0000928816-17-001730.txt : 20170707 0000928816-17-001730.hdr.sgml : 20170707 20170707151450 ACCESSION NUMBER: 0000928816-17-001730 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170707 DATE AS OF CHANGE: 20170707 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MONEY MARKET FUND CENTRAL INDEX KEY: 0000081248 IRS NUMBER: 046386436 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02608 FILM NUMBER: 17955089 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921471 MAIL ADDRESS: STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT STREET 2: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST DATE OF NAME CHANGE: 19920703 0000081248 S000006251 PUTNAM MONEY MARKET FUND C000017191 Class T Shares 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REPO TRIPA MORTG 1.08 07/06/2017 TRIPARTY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2035-03-01 5.5000% 775190.30 30690.99 Agency Mortgage-Backed Securities FMAC 2032-04-01 7.5000% 885944.05 26505.27 Agency Mortgage-Backed Securities FMAC 2033-02-01 5.5000% 1471892.66 25649.94 Agency Mortgage-Backed Securities FMAC 2036-12-01 7.5000% 122457.63 31246.80 Agency Mortgage-Backed Securities FMAC 2033-02-01 5.5000% 403389.83 33110.53 Agency Mortgage-Backed Securities FMAC 2035-09-01 4.5000% 840395.48 38215.22 Agency Mortgage-Backed Securities FMAC 2035-10-01 4.5000% 879291.00 37765.65 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.5000% 2645778.48 40175.86 Agency Mortgage-Backed Securities FMAC 2036-10-01 6.0000% 418428.40 29060.51 Agency Mortgage-Backed Securities FMAC 2036-09-01 6.0000% 310706.21 32050.97 Agency Mortgage-Backed Securities FMAC 2037-09-01 6.5000% 899338.61 26297.66 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 507007.81 32256.58 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.5000% 978522.88 25458.90 Agency Mortgage-Backed Securities FMAC 2037-12-01 5.5000% 506158.19 27301.87 Agency Mortgage-Backed Securities FMAC 2034-03-01 6.0000% 173869.56 26783.63 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 563401.13 32397.04 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 213700.56 25223.67 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.0000% 968135.59 39317.82 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.5000% 670989.04 25671.22 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 384180.79 27800.94 Agency Mortgage-Backed Securities FMAC 2036-08-01 6.0000% 1470876.98 37855.20 Agency Mortgage-Backed Securities FMAC 2036-09-01 5.5000% 1240192.55 32037.02 Agency Mortgage-Backed Securities FMAC 2036-10-01 5.0000% 600080.69 29911.33 Agency Mortgage-Backed Securities FMAC 2036-11-01 6.0000% 1191124.69 28494.13 Agency Mortgage-Backed Securities FMAC 2036-10-01 5.5000% 480225.99 37921.48 Agency Mortgage-Backed Securities FMAC 2021-09-01 5.5000% 816384.18 27357.68 Agency Mortgage-Backed Securities FMAC 2036-12-01 6.0000% 1470071.64 35809.84 Agency Mortgage-Backed Securities FMAC 2037-03-01 6.0000% 576271.19 29153.13 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 259322.03 27502.87 Agency Mortgage-Backed Securities FMAC 2037-10-01 5.5000% 787225.53 28693.42 Agency Mortgage-Backed Securities FMAC 2036-06-01 6.0000% 802372.63 36957.97 Agency Mortgage-Backed Securities FMAC 2037-11-01 7.0000% 905706.21 27021.87 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 770858.76 32908.48 Agency Mortgage-Backed Securities FMAC 2038-02-01 5.5000% 1244898.47 35510.81 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 1261898.95 39094.19 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 671531.98 28153.07 Agency Mortgage-Backed Securities FMAC 2038-06-01 6.0000% 355013.88 38844.92 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 461016.95 36157.42 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.5000% 668585.70 26070.08 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 580977.88 28454.35 Agency Mortgage-Backed Securities FMAC 2038-03-01 6.0000% 865285.11 28371.19 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.0000% 200734.46 35165.15 Agency Mortgage-Backed Securities FMAC 2038-11-01 6.0000% 384180.79 28652.01 Agency Mortgage-Backed Securities FMAC 2032-08-01 8.0000% 96045.20 30542.25 Agency Mortgage-Backed Securities FMAC 2031-08-01 8.5000% 105649.72 34769.80 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.0000% 174359.59 35256.92 Agency Mortgage-Backed Securities FMAC 2040-01-01 5.5000% 96045.20 30269.49 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 57627.12 26828.39 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 200956.42 34018.80 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.0000% 646726.01 36225.53 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.0000% 59067.80 25858.37 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 190538.31 29110.12 Agency Mortgage-Backed Securities FMAC 2035-07-01 6.0000% 69101.93 28294.74 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 72706.21 32449.39 Agency Mortgage-Backed Securities FMAC 2042-02-01 5.0000% 105649.72 38630.39 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.0000% 118135.59 39173.81 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 100470.86 27932.53 Agency Mortgage-Backed Securities FMAC 2042-04-01 4.0000% 48022.60 28158.73 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 63966.10 36632.77 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 88659.80 30094.55 Agency Mortgage-Backed Securities FMAC 2044-10-01 4.0000% 38418.08 27012.12 Agency Mortgage-Backed Securities FMAC 2040-05-01 6.0000% 70401.03 34882.55 Agency Mortgage-Backed Securities FMAC 2023-08-01 5.0000% 735458.51 27062.70 Agency Mortgage-Backed Securities FMAC 2026-10-01 3.5000% 81712.28 31853.10 Agency Mortgage-Backed Securities FMAC 2028-12-01 3.5000% 48022.60 30104.31 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.0000% 36203.18 28526.13 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 33296.37 27082.71 Agency Mortgage-Backed Securities FMAC 2025-10-01 4.0000% 61109.14 29592.02 Agency Mortgage-Backed Securities FMAC 2035-05-01 6.0000% 432203.39 27422.32 Agency Mortgage-Backed Securities FMAC 2041-02-01 5.0000% 136734.07 37891.95 Agency Mortgage-Backed Securities FMAC 2043-12-01 5.0000% 53961.36 35136.89 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.5000% 86354.81 36775.75 Agency Mortgage-Backed Securities FMAC 2047-06-01 3.5000% 38514.22 39670.43 Agency Mortgage-Backed Securities FMAC 2046-12-01 2.5000% 40414.38 38129.24 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.0000% 32262.64 33078.10 Agency Mortgage-Backed Securities FMAC 2026-02-01 3.5000% 116195.96 26895.05 Agency Mortgage-Backed Securities FMAC 2030-10-01 3.0000% 41702.15 32183.11 Agency Mortgage-Backed Securities FMAC 2030-11-01 3.0000% 31694.92 24877.90 Agency Mortgage-Backed Securities FMAC 2031-05-01 2.0000% 40050.85 34901.77 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.5000% 38298.02 39067.52 Agency Mortgage-Backed Securities FMAC 2026-06-01 3.5000% 31503.98 29653.65 Agency Mortgage-Backed Securities FMAC 2026-04-01 5.5000% 821666.67 36734.84 Agency Mortgage-Backed Securities FMAC 2027-05-01 5.5000% 819504.11 30919.67 Agency Mortgage-Backed Securities FMAC 2030-05-01 5.0000% 149899.85 25951.39 Agency Mortgage-Backed Securities FMAC 2035-06-01 3.5000% 35411.86 28575.84 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.0000% 33615.82 27256.91 Agency Mortgage-Backed Securities FMAC 2036-04-01 2.5000% 39070.23 26284.40 Agency Mortgage-Backed Securities FMAC 2036-08-01 3.5000% 38418.08 36522.68 Agency Mortgage-Backed Securities FMAC 2037-04-01 3.0000% 34792.37 35171.88 Agency Mortgage-Backed Securities FMAC 2037-01-01 2.5000% 25884.18 25173.73 Agency Mortgage-Backed Securities FMAC 2037-06-01 3.0000% 34864.41 35368.93 Agency Mortgage-Backed Securities FMAC 2021-01-01 5.0000% 1152542.37 37216.80 Agency Mortgage-Backed Securities FMAC 2023-05-01 5.0000% 440367.23 24876.15 Agency Mortgage-Backed Securities FMAC 2020-10-01 3.5000% 358646.50 31833.49 Agency Mortgage-Backed Securities FMAC 2026-03-01 4.0000% 416280.44 34414.77 Agency Mortgage-Backed Securities FMAC 2022-02-01 3.0000% 144067.80 29949.51 Agency Mortgage-Backed Securities FMAC 2027-02-01 2.5000% 96045.20 33079.02 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 42795.63 31340.98 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 441058.76 38230.35 Agency Mortgage-Backed Securities FMAC 2035-02-01 5.5000% 618008.20 31393.58 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.0000% 349604.52 32531.73 Agency Mortgage-Backed Securities FMAC 2038-12-01 6.0000% 1055659.18 27635.49 