982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-25
          Floating
          .542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31398E3D4
        
          
          
        
        165269.610000000000
        PA
        USD
        169341.510000000000
        0.0058400576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-15
          Floating
          .939250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398FHA2
        
          
          
        
        17087.410000000000
        PA
        USD
        17633.670000000000
        0.0006081300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-25
          Floating
          1.192000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398N2W3
        
          
          
        
        322782.290000000000
        PA
        USD
        325769.870000000000
        0.0112347812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-25
          Floating
          .522000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403FUG7
        
          
          
        
        1068.620000000000
        PA
        USD
        1222.790000000000
        0.0000421702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405KD57
        
          
          
        
        26679.940000000000
        PA
        USD
        29830.040000000000
        0.0010287445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VG27
        
          
          
        
        366173.000000000000
        PA
        USD
        362443.450000000000
        0.0124995380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Floating
          1.488000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VG35
        
          
          
        
        306420.160000000000
        PA
        USD
        303085.810000000000
        0.0104524791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Floating
          1.488000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406C6V5
        
          
          
        
        243553.170000000000
        PA
        USD
        273809.070000000000
        0.0094428162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Floating
          4.595000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HT2U2
        
          
          
        
        5000000.000000000000
        PA
        USD
        4997792.150000000000
        0.1723581787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Floating
          .608000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HUEF9
        
          
          
        
        5000000.000000000000
        PA
        USD
        4998004.900000000000
        0.1723655157
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Floating
          .668000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J0BW9
        
          
        
        20000000.000000000000
        PA
        USD
        19992400.400000000000
        0.6894751955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Floating
          .688000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J0FS4
        
          
        
        20000000.000000000000
        PA
        USD
        19992120.000000000000
        0.6894655254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Floating
          .678000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J23Q7
        
          
        
        31131000.000000000000
        PA
        USD
        31127647.500000000000
        1.0734949490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-01
          Floating
          .438000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8M75
        
          
          
        
        1690606.550000000000
        PA
        USD
        1772763.670000000000
        0.0611370598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Floating
          2.061000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LA3G8
        
          
        
        27350000.000000000000
        PA
        USD
        27348877.830000000000
        0.9431770329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .468000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LAMC6
        
          
        
        30870000.000000000000
        PA
        USD
        30864289.670000000000
        1.0644125633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .398000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LAN50
        
          
        
        34270000.000000000000
        PA
        USD
        34266460.940000000000
        1.1817427815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .438000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LAS97
        
          
        
        27375000.000000000000
        PA
        USD
        27373715.020000000000
        0.9440335897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .468000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LASX4
        
          
        
        23790000.000000000000
        PA
        USD
        23786435.310000000000
        0.8203195619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .418000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LASZ9
        
          
        
        16500000.000000000000
        PA
        USD
        16497947.570000000000
        0.5689624757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Floating
          .428000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LBZG1
        
          
        
        20100000.000000000000
        PA
        USD
        20091469.760000000000
        0.6928917871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Floating
          .298000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GDH3
        
          
          
        
        122024.120000000000
        PA
        USD
        129886.820000000000
        0.0044793891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Floating
          2.167000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GDN0
        
          
          
        
        15599.130000000000
        PA
        USD
        16517.560000000000
        0.0005696388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Floating
          2.344000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GM26
        
          
          
        
        124925.440000000000
        PA
        USD
        130684.790000000000
        0.0045069086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Floating
          1.993000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413KZQ7
        
          
          
        
        92829.910000000000
        PA
        USD
        98679.630000000000
        0.0034031510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415AU82
        
          
          
        
        21606.530000000000
        PA
        USD
        24259.600000000000
        0.0008366375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415PMH8
        
          
          
        
        7204.720000000000
        PA
        USD
        8317.860000000000
        0.0002868569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415RL36
        
          
          
        
        17789.470000000000
        PA
        USD
        19891.160000000000
        0.0006859837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BEL8
        
          
          
        
        5907.840000000000
        PA
        USD
        6575.700000000000
        0.0002267753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MDQ0
        
          
          
        
        17549.450000000000
        PA
        USD
        18269.380000000000
        0.0006300536
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-20
          Floating
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MFS4
        
          
          
        
        15320.380000000000
        PA
        USD
        15944.600000000000
        0.0005498793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-20
          Floating
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MHU7
        
          
          
        
        86213.410000000000
        PA
        USD
        89266.530000000000
        0.0030785227
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-07-20
          Floating
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MRC6
        
          
          
        
        9152.710000000000
        PA
        USD
        9513.810000000000
        0.0003281015
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-20
          Floating
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MWF3
        
          
          
        
        17273.320000000000
        PA
        USD
        17945.900000000000
        0.0006188978
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-20
          Floating
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617G0F47
        
          
          
        
        1662373.800000000000
        PA
        USD
        1734378.360000000000
        0.0598132708
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-11-20
          Floating
          2.063000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617J5V60
        
          
          
        
        3486027.750000000000
        PA
        USD
        3674007.260000000000
        0.1267049891
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-06-20
          Floating
          2.131000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617LAEM0
        
          
          
        
        3249949.640000000000
        PA
        USD
        3365046.930000000000
        0.1160499162
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-09-20
          Floating
          1.779000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206ARY1
        
          
          
        
        6923.850000000000
        PA
        USD
        7381.600000000000
        0.0002545682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36225C7F7
        
          
          
        
        72682.360000000000
        PA
        USD
        72896.450000000000
        0.0025139700
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-20
          Floating
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36225DBW3
        
          
          
        
        263965.440000000000
        PA
        USD
        274483.710000000000
        0.0094660824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-20
          Floating
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36225DEM2
        
          
          
        
        393589.300000000000
        PA
        USD
        407930.070000000000
        0.0140682289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Floating
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375U3U2
        
          
          
        
        3321326.200000000000
        PA
        USD
        3325754.190000000000
        0.1146948328
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-01-20
          Floating
          .475250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375U3Z1
        
          
          
        
        7295515.430000000000
        PA
        USD
        7188221.740000000000
        0.2478992262
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-01-20
          Floating
          .484380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375UD56
        
          
          
        
        1356609.310000000000
        PA
        USD
        1335068.930000000000
        0.0460423407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-08-20
          Floating
          .294500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375UZK9
        
          
          
        
        2496267.940000000000
        PA
        USD
        2504440.970000000000
        0.0863703154
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-03-20
          Floating
          .575250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376R3P9
        
          
          
        
        6364159.860000000000
        PA
        USD
        6391215.180000000000
        0.2204129693
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-05-20
          Floating
          .575250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RE51
        
          
          
        
        1353627.650000000000
        PA
        USD
        1337757.180000000000
        0.0461350501
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-11-20
          Floating
          .464880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RP91
        
          
          
        
        1808820.670000000000
        PA
        USD
        1795455.110000000000
        0.0619196164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-12-20
          Floating
          .644380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376RY59
        
          
          
        
        2952671.300000000000
        PA
        USD
        2968382.460000000000
        0.1023702025
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-03-20
          Floating
          .595250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380L2E2
        
          
          
        
        10568723.060000000000
        PA
        USD
        10797675.420000000000
        0.3723779648
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-02-20
          Floating
          .825250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380L2R3
        
          
        
        5648716.040000000000
        PA
        USD
        5677500.200000000000
        0.1957991778
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-05-20
          Floating
          .575250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380L3G6
        
          
        
        15041581.700000000000
        PA
        USD
        15251089.870000000000
        0.5259622637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-02-20
          Floating
          .675250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380L4U4
        
          
        
        6922984.080000000000
        PA
        USD
        7020659.080000000000
        0.2421205156
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-03-20
          Floating
          .701130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LB36
        
          
          
        
        3340931.280000000000
        PA
        USD
        3391720.450000000000
        0.1169698022
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-09-20
          Floating
          .705250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LP64
        
          
          
        
        7375790.330000000000
        PA
        USD
        7494817.150000000000
        0.2584727405
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-11-20
          Floating
          .725250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LQX4
        
          
          
        
        3166116.810000000000
        PA
        USD
        3199729.890000000000
        0.1103486499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-03-20
          Floating
          .625250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LS20
        
          
          
        
        3908831.350000000000
        PA
        USD
        3990381.300000000000
        0.1376157376
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-10-20
          Floating
          .825250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LVN0
        
          
          
        
        5999358.010000000000
        PA
        USD
        6084124.740000000000
        0.2098223831
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-06-20
          Floating
          .725250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380LZF3
        
          
        
        10218899.500000000000
        PA
        USD
        10230398.830000000000
        0.3528143741
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-05-20
          Floating
          .515250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Q2W1
        
          
        
        25756722.500000000000
        PA
        USD
        26642838.750000000000
        0.9188279591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          .997670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Q3S9
        
          
        
        24754276.290000000000
        PA
        USD
        26654171.950000000000
        0.9192188056
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-06-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Q4Y5
        
          
        
        27127054.610000000000
        PA
        USD
        28732751.090000000000
        0.9909024819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Q5S7
        
          
        
        23224236.940000000000
        PA
        USD
        24820719.760000000000
        0.8559887891
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-12-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Q7A4
        
          
        
        25085953.320000000000
        PA
        USD
        27029861.330000000000
        0.9321751542
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-07-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QAL6
        
          
        
        13185042.080000000000
        PA
        USD
        13526853.750000000000
        0.4664987669
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-05-20
          Floating
          .891130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QBR2
        
          
        
        11786620.670000000000
        PA
        USD
        11921835.600000000000
        0.4111467241
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-06-20
          Floating
          .641130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QE81
        
          
        
        16940365.170000000000
        PA
        USD
        17152851.560000000000
        0.5915480606
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          .597670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QEE8
        
          
        
        15052107.690000000000
        PA
        USD
        15202899.700000000000
        0.5243003358
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          .621130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QF23
        
          
        
        32668199.070000000000
        PA
        USD
        33322954.720000000000
        1.1492042107
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-03-20
          Floating
          .797670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QF56
        
          
        
        21930306.240000000000
        PA
        USD
        22449922.920000000000
        0.7742274407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-03-20
          Floating
          .797670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QF64
        
          
        
        28255121.210000000000
        PA
        USD
        28956885.180000000000
        0.9986321638
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-03-20
          Floating
          .777670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QGM8
        
          
        
        4951268.480000000000
        PA
        USD
        4982416.910000000000
        0.1718279348
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          .591130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QKP6
        
          
        
        24790552.710000000000
        PA
        USD
        24936194.730000000000
        0.8599711587
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-09-20
          Floating
          .541130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QKW1
        
          
        
        17290154.690000000000
        PA
        USD
        18011349.520000000000
        0.6211549631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-09-20
          Floating
          1.141130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QP71
        
          
        
        24895771.160000000000
        PA
        USD
        26741322.060000000000
        0.9222243396
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-03-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QQ47
        
          
        
        21880320.220000000000
        PA
        USD
        22597662.140000000000
        0.7793225031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          .947670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QR38
        
          
        
        25008290.970000000000
        PA
        USD
        26889522.150000000000
        0.9273352960
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QSA1
        
          
        
        10869158.670000000000
        PA
        USD
        11693809.350000000000
        0.4032828138
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-10-20
          Variable
          2.281880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QUP5
        
          
        
        12624428.720000000000
        PA
        USD
        12655997.370000000000
        0.4364656613
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-11-20
          Floating
          .491130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QXT4
        