Agency Mortgage-Backed Securities FMAC 2033-07-01 5.5000% 770248.20 34627.75 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.5000% 1024322.03 35371.27 Agency Mortgage-Backed Securities FMAC 2043-02-01 3.0000% 42547.93 29536.01 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.5000% 64830.51 35269.64 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.5000% 58417.19 33184.60 Agency Mortgage-Backed Securities FMAC 2044-09-01 4.5000% 68376.79 33872.22 Agency Mortgage-Backed Securities FMAC 2039-01-01 6.5000% 170585.97 26017.04 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.5000% 517676.51 35088.52 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.0000% 1156561.77 24892.80 Agency Mortgage-Backed Securities FMAC 2039-07-01 5.5000% 86440.68 36881.95 Agency Mortgage-Backed Securities FMAC 2040-01-01 5.0000% 214181.08 35960.10 Agency Mortgage-Backed Securities FMAC 2040-01-01 5.5000% 191574.63 38814.50 Agency Mortgage-Backed Securities FMAC 2039-12-01 5.5000% 122736.06 35801.95 Agency Mortgage-Backed Securities FMAC 2040-02-01 5.5000% 220903.95 40541.37 Agency Mortgage-Backed Securities FMAC 2040-03-01 5.5000% 135902.80 37163.41 Agency Mortgage-Backed Securities FMAC 2040-03-01 4.5000% 238000.00 36638.34 Agency Mortgage-Backed Securities FMAC 2040-05-01 4.5000% 177683.62 39706.63 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.5000% 96696.29 29728.82 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 97509.21 30906.45 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.5000% 120056.50 26498.70 Agency Mortgage-Backed Securities FMAC 2040-09-01 5.0000% 86440.68 27603.38 Agency Mortgage-Backed Securities FMAC 2040-10-01 5.0000% 222268.37 29283.92 Agency Mortgage-Backed Securities FMAC 2041-01-01 5.0000% 103728.81 37783.16 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.0000% 96045.20 40430.71 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.0000% 91940.51 28775.27 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.0000% 69824.86 32784.94 Agency Mortgage-Backed Securities FMAC 2025-11-01 3.0000% 133057.37 27625.68 Agency Mortgage-Backed Securities FMAC 2033-09-01 6.0000% 485028.25 34011.53 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.5000% 513741.15 33749.29 Agency Mortgage-Backed Securities FMAC 2033-11-01 5.5000% 751075.46 37470.84 Agency Mortgage-Backed Securities FMAC 2031-04-01 7.0000% 1826993.55 34761.38 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.5000% 358481.50 25072.47 Agency Mortgage-Backed Securities FMAC 2034-07-01 6.0000% 2082614.39 36716.13 Agency Mortgage-Backed Securities FMAC 2034-10-01 6.0000% 623057.68 28886.30 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.5000% 641997.70 32366.11 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 189681.87 25653.33 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 265044.79 30707.86 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 177683.62 26597.58 Agency Mortgage-Backed Securities FMAC 2035-03-01 4.5000% 201694.92 36461.59 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 278727.58 36257.25 Agency Mortgage-Backed Securities FMAC 2030-03-01 7.0000% 408192.09 27862.90 Agency Mortgage-Backed Securities FMAC 2029-07-01 7.0000% 314422.97 31340.03 Agency Mortgage-Backed Securities FMAC 2029-04-01 7.0000% 310826.08 30106.88 Agency Mortgage-Backed Securities FMAC 2031-05-01 5.5000% 1410327.68 27763.10 Agency Mortgage-Backed Securities FMAC 2031-01-01 7.0000% 2446838.91 27069.66 Agency Mortgage-Backed Securities FMAC 2022-12-01 2.0000% 96045.20 36868.96 Agency Mortgage-Backed Securities FMAC 2028-12-01 3.5000% 53571.03 34236.87 Agency Mortgage-Backed Securities FMAC 2030-05-01 2.5000% 51021.80 39302.92 Agency Mortgage-Backed Securities FMAC 2031-12-01 2.5000% 34481.28 33476.37 Agency Mortgage-Backed Securities FMAC 2029-04-01 6.0000% 124858.76 26449.60 Agency Mortgage-Backed Securities FMAC 2022-12-01 5.5000% 49471.63 30404.62 Agency Mortgage-Backed Securities FMAC 2023-01-01 5.5000% 62438.98 39452.83 Agency Mortgage-Backed Securities FMAC 2026-04-01 4.5000% 173710.13 35951.06 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.0000% 157191.32 33158.29 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.5000% 101815.98 29140.32 Agency Mortgage-Backed Securities FMAC 2041-08-01 5.0000% 102923.95 37778.34 Agency Mortgage-Backed Securities FMAC 2041-08-01 5.5000% 100346.77 34544.57 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 218792.98 25858.96 Agency Mortgage-Backed Securities FMAC 2041-09-01 4.5000% 172881.36 36199.68 Agency Mortgage-Backed Securities FMAC 2041-09-01 5.0000% 105703.50 27463.08 Agency Mortgage-Backed Securities FMAC 2041-11-01 3.5000% 55270.65 27631.49 Agency Mortgage-Backed Securities FMAC 2041-11-01 3.5000% 96045.20 32240.31 Agency Mortgage-Backed Securities FMAC 2041-12-01 5.0000% 118832.21 26587.49 Agency Mortgage-Backed Securities FMAC 2042-01-01 4.5000% 115385.24 35811.85 Agency Mortgage-Backed Securities FMAC 2041-12-01 5.0000% 118384.25 35680.19 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 48994.58 26492.31 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 57627.12 39405.55 Agency Mortgage-Backed Securities FMAC 2033-07-01 3.0000% 48022.60 35715.12 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.5000% 28813.56 24813.19 Agency Mortgage-Backed Securities FMAC 2027-09-01 3.5000% 102602.59 30644.75 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 46677.97 29139.97 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.0000% 48022.60 30550.65 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.5000% 42055.79 31674.40 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.5000% 38418.08 26561.20 Agency Mortgage-Backed Securities FMAC 2043-09-01 4.5000% 148927.68 33881.05 Agency Mortgage-Backed Securities FMAC 2031-08-01 2.5000% 30734.46 28731.97 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 83202.23 30289.10 Agency Mortgage-Backed Securities FMAC 2045-10-01 4.5000% 51151.56 34521.45 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 37878.88 37289.43 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 183688.84 25691.62 Agency Mortgage-Backed Securities FMAC 2044-01-01 5.0000% 144164.71 36675.92 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.5000% 48022.60 40335.14 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.5000% 38418.08 26457.32 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.0000% 69508.58 28628.13 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.0000% 49463.28 33848.02 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.5000% 97445.82 35906.58 Agency Mortgage-Backed Securities FMAC 2044-09-01 3.5000% 36406.22 25565.96 Agency Mortgage-Backed Securities FMAC 2045-02-01 3.5000% 48983.05 37009.62 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.5000% 31694.92 28257.52 Agency Mortgage-Backed Securities FMAC 2045-07-01 4.5000% 42341.62 37991.97 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 32655.37 29012.05 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 51384.95 37425.81 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 40442.14 30508.12 Agency Mortgage-Backed Securities FMAC 2046-04-01 3.5000% 39944.33 37112.06 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.0000% 35514.15 36684.89 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 34478.98 36542.51 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 31336.86 33197.46 Agency Mortgage-Backed Securities FMAC 2046-01-01 4.0000% 28909.60 25595.60 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 43124.29 33807.12 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.5000% 30350.28 28829.35 Agency Mortgage-Backed Securities FMAC 2044-04-01 5.0000% 40915.25 36933.92 Agency Mortgage-Backed Securities FMAC 2024-02-01 5.5000% 545892.95 28512.54 Agency Mortgage-Backed Securities FMAC 2024-09-01 6.0000% 496361.20 30451.26 Agency Mortgage-Backed Securities FMAC 2023-05-01 5.0000% 1228863.92 32440.15 Agency Mortgage-Backed Securities FMAC 2023-11-01 5.0000% 736383.81 31634.41 Agency Mortgage-Backed Securities FNMA 2037-07-01 6.5000% 862887.06 33069.44 Agency Mortgage-Backed Securities FNMA 2033-03-01 5.5000% 982915.99 29635.42 Agency Mortgage-Backed Securities FNMA 2033-07-01 6.0000% 1277767.06 32401.60 Agency Mortgage-Backed Securities FNMA 2033-08-01 5.0000% 913005.65 38770.26 Agency Mortgage-Backed Securities FNMA 2034-06-01 5.5000% 649745.76 37702.65 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.0000% 865367.23 26814.02 Agency Mortgage-Backed Securities FNMA 2027-12-01 6.0000% 585972.81 33071.26 Agency Mortgage-Backed Securities FNMA 2038-02-01 5.0000% 768361.58 40713.06 Agency Mortgage-Backed Securities FNMA 2019-01-01 4.0000% 229998.76 28793.37 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.5000% 60866.53 36304.09 Agency Mortgage-Backed Securities FNMA 2032-11-01 6.0000% 2239919.23 27026.40 Agency Mortgage-Backed Securities FNMA 2018-12-01 4.0000% 3214955.48 38769.20 Agency Mortgage-Backed Securities FNMA 2031-12-01 6.0000% 960451.98 31020.52 Agency Mortgage-Backed Securities FNMA 2032-08-01 6.5000% 6097938.23 32190.91 Agency Mortgage-Backed Securities FNMA 2041-01-01 4.5000% 149478.69 39927.65 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 124594.63 30236.13 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.5000% 50634.07 24995.23 Agency Mortgage-Backed Securities FNMA 2041-02-01 5.5000% 90952.21 33110.75 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.0000% 96045.20 28699.66 Agency Mortgage-Backed Securities FNMA 2041-03-01 6.0000% 126370.51 40066.37 Agency Mortgage-Backed Securities FNMA 2040-11-01 3.5000% 101815.02 26629.74 Agency Mortgage-Backed Securities FNMA 2041-03-01 4.5000% 85314.07 38232.51 Agency Mortgage-Backed Securities FNMA 2051-06-01 5.0000% 126535.23 28967.02 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.5000% 102136.00 37049.15 Agency Mortgage-Backed Securities FNMA 2041-06-01 6.0000% 140411.26 34023.92 Agency Mortgage-Backed Securities FNMA 2026-06-01 4.0000% 115254.24 36680.63 Agency Mortgage-Backed Securities FNMA 2041-06-01 5.0000% 91251.58 36966.81 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.0000% 82887.01 34048.57 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.0000% 96045.20 25713.11 Agency Mortgage-Backed Securities FNMA 2026-08-01 3.5000% 83559.32 37690.40 Agency Mortgage-Backed Securities FNMA 2041-08-01 5.5000% 108255.04 26112.53 Agency Mortgage-Backed Securities FNMA 2041-09-01 4.5000% 114016.89 39822.09 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 48017.80 33026.53 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 197093.87 27579.09 Agency Mortgage-Backed Securities FNMA 2041-10-01 6.0000% 110175.66 24649.60 Agency Mortgage-Backed Securities FNMA 2041-12-01 4.0000% 192733.13 29554.08 Agency Mortgage-Backed Securities FNMA 2041-10-01 4.0000% 59548.02 28140.34 Agency Mortgage-Backed Securities FNMA 2041-11-01 5.0000% 134463.28 37778.53 Agency Mortgage-Backed Securities FNMA 2041-11-01 4.0000% 88480.20 39767.23 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.0000% 96045.20 27055.92 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.0000% 70977.40 32150.00 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.0000% 67903.95 27973.93 Agency Mortgage-Backed Securities FNMA 2039-09-01 6.0000% 238576.27 24854.94 Agency Mortgage-Backed Securities FNMA 2039-10-01 6.5000% 178023.04 24727.12 Agency Mortgage-Backed Securities FNMA 2026-09-01 4.0000% 95084.75 28683.09 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.5000% 100175.14 34908.74 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.5000% 48598.87 29722.89 Agency Mortgage-Backed Securities FNMA 2041-04-01 6.0000% 145606.54 35572.78 Agency Mortgage-Backed Securities FNMA 2043-05-01 4.0000% 48022.60 33996.93 Agency Mortgage-Backed Securities FNMA 2023-09-01 3.5000% 78802.68 27025.24 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.5000% 73909.76 34052.59 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.5000% 40435.03 25113.62 Agency Mortgage-Backed Securities FNMA 2025-05-01 5.5000% 465666.98 34950.32 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.0000% 64931.45 31169.77 Agency Mortgage-Backed Securities FNMA 2042-06-01 4.5000% 51000.00 31278.09 Agency Mortgage-Backed Securities FNMA 2035-04-01 3.5000% 31887.01 26177.10 Agency Mortgage-Backed Securities FNMA 2043-01-01 4.0000% 42303.97 29748.42 Agency Mortgage-Backed Securities FNMA 2045-06-01 4.5000% 31465.66 28804.08 Agency Mortgage-Backed Securities FNMA 2030-10-01 3.0000% 48022.60 40517.48 Agency Mortgage-Backed Securities FNMA 2041-07-01 6.0000% 45717.51 34762.42 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.5000% 35536.72 35789.15 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.5000% 39570.62 35546.78 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.0000% 33514.30 32482.61 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.0000% 28581.99 25358.89 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.5000% 26892.66 25181.17 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 38646.67 34520.52 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.0000% 70016.66 38779.42 Agency Mortgage-Backed Securities FNMA 2027-07-01 3.0000% 79237.29 37516.90 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.5000% 46197.74 24844.05 Agency Mortgage-Backed Securities FNMA 2022-09-01 3.5000% 97318.37 31397.77 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.5000% 45451.76 32762.66 Agency Mortgage-Backed Securities FNMA 2042-11-01 3.0000% 51096.05 40196.72 Agency Mortgage-Backed Securities FNMA 2043-04-01 4.0000% 50964.37 25832.66 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.0000% 35248.59 27342.83 Agency Mortgage-Backed Securities FNMA 2043-01-01 3.5000% 54410.56 36810.56 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.0000% 46101.69 28509.66 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.5000% 40819.21 25755.90 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.5000% 52824.86 37435.09 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.5000% 50254.88 25675.70 Agency Mortgage-Backed Securities FNMA 2029-03-01 3.0000% 61564.97 26947.24 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.0000% 38418.08 26908.88 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.0000% 60028.25 38637.67 Agency Mortgage-Backed Securities FNMA 2044-09-01 4.0000% 48022.60 26850.18 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.0000% 49080.06 25116.80 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.5000% 43500.41 37049.95 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 34576.27 28486.60 Agency Mortgage-Backed Securities FNMA 2035-11-01 3.0000% 37937.85 31551.23 Agency Mortgage-Backed Securities FNMA 2036-02-01 3.5000% 37790.90 31482.14 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.5000% 40627.12 39285.71 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.5000% 34096.05 29641.81 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.0000% 27410.15 25537.25 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.5000% 34633.90 32574.46 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 36977.40 35215.83 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.0000% 30953.64 31871.06 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.0000% 53881.36 26317.71 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.5000% 45885.69 38019.97 Agency Mortgage-Backed Securities FNMA 2032-04-01 4.0000% 64830.51 34000.36 Agency Mortgage-Backed Securities FNMA 2028-06-01 3.0000% 109985.49 29950.46 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.0000% 38418.08 27188.61 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.5000% 45786.09 31036.94 Agency Mortgage-Backed Securities FNMA 2043-11-01 5.0000% 149494.64 39257.16 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.5000% 48022.60 29043.00 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.0000% 142898.06 39338.73 Agency Mortgage-Backed Securities FNMA 2044-03-01 4.5000% 44636.33 30090.95 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.5000% 46581.92 35059.10 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.5000% 34837.90 26064.46 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.5000% 55530.36 27668.88 Agency Mortgage-Backed Securities FNMA 2029-03-01 4.0000% 98478.50 40622.60 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.0000% 48022.60 31506.47 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.0000% 49655.37 32680.78 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.0000% 89173.16 25488.70 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.0000% 31352.32 27815.75 Agency Mortgage-Backed Securities FNMA 2040-01-01 3.5000% 33615.82 26061.64 Agency Mortgage-Backed Securities FNMA 2044-12-01 4.5000% 59871.98 36991.31 Agency Mortgage-Backed Securities FNMA 2022-04-01 3.5000% 77278.54 38102.03 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.5000% 29049.25 26077.18 Agency Mortgage-Backed Securities FNMA 2045-07-01 4.0000% 38418.08 32067.38 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.5000% 4546.30 3858.15 Agency Mortgage-Backed Securities FNMA 2032-10-01 6.0000% 864406.78 31859.58 Agency Mortgage-Backed Securities FNMA 