          
        
        16363991.670000000000
        PA
        USD
        17292484.560000000000
        0.5963635649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          1.297670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QXU1
        
          
        
        15480799.590000000000
        PA
        USD
        15745872.680000000000
        0.5430257712
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          .647670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QXW7
        
          
        
        19741854.420000000000
        PA
        USD
        20831075.700000000000
        0.7183984766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          1.247670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QXY3
        
          
        
        25453701.190000000000
        PA
        USD
        26731665.350000000000
        0.9218913100
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          1.197670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QY63
        
          
        
        27793567.660000000000
        PA
        USD
        29855008.240000000000
        1.0296056118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QY71
        
          
        
        26603502.230000000000
        PA
        USD
        28139253.240000000000
        0.9704346022
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-04-20
          Floating
          1.547670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QYA4
        
          
        
        24255460.350000000000
        PA
        USD
        25473089.310000000000
        0.8784869691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-12-20
          Floating
          1.197670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QYC0
        
          
        
        41267586.720000000000
        PA
        USD
        41321040.630000000000
        1.4250331125
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-04-20
          Floating
          .427670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380QZG0
        
          
        
        20211086.160000000000
        PA
        USD
        21140927.500000000000
        0.7290842936
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-02-20
          Floating
          1.197670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAM3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5015458.850000000000
        0.1729674477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-26
          Floating
          .990250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAR2
        
          
        
        3975000.000000000000
        PA
        USD
        4012293.650000000000
        0.1383714258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          1.081750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31288UYJ4
        
          
          
        
        3736.450000000000
        PA
        USD
        3759.190000000000
        0.0001296427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-01
          Floating
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        3128HDPN3
        
          
          
        
        6606.070000000000
        PA
        USD
        6635.440000000000
        0.0002288355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-01
          Floating
          2.358000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MBX69
        
          
          
        
        122.440000000000
        PA
        USD
        127.590000000000
        0.0000044002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        312908M52
        
          
          
        
        202.660000000000
        PA
        USD
        202.470000000000
        0.0000069826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-03-15
          Floating
          1.190000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3129093W2
        
          
          
        
        1550.450000000000
        PA
        USD
        1564.580000000000
        0.0000539575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3129133Z7
        
          
          
        
        1497.900000000000
        PA
        USD
        1504.560000000000
        0.0000518876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-12-15
          Floating
          1.489250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31306YAJ0
        
          
          
        
        672.610000000000
        PA
        USD
        710.190000000000
        0.0000244922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31347CAC4
        
          
          
        
        1266.290000000000
        PA
        USD
        1268.320000000000
        0.0000437404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-01
          Floating
          1.314000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31348UKA6
        
          
          
        
        166469.030000000000
        PA
        USD
        166994.590000000000
        0.0057591197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Floating
          3.036000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31349GW62
        
          
          
        
        32687.750000000000
        PA
        USD
        32942.770000000000
        0.0011360928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Floating
          3.045000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358PTZ0
        
          
          
        
        6384.360000000000
        PA
        USD
        6383.910000000000
        0.0002201610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-25
          Floating
          1.092000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31358SNX5
        
          
          
        
        77403.800000000000
        PA
        USD
        90854.410000000000
        0.0031332837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-18
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62B2
        
          
        
        19700139.180000000000
        PA
        USD
        19732415.890000000000
        0.6805091451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          .397670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62H9
        
          
        
        40014958.760000000000
        PA
        USD
        40080175.140000000000
        1.3822395530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          .417670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F6JH1
        
          
        
        37293820.660000000000
        PA
        USD
        37483400.070000000000
        1.2926849241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          .427670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F72K0
        
          
        
        21784902.300000000000
        PA
        USD
        21838632.580000000000
        0.7531459538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          .417500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-12-20
      Trust for Credit Unions
      /s/ Jay Johnson
      Jay Johnson
      President & Treasurer
    
  
  XXXX





TRUST FOR CREDIT UNIONS
Ultra-Short Duration Portfolio
Portfolio of Investments – November 30, 2021 (Unaudited)
 
Par Value
     
Value
         
BANK NOTES - 1.42%
   
Financials - 1.42%
   
$
5,000,000  
Citizens Bank NA,
   
   
3 Month LIBOR USD + 0.810%
   
   
0.990%, 05/26/22 (a)
 
$
 5,015,459
            3,975,000
 
3 Month LIBOR USD + 0.950%
   
   
1.082%, 03/29/23 (a)
 
            4,012,294
            3,000,000
 
Manufacturers & Traders Trust Co.,
   
   
3 Month LIBOR USD + 0.610%
   
   
0.770%, 05/18/22 (a)
 
            3,007,644
          13,965,000
 
PNC Bank NA,
   
   
3 Month LIBOR USD + 0.325%
   
   
0.495%, 02/24/23 (a)
 
          13,975,299
            5,000,000
 
Truist Bank,
   
   
SOFR + 0.730%
   
   
0.779%, 03/09/23 (a)
 
            5,031,410
          10,000,000
 
US Bank NA,
   
   
3 Month LIBOR USD + 0.440%
   
   
0.604%, 05/23/22 (a)
 
          10,017,335
   
Total Bank Notes
 
          41,059,441
   
(Cost $40,869,831)
   
         
         
ASSET BACKED SECURITIES* - 0.01%
   
Federal National Mortgage Association REMIC - 0.01%
   
                 41,006
 
Series 2001-W4, Class AV1
   
   
1 Month LIBOR USD + 0.140%
   
   
0.358%, 02/25/32 (a)
 
                 40,643
                 60,269
 
Series 2002-W2, Class AV1
   
   
1 Month LIBOR USD + 0.130%
   
   
0.349%, 06/25/32 (a)
 
                 58,578
               307,586
 
Series 2002-T7, Class A1
   
   
1 Month LIBOR USD + 0.220%
   
   
0.312%, 07/25/32 (a)
 
               301,656
   
Total Asset Backed Securities
 
               400,877
   
(Cost $408,861)
   
         
COLLATERALIZED MORTGAGE OBLIGATIONS - 33.58%
   
Federal Home Loan Mortgage Corporation REMIC - 2.96%
   
                      203
 
Series 1222, Class P
   
   
H15T10Y - 0.400%
   
   
1.190%, 03/15/22 (a)(b)
 
                      202
                   1,550
 
Series 1250, Class J
   
   
7.000%, 05/15/22 (b)
 
                   1,565
                   1,498
 
Series 1448, Class F
   
   
1 Month LIBOR USD + 1.400%
   
   
1.489%, 12/15/22 (a)(c)
 
                   1,505
               300,244
 
Series 2977, Class M
   
   
5.000%, 05/15/25 (b)
 
               312,358
            1,068,427
 
Series 3702, Class FG
   
   
1 Month LIBOR USD + 0.450%
   
   
0.539%, 08/15/32 (a)(d)
 
            1,082,292
            1,102,336
 
Series 3346, Class FT
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 10/15/33 (a)(b)(d)
 
            1,108,768
               785,662
 
Series 3208, Class FH
   
   
1 Month LIBOR USD + 0.400%
   
   
0.489%, 08/15/36 (a)
 
               792,293
                 62,210
 
Series 3231, Class FB
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 10/15/36 (a)
 
                 62,694
                 38,590
 
Series 3314, Class FC
   
   
1 Month LIBOR USD + 0.400%
   
   
0.489%, 12/15/36 (a)
 
                 38,978
               616,300
 
Series 4248, Class QF
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 06/15/39 (a)(d)
 
               623,622
               165,270
 
Series 3545, Class FA
   
   
1 Month LIBOR USD + 0.850%
   
   
0.939%, 06/15/39 (a)
 
               169,342
            9,925,629
 
Series 4942, Class FB
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 04/15/40 (a)(d)
 
          10,043,264
               249,055
 
Series 3827, Class KF
   
   
1 Month LIBOR USD + 0.370%
   
   
0.459%, 03/15/41 (a)
 
               251,231
                 36,233
 
Series 3868, Class FA
   
   
1 Month LIBOR USD + 0.400%
   
   
0.489%, 05/15/41 (a)
 
                 36,620
                 52,784
 
Series 4109, Class EC
   
   
2.000%, 12/15/41 (c)(d)
 
                 52,181
            6,175,609
 
Series 4606, Class FL
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 12/15/44 (a)(d)
 
            6,250,560
            1,948,134
 
Series 4566, Class FA
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 04/15/46 (a)
 
            1,968,965
            2,291,403
 
Series 4689, Class FD
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 06/15/47 (a)
 
            2,299,177
            2,900,572
 
Series 4748, Class DF
   
   
1 Month LIBOR USD + 0.300%
   
   
0.389%, 08/15/47 (a)(b)
 
            2,902,156
            2,873,804
 
Series 4735, Class FB
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 12/15/47 (a)
 
            2,877,794
            5,400,965
 
Series 4795, Class FB
   
   
1 Month LIBOR USD + 0.300%
   
   
0.389%, 06/15/48 (a)
 
            5,392,068
            5,717,515
 
Series 4907, Class AF
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 09/25/48 (a)(d)
 
            5,770,477
            3,302,838
 
Series 4875, Class F
   
   
1 Month LIBOR USD + 0.450%
   
   
0.539%, 04/15/49 (a)(b)
 
            3,323,273
            7,082,916
 
Series 4980, Class FP
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 07/25/49 (a)
 
            7,129,239
            3,990,382
 
Series 4906, Class QF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 09/25/49 (a)
 
            4,021,125
            5,485,269
 
Series 4937, Class MF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 12/25/49 (a)
 
            5,529,324
            4,192,929
 
Series 4982, Class F
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 06/25/50 (a)(b)
 
            4,226,643
            7,702,386
 
Series 4981, Class GF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 06/25/50 (a)
 
            7,733,715
            4,623,317
 
Series 4981, Class JF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 06/25/50 (a)
 
            4,647,514
            7,038,824
 
Series 4336, Class FA
   
   
1 Month LIBOR USD + 0.550%
   
   
0.639%, 02/15/54 (a)(d)
 
            7,137,270
       
          85,786,215
   
Federal National Mortgage Association REMIC - 3.26%
   
                   6,384
 
Series 1992-137, Class F
   
   
1 Month LIBOR USD + 1.000%
   
   
1.092%, 08/25/22 (a)
 
                   6,384
                 12,855
 
Series 1993-27, Class F
   
   
1 Month LIBOR USD + 1.150%
   
   
1.242%, 02/25/23 (a)(e)
 
                 12,937
                 11,417
 
Series 1998-21, Class F
   
   
H15T1Y + 0.350%
   
   
0.430%, 03/25/28 (a)
 
                 11,371
                 83,849
 
Series 2000-16, Class ZG
   
   
8.500%, 06/25/30 (c)
 
               100,620
                 77,404
 
Series 2000-32, Class Z
   
   
7.500%, 10/18/30
 
                 90,854
               108,796
 
Series 2006-45, Class TF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 06/25/36 (a)
 
               109,776
               154,690
 
Series 2006-76, Class QF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 08/25/36 (a)(b)
 
               156,068
               149,024
 
Series 2006-79, Class PF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 08/25/36 (a)(b)
 
               150,367
               339,463
 
Series 2006-111, Class FA
   
   
1 Month LIBOR USD + 0.380%
   
   
0.472%, 11/25/36 (a)
 
               342,508
               141,665
 
Series 2007-75, Class VF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 08/25/37 (a)
 
               143,359
               133,814
 
Series 2007-92, Class OF
   
   
1 Month LIBOR USD + 0.570%
   
   
0.662%, 09/25/37 (a)
 
               136,073
               142,779
 
Series 2007-86, Class FC
   
   
1 Month LIBOR USD + 0.570%
   
   
0.662%, 09/25/37 (a)
 
               145,227
               301,589
 
Series 2007-85, Class FC
   
   
1 Month LIBOR USD + 0.540%
   
   
0.632%, 09/25/37 (a)
 
               305,788
               189,953
 
Series 2007-99, Class FD
   
   
1 Month LIBOR USD + 0.600%
   
   
0.692%, 10/25/37 (a)
 
               193,222
                 17,087
 
Series 2009-84, Class WF
   
   
1 Month LIBOR USD + 1.100%
   
   
1.192%, 10/25/39 (a)
 
                 17,634
               322,782
 
Series 2010-123, Class FL
   
   
1 Month LIBOR USD + 0.430%
   
   
0.522%, 11/25/40 (a)(b)
 
               325,770
               785,894
 
Series 2011-110, Class FE
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 04/25/41 (a)(b)
 
               788,524
               323,946
 
Series 2011-63, Class FG
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 07/25/41 (a)
 
               329,566
               343,738
 
Series 2012-38, Class JE
   
   
3.250%, 04/25/42 (b)
 
               359,268
            2,123,416
 
Series 2013-92, Class FA
   
   
1 Month LIBOR USD + 0.550%
   
   
0.642%, 09/25/43 (a)
 
            2,153,612
               807,825
 
Series 2013-118, Class FB
   
   
1 Month LIBOR USD + 0.520%
   
   
0.612%, 12/25/43 (a)
 
               815,521
            1,301,149
 
Series 2015-30, Class AB
   
   
3.000%, 05/25/45
 
            1,362,903
            3,127,853
 
Series 2016-62, Class FH
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 09/25/46 (a)
 
            3,160,388
            7,882,250
 
Series 2016-83, Class FK
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 11/25/46 (a)
 
            7,986,160
            2,222,610
 
Series 2017-39, Class FT
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 05/25/47 (a)
 
            2,233,473
            2,743,179
 
Series 2017-112, Class FC
   
   
1 Month LIBOR USD + 0.350%
   
   
0.442%, 01/25/48 (a)
 
            2,757,991
               849,352
 
Series 2008-22, Class FD
   
   
1 Month LIBOR USD + 0.840%
   
   
0.932%, 04/25/48 (a)(d)
 
               872,146
            5,306,522
 
Series 2019-25, Class PF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 06/25/49 (a)(b)
 
            5,381,416
            5,211,597
 
Series 2019-33, Class CF
   
   
1 Month LIBOR USD + 0.470%
   
   
0.562%, 07/25/49 (a)
 
            5,261,173
            1,407,842
 
Series 2019-35, Class EF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 07/25/49 (a)
 
            1,420,446
            5,763,961
 
Series 2019-50, Class CF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 09/25/49 (a)(b)
 
            5,815,230
            4,463,444
 
Series 2019-61, Class F
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 11/25/49 (a)(b)
 
            4,495,233
            3,321,329
 
Series 2020-17, Class PF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 03/25/50 (a)(b)
 
            3,346,651
            7,647,904
 
Series 2020-26, Class GF
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 05/25/50 (a)(b)
 
            7,728,342
            8,141,356
 
Series 2020-38, Class NF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 06/25/50 (a)
 
            8,194,057
          16,706,293
 
Series 2020-34, Class F
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 06/25/50 (a)
 
          16,965,523
            3,777,361
 
Series 2017-96, Class FA
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 12/25/57 (a)
 
            3,804,159
            7,144,507
 
Series 2018-72, Class FB
   
   
1 Month LIBOR USD + 0.350%
   
   
0.442%, 10/25/58 (a)
 
            7,192,262
       
          94,672,002
   
Government National Mortgage Association - 27.36%
   
            4,489,458
 
Series 2019-054, Class HF
   
   
1 Month SOFR + 0.400%
   
   
0.448%, 04/20/44 (a)
 
            4,476,445
            1,353,628
 
Series 2016-H24, Class BF
   
   
12 Month LIBOR USD + 0.230%
   
   
0.465%, 11/20/66 (a)
 
            1,337,757
            1,808,821
 
Series 2017-H03, Class FA
   
   
12 Month LIBOR USD + 0.310%
   
   
0.644%, 12/20/66 (a)
 
            1,795,455
            2,952,671
 
Series 2017-H07, Class FC
   
   
1 Month LIBOR USD + 0.520%
   
   
0.595%, 03/20/67 (a)
 
            2,968,382
            2,496,268
 
Series 2017-H09, Class FJ
   
   
1 Month LIBOR USD + 0.500%
   
   
0.575%, 03/20/67 (a)
 
            2,504,441
            6,364,160
 
Series 2017-H11, Class FV
   
   
1 Month LIBOR USD + 0.500%
   
   
0.575%, 05/20/67 (a)
 
            6,391,215
            1,356,609
 
Series 2017-H16, Class F
   
   
12 Month LIBOR USD + 0.050%
   
   
0.295%, 08/20/67 (a)
 
            1,335,069
            7,295,515
 
Series 2018-H01, Class FG
   
   
12 Month LIBOR USD + 0.150%
   
   
0.484%, 01/20/68 (a)
 
            7,188,222
            3,321,326
 
Series 2018-H01, Class FC
   
   
1 Month LIBOR USD + 0.400%
   
   
0.475%, 01/20/68 (a)
 
            3,325,754
            6,683,882
 
Series 2018-H11, Class FJ
   
   
12 Month LIBOR USD + 0.080%
   
   
0.327%, 06/20/68 (a)
 
            6,580,412
            6,043,347
 
Series 2018-H15, Class FG
   
   
12 Month LIBOR USD + 0.150%
   
   
0.382%, 08/20/68 (a)
 
            5,942,691
            1,149,258
 
Series 2018-H17, Class DF
   
   
12 Month LIBOR USD + 0.100%
   
   
0.328%, 10/20/68 (a)
 
            1,128,534
            1,453,605
 
Series 2018-H17, Class FT
   
   
12 Month LIBOR USD + 0.200%
   
   
0.428%, 10/20/68 (a)
 
            1,432,259
            3,166,117
 
Series 2019-H04, Class FB
   
   
1 Month LIBOR USD + 0.550%
   
   
0.625%, 03/20/69 (a)
 
            3,199,730
          10,218,900
 
Series 2019-H14, Class EF
   
   
1 Month LIBOR USD + 0.440%
   
   
0.515%, 05/20/69 (a)
 
          10,230,399
            5,648,716
 
Series 2020-H04, Class FL
   
   
1 Month LIBOR USD + 0.500%
   
   
0.575%, 05/20/69 (a)
 
            5,677,500
            3,013,187
 
Series 2019-H15, Class NF
   
   
1 Month LIBOR USD + 0.630%
   
   
0.705%, 05/20/69 (a)
 
            3,057,548
            5,999,358
 
Series 2019-H10, Class FC
   
   
1 Month LIBOR USD + 0.650%
   
   
0.725%, 06/20/69 (a)
 
            6,084,125
            3,340,931
 
Series 2019-H15, Class EF
   
   
1 Month LIBOR USD + 0.630%
   
   
0.705%, 09/20/69 (a)
 
            3,391,720
            3,908,831
 
Series 2019-H19, Class FC
   
   
1 Month LIBOR USD + 0.750%
   
   
0.825%, 10/20/69 (a)
 
            3,990,381
            3,790,474
 
Series 2019-H16, Class FA
   
   
1 Month LIBOR USD + 0.700%
   
   
0.775%, 10/20/69 (a)
 
            3,862,955
            7,375,790
 
Series 2019-H20, Class AF
   
   
1 Month LIBOR USD + 0.650%
   
   
0.725%, 11/20/69 (a)
 
            7,494,817
          10,568,723
 
Series 2020-H04, Class AF
   
   
1 Month LIBOR USD + 0.750%
   
   
0.825%, 02/20/70 (a)
 
          10,797,675
          15,041,582
 
Series 2020-H04, Class FH
   
   
1 Month LIBOR USD + 0.600%
   
   
0.675%, 02/20/70 (a)
 
          15,251,090
            6,922,984
 
Series 2020-H05, Class FK
   
   
1 Month LIBOR USD + 0.610%
   
   
0.701%, 03/20/70 (a)
 
            7,020,659
          41,267,587
 
Series 2021-H03, Class FA
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 04/20/70 (a)
 
          41,321,041
          13,185,042
 
Series 2020-H09, Class FD
   
   
1 Month LIBOR USD + 0.800%
   
   
0.891%, 05/20/70 (a)
 
          13,526,854
          11,786,621
 
Series 2020-H10, Class FA
   
   
1 Month LIBOR USD + 0.550%
   
   
0.641%, 06/20/70 (a)
 
          11,921,836
            4,951,268
 
Series 2020-H13, Class FK
   
   
1 Month LIBOR USD + 0.500%
   
   
0.591%, 07/20/70 (a)
 
            4,982,417
          15,052,108
 
Series 2020-H12, Class GF
   
   
1 Month LIBOR USD + 0.530%
   
   
0.621%, 07/20/70 (a)
 
          15,202,900
          17,290,155
 
Series 2020-H16, Class LF
   
   
1 Month LIBOR USD + 1.050%
   
   
1.141%, 09/20/70 (a)
 
          18,011,350
          24,790,553
 
Series 2020-H16, Class FK
   
   
1 Month LIBOR USD + 0.450%
   
   
0.541%, 09/20/70 (a)
 
          24,936,195
          10,869,159
 
Series 2020-H22, Class HF
   
   
2.282%, 10/20/70 (a)
 
          11,693,809
          12,624,429
 
Series 2021-H01, Class F
   
   
1 Month LIBOR USD + 0.400%
   
   
0.491%, 11/20/70 (a)
 
          12,655,997
          23,224,237
 
Series 2021-H11, Class FA
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 12/20/70 (a)
 
          24,820,720
          24,255,460
 
Series 2021-H04, Class FD
   
   
30-day Average SOFR + 1.150%
   
   
1.198%, 12/20/70 (a)
 
          25,473,089
          14,681,253
 
Series 2021-H03, Class JF
   
   
30-day Average SOFR + 1.250%
   
   
1.298%, 01/20/71 (a)
 
          15,531,486
          16,363,992
 
Series 2021-H04, Class FA
   
   
30-day Average SOFR + 1.250%
   
   
1.298%, 02/20/71 (a)
 
          17,292,485
          15,480,800
 
Series 2021-H04, Class BF
   
   
30-day Average SOFR + 0.600%
   
   
0.648%, 02/20/71 (a)
 
          15,745,873
          19,741,854
 
Series 2021-H04, Class FB
   
   
30-day Average SOFR + 1.200%
   
   
1.248%, 02/20/71 (a)
 
          20,831,076
          20,211,086
 
Series 2021-H03, Class FJ
   
   
30-day Average SOFR + 1.150%
   
   
1.198%, 02/20/71 (a)
 
          21,140,928
          25,453,701
 
Series 2021-H04, Class FC
   
   
30-day Average SOFR + 1.150%
   
   
1.198%, 02/20/71 (a)
 