2032-10-01 6.5000% 2682392.25 38008.12 Agency Mortgage-Backed Securities FNMA 2033-01-01 7.0000% 307344.63 30989.29 Agency Mortgage-Backed Securities FNMA 2033-01-01 5.5000% 325369.53 35125.42 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.0000% 1551262.58 34067.32 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.0000% 1234090.99 36929.62 Agency Mortgage-Backed Securities FNMA 2033-03-01 6.0000% 368429.38 33703.12 Agency Mortgage-Backed Securities FNMA 2033-05-01 6.0000% 858278.04 36800.97 Agency Mortgage-Backed Securities FNMA 2033-04-01 5.5000% 594870.72 35873.32 Agency Mortgage-Backed Securities FNMA 2033-04-01 5.5000% 231661.02 29680.81 Agency Mortgage-Backed Securities FNMA 2033-06-01 5.0000% 218502.82 36612.78 Agency Mortgage-Backed Securities FNMA 2033-04-01 6.0000% 261959.82 32960.64 Agency Mortgage-Backed Securities FNMA 2033-06-01 5.5000% 312968.66 26541.54 Agency Mortgage-Backed Securities FNMA 2033-05-01 5.5000% 919500.13 30861.41 Agency Mortgage-Backed Securities FNMA 2034-04-01 5.5000% 817169.73 29889.82 Agency Mortgage-Backed Securities FNMA 2033-06-01 5.0000% 453269.75 35470.38 Agency Mortgage-Backed Securities FNMA 2034-03-01 5.0000% 643502.82 33934.75 Agency Mortgage-Backed Securities FNMA 2034-03-01 6.0000% 933079.10 29239.49 Agency Mortgage-Backed Securities FNMA 2034-08-01 6.0000% 685454.69 27437.36 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.5000% 343475.49 31125.15 Agency Mortgage-Backed Securities FNMA 2033-07-01 5.0000% 380819.21 30186.05 Agency Mortgage-Backed Securities FNMA 2033-07-01 4.5000% 358887.29 32341.15 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.5000% 307050.54 35439.72 Agency Mortgage-Backed Securities FNMA 2033-08-01 5.0000% 1131020.85 26229.18 Agency Mortgage-Backed Securities FNMA 2035-03-01 5.0000% 665244.10 37682.89 Agency Mortgage-Backed Securities FNMA 2035-02-01 5.5000% 485028.25 24604.59 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.0000% 600562.36 28535.35 Agency Mortgage-Backed Securities FNMA 2020-03-01 5.5000% 1886228.85 28265.80 Agency Mortgage-Backed Securities FNMA 2035-05-01 6.0000% 568395.48 30710.01 Agency Mortgage-Backed Securities FNMA 2035-07-01 5.0000% 434508.47 24885.35 Agency Mortgage-Backed Securities FNMA 2033-10-01 6.0000% 555117.81 39656.98 Agency Mortgage-Backed Securities FNMA 2033-09-01 5.0000% 164235.85 24855.46 Agency Mortgage-Backed Securities FNMA 2033-10-01 5.5000% 566666.67 28609.74 Agency Mortgage-Backed Securities FNMA 2033-10-01 5.5000% 1248766.21 36708.84 Agency Mortgage-Backed Securities FNMA 2033-10-01 5.5000% 517561.45 33599.98 Agency Mortgage-Backed Securities FNMA 2036-05-01 6.0000% 504237.29 31485.99 Agency Mortgage-Backed Securities FNMA 2033-02-01 6.0000% 187288.14 29193.41 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.5000% 1092072.12 29760.46 Agency Mortgage-Backed Securities FNMA 2033-10-01 4.5000% 257217.49 26343.98 Agency Mortgage-Backed Securities FNMA 2033-10-01 5.5000% 379806.32 27061.27 Agency Mortgage-Backed Securities FNMA 2034-04-01 5.0000% 98019.69 35389.08 Agency Mortgage-Backed Securities FNMA 2034-01-01 5.5000% 340000.00 36241.32 Agency Mortgage-Backed Securities FNMA 2019-02-01 5.0000% 1389331.24 26737.22 Agency Mortgage-Backed Securities FNMA 2034-02-01 5.5000% 657821.72 24994.17 Agency Mortgage-Backed Securities FNMA 2029-07-01 6.5000% 399544.47 26663.89 Agency Mortgage-Backed Securities FNMA 2034-08-01 6.0000% 243954.80 29323.38 Agency Mortgage-Backed Securities FNMA 2034-07-01 4.7500% 242633.32 26047.33 Agency Mortgage-Backed Securities FNMA 2034-09-01 6.0000% 1346844.02 29653.01 Agency Mortgage-Backed Securities FNMA 2034-12-01 6.0000% 375775.49 34292.03 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.0000% 46627.45 24854.30 Agency Mortgage-Backed Securities FNMA 2037-01-01 6.0000% 504887.32 30443.00 Agency Mortgage-Backed Securities FNMA 2035-08-01 5.5000% 126063.26 27879.69 Agency Mortgage-Backed Securities FNMA 2034-12-01 6.0000% 961412.43 28047.72 Agency Mortgage-Backed Securities FNMA 2035-05-01 4.7500% 88230.10 25209.91 Agency Mortgage-Backed Securities FNMA 2036-12-01 6.0000% 513841.81 32236.40 Agency Mortgage-Backed Securities FNMA 2035-10-01 5.5000% 268064.26 24536.56 Agency Mortgage-Backed Securities FNMA 2035-12-01 5.5000% 440034.05 26036.73 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.0000% 979413.03 31179.99 Agency Mortgage-Backed Securities FNMA 2034-09-01 5.0000% 202655.37 31896.28 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.5000% 1440677.97 33171.84 Agency Mortgage-Backed Securities FNMA 2036-04-01 4.5000% 444541.16 27176.62 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.0000% 40819.21 37577.29 Agency Mortgage-Backed Securities FNMA 2031-03-01 3.5000% 38418.08 37494.20 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 43220.34 39801.55 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.0000% 29079.41 27155.81 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.0000% 25163.84 24726.94 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.5000% 37976.08 25929.07 Agency Mortgage-Backed Securities FNMA 2045-12-01 4.5000% 33615.82 25130.09 Agency Mortgage-Backed Securities FNMA 2030-12-01 3.0000% 38418.08 33746.19 Agency Mortgage-Backed Securities FNMA 2031-05-01 2.5000% 28803.95 25162.16 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.5000% 26892.66 27000.34 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.0000% 90510.59 30991.36 Agency Mortgage-Backed Securities FNMA 2031-02-01 3.0000% 26892.66 25673.19 Agency Mortgage-Backed Securities FNMA 2031-04-01 2.5000% 48022.60 36084.51 Agency Mortgage-Backed Securities FNMA 2031-04-01 2.5000% 40819.21 35265.82 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.5000% 52625.95 35961.99 Agency Mortgage-Backed Securities FNMA 2031-05-01 2.5000% 30902.54 26683.82 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.0000% 32761.31 32281.32 Agency Mortgage-Backed Securities FNMA 2031-08-01 2.5000% 39878.35 36526.32 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 26209.01 25059.75 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 31694.92 27932.57 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.5000% 33615.82 34235.29 Agency Mortgage-Backed Securities FNMA 2046-08-01 2.5000% 30498.86 29103.87 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.0000% 33400.58 34691.99 Agency Mortgage-Backed Securities FNMA 2047-01-01 4.5000% 26634.10 25457.48 Agency Mortgage-Backed Securities FNMA 2032-02-01 3.5000% 29646.46 30497.91 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5000% 34384.18 32025.05 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.0000% 30642.16 30779.91 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5000% 35514.25 38709.75 Agency Mortgage-Backed Securities FNMA 2024-08-01 4.5000% 50114.37 38917.20 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.5000% 31406.78 32698.00 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.0000% 2128544.64 35508.65 Agency Mortgage-Backed Securities FNMA 2036-08-01 6.0000% 480225.99 33322.95 Agency Mortgage-Backed Securities FNMA 2027-04-01 6.0000% 670798.29 33922.43 Agency Mortgage-Backed Securities FNMA 2037-07-01 7.5000% 1440677.97 29962.42 Agency Mortgage-Backed Securities FNMA 2037-10-01 6.0000% 843757.06 27699.94 Agency Mortgage-Backed Securities FNMA 2038-05-01 6.0000% 437591.53 34008.29 Agency Mortgage-Backed Securities FNMA 2038-04-01 6.5000% 836705.04 31537.62 Agency Mortgage-Backed Securities FNMA 2038-03-01 6.0000% 468835.32 31268.22 Agency Mortgage-Backed Securities FNMA 2039-01-01 6.0000% 326560.40 27725.03 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.0000% 62621.47 30282.30 Agency Mortgage-Backed Securities FNMA 2031-02-01 2.5000% 42328.46 32143.73 Agency Mortgage-Backed Securities FNMA 2043-09-01 3.5000% 31790.96 28217.44 Agency Mortgage-Backed Securities FNMA 2036-10-01 6.5000% 748480.23 34200.92 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.0000% 272632.94 26514.83 Agency Mortgage-Backed Securities FNMA 2036-12-01 6.0000% 643858.67 34849.91 Agency Mortgage-Backed Securities FNMA 2037-06-01 5.0000% 93836.35 27398.60 Agency Mortgage-Backed Securities FNMA 2037-03-01 5.0000% 499134.41 26447.28 Agency Mortgage-Backed Securities FNMA 2037-09-01 7.0000% 132476.39 31322.64 Agency Mortgage-Backed Securities FNMA 2037-09-01 6.5000% 532480.92 31279.64 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.5000% 316949.15 24708.53 Agency Mortgage-Backed Securities FNMA 2039-03-01 5.0000% 216005.65 28009.63 Agency Mortgage-Backed Securities FNMA 2024-04-01 3.5000% 162035.84 25078.59 Agency Mortgage-Backed