          26,731,665
          16,940,365
 
Series 2021-H05, Class HF
   
   
30-day Average SOFR + 0.550%
   
   
0.598%, 02/20/71 (a)
 
          17,152,852
          21,930,306
 
Series 2021-H05, Class JF
   
   
30-day Average SOFR + 0.750%
   
   
0.798%, 03/20/71 (a)
 
          22,449,923
          24,895,771
 
Series 2021-H06, Class LF
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 03/20/71 (a)
 
          26,741,322
          32,668,199
 
Series 2021-H05, Class FJ
   
   
30-day Average SOFR + 0.750%
   
   
0.798%, 03/20/71 (a)
 
          33,322,955
          28,255,121
 
Series 2021-H05, Class FK
   
   
30-day Average SOFR + 0.730%
   
   
0.778%, 03/20/71 (a)
 
          28,956,885
          27,127,055
 
Series 2021-H09, Class GF
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 04/20/71 (a)
 
          28,732,751
          25,008,291
 
Series 2021-H06, Class PF
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 04/20/71 (a)
 
          26,889,522
          21,880,320
 
Series 2021-H06, Class FN
   
   
30-day Average SOFR + 0.900%
   
   
0.948%, 04/20/71 (a)
 
          22,597,662
          25,756,723
 
Series 2021-H07, Class FL
   
   
30-day Average SOFR + 0.950%
   
   
0.998%, 04/20/71 (a)
 
          26,642,839
          26,603,502
 
Series 2021-H08, Class FP
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 04/20/71 (a)
 
          28,139,253
          27,793,568
 
Series 2021-H08, Class NF
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 04/20/71 (a)
 
          29,855,008
          24,754,276
 
Series 2021-H10, Class FB
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 06/20/71 (a)
 
          26,654,172
          25,085,953
 
Series 2021-H11, Class FM
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 07/20/71 (a)
 
          27,029,861
       
        793,449,961
   
Total Collateralized Mortgage Obligations
 
        973,908,178
   
(Cost $972,760,839)
   
         
MORTGAGE-BACKED OBLIGATIONS - 9.52%
   
Federal Home Loan Mortgage Corporation - 0.01%
   
                   3,736
 
6 Month LIBOR USD + 1.625%
   
   
1.750%, 11/01/22 (a)
 
                   3,759
                   1,266
 
6 Month LIBOR USD + 1.095%
   
   
1.314%, 11/01/22 (a)
 
                   1,268
                   6,606
 
6 Month LIBOR USD + 2.234%
   
   
2.358%, 10/01/24 (a)
 
                   6,635
               166,469
 
H15T3Y + 2.541%
   
   
3.036%, 08/01/28 (a)
 
               166,995
                 32,688
 
H15T1Y + 1.920%
   
   
3.045%, 05/01/31 (a)
 
                 32,943
       
               211,600
   
Federal Home Loan Mortgage Corporation Gold - 0.00%
   
                      673
 
3.500%, 10/01/22
 
                      710
                      122
 
4.500%, 07/01/23
 
                      128
       
                      838
   
Federal National Mortgage Association - 9.18%
   
                 41,635
 
5.000%, 03/01/27
 
                 43,082
                 14,473
 
COFI + 1.250%
   
   
2.139%, 07/01/27 (a)
 
                 14,564
                 36,303
 
COFI + 1.500%
   
   
4.684%, 01/01/29 (a)
 
                 37,046
                   5,683
 
COFI + 1.500%
   
   
4.669%, 02/01/29 (a)
 
                   5,802
            5,000,000
 
1 Month LIBOR USD + 0.520%
   
   
0.608%, 05/01/29 (a)
 
            4,997,792
            5,000,000
 
1 Month LIBOR USD + 0.580%
   
   
0.668%, 06/01/29 (a)
 
            4,998,005
                 15,852
 
COFI + 1.841%
   
   
2.079%, 08/01/29 (a)
 
                 15,855
          20,000,000
 
1 Month LIBOR USD + 0.600%
   
   
0.688%, 06/01/30 (a)
 
          19,992,400
          20,000,000
 
1 Month LIBOR USD + 0.590%
   
   
0.678%, 07/01/30 (a)
 
          19,992,120
          31,131,000
 
30-day Average SOFR + 0.390%
   
   
0.438%, 12/01/30 (a)
 
          31,127,647
          27,375,000
 
30-day Average SOFR + 0.420%
   
   
0.468%, 01/01/31 (a)
 
          27,373,715
          23,790,000
 
30-day Average SOFR + 0.370%
   
   
0.418%, 01/01/31 (a)
 
          23,786,435
          16,500,000
 
30-day Average SOFR + 0.380%
   
   
0.428%, 01/01/31 (a)
 
          16,497,948
          34,270,000
 
30-day Average SOFR + 0.390%
   
   
0.438%, 01/01/31 (a)
 
          34,266,461
          27,350,000
 
30-day Average SOFR + 0.420%
   
   
0.468%, 01/01/31 (a)
 
          27,348,878
          30,870,000
 
30-day Average SOFR + 0.350%
   
   
0.398%, 01/01/31 (a)
 
          30,864,290
          20,100,000
 
30-day Average SOFR + 0.250%
   
   
0.298%, 04/01/31 (a)
 
          20,091,470
                 40,032
 
12 Month LIBOR USD + 1.755%
   
   
2.005%, 07/01/32 (a)
 
                 40,149
                   7,635
 
6.000%, 08/01/32
 
                   8,508
               154,667
 
H15T1Y + 2.625%
   
   
2.700%, 09/01/32 (a)
 
               154,477
                 12,669
 
12 Month LIBOR USD + 1.225%
   
   
1.475%, 01/01/33 (a)
 
                 12,747
                 15,599
 
H15T1Y + 2.234%
   
   
2.344%, 06/01/33 (a)
 
                 16,517
               243,553
 
COFI + 1.250%
   
   
4.595%, 08/01/33 (a)
 
               273,809
                   1,069
 
6.000%, 11/01/33
 
                   1,223
               122,024
 
H15T1Y + 2.042%
   
   
2.167%, 04/01/34 (a)
 
               129,887
               366,173
 
COFI + 1.250%
   
   
1.488%, 08/01/34 (a)
 
               362,443
                 26,680
 
6.000%, 09/01/34
 
                 29,830
               124,925
 
12 Month LIBOR USD + 1.713%
   
   
1.993%, 07/01/37 (a)
 
               130,685
                 92,830
 
6.500%, 11/01/37
 
                 98,680
                 21,607
 
6.000%, 06/01/38
 
                 24,260
                 17,789
 
6.000%, 09/01/38
 
                 19,891
                   7,205
 
6.000%, 09/01/38
 
                   8,318
                   5,908
 
6.000%, 11/01/38
 
                   6,576
                   1,557
 
6.000%, 10/01/39
 
                   1,732
            1,135,711
 
12 Month LIBOR USD + 1.723%
   
   
2.050%, 07/01/40 (a)
 
            1,189,334
            1,690,607
 
12 Month LIBOR USD + 1.755%
   
   
2.061%, 02/01/42 (a)
 
            1,772,764
               271,488
 
12 Month LIBOR USD + 1.746%
   
   
2.050%, 05/01/42 (a)
 
               284,760
               306,420
 
COFI + 1.250%
   
   
1.488%, 08/01/44 (a)
 
               303,086
       
        266,323,186
   
Government National Mortgage Association - 0.33%
   
                   6,924
 
7.000%, 04/15/26
 
                   7,382
                 72,682
 
H15T1Y + 2.000%
   
   
2.375%, 04/20/34 (a)
 
                 72,896
               263,965
 
H15T1Y + 1.500%
   
   
1.875%, 06/20/34 (a)
 
               274,484
               393,589
 
H15T1Y + 1.500%
   
   
1.625%, 08/20/34 (a)
 
               407,930
                 17,549
 
H15T1Y + 1.500%
   
   
1.875%, 05/20/42 (a)
 
                 18,269
                 15,320
 
H15T1Y + 1.500%
   
   
1.875%, 06/20/42 (a)
 
                 15,945
                 86,213
 
H15T1Y + 1.500%
   
   
1.625%, 07/20/42 (a)
 
                 89,267
                   9,153
 
H15T1Y + 1.500%
   
   
2.125%, 10/20/42 (a)
 
                   9,514
                 17,273
 
H15T1Y + 1.500%
   
   
2.125%, 12/20/42 (a)
 
                 17,946
            1,662,374
 
12 Month LIBOR USD + 1.723%
   
   
2.063%, 11/20/68 (a)
 
            1,734,378
            3,486,028
 
12 Month LIBOR USD + 1.859%
   
   
2.131%, 06/20/69 (a)
 
            3,674,007
            3,249,950
 
12 Month LIBOR USD + 1.515%
   
   
1.779%, 09/20/69 (a)
 
            3,365,047
       
            9,687,065
   
Total Mortgage-Backed Obligations
 
        276,222,689
   
(Cost $276,254,247)
   
         
AGENCY DEBENTURES - 0.05%
   
Other Agency Debentures - 0.05%
   
            1,500,000
 
Sri Lanka Government AID Bond
   
   
3 Month LIBOR USD + 0.300%
   
   
0.464%, 11/01/24 (a)(f)(g)
 
            1,500,000
   
Total Agency Debentures
 
            1,500,000
   
(Cost $1,500,000)
   
         
U.S. GOVERNMENT-BACKED OBLIGATIONS - 30.08%
   
FHLMC, Multifamily Structured Pass Through Certificates - 30.08%
   
               443,471
 
Series K-F29, Class A
   
   
1 Month LIBOR USD + 0.360%
   
   
0.448%, 02/25/24 (a)(d)
 
               444,518
               257,713
 
Series K-BF1, Class A
   
   
1 Month LIBOR USD + 0.390%
   
   
0.478%, 07/25/24 (a)(d)
 
               257,321
            8,000,000
 
Series K-047, Class A2
   
   
3.329%, 05/25/25 (a)(c)(d)
 
            8,544,943
            2,995,947
 
Series K-F49, Class A
   
   
1 Month LIBOR USD + 0.340%
   
   
0.428%, 06/25/25 (a)(d)
 
            3,002,049
            7,995,088
 
Series K-F55, Class A
   
   
1 Month LIBOR USD + 0.510%
   
   
0.598%, 11/25/25 (a)(d)
 
            8,033,991
            3,969,226
 
Series K-F62, Class A
   
   
1 Month LIBOR USD + 0.480%
   
   
0.568%, 04/25/26 (a)(d)
 
            3,988,452
            7,869,794
 
Series K-F77, Class AL
   
   
1 Month LIBOR USD + 0.700%
   
   
0.788%, 02/25/27 (a)(d)
 
            7,943,125
               272,024
 
Series K-F30, Class A
   
   
1 Month LIBOR USD + 0.370%
   
   
0.458%, 03/25/27 (a)(d)
 
               272,273
            7,339,183
 
Series K-F81, Class AL
   
   
1 Month LIBOR USD + 0.360%
   
   
0.448%, 06/25/27 (a)(d)
 
            7,364,291
            2,854,127
 
Series K-F81, Class AS
   
   
30-day Average SOFR + 0.400%
   
   
0.448%, 06/25/27 (a)(d)
 