Securities FNMA 2025-03-01 3.5000% 403985.98 39961.43 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.0000% 96045.20 26020.20 Agency Mortgage-Backed Securities FNMA 2039-09-01 5.5000% 144067.80 40661.50 Agency Mortgage-Backed Securities FNMA 2037-02-01 4.2800% 111387.94 39137.43 Agency Mortgage-Backed Securities FNMA 2037-07-01 5.5000% 130421.60 26778.86 Agency Mortgage-Backed Securities FNMA 2037-10-01 6.0000% 688733.01 36463.90 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.0000% 502889.39 35100.35 Agency Mortgage-Backed Securities FNMA 2037-10-01 6.5000% 933912.38 36922.19 Agency Mortgage-Backed Securities FNMA 2037-10-01 6.0000% 967899.23 35152.14 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.5000% 585299.44 30269.81 Agency Mortgage-Backed Securities FNMA 2038-01-01 5.0000% 474817.78 29259.72 Agency Mortgage-Backed Securities FNMA 2038-01-01 6.0000% 253079.10 27690.83 Agency Mortgage-Backed Securities FNMA 2022-10-01 6.0000% 394745.76 24662.04 Agency Mortgage-Backed Securities FNMA 2038-05-01 6.0000% 259738.01 39250.15 Agency Mortgage-Backed Securities FNMA 2038-05-01 6.0000% 571445.11 36274.88 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.0000% 138688.02 25919.14 Agency Mortgage-Backed Securities FNMA 2023-05-01 4.5000% 309005.83 27572.01 Agency Mortgage-Backed Securities FNMA 2038-11-01 6.0000% 276466.29 31713.30 Agency Mortgage-Backed Securities FNMA 2035-12-01 5.0000% 466873.98 31788.17 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 65122.01 27379.41 Agency Mortgage-Backed Securities FNMA 2034-01-01 4.0000% 406271.19 33332.91 Agency Mortgage-Backed Securities FNMA 2037-09-01 6.0000% 482752.27 30651.13 Agency Mortgage-Backed Securities FNMA 2024-08-01 4.5000% 165321.35 15038.95 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 130697.73 34669.43 Agency Mortgage-Backed Securities FNMA 2040-08-01 4.5000% 182443.14 33321.87 Agency Mortgage-Backed Securities FNMA 2040-06-01 4.5000% 74915.25 24860.10 Agency Mortgage-Backed Securities FNMA 2041-10-01 3.5000% 50423.73 27659.14 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.0000% 109672.47 31767.72 Agency Mortgage-Backed Securities FNMA 2042-03-01 3.5000% 56225.63 31814.54 Agency Mortgage-Backed Securities FNMA 2042-05-01 3.5000% 63677.97 32888.18 Agency Mortgage-Backed Securities FNMA 2042-05-01 4.0000% 61949.15 31675.17 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.5000% 44276.84 25613.06 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.5000% 46027.93 27070.56 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.0000% 38614.49 25364.58 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.0000% 42551.77 30776.75 Agency Mortgage-Backed Securities FNMA 2028-06-01 3.5000% 76836.16 40140.76 Agency Mortgage-Backed Securities FNMA 2034-06-01 4.5000% 290281.92 36117.75 Agency Mortgage-Backed Securities FNMA 2039-09-01 5.5000% 275217.23 34417.57 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.0000% 72033.90 31874.02 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.0000% 47836.18 25715.48 Agency Mortgage-Backed Securities FNMA 2025-07-01 4.0000% 48214.79 24679.43 Agency Mortgage-Backed Securities FNMA 2039-10-01 6.0000% 154503.97 30745.30 Agency Mortgage-Backed Securities FNMA 2040-02-01 5.0000% 58818.08 25901.12 Agency Mortgage-Backed Securities FNMA 2031-11-01 3.5000% 98734.46 26798.91 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.5000% 86440.68 26139.23 Agency Mortgage-Backed Securities FNMA 2042-03-01 5.0000% 116316.59 40767.16 Agency Mortgage-Backed Securities FNMA 2042-05-01 5.0000% 95871.84 38336.10 Agency Mortgage-Backed Securities FNMA 2022-11-01 2.5000% 96045.20 32506.93 Agency Mortgage-Backed Securities FNMA 2028-02-01 2.0000% 48022.60 26372.54 Agency Mortgage-Backed Securities FNMA 2033-08-01 3.0000% 58804.44 38796.47 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.5000% 48022.60 39742.78 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.5000% 53507.64 28503.22 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.5000% 25759.32 26441.81 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 39513.95 35743.69 Agency Mortgage-Backed Securities FNMA 2046-07-01 3.5000% 27180.79 25487.60 Agency Mortgage-Backed Securities FNMA 2034-03-01 3.0000% 64783.25 33744.40 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 45909.60 27290.43 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.5000% 44526.07 34630.91 Agency Mortgage-Backed Securities FNMA 2034-11-01 3.5000% 48022.60 31108.29 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.0000% 48022.60 38572.49 Agency Mortgage-Backed Securities FNMA 2030-05-01 3.5000% 26825.81 24600.55 Agency Mortgage-Backed Securities FNMA 2046-10-01 4.0000% 43645.53 38918.81 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.5000% 28909.60 27951.98 Agency Mortgage-Backed Securities FNMA 2046-10-01 2.5000% 40148.05 37657.71 Agency Mortgage-Backed Securities FNMA 2047-02-01 3.5000% 29778.24 30125.84 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.5000% 26215.73 26682.50 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.5000% 30820.23 31465.42 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.5000% 28410.17 29299.92 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 24783.50 27090.68 Agency Mortgage-Backed Securities FNMA 2037-09-01 6.0000% 369581.92 30881.20 Agency Mortgage-Backed Securities FNMA 2039-12-01 4.5000% 115311.19 35438.30 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.0000% 155593.22 31185.55 Agency Mortgage-Backed Securities FNMA 2040-04-01 4.5000% 199628.31 37776.62 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.0000% 240112.99 39265.83 Agency Mortgage-Backed Securities FNMA 2025-06-01 3.5000% 279126.75 36007.52 Agency Mortgage-Backed Securities FNMA 2023-06-01 6.0000% 124089.72 33906.14 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 63424.31 28587.27 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.5000% 121004.56 28735.85 Agency Mortgage-Backed Securities FNMA 2025-05-01 3.5000% 183232.44 36773.23 Agency Mortgage-Backed Securities FNMA 2025-06-01 4.5000% 159965.87 25580.62 Agency Mortgage-Backed Securities FNMA 2040-06-01 4.5000% 97197.74 25357.12 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 156518.71 32856.98 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 75183.51 25551.84 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.5000% 82637.29 28202.76 Agency Mortgage-Backed Securities FNMA 2025-07-01 4.0000% 94208.43 38220.65 Agency Mortgage-Backed Securities FNMA 2039-12-01 5.5000% 160212.99 27907.42 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.0000% 167440.49 39694.96 Agency Mortgage-Backed Securities FNMA 2040-06-01 3.5000% 72033.90 32282.23 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 192090.40 27438.66 Agency Mortgage-Backed Securities FNMA 2041-04-01 4.5000% 72322.03 28124.69 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 105558.09 32904.50 Agency Mortgage-Backed Securities FNMA 2041-05-01 5.0000% 108824.01 36485.15 Agency Mortgage-Backed Securities FNMA 2039-10-01 4.5000% 80981.56 24549.77 Agency Mortgage-Backed Securities U.S. TREASURY 2043-11-15 3.7500% 480053.11 569015.35 U.S. Treasuries (including strips) N 2017-07-06 2017-07-06 2017-07-06 N N N 0.0108 17000000.00 17000000.00 0.0204 N N Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.09 07/03/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2032-10-01 7.0000% 882835.38 17474.45 Agency Mortgage-Backed Securities FMAC 2032-12-01 7.0000% 2581585.58 88220.53 Agency Mortgage-Backed Securities FMAC 2033-02-01 5.5000% 2457153.06 36785.93 Agency Mortgage-Backed Securities FMAC 2033-01-01 5.5000% 1408413.42 14573.36 Agency Mortgage-Backed Securities FMAC 2033-03-01 5.5000% 2014248.48 16202.40 Agency Mortgage-Backed Securities FMAC 2033-05-01 5.5000% 201201.92 11647.76 Agency Mortgage-Backed Securities FMAC 2026-08-01 6.0000% 523124.98 47458.78 Agency Mortgage-Backed Securities FMAC 2028-02-01 5.5000% 402403.83 21722.52 Agency Mortgage-Backed Securities FMAC 2028-02-01 6.0000% 1166971.12 89442.27 Agency Mortgage-Backed Securities FMAC 2027-09-01 7.0000% 806826.12 41863.43 Agency Mortgage-Backed Securities FMAC 2035-01-01 3.3630% 402403.83 38061.24 Agency Mortgage-Backed Securities FMAC 2034-12-01 3.2870% 402403.83 81303.57 Agency Mortgage-Backed Securities FMAC 2035-03-01 3.3010% 402403.83 36907.56 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.0000% 428859.87 18113.41 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.5000% 321118.26 19586.85 Agency Mortgage-Backed Securities FMAC 2036-01-01 5.0000% 158094.41 