            2,862,828
            1,197,810
 
Series K-F86, Class AS
   
   
30-day Average SOFR + 0.320%
   
   
0.368%, 08/25/27 (a)(d)
 
            1,199,706
          45,000,000
 
Series K-F107, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 03/25/28 (a)(c)(d)
 
          45,026,757
            2,245,139
 
Series K-F50, Class A
   
   
1 Month LIBOR USD + 0.400%
   
   
0.488%, 07/25/28 (a)(d)
 
            2,256,008
            2,562,201
 
Series K-F52, Class A
   
   
1 Month LIBOR USD + 0.420%
   
   
0.508%, 09/25/28 (a)(d)
 
            2,584,589
            2,341,671
 
Series K-F56, Class A
   
   
1 Month LIBOR USD + 0.560%
   
   
0.648%, 11/25/28 (a)(d)
 
            2,353,843
            9,201,588
 
Series K-F65, Class A
   
   
1 Month LIBOR USD + 0.520%
   
   
0.608%, 07/25/29 (a)(d)
 
            9,278,236
            4,202,332
 
Series K-F66, Class A
   
   
1 Month LIBOR USD + 0.520%
   
   
0.608%, 07/25/29 (a)(d)
 
            4,230,776
          10,000,000
 
Series K-S12, Class A
   
   
1 Month LIBOR USD + 0.650%
   
   
0.738%, 08/25/29 (a)(d)
 
          10,014,207
            5,000,000
 
Series K-S13, Class A
   
   
1 Month LIBOR USD + 0.660%
   
   
0.748%, 09/25/29 (a)(d)
 
            5,064,642
          18,087,895
 
Series K-F73, Class AL
   
   
1 Month LIBOR USD + 0.600%
   
   
0.688%, 11/25/29 (a)(c)(d)
 
          18,205,405
          15,000,000
 
Series K-L06, Class AFL
   
   
1 Month LIBOR USD + 0.370%
   
   
0.458%, 12/25/29 (a)(d)
 
          15,112,686
            9,302,001
 
Series K-F75, Class AL
   
   
1 Month LIBOR USD + 0.510%
   
   
0.598%, 12/25/29 (a)(d)
 
            9,412,882
            4,185,900
 
Series K-F75, Class AS
   
   
SOFR + 0.550%
   
   
0.598%, 12/25/29 (a)(d)
 
            4,220,799
          19,831,836
 
Series K-F76, Class AL
   
   
1 Month LIBOR USD + 0.600%
   
   
0.688%, 01/25/30 (a)(d)
 
          19,979,363
          19,831,836
 
Series K-F76, Class AS
   
   
SOFR + 0.610%
   
   
0.658%, 01/25/30 (a)(d)
 
          19,925,295
          18,857,368
 
Series K-F78, Class AL
   
   
1 Month LIBOR USD + 0.800%
   
   
0.888%, 03/25/30 (a)(d)
 
          19,056,801
          25,000,000
 
Series K-S14, Class AS
   
   
30-day Average SOFR + 0.370%
   
   
0.418%, 04/25/30 (a)(d)
 
          25,074,480
          13,369,134
 
Series K-F79, Class AL
   
   
1 Month LIBOR USD + 0.470%
   
   
0.558%, 05/25/30 (a)(d)
 
          13,430,466
          28,145,545
 
Series K-F79, Class AS
   
   
30-day Average SOFR + 0.580%
   
   
0.628%, 05/25/30 (a)(d)
 
          28,321,390
          14,813,521
 
Series K-F82, Class AL
   
   
1 Month LIBOR USD + 0.370%
   
   
0.458%, 06/25/30 (a)(d)
 
          14,848,415
          11,222,365
 
Series K-F82, Class AS
   
   
30-day Average SOFR + 0.420%
   
   
0.468%, 06/25/30 (a)(d)
 
          11,277,279
          17,031,138
 
Series K-F83, Class AL
   
   
1 Month LIBOR USD + 0.360%
   
   
0.448%, 06/25/30 (a)(d)
 
          17,044,555
          18,279,470
 
Series K-F84, Class AL
   
   
1 Month LIBOR USD + 0.300%
   
   
0.388%, 07/25/30 (a)(d)
 
          18,323,172
          22,106,363
 
Series K-F87, Class AL
   
   
1 Month LIBOR USD + 0.350%
   
   
0.438%, 08/25/30 (a)
 
          22,154,798
          40,014,959
 
Series K-F89, Class AS
   
   
30-day Average SOFR + 0.370%
   
   
0.418%, 09/25/30 (a)(d)
 
          40,080,175
          19,700,139
 
Series K-F88, Class AS
   
   
30-day Average SOFR + 0.350%
   
   
0.398%, 09/25/30 (a)(d)
 
          19,732,416
          25,610,181
 
Series K-F88, Class AL
   
   
1 Month LIBOR USD + 0.330%
   
   
0.418%, 09/25/30 (a)(d)
 
          25,631,007
          37,293,821
 
Series K-F90, Class AS
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 09/25/30 (a)(d)
 
          37,483,400
          21,784,902
 
Series K-F92, Class AL
   
   
1 Month LIBOR USD + 0.330%
   
   
0.418%, 10/25/30 (a)(d)
 
          21,838,632
          20,416,932
 
Series K-F91, Class AS
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 10/25/30 (a)(d)
 
          20,467,017
          27,328,525
 
Series K-F94, Class AL
   
   
1 Month LIBOR USD + 0.300%
   
   
0.388%, 11/25/30 (a)(d)
 
          27,388,205
          36,075,604
 
Series K-F97, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 12/25/30 (a)(d)
 
          36,042,887
          50,000,000
 
Series K-F106, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 01/25/31 (a)(d)
 
          49,976,630
          47,500,000
 
Series K-F104, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 01/25/31 (a)(d)
 
          47,456,908
          50,000,000
 
Series K-F103, Class AS
   
   
30-day Average SOFR + 0.240%
   
   
0.288%, 01/25/31 (a)(d)
 
          49,976,555
          50,000,000
 
Series K-F105, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 02/25/31 (a)(d)
 
          49,976,580
          65,000,000
 
Series K-F108, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 02/25/31 (a)(d)
 
          65,032,214
       
        872,192,967
   
Total U.S. Government-Backed Obligations
 
        872,192,967
   
(Cost $870,298,387)
   
         
REPURCHASE AGREEMENTS - 25.21%
          75,000,000
 
RBC Capital Markets, 0.320%, Dated 11/30/2021, matures 01/04/2022, repurchase price $75,023,333
   
   
(collateralized by $67,665,000 par amount of Domestic Municipal Securities
   
   
of 2.888% to 5.000% due 03/01/30 to 09/01/50, total market value $79,304,670)
 
          75,000,000
        165,837,000
 
Amherst Pierpoint Securities, 0.491%, Dated 11/22/2021, matures 12/17/2021, repurchase price
   
   
$165,893,561 (collateralized by $165,089,819 par amount of GNMA securities of 2.000% to 3.500%,
   
   
due 12/20/51, total market value $169,753,527)
 
        165,837,000
          32,671,000
 
Amherst Pierpoint Securities, 0.493%, Dated 11/23/2021, matures 12/17/2021, repurchase price
   
   
$32,681,746 (collateralized by $33,212,566 par amount of GNMA securities of 1.500% to 2.000%,
   
   
due 12/20/51, total market value $33,604,628)
 
          32,671,000
        106,768,000
 
Amherst Pierpoint Securities, 0.492%, Dated 11/24/2021, matures 12/20/2021, repurchase price
   
   
$106,805,968 (collateralized by $107,537,403 par amount of GNMA securities of 2.000% to 2.500%,
   
   
due 12/20/51, total market value $109,869,674)
 
        106,768,000
          90,035,000
 
Amherst Pierpoint Securities, 0.493%, Dated 11/23/2021, matures 12/20/2021, repurchase price
   
   
$90,068,316 (collateralized by $90,235,163 par amount of GNMA securities of 2.000% to 4.000%,
   
   
due 12/20/36 to 12/20/51, total market value $92,608,664)
 
          90,035,000
        115,650,000
 
INTL FCStone Financial, Inc., 0.150%, Dated 11/30/2021, matures 12/01/2021, repurchase price
   
   
$115,650,482 (collateralized by $359,188,139 par amount of United States Treasury Bills, Government Agencies,
   
   
GNMA, FNMA, and FHLMC securities of 0.000% to 8.500% due 12/02/21 to 10/20/64, total market
   
   
value $117,685,321)
 
        115,650,000
          70,000,000
 
Amherst Pierpoint Securities, 0.370%, Dated 11/10/2021, matures 02/08/2022, repurchase price $70,064,750
   
   
(collateralized by $71,626,755 par amount of United States Treasury Bills, United Stated Treasury Notes,
   
   
FHLMC, GNMA, CMO, and FNMA securities of 0.000% to 6.500%, due 12/28/21 to 12/25/51, total market
   
   
value $71,747,795)
 
          70,000,000
          50,000,000
 
Amherst Pierpoint Securities, 0.170%, Dated 10/29/2021, matures 01/18/2022, repurchase price
   
   
$50,019,125 (collateralized by $119,107,750 par amount of United States Treasury Notes, FNMA, FHLMC,
   
   
and GNMA securities of 0.125% to 6.500%, due 12/31/22 to 08/20/71, total market value $51,161,693)
 
          50,000,000
          25,000,000
 
Amherst Pierpoint Securities, 0.290%, Dated 11/05/2021, matures 12/02/2021, repurchase price
   
   
$25,005,438 (collateralized by $29,488,809 par amount of Governement Agencies, United States Treasury Bills,
   
   
United States Treasury Notes, CMO, and FNMA securities of 0.000% to 2.500%, due 12/30/21 to 12/25/51, total
   
   
market value $25,684,248)
 
          25,000,000
   
Total Repurchase Agreements
 
        730,961,000
   
(Cost $730,961,000)
   
   
Total Investments - 99.87%
 
     2,896,245,152
   
(Cost $2,893,053,165)
   
   
Net Other Assets and Liabilities - 0.13%
 
            3,783,241
   
Net Assets - 100.00%
 
$
2,900,028,393

 
*
See Note A.
     
 
(a)
Variable rate securities. Interest rates disclosed are those which are in effect at November 30, 2021. Maturity date shown is the date of the next coupon rate reset or actual maturity. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. For those variable rate securities which are based on published reference and spread, the reference rate and spread are indicated in the description in the Portfolio of Investments. See also, Explanation of Abbreviations and Acronyms below.
   
 
(b)
The security has PAC (Planned Amortization Class) collateral.
   
 
(c)
The security has Sequential collateral.
   
 
(d)
The security has Structured collateral.
   
 
(e)
The security has Support collateral.
   
 
(f)
Security has been valued at fair market value as determned in good faith by or under the direction of the Board of Trustees of the Trust. As of November 30, 2021, this security amounted to $1,500,000 or 0.05% of net assets. Investment categorized as a significant unobservable input (Level 3).
   
 
(g)
Illiquid security.  The total market value of this security was $1,500,000, representing 0.05% of net assets.
   
         
Explanation of Abbreviations and Acronyms:
   
COFI
11th District Cost of Funds Index
   
FHLMC
Federal Home Loan Mortgage Corporation
   
FNMA
Federal National Mortgage Association
   
GNMA
Government National Mortgage Association
   
H15T1Y
1 Year US Treasury Yield Curve Constant Maturity Rate
   
H15T3Y
3 Year US Treasury Yield Curve Constant Maturity Rate
   
H15T10Y
10 Year US Treasury Yield Curve Constant Maturity Rate
   
LIBOR
London Interbank Offered Rate
   
REMIC
Real Estate Mortgage Investment Conduit
   
SOFR
Secured Overnight Financing Rate
   
USD
U.S. Dollar
   
 


TRUST FOR CREDIT UNIONS
Short Duration Portfolio
Portfolio of Investments – November 30, 2021 (Unaudited)
 
Par Value
     
Value
         
BANK NOTES - 9.35%
   
Financials - 9.35%
   
$
4,000,000  
BBVA USA,
   
   
2.500%, 08/27/24
 
$
4,145,390
            6,300,000
 
3.875%, 04/10/25
 
            6,793,884
          19,430,000
 
Capital One Bank USA NA,
   
   
SOFR + 0.616%
   
   
2.014%, 01/27/23 (a)
 
          19,466,953
            5,421,000
 
Citibank NA,
   
   
3.650%, 01/23/24
 
            5,724,512
            3,000,000
 
Discover Bank,
   
   
4.200%, 08/08/23
 
            3,167,010
          20,000,000
 
2.450%, 09/12/24
 
          20,507,177
            3,100,000
 
First Republic Bank,
   
   
SOFR + 0.620%
   
   
1.912%, 02/12/24 (a)
 
            3,142,783
            2,000,000
 
KeyBank NA,
   
   
3 Month LIBOR USD + 0.660%
   
   
0.792%, 02/01/22 (a)
 
            2,001,916
            4,900,000
 
1.250%, 03/10/23
 
            4,937,965
          20,000,000
 
3.300%, 06/01/25
 
          21,412,274
          15,000,000
 
3.400%, 05/20/26
 
          16,129,282
            5,200,000
 
Manufacturers & Traders Trust Co.,
   
   
2.900%, 02/06/25
 
            5,476,123
            8,450,000
 
Truist Bank,
   
   
2.150%, 12/06/24
 
            8,682,766
            5,000,000
 
US Bank NA,
   
   
3 Month LIBOR USD + 0.440%
   
   
0.604%, 05/23/22 (a)
 
            5,008,668
   
Total Bank Notes
 
        126,596,703
   
(Cost $127,407,015)
   
         
COLLATERALIZED MORTGAGE OBLIGATIONS - 14.36%
   
Federal Home Loan Mortgage Corporation REMIC - 0.84%
   
                   3,495
 
Series 1448, Class F
   
   
1 Month LIBOR USD + 1.400%
   
   
1.489%, 12/15/22 (a)(b)
 
                   3,511
                 66,029
 
Series 2868, Class AV
   
   
5.000%, 08/15/24 (b)(c)
 
                 68,585
                 69,442
 
Series 1980, Class Z
   
   
7.000%, 07/15/27 (b)
 
                 77,859
               914,540
 
Series 3346, Class FT
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 10/15/33 (a)(c)(d)
 
               919,877
               737,607
 
Series 3471, Class FB
   
   
1 Month LIBOR USD + 1.000%
   
   
1.089%, 08/15/35 (a)
 
               759,745
            1,183,227
 
Series 3208, Class FA
   
   
1 Month LIBOR USD + 0.400%
   
   
0.489%, 08/15/36 (a)
 
            1,193,213
               397,564
 
Series 3208, Class FH
   
   
1 Month LIBOR USD + 0.400%
   
   
0.489%, 08/15/36 (a)
 
               400,919
               269,484
 
Series 3367, Class YF
   
   
1 Month LIBOR USD + 0.550%
   
   
0.639%, 09/15/37 (a)
 
               274,142
               982,273
 
Series 3371, Class FA
   
   
1 Month LIBOR USD + 0.600%
   
   
0.689%, 09/15/37 (a)
 
               999,550
               386,806
 
Series 4248, Class QF
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 06/15/39 (a)(c)
 
               391,402
               156,270
 
Series 3827, Class KF
   
   
1 Month LIBOR USD + 0.370%
   
   
0.459%, 03/15/41 (a)
 
               157,635
                 42,059
 
Series 4109, Class EC
   
   
2.000%, 12/15/41 (b)(c)
 
                 41,578
               857,197
 
Series 4272, Class FD
   
   
1 Month LIBOR USD + 0.350%
   
   
0.439%, 11/15/43 (a)
 
               863,742
            1,235,122
 
Series 4606, Class FL
   
   
1 Month LIBOR USD + 0.500%
   
   
0.589%, 12/15/44 (a)(c)
 
            1,250,112
               896,654
 
Series 4784, Class PK
   
   
3.500%, 06/15/45 (d)
 
               914,005
            2,706,179
 
Series 4968, Class NP
   
   
6.500%, 04/25/50 (d)
 
            3,150,238
       
          11,466,113
   
Federal National Mortgage Association REMIC - 2.37%
   
            1,970,206
 
Series 2013-57, Class DK
   
   
3.500%, 06/25/33
 
            2,114,908
               157,468
 
Series 2006-45, Class TF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 06/25/36 (a)
 
               158,886
               183,026
 
Series 2006-76, Class QF
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 08/25/36 (a)(d)
 
               184,657
               106,249
 
Series 2007-75, Class VF
   
   
1 Month LIBOR USD + 0.450%
   
   
0.542%, 08/25/37 (a)
 
               107,519
               127,560
 
Series 2010-123, Class FL
   
   
1 Month LIBOR USD + 0.430%
   
   
0.522%, 11/25/40 (a)(d)
 
               128,741
               257,297
 
Series 2011-110, Class FE
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 04/25/41 (a)(d)
 
               258,158
               271,328
 
Series 2015-92, Class PA
   
   
2.500%, 12/25/41 (c)(d)
 
               279,154
               275,710
 
Series 2012-38, Class JE
   
   
3.250%, 04/25/42 (d)
 
               288,167
               725,674
 
Series 2012-71, Class FL
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 07/25/42 (a)
 
               734,080
            1,895,123
 
Series 2013-101, Class FE
   
   
1 Month LIBOR USD + 0.600%
   
   
0.692%, 10/25/43 (a)
 
            1,934,826
            2,863,675
 
Series 2013-101, Class CF
   
   
1 Month LIBOR USD + 0.600%
   
   
0.692%, 10/25/43 (a)
 
            2,923,250
            3,374,209
 
Series 2016-62, Class FH
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 09/25/46 (a)
 
            3,409,307
            3,645,093
 
Series 2016-83, Class FK
   
   
1 Month LIBOR USD + 0.500%
   
   
0.592%, 11/25/46 (a)
 
            3,693,145
            2,222,610
 
Series 2017-39, Class FT
   
   
1 Month LIBOR USD + 0.400%
   
   
0.492%, 05/25/47 (a)
 
            2,233,473
            2,291,182
 
Series 2017-112, Class FC
   
   
1 Month LIBOR USD + 0.350%
   
   
0.442%, 01/25/48 (a)
 
            2,303,554
               659,359
 
Series 2008-22, Class FD
   
   
1 Month LIBOR USD + 0.840%
   
   
0.932%, 04/25/48 (a)(c)
 
               677,055
            6,803,121
 
Series 2020-18, Class KD
   
   
6.500%, 03/25/50
 
            7,925,962
            2,737,441
 
Series 2018-72, Class FB
   
   
1 Month LIBOR USD + 0.350%
   
   
0.442%, 10/25/58 (a)
 
            2,755,738
       
          32,110,580
   
Government National Mortgage Association - 11.15%
   
          11,572,498
 
Series 2020-176, Class MT
   
   
5.000%, 11/20/50
 
          13,135,877
            2,496,268
 
Series 2017-H09, Class FJ
   
   
1 Month LIBOR USD + 0.500%
   
   
0.575%, 03/20/67 (a)
 
            2,504,441
            2,952,671
 
Series 2017-H07, Class FC
   
   
1 Month LIBOR USD + 0.520%
   
   
0.595%, 03/20/67 (a)
 
            2,968,382
            3,321,326
 
Series 2018-H01, Class FC
   
   
1 Month LIBOR USD + 0.400%
   
   
0.475%, 01/20/68 (a)
 
            3,325,754
            5,877,634
 
Series 2018-H09, Class FC
   
   
12 Month LIBOR USD + 0.150%
   
   
0.431%, 06/20/68 (a)
 
            5,785,787
            6,683,882
 
Series 2018-H11, Class FJ
   
   
12 Month LIBOR USD + 0.080%
   
   
0.327%, 06/20/68 (a)
 
            6,580,412
            5,999,358
 
Series 2019-H10, Class FC
   
   
1 Month LIBOR USD + 0.650%
   
   
0.725%, 06/20/69 (a)
 
            6,084,125
          20,633,793
 
Series 2021-H03, Class FA
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 04/20/70 (a)
 
          20,660,520
            4,394,805
 
Series 2020-H09, Class DF
   
   
1 Month LIBOR USD + 0.640%
   
   
0.731%, 05/20/70 (a)
 
            4,468,224
          11,523,583
 
Series 2021-H05, Class HF
   
   
30-day Average SOFR + 0.550%
   
   
0.598%, 02/20/71 (a)
 
          11,668,126
          11,066,513
 
Series 2021-H05, Class JF
   
   
30-day Average SOFR + 0.750%
   
   
0.798%, 03/20/71 (a)
 
          11,328,723
          21,463,935
 
Series 2021-H07, Class FL
   
   
30-day Average SOFR + 0.950%
   
   
0.998%, 04/20/71 (a)
 
          22,202,366
          11,833,962
 
Series 2021-H06, Class FN
   
   
30-day Average SOFR + 0.900%
   
   
0.948%, 04/20/71 (a)
 
          12,221,936
          19,706,269
 
Series 2021-H10, Class FB
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 06/20/71 (a)
 
          21,218,729
            6,341,976
 
Series 2021-H11, Class FM
   
   
30-day Average SOFR + 1.500%
   
   
1.548%, 07/20/71 (a)
 
            6,833,415
       
        150,986,817
   
Total Collateralized Mortgage Obligations
 
        194,563,510
   
(Cost $193,717,152)
   
         
MORTGAGE-BACKED OBLIGATIONS - 32.99%
   
Federal Home Loan Mortgage Corporation - 2.20%
   
                 50,891
 
12 Month LIBOR USD + 1.840%
   
   
2.090%, 11/01/34 (a)
 
                 51,386
            1,678,817
 
3.000%, 11/01/34
 
            1,764,159
               106,766
 
H15T1Y + 2.250%
   
   
2.352%, 08/01/35 (a)
 
               113,408
               135,943
 
12 Month LIBOR USD + 1.769%
   
   
2.125%, 05/01/36 (a)
 
               141,460
          23,780,506
 
2.000%, 07/01/36
 
          24,406,674
                 96,362
 
12 Month LIBOR USD + 1.890%
   
   
2.265%, 03/01/42 (a)
 