11207.41 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.5000% 3297313.91 84180.27 Agency Mortgage-Backed Securities FMAC 2035-07-01 4.5000% 230437.36 11524.64 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.0000% 392866.86 14011.27 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.0000% 2919168.19 82550.06 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.5000% 286652.77 79638.44 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.0000% 573617.81 16227.10 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.0000% 1366441.89 80555.16 Agency Mortgage-Backed Securities FMAC 2035-08-01 3.5000% 193153.84 69296.52 Agency Mortgage-Backed Securities FMAC 2036-02-01 6.0000% 1756283.08 93312.37 Agency Mortgage-Backed Securities FMAC 2036-06-01 6.0000% 1298617.53 81673.79 Agency Mortgage-Backed Securities FMAC 2036-07-01 5.0000% 249490.38 13284.20 Agency Mortgage-Backed Securities FMAC 2036-08-01 6.0000% 1176963.61 76523.78 Agency Mortgage-Backed Securities FMAC 2036-04-01 6.0000% 201201.92 10464.39 Agency Mortgage-Backed Securities FMAC 2036-11-01 5.5000% 441225.74 30997.24 Agency Mortgage-Backed Securities FMAC 2036-12-01 5.5000% 2012019.17 68553.01 Agency Mortgage-Backed Securities FMAC 2036-12-01 6.0000% 462764.41 13087.00 Agency Mortgage-Backed Securities FMAC 2037-02-01 5.5000% 1141008.83 70815.94 Agency Mortgage-Backed Securities FMAC 2037-03-01 6.5000% 248638.09 32125.40 Agency Mortgage-Backed Securities FMAC 2037-06-01 5.5000% 503004.79 75706.96 Agency Mortgage-Backed Securities FMAC 2036-10-01 5.0000% 3133407.59 63875.97 Agency Mortgage-Backed Securities FMAC 2037-07-01 6.0000% 885288.43 57311.26 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 168242.23 36084.35 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 539977.25 67833.65 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.0000% 1056438.43 67697.31 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 925528.82 68161.69 Agency Mortgage-Backed Securities FMAC 2037-12-01 5.5000% 3464462.00 61884.21 Agency Mortgage-Backed Securities FMAC 2037-06-01 5.5000% 914955.25 67811.97 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 1239403.81 88758.94 Agency Mortgage-Backed Securities FMAC 2038-02-01 7.0000% 388956.70 62858.44 Agency Mortgage-Backed Securities FMAC 2038-02-01 6.0000% 567154.00 69711.37 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 533185.08 57605.34 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 1276361.78 78714.83 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.5000% 4052157.51 85907.14 Agency Mortgage-Backed Securities FMAC 2038-05-01 6.0000% 124618.83 14586.38 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 381276.02 11759.09 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.0000% 657468.31 18896.25 Agency Mortgage-Backed Securities FMAC 2038-06-01 7.0000% 1307344.46 12455.32 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.0000% 604266.90 38380.43 Agency Mortgage-Backed Securities FMAC 2037-11-01 5.5000% 610428.91 47196.51 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.5000% 549603.96 68424.49 Agency Mortgage-Backed Securities FMAC 2038-06-01 6.0000% 40369.15 13888.55 Agency Mortgage-Backed Securities FMAC 2034-01-01 6.0000% 113477.88 12764.74 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 1162053.34 28724.73 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 741769.09 15681.55 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 6133755.12 93420.85 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 532682.48 14193.81 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 3467694.11 68623.45 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 1156413.65 21012.49 Agency Mortgage-Backed Securities FMAC 2038-07-01 6.0000% 198123.53 34594.54 Agency Mortgage-Backed Securities FMAC 2038-07-01 6.0000% 2750646.29 72278.89 Agency Mortgage-Backed Securities FMAC 2032-05-01 6.0000% 138829.32 21138.68 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 593545.65 46510.63 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.0000% 173063.02 20500.86 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 450823.88 10969.42 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 397116.25 12502.12 Agency Mortgage-Backed Securities FMAC 2037-02-01 3.5050% 402403.83 57890.53 Agency Mortgage-Backed Securities FMAC 2035-06-01 4.5000% 235404.63 12434.17 Agency Mortgage-Backed Securities FMAC 2035-03-01 5.5000% 995949.49 41276.25 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.5000% 367648.62 19542.74 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.0000% 201201.92 12482.40 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.0000% 402403.83 28011.86 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.0000% 1120292.27 61450.70 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.5000% 987938.43 51161.20 Agency Mortgage-Backed Securities FMAC 2030-06-01 5.5000% 362163.45 21913.85 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.0000% 523124.98 26632.68 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.0000% 1112646.60 63507.88 Agency Mortgage-Backed Securities FMAC 2035-09-01 4.0000% 342043.26 35131.46 Agency Mortgage-Backed Securities FMAC 2035-11-01 5.0000% 239551.81 12469.17 Agency Mortgage-Backed Securities FMAC 2030-12-01 6.0000% 541233.16 29420.84 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.0000% 187446.95 16190.83 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.0000% 565779.79 29204.41 Agency Mortgage-Backed Securities FMAC 2036-02-01 5.5000% 822412.83 33291.16 Agency Mortgage-Backed Securities FMAC 2035-07-01 4.5000% 454946.91 26788.59 Agency Mortgage-Backed Securities FMAC 2036-02-01 5.0000% 651455.59 24889.34 Agency Mortgage-Backed Securities FMAC 2036-01-01 7.0000% 1207211.50 78413.17 Agency Mortgage-Backed Securities FMAC 2035-02-01 7.5000% 563365.37 50019.71 Agency Mortgage-Backed Securities FMAC 2036-03-01 5.5000% 1422497.55 60401.20 Agency Mortgage-Backed Securities FMAC 2035-02-01 7.5000% 829354.30 68832.32 Agency Mortgage-Backed Securities FMAC 2036-03-01 6.0000% 1185079.29 38664.60 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.5000% 1287692.27 64379.82 Agency Mortgage-Backed Securities FMAC 2036-04-01 6.0000% 2519020.23 89378.63 Agency Mortgage-Backed Securities FMAC 2028-12-01 7.0000% 225346.15 27085.62 Agency Mortgage-Backed Securities FMAC 2036-06-01 5.0000% 1562423.42 78655.01 Agency Mortgage-Backed Securities FMAC 2036-03-01 5.5000% 1605963.52 60977.17 Agency Mortgage-Backed Securities FMAC 2036-08-01 5.0000% 331948.56 19827.21 Agency Mortgage-Backed Securities FMAC 2036-10-01 5.0000% 493439.65 24119.78 Agency Mortgage-Backed Securities FMAC 2020-12-01 4.0000% 1517088.61 44232.84 Agency Mortgage-Backed Securities FMAC 2021-07-01 6.5000% 792232.55 34822.79 Agency Mortgage-Backed Securities FMAC 2021-09-01 5.5000% 2014433.59 47579.40 Agency Mortgage-Backed Securities FMAC 2021-10-01 6.0000% 712705.48 22171.47 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.0000% 421199.31 18969.72 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.5000% 656238.96 56477.04 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 402403.83 26728.35 Agency Mortgage-Backed Securities FMAC 2037-07-01 5.5000% 136817.30 18869.50 Agency Mortgage-Backed Securities FMAC 2037-05-01 6.0000% 134402.88 16802.67 Agency Mortgage-Backed Securities FMAC 2036-12-01 5.5000% 1203187.46 45045.11 Agency Mortgage-Backed Securities FMAC 2036-10-01 6.0000% 595557.67 27577.27 Agency Mortgage-Backed Securities FMAC 2037-01-01 6.0000% 482884.60 19331.90 Agency Mortgage-Backed Securities FMAC 2037-02-01 5.5000% 603605.75 62789.65 Agency Mortgage-Backed Securities FMAC 2037-01-01 5.5000% 2414423.00 90717.01 Agency Mortgage-Backed Securities FMAC 2036-12-01 5.5000% 446842.09 14167.26 Agency Mortgage-Backed Securities FMAC 2037-03-01 5.5000% 457871.58 13463.32 Agency Mortgage-Backed Securities FMAC 2037-04-01 4.5000% 416837.66 31034.46 Agency Mortgage-Backed Securities FMAC 2037-03-01 5.5000% 402403.83 15593.47 Agency Mortgage-Backed Securities FMAC 2036-03-01 5.5000% 132793.27 10889.12 Agency Mortgage-Backed Securities FMAC 2031-12-01 6.0000% 281682.68 16161.93 Agency Mortgage-Backed Securities FMAC 2035-11-01 5.0000% 588928.88 22405.72 Agency Mortgage-Backed Securities FMAC 2037-04-01 6.0000% 549603.16 43130.69 Agency Mortgage-Backed Securities FMAC 2037-05-01 5.5000% 936338.19 25283.10 Agency Mortgage-Backed Securities FMAC 2029-10-01 6.0000% 121233.41 14701.24 Agency Mortgage-Backed Securities FMAC 2037-06-01 5.5000% 335766.16 12399.41 Agency Mortgage-Backed Securities FMAC 2037-06-01 5.0000% 1082572.55 45317.52 Agency Mortgage-Backed Securities FMAC 2037-06-01 5.5000% 364878.47 26513.16 Agency Mortgage-Backed Securities FMAC 2037-07-01 5.5000% 816879.78 51898.35 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 1099644.93 37483.25 Agency Mortgage-Backed Securities FMAC 2038-03-01 6.0000% 1148611.84 21563.29 Agency Mortgage-Backed Securities FMAC 2038-03-01 6.0000% 567838.89 21116.88 Agency Mortgage-Backed Securities FMAC 2038-04-01 6.0000% 116773.97 12107.74 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 523124.98 42928.91 Agency Mortgage-Backed Securities FMAC 2037-09-01 6.0000% 2136764.36 75830.74 Agency Mortgage-Backed Securities FMAC 2037-07-01 5.5000% 1531483.80 82243.45 Agency Mortgage-Backed Securities FMAC 2037-09-01 5.5000% 1454578.39 45206.11 Agency Mortgage-Backed Securities FMAC 2037-09-01 6.0000% 1207211.50 42543.55 Agency Mortgage-Backed Securities FMAC 2035-04-01 5.0000% 192806.57 12415.15 Agency Mortgage-Backed Securities FMAC 2037-03-01 5.5000% 2464835.35 72950.99 Agency Mortgage-Backed Securities FMAC 2037-10-01 7.0000% 1507715.42 32441.89 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 1841376.20 57259.56 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.0000% 419137.80 25394.34 Agency Mortgage-Backed Securities FMAC 2037-10-01 5.5000% 301802.88 21650.61 Agency Mortgage-Backed Securities FMAC 2037-11-01 5.5000% 1155350.10 37431.92 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.0000% 1817203.80 64438.38 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 1207211.50 46593.47 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 241442.30 18146.74 Agency Mortgage-Backed Securities FMAC 2037-11-01 5.5000% 835354.14 30477.53 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 2345764.05 51832.47 Agency Mortgage-Backed Securities FMAC 2037-12-01 6.0000% 602536.97 25124.23 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 273393.16 20565.79 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 736936.22 29919.36 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 325947.11 27400.47 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 303429.79 19932.41 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 1142715.42 34970.65 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 612042.95 24361.90 Agency Mortgage-Backed Securities FMAC 2037-12-01 5.0000% 519503.35 26941.31 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 1935358.42 82343.65 Agency Mortgage-Backed Securities FMAC 2038-03-01 5.5000% 880665.22 49229.65 Agency Mortgage-Backed Securities FMAC 2034-08-01 6.0000% 257054.76 27195.24 Agency Mortgage-Backed Securities FMAC 2035-09-01 4.5000% 187206.31 15355.19 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 690947.50 35908.33 Agency Mortgage-Backed Securities FMAC 2038-03-01 6.0000% 192305.57 10260.36 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 842757.57 17714.87 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 711083.79 30177.58 Agency Mortgage-Backed Securities FMAC 2037-02-01 5.0000% 201494.46 14160.32 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.0000% 517372.22 58899.51 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.5000% 585359.55 43622.53 Agency Mortgage-Backed Securities FMAC 2038-06-01 6.5000% 1484116.04 33457.17 Agency Mortgage-Backed Securities FMAC 2038-06-01 6.0000% 534913.81 29097.15 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 134805.28 16452.53 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 1247748.86 45788.86 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 517103.81 21587.36 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 1991885.29 75859.37 Agency Mortgage-Backed Securities FMAC 2038-05-01 6.0000% 332346.94 26151.40 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 505028.08 15630.56 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 899251.85 65447.54 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 418063.78 33412.71 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 606208.50 16664.92 Agency Mortgage-Backed Securities FMAC 2038-09-01 5.5000% 1845849.32 66391.41 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 512662.48 16924.01 Agency Mortgage-Backed Securities FMAC 2038-09-01 5.5000% 308773.72 11382.45 Agency Mortgage-Backed Securities FMAC 2036-01-01 5.5000% 696405.31 41859.93 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.0000% 310253.36 13262.89 Agency Mortgage-Backed Securities FMAC 2038-01-01 7.5000% 221322.11 10969.11 Agency Mortgage-Backed Securities FMAC 2040-04-01 6.0000% 581730.27 52779.68 Agency Mortgage-Backed Securities FMAC 2040-07-01 4.5000% 402403.83 61836.28 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.0000% 83297.59 22721.26 Agency Mortgage-Backed Securities FMAC 2033-12-01 6.0000% 173781.31 24199.33 Agency Mortgage-Backed Securities FMAC 2036-03-01 6.0000% 207519.66 34038.44 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.5000% 237347.84 33765.22 Agency Mortgage-Backed Securities FMAC 2039-01-01 5.5000% 2378788.13 89592.04 Agency Mortgage-Backed Securities FMAC 2038-12-01 6.0000% 295278.70 44402.44 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 355201.06 18998.25 Agency Mortgage-Backed Securities FMAC 2039-02-01 5.5000% 1920213.55 95346.81 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.5000% 52312.50 12298.97 Agency Mortgage-Backed Securities FMAC 2039-07-01 5.0000% 386976.88 41476.92 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 1012448.04 72403.31 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.5000% 103015.38 17032.20 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.5000% 231382.20 88349.92 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.5000% 219712.49 24317.44 Agency Mortgage-Backed Securities FMAC 2040-05-01 4.5000% 349490.14 53104.32 Agency Mortgage-Backed Securities FMAC 2038-06-01 7.5000% 482884.60 90269.34 Agency Mortgage-Backed Securities FMAC 2040-10-01 4.0000% 105027.40 37636.65 Agency Mortgage-Backed Securities FMAC 2039-09-01 6.5000% 809063.89 75483.35 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.0000% 89878.91 24965.77 Agency Mortgage-Backed Securities FMAC 2039-11-01 6.0000% 280475.47 25850.91 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.5000% 490746.36 45784.76 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 30180.29 12807.76 Agency Mortgage-Backed Securities FMAC 2039-04-01 4.5000% 222931.72 41116.17 Agency Mortgage-Backed Securities FMAC 2038-06-01 4.5000% 200397.11 94760.75 Agency Mortgage-Backed Securities FMAC 2040-07-01 6.0000% 23690.32 11010.36 Agency Mortgage-Backed Securities FMAC 2044-04-01 5.0000% 117745.37 52742.41 Agency Mortgage-Backed Securities FMAC 2044-08-01 5.0000% 185105.76 91912.91 Agency Mortgage-Backed Securities FMAC 2039-08-01 6.0000% 494288.72 67772.84 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.0000% 66288.79 24045.01 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 290454.28 43435.37 Agency Mortgage-Backed Securities FMAC 2040-09-01 5.0000% 339256.61 56566.76 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.5000% 147682.21 24662.86 Agency Mortgage-Backed Securities FMAC 2040-04-01 6.0000% 412990.68 82144.57 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.0000% 31729.14 21298.97 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.0000% 34203.92 22307.92 Agency Mortgage-Backed Securities FMAC 2034-06-01 6.0000% 201201.92 94010.44 Agency Mortgage-Backed Securities FMAC 2040-04-01 6.0000% 150283.75 66009.83 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.5000% 225959.81 60796.40 Agency Mortgage-Backed Securities FMAC 2039-03-01 7.0000% 321923.07 83845.39 Agency Mortgage-Backed Securities FMAC 2043-07-01 2.5000% 73599.26 53401.85 Agency Mortgage-Backed Securities FMAC 2043-10-01 4.0000% 44264.42 29793.69 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.5000% 36469.86 17500.78 Agency Mortgage-Backed Securities FMAC 2041-01-01 5.5000% 202151.59 82104.25 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 77261.54 52657.31 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.5000% 47806.78 19362.37 Agency Mortgage-Backed Securities FMAC 2043-12-01 5.0000% 48288.46 17156.26 Agency Mortgage-Backed Securities FMAC 2043-12-01 5.5000% 186875.54 67702.36 Agency Mortgage-Backed Securities FMAC 2041-11-01 5.0000% 104625.00 48507.35 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 28570.67 16059.95 Agency Mortgage-Backed Securities FMAC 2044-06-01 4.5000% 100908.39 51501.70 Agency Mortgage-Backed Securities FMAC 2039-12-01 6.0000% 40240.38 20129.18 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.5000% 