               101,501
            3,039,583
 
3.000%, 02/01/47
 
            3,212,376
       
          29,790,964
   
Federal Home Loan Mortgage Corporation Gold - 1.00%
   
                      557
 
3.500%, 10/01/22
 
                      588
            4,011,695
 
2.000%, 12/01/31
 
            4,131,679
                 43,152
 
5.000%, 08/01/35
 
                 49,066
                   7,573
 
5.000%, 12/01/35
 
                   8,603
            1,733,919
 
3.000%, 01/01/37
 
            1,826,647
            1,903,889
 
3.000%, 02/01/37
 
            2,005,649
            2,451,906
 
3.500%, 02/01/37
 
            2,611,356
                 64,253
 
5.000%, 03/01/37
 
                 73,089
            2,134,686
 
3.500%, 03/01/37
 
            2,273,282
               137,248
 
5.000%, 05/01/37
 
               156,266
               118,186
 
5.000%, 02/01/38
 
               134,728
                 42,054
 
5.000%, 03/01/38
 
                 47,928
                 31,385
 
5.000%, 09/01/38
 
                 35,744
               108,975
 
5.000%, 12/01/38
 
               124,131
                 72,197
 
5.000%, 01/01/39
 
                 82,247
       
          13,561,003
   
Federal National Mortgage Association - 12.91%
   
            3,476,458
 
2.425%, 08/01/22 (a)
 
            3,490,666
          20,000,000
 
3.100%, 01/01/26
 
          21,412,675
          10,449,593
 
2.435%, 08/01/26
 
          10,881,240
                 33,308
 
5.000%, 03/01/27
 
                 34,466
                 26,692
 
7.000%, 08/01/28
 
                 26,786
                 21,229
 
7.000%, 08/01/28
 
                 21,304
                 38,632
 
7.000%, 11/01/28
 
                 40,609
            5,233,000
 
1 Month LIBOR USD + 0.520%
   
   
0.608%, 05/01/29 (a)
 
            5,230,689
          10,000,000
 
1 Month LIBOR USD + 0.590%
   
   
0.678%, 07/01/30 (a)
 
            9,996,060
          25,000,000
 
30-day Average SOFR + 0.420%
   
   
0.468%, 01/01/31 (a)
 
          24,998,974
          25,000,000
 
30-day Average SOFR + 0.420%
   
   
0.468%, 01/01/31 (a)
 
          24,998,827
                   8,273
 
7.000%, 02/01/32
 
                   9,108
                 58,995
 
2.500%, 02/01/32
 
                 61,450
                 24,477
 
H15T1Y + 2.235%
   
   
2.360%, 05/01/32 (a)
 
                 24,390
                 64,789
 
7.000%, 05/01/32
 
                 71,012
               158,834
 
H15T1Y + 2.625%
   
   
2.700%, 09/01/32 (a)
 
               158,639
            3,631,497
 
4.000%, 04/01/33
 
            3,866,744
               177,288
 
H15T1Y + 2.215%
   
   
2.215%, 07/01/33 (a)
 
               187,454
               128,461
 
12 Month LIBOR USD + 1.537%
   
   
1.787%, 11/01/33 (a)
 
               128,629
               168,010
 
H15T1Y + 2.215%
   
   
2.340%, 12/01/33 (a)
 
               168,606
            1,196,280
 
4.500%, 01/01/34
 
            1,288,188
               629,327
 
4.500%, 01/01/34
 
               682,833
               172,363
 
12 Month LIBOR USD + 1.542%
   
   
1.792%, 04/01/34 (a)
 
               173,747
                 68,077
 
H15T1Y + 2.185%
   
   
2.185%, 08/01/34 (a)
 
                 68,727
                      593
 
6.000%, 09/01/34
 
                      685
                 77,272
 
12 Month LIBOR USD + 1.665%
   
   
1.915%, 10/01/34 (a)
 
                 81,200
            3,531,663
 
3.000%, 01/01/35
 
            3,710,561
            3,476,862
 
3.500%, 01/01/35
 
            3,677,162
                 23,498
 
12 Month LIBOR USD + 1.669%
   
   
2.044%, 03/01/35 (a)
 
                 23,539
            2,824,074
 
2.500%, 03/01/35
 
            2,941,511
                 47,035
 
12 Month LIBOR USD + 1.720%
   
   
2.095%, 04/01/35 (a)
 
                 46,923
            2,095,562
 
3.000%, 04/01/35
 
            2,199,700
               127,360
 
H15T1Y + 2.313%
   
   
2.438%, 05/01/35 (a)
 
               135,330
               101,314
 
12 Month LIBOR USD + 1.413%
   
   
1.774%, 05/01/35 (a)
 
               105,140
            1,881,113
 
4.000%, 06/01/35
 
            2,034,184
                 55,163
 
6 Month LIBOR USD + 1.412%
   
   
1.606%, 06/01/35 (a)
 
                 55,349
               180,091
 
12 Month LIBOR USD + 1.750%
   
   
2.000%, 08/01/35 (a)
 
               189,206
                 67,178
 
6 Month LIBOR USD + 1.498%
   
   
1.709%, 08/01/35 (a)
 
                 67,921
                 37,647
 
12 Month LIBOR USD + 2.435%
   
   
2.685%, 09/01/35 (a)
 
                 38,201
               117,900
 
H15T1Y + 2.085%
   
   
2.127%, 10/01/35 (a)
 
               118,384
               295,654
 
12 Month LIBOR USD + 1.557%
   
   
1.857%, 11/01/35 (a)
 
               297,916
          15,025,494
 
3.000%, 01/01/36
 
          15,791,685
               101,447
 
12 Month LIBOR USD + 1.737%
   
   
2.112%, 03/01/36 (a)
 
               102,057
               188,199
 
12 Month US Treasury Average + 2.559%
   
   
2.617%, 04/01/36 (a)
 
               201,209
          23,777,547
 
2.000%, 07/01/36
 
          24,403,637
            1,239,637
 
4.500%, 12/01/38
 
            1,340,212
            4,066,461
 
4.000%, 09/01/39
 
            4,387,576
                 33,766
 
5.000%, 10/01/39
 
                 38,155
               349,056
 
12 Month LIBOR USD + 1.746%
   
   
2.050%, 05/01/42 (a)
 
               366,120
                 86,692
 
12 Month LIBOR USD + 1.700%
   
   
1.950%, 06/01/42 (a)
 
                 91,007
               147,619
 
12 Month LIBOR USD + 1.685%
   
   
1.935%, 10/01/42 (a)
 
               152,341
               312,068
 
12 Month LIBOR USD + 1.584%
   
   
1.861%, 12/01/44 (a)
 
               324,118
            1,018,862
 
12 Month LIBOR USD + 1.610%
   
   
3.146%, 04/01/47 (a)
 
            1,058,099
               887,604
 
12 Month LIBOR USD + 1.608%
   
   
3.137%, 09/01/47 (a)
 
               922,551
               841,927
 
3.500%, 04/01/49
 
               885,067
            1,018,500
 
4.000%, 05/01/49
 
            1,084,090
       
        174,892,659
   
Government National Mortgage Association - 0.27%
   
                 19,327
 
H15T1Y + 1.500%
   
   
1.875%, 05/20/42 (a)
 
                 20,120
                 17,434
 
H15T1Y + 1.500%
   
   
1.875%, 06/20/42 (a)
 
                 18,144
                 95,484
 
H15T1Y + 1.500%
   
   
1.625%, 07/20/42 (a)
 
                 98,865
                 10,415
 
H15T1Y + 1.500%
   
   
2.125%, 10/20/42 (a)
 
                 10,826
                 19,323
 
H15T1Y + 1.500%
   
   
2.125%, 12/20/42 (a)
 
                 20,075
            3,297,248
 
12 Month LIBOR USD + 1.515%
   
   
1.779%, 09/20/69 (a)
 
            3,414,020
       
            3,582,050
   
Uniform Mortgage Backed Securities - 16.61%
   
          70,000,000
 
1.500%, 12/15/35 TBA (e)
 
          70,360,937
          50,000,000
 
2.000%, 12/15/35 TBA (e)
 
          51,279,297
          60,000,000
 
3.000%, 12/15/42 TBA (e)
 
          62,299,219
          40,000,000
 
2.500%, 12/15/46 TBA (e)
 
          41,003,125
       
        224,942,578
   
Total Mortgage-Backed Obligations
 
        446,769,254
   
(Cost $445,550,154)
   
         
MUNICIPAL BONDS - 0.49%
   
City of New Orleans LA Sewerage Service Revenue
   
               400,000
 
0.589%, 06/01/24
 
               395,485
               500,000
 
0.808%, 06/01/25
 
               491,120
               500,000
 
0.958%, 06/01/26
 
               488,298
   
City of New Orleans LA Water System Revenue
   
               500,000
 
0.465%, 12/01/23
 
               494,880
               500,000
 
0.858%, 12/01/25
 
               486,419
               315,000
 
1.008%, 12/01/26
 
               304,623
   
City of New York NY
   
            4,000,000
 
1.216%, 08/01/26
 
            3,961,765
   
Total Municipal Bonds
 
            6,622,590
   
(Cost $6,774,022)
   
         
U.S. GOVERNMENT-BACKED OBLIGATIONS - 42.14%
   
FHLMC, Multifamily Structured Pass Through Certificates
   
            4,167,000
 
Series K-031, Class A2
   
   
3.300%, 04/25/23 (a)(b)(c)
 
            4,307,369
               290,352
 
Series K-727, Class A1
   
   
2.632%, 10/25/23 (b)(c)
 
               293,779
               443,471
 
Series K-F29, Class A
   
   
1 Month LIBOR USD + 0.360%
   
   
0.448%, 02/25/24 (a)(c)
 
               444,518
            5,000,000
 
Series K-726, Class AM
   
   
2.985%, 04/25/24 (b)(c)
 
            5,180,845
               948,035
 
Series K-J27, Class A1
   
   
2.092%, 07/25/24 (b)(c)
 
               962,261
            7,000,000
 
Series K-041, Class A2
   
   
3.171%, 10/25/24 (b)(c)
 
            7,389,415
          15,000,000
 
Series K-729, Class A2
   
   
3.136%, 10/25/24 (b)(c)
 
          15,716,113
          20,000,000
 
Series K-731, Class A2
   
   
3.600%, 02/25/25 (a)(b)(c)
 
          21,093,786
            4,037,000
 
Series K-047, Class A2
   
   
3.329%, 05/25/25 (a)(b)(c)
 
            4,311,992
            1,618,144
 
Series K-F49, Class A
   
   
1 Month LIBOR USD + 0.340%
   
   
0.428%, 06/25/25 (a)(c)
 
            1,621,440
          27,570,000
 
Series K-048, Class A2
   
   
3.284%, 06/25/25 (a)(b)(c)
 
          29,417,309
          10,325,000
 
Series K-C02, Class A2
   
   
3.370%, 07/25/25 (b)(c)
 
          10,661,152
          10,000,000
 
Series K-050, Class A2
   
   
3.334%, 08/25/25 (a)(b)(c)
 
          10,711,819
            2,380,000
 
Series K-051, Class A2
   
   
3.308%, 09/25/25 (b)(c)
 
            2,550,909
            6,250,000
 
Series K-054, Class A2
   
   
2.745%, 01/25/26 (b)(c)
 
            6,591,642
            5,000,000
 
Series K-734, Class AM
   
   
3.435%, 02/25/26 (a)(b)(c)
 
            5,384,107
            3,000,000
 
Series K-055, Class A2
   
   
2.673%, 03/25/26 (b)(c)
 
            3,161,128
            6,500,000
 
Series K-061, Class A2
   
   
3.347%, 11/25/26 (a)(b)(c)
 
            7,085,736
               240,648
 
Series K-F27, Class A
   
   
1 Month LIBOR USD + 0.420%
   
   
0.508%, 12/25/26 (a)(c)
 
               240,893
            5,865,013
 
Series K-066, Class A2
   
   
3.117%, 06/25/27 (b)(c)
 
            6,360,261
          20,000,000
 
Series K-J26, Class A2
   
   
2.606%, 07/25/27 (b)(c)
 
          20,979,566
            5,000,000
 
Series K-J24, Class A2
   
   
2.821%, 09/25/27 (b)(c)
 
            5,253,375
            5,000,000
 
Series K-070, Class A2
   
   
3.303%, 11/25/27 (a)(b)(c)
 
            5,497,600
          22,800,000
 
Series K-F125, Class AS
   
   
30-day Average SOFR + 0.220%
   
   
0.268%, 10/25/28 (a)(c)
 
          22,800,000
            7,783,855
 
Series K-S10, Class A10
   
   
1 Month LIBOR USD + 0.610%
   
   
0.698%, 10/25/28 (a)(c)
 
            7,808,671
            1,060,049
 
Series K-091, Class A1
   
   
3.339%, 10/25/28 (b)(c)
 
            1,148,246
            5,463,900
 
Series K-F56, Class A
   
   
1 Month LIBOR USD + 0.560%
   
   
0.648%, 11/25/28 (a)(c)
 
            5,492,300
            3,810,359
 
Series K-F59, Class A
   
   
1 Month LIBOR USD + 0.540%
   
   
0.628%, 02/25/29 (a)(c)
 
            3,836,126
            5,000,000
 
Series K-S13, Class A
   
   
1 Month LIBOR USD + 0.660%
   
   
0.748%, 09/25/29 (a)(c)
 
            5,064,642
            4,900,681
 
Series K-104, Class A1
   
   
1.938%, 10/25/29 (b)(c)
 
            5,040,535
            9,381,848
 
Series K-F79, Class AS
   
   
30-day Average SOFR + 0.580%
   
   
0.628%, 05/25/30 (a)(c)
 
            9,440,463
            4,768,719
 
Series K-F83, Class AL
   
   
1 Month LIBOR USD + 0.360%
   
   
0.448%, 06/25/30 (a)(c)
 
            4,772,476
          11,671,259
 
Series K-F82, Class AL
   
   
1 Month LIBOR USD + 0.370%
   
   
0.458%, 06/25/30 (a)(c)
 
          11,698,751
          26,638,443
 
Series K-F90, Class AS
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 09/25/30 (a)(c)
 
          26,773,857
          20,416,932
 
Series K-F91, Class AS
   
   
30-day Average SOFR + 0.380%
   
   
0.428%, 10/25/30 (a)(c)
 
          20,467,017
          21,784,902
 
Series K-F92, Class AL
   
   
1 Month LIBOR USD + 0.330%
   
   
0.418%, 10/25/30 (a)(c)
 
          21,838,633
          18,219,017
 
Series K-F94, Class AL
   
   
1 Month LIBOR USD + 0.300%
   
   
0.388%, 11/25/30 (a)(c)
 
          18,258,803
          14,825,591
 
Series K-F97, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 12/25/30 (a)(c)
 
          14,812,145
          25,000,000
 
Series K-F103, Class AS
   
   
30-day Average SOFR + 0.240%
   
   
0.288%, 01/25/31 (a)(c)
 
          24,988,278
          25,000,000
 
Series K-F105, Class AS
   
   
30-day Average SOFR + 0.250%
   
   
0.298%, 02/25/31 (a)(c)
 
          24,988,290
   
FNMA
   
            1,465,323
 
Series 2013-M6, Class 2A
   
   
2.618%, 03/25/23 (a)
 
            1,495,529
          17,105,341
 
Series 2017-M1, Class A2
   
   
2.496%, 10/25/26 (a)(b)
 
          17,843,901
   
GNMA
   
          23,884,984
 
Series 2021-051, Class AC
   
   
1.500%, 05/16/55 (b)
 
          23,554,844
          24,653,307
 
Series 2021-040, Class AD
   
   
1.500%, 05/16/61 (b)
 
          24,366,151
          23,549,492
 
Series 2021-052, Class A
   
   
1.500%, 05/16/61 (b)
 
          23,210,285
          24,646,848
 
Series 2021-071, Class AB
   
   
1.750%, 09/16/61 (b)
 
          24,446,801
          14,090,425
 
Series 2021-068, Class AB
   
   
1.500%, 12/16/61 (b)
 
          13,859,806
          19,373,128
 
Series 2021-028, Class AJ
   
   
1.500%, 01/16/62 (b)
 
          18,880,905
          18,543,828
 
Series 2020-132, Class AD
   
   
2.200%, 09/16/62 (b)
 
          18,680,640
   
Total U.S. Government-Backed Obligations
 
        570,785,110
   
(Cost $573,150,150)
   
         
REPURCHASE AGREEMENTS - 17.50%
        236,990,000
 
INTL FCStone Financial, Inc., 0.150%, Dated 11/30/2021, matures 12/01/2021,
   
   
repurchase price $236,990,987 (collateralized by $516,839,722 par amount of
   
   
Government Agencies, United States Treasury Notes, GNMA, FNMA, and FHLMC
   
   
securities of 0.000% to 9.000% due 12/13/21 to 01/15/63, total market value
   
   
$241,261,338)
 
        236,990,000
   
Total Repurchase Agreements
 
        236,990,000
   
(Cost $236,990,000)
   
         
REGISTERED INVESTMENT COMPANY - 0.04%
               499,180
 
First American Government Obligations Fund - Class X
   
   
0.026%, 12/01/31 (f)
 
               499,180
   
Total Registered Investment Company
 
               499,180
   
(Cost $499,180)
   
   
Total Investments - 116.87%
 
     1,582,826,347
   
(Cost $1,584,087,673)
   
   
Net Other Assets and Liabilities - (16.87)%
 
      (228,475,084)
   
Net Assets - 100.00%
 
$
1,354,351,263
 
 
(a)
Variable rate securities. Interest rates disclosed are those which are in effect at November 30, 2021. Maturity date shown is the date of the next coupon rate reset or actual maturity. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. For those variable rate securities which are based on published reference and spread, the reference rate and spread are indicated in the description in the Portfolio of Investments. See also, Explanation of Abbreviations and Acronyms below.
   
 
(b)
The security has Sequential collateral.
   
 
(c)
The security has Structured collateral.
   
 
(d)
The security has PAC (Planned Amortization Class) collateral.
   
 
(e)
Represents or includes a TBA (To Be Announced) transaction.
   
 
(f)
Seven day yield as of November 30, 2021.
   
         
Explanation of Abbreviations and Acronyms:
   
FHLMC
Federal Home Loan Mortgage Corp.
   
FNMA
Federal National Mortgage Association
   
GNMA
Government National Mortgage Association
   
H15T1Y
1 Year US Treasury Yield Curve Constant Maturity Rate
   
LIBOR
London Interbank Offered Rate
   
REMIC
Real Estate Mortgage Investment Conduit
   
SOFR
Secured Overnight Financing Rate
   
USD
U.S. Dollar
   


 
NOTES TO PORTFOLIO OF INVESTMENTS
               
November 30, 2021 (Unaudited)
                 
                   
A. Investment Valuation
                 
For the Ultra-Short Duration and Short Duration Portfolios (collectively, the “Portfolios” or individually, a “Portfolio”) investments in mortgage-backed, asset-backed (to the extent that obligations authorized under the Federal Credit Union Act are categorized as asset-backed obligations), and U.S. Treasury obligations for which accurate market quotations are readily available are valued on the basis of quotations furnished by a pricing service or provided by dealers in such securities. The pricing services may use valuation models or matrix pricing, which considers yield or price with respect to comparable bonds, quotations from bond dealers or by reference to other securities that are considered comparable in such characteristics as rating, interest rate and maturity date, to determine current value. Short-term debt obligations maturing in sixty days or less are valued at amortized cost, which approximates market value. Portfolio securities for which accurate market quotations are not readily available due to, among other factors, current market trading activity, credit quality and default rates, are valued based on yield equivalents, pricing matrices or other sources, under valuation procedures established by the Board of Trustees of Trust for Credit Unions.
                   
The Portfolios are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
                   
 
Level 1
quoted prices in active markets for identical securities
     
 
Level 2
significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
   
 
Level 3
significant unobservable inputs (including each Portfolio’s own assumptions in determining the fair value of investments)
   
                   
At the end of each calendar quarter, management evaluates the Level 2 and Level 3 assets and liabilities, if any, for changes in liquidity, including but not limited to: whether a broker is willing to execute at the quoted price, the depth and consistency of prices from third party services, and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates Level 1 and Level 2 assets and liabilities, if any, on a quarterly basis for changes in listings or delistings on national exchanges. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Portfolios’ investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Portfolios may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.
                   
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
   
                   
The summary of inputs used to value each Portfolio’s net assets as of November 30, 2021 is as follows:
         

   
Ultra-Short Duration Portfolio
                 
   
Total Market
Value at
11/30/2021
   
Level 1 Quoted
Price
   
Level 2
Significant
Observable
Inputs
   
Level 3
Significant
Unobservable
Inputs
                 
Assets:
                                       
Bank Notes
 
$
41,059,441
   
$
-
   
$
41,059,441
   
$
-
                 
Asset Backed Securities
   
400,877
     
-
     
400,877
     
-
           
     
Collateralized Mortgage Obligations
   
973,908,178
     
-
     
973,908,178
     
-
     
               
Mortgage-Backed Obligations
   
276,222,689
     
-
     
276,222,689
     
-
                       
Agency Debentures
   
1,500,000
     
-
     
-
     
1,500,000
                       
U.S. Government-Backed Obligations
   
872,192,967
     
-
     
872,192,967
     
-
                       
Repurchase Agreements
   
730,961,000
     
-
     
730,961,000
     
-
                       
   
$
2,896,245,152
   
$
-
   
$
2,894,745,152
   
$
1,500,000
                       
                                                       
   
Short Duration Portfolio
                       
   
Total Market
Value at
11/30/2021
   
Level 1 Quoted
Price
   
Level 2
Significant
Observable
Inputs
   
Level 3
Significant
Unobservable
Inputs
                       
Assets:
                                                     
Bank Notes
 
$
126,596,703
   
$
-
   
$
126,596,703
   
$
-
                       
Collateralized Mortgage Obligations
   
194,563,510
     
-
     
194,563,510
     
-
                       
Mortgage-Backed Obligations
   
446,769,254
     
-
     
446,769,254
     
-
                       
Municipal Bonds
   
6,622,590
     
-
     
6,622,590
     
-
                       
U.S. Government-Backed Obligations
   
570,785,110
     
-
     
570,785,110
     
-
                       
Repurchase Agreements
   
236,990,000
     
-
     
236,990,000
     
-
                       
Registered Investment Company
   
499,180
     
499,180
     
-
     
-
                       
   
$
1,582,826,347
   
$
499,180
   
$
1,582,327,167
   
$
-
                       
                                                       
The following is a reconciliation of Level 3 holdings for which significant unobservable inputs were used in determining fair
               
value as of November 30, 2021:
                                                     
   
Ultra-Short
Duration
Portfolio
                                               
Fair Value, as of August 31, 2021
 
$
1,750,000