74383.54 56144.46 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.0000% 46511.04 37229.07 Agency Mortgage-Backed Securities FMAC 2042-03-01 5.0000% 33684.42 24746.06 Agency Mortgage-Backed Securities FMAC 2045-03-01 3.5000% 84907.21 65099.85 Agency Mortgage-Backed Securities FMAC 2041-11-01 5.0000% 120721.15 71667.43 Agency Mortgage-Backed Securities FMAC 2023-11-01 5.0000% 1207211.50 39572.47 Agency Mortgage-Backed Securities FMAC 2022-12-01 6.0000% 422524.03 33433.51 Agency Mortgage-Backed Securities FMAC 2023-05-01 5.0000% 402403.83 18906.52 Agency Mortgage-Backed Securities FMAC 2023-06-01 6.0000% 2164932.62 93307.37 Agency Mortgage-Backed Securities FMAC 2023-08-01 6.0000% 330357.45 45335.91 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.0000% 290422.89 27579.92 Agency Mortgage-Backed Securities FMAC 2024-03-01 5.0000% 804807.67 27081.11 Agency Mortgage-Backed Securities FMAC 2021-07-01 6.5000% 1693367.64 13529.10 Agency Mortgage-Backed Securities FMAC 2026-04-01 3.5000% 101119.66 23371.72 Agency Mortgage-Backed Securities FMAC 2027-09-01 3.0000% 114676.24 50273.10 Agency Mortgage-Backed Securities FMAC 2023-08-01 3.5000% 128322.96 47300.76 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.0000% 60360.58 44152.67 Agency Mortgage-Backed Securities FMAC 2030-02-01 3.5000% 52312.50 36601.83 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.5000% 24414.24 17644.68 Agency Mortgage-Backed Securities FMAC 2026-09-01 4.5000% 78713.81 33765.19 Agency Mortgage-Backed Securities FMAC 2031-08-01 4.5000% 67539.06 34943.76 Agency Mortgage-Backed Securities FMAC 2034-08-01 6.0000% 1266743.93 65592.93 Agency Mortgage-Backed Securities FMAC 2034-10-01 6.0000% 171021.63 10886.19 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.5000% 431099.25 25743.17 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.0000% 205948.67 11080.57 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 1166971.12 78397.31 Agency Mortgage-Backed Securities FMAC 2035-02-01 5.5000% 210054.80 13576.19 Agency Mortgage-Backed Securities FMAC 2035-04-01 5.5000% 523124.98 31564.89 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.5000% 791528.34 50986.94 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.0000% 1150734.12 58335.00 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.5000% 201201.92 13764.56 Agency Mortgage-Backed Securities FMAC 2035-10-01 6.0000% 1195139.39 90721.59 Agency Mortgage-Backed Securities FMAC 2036-04-01 5.5000% 296916.89 11752.53 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.5000% 1006009.58 50216.53 Agency Mortgage-Backed Securities FMAC 2035-12-01 6.0000% 402403.83 23297.98 Agency Mortgage-Backed Securities FMAC 2036-01-01 6.0000% 358944.22 20150.61 Agency Mortgage-Backed Securities FMAC 2037-03-01 5.0000% 919176.47 39855.42 Agency Mortgage-Backed Securities FMAC 2036-11-01 6.0000% 618060.50 29880.72 Agency Mortgage-Backed Securities FMAC 2037-01-01 6.0000% 630969.21 29013.28 Agency Mortgage-Backed Securities FMAC 2037-04-01 5.5000% 1619704.00 62988.70 Agency Mortgage-Backed Securities FMAC 2037-12-01 7.0000% 414076.76 31851.77 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.0000% 427352.87 27883.99 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 643846.13 32232.69 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 329312.81 16244.84 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 831768.72 48974.53 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.5000% 249726.19 19353.92 Agency Mortgage-Backed Securities FMAC 2039-02-01 5.0000% 469820.56 31770.08 Agency Mortgage-Backed Securities FMAC 2039-09-01 4.5000% 160961.53 25543.77 Agency Mortgage-Backed Securities FMAC 2040-03-01 5.0000% 319508.64 59102.59 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 73295.44 22524.64 Agency Mortgage-Backed Securities FMAC 2042-01-01 4.0000% 33801.92 12484.06 Agency Mortgage-Backed Securities FMAC 2042-02-01 3.5000% 72449.99 28939.66 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.5000% 402403.83 63889.79 Agency Mortgage-Backed Securities FMAC 2041-07-01 4.5000% 402403.83 69153.44 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.5000% 87292.26 50306.35 Agency Mortgage-Backed Securities FMAC 2044-02-01 3.5000% 44264.42 24593.51 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.0000% 79602.72 38604.20 Agency Mortgage-Backed Securities FMAC 2044-02-01 5.0000% 50300.48 30887.64 Agency Mortgage-Backed Securities FMAC 2044-04-01 3.5000% 67489.56 34250.62 Agency Mortgage-Backed Securities FMAC 2044-04-01 5.0000% 126139.92 83625.03 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.0000% 146877.40 66696.88 Agency Mortgage-Backed Securities FMAC 2044-06-01 3.5000% 96979.32 51841.54 Agency Mortgage-Backed Securities FMAC 2044-06-01 4.5000% 136383.51 63039.88 Agency Mortgage-Backed Securities FMAC 2044-06-01 5.0000% 121928.36 47771.25 Agency Mortgage-Backed Securities FMAC 2045-04-01 2.5000% 39376.82 33175.40 Agency Mortgage-Backed Securities FMAC 2044-12-01 3.0000% 63982.21 43153.47 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.5000% 97142.30 63580.07 Agency Mortgage-Backed Securities FMAC 2045-03-01 3.0000% 61210.45 47681.85 Agency Mortgage-Backed Securities FMAC 2045-05-01 3.5000% 53519.71 41039.90 Agency Mortgage-Backed Securities FMAC 2045-06-01 3.5000% 30180.29 23790.28 Agency Mortgage-Backed Securities FMAC 2045-08-01 3.5000% 51105.29 38696.58 Agency Mortgage-Backed Securities FMAC 2045-10-01 4.5000% 16900.96 11350.07 Agency Mortgage-Backed Securities FMAC 2045-11-01 3.5000% 25810.58 20894.58 Agency Mortgage-Backed Securities FMAC 2045-12-01 3.5000% 75362.99 62648.36 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.5000% 42022.23 29132.39 Agency Mortgage-Backed Securities FMAC 2046-01-01 4.5000% 21644.50 16053.51 Agency Mortgage-Backed Securities FMAC 2046-02-01 3.0000% 36895.20 31740.09 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.0000% 29580.30 23853.67 Agency Mortgage-Backed Securities FMAC 2046-06-01 3.0000% 90694.58 84644.19 Agency Mortgage-Backed Securities FMAC 2046-08-01 2.5000% 21819.14 20346.58 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 22132.21 21327.41 Agency Mortgage-Backed Securities FMAC 2046-10-01 2.5000% 100471.79 94332.83 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.5000% 50702.88 51961.01 Agency Mortgage-Backed Securities FMAC 2047-03-01 2.5000% 15177.06 14618.55 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.0000% 76838.21 76344.10 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.5000% 21508.48 21944.82 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.5000% 32192.31 34247.64 Agency Mortgage-Backed Securities FMAC 2019-09-01 5.0000% 1197425.84 23371.14 Agency Mortgage-Backed Securities FMAC 2020-04-01 5.0000% 603605.75 14088.39 Agency Mortgage-Backed Securities FMAC 2020-09-01 5.0000% 563365.37 16186.12 Agency Mortgage-Backed Securities FMAC 2021-05-01 5.0000% 1084743.92 15011.29 Agency Mortgage-Backed Securities FMAC 2021-05-01 6.5000% 192095.92 11147.59 Agency Mortgage-Backed Securities FMAC 2023-03-01 4.5000% 403928.54 10105.35 Agency Mortgage-Backed Securities FMAC 2023-04-01 5.0000% 1207211.50 52439.42 Agency Mortgage-Backed Securities FMAC 2029-04-01 3.5000% 24534.56 13359.55 Agency Mortgage-Backed Securities FMAC 2030-01-01 3.0000% 32997.11 22467.47 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.5000% 123533.95 74316.81 Agency Mortgage-Backed Securities FMAC 2029-08-01 3.5000% 110054.63 66397.49 Agency Mortgage-Backed Securities FMAC 2031-03-01 3.5000% 70420.67 57391.66 Agency Mortgage-Backed Securities FMAC 2031-10-01 2.5000% 20120.19 18890.89 Agency Mortgage-Backed Securities FMAC 2032-04-01 3.0000% 30180.29 30432.30 Agency Mortgage-Backed Securities FMAC 2032-04-01 3.5000% 33566.92 34199.24 Agency Mortgage-Backed Securities FMAC 2032-06-01 3.0000% 40454.46 41486.28 Agency Mortgage-Backed Securities FMAC 2036-03-01 6.0000% 503004.79 16807.84 Agency Mortgage-Backed Securities FMAC 2036-05-01 6.0000% 3929095.17 46903.82 Agency Mortgage-Backed Securities FMAC 2036-08-01 6.0000% 8405286.53 53093.60 Agency Mortgage-Backed Securities FMAC 2037-09-01 6.5000% 641834.11 10171.06 Agency Mortgage-Backed Securities FMAC 2037-07-01 6.0000% 3490853.25 72907.87 Agency Mortgage-Backed Securities FMAC 2037-04-01 6.0000% 4222351.80 60691.54 Agency Mortgage-Backed Securities FMAC 2037-03-01 4.5000% 332967.04 62498.90 Agency Mortgage-Backed Securities FMAC 2036-04-01 3.4640% 280877.88 19491.57 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.5110% 2132740.32 56420.15 Agency Mortgage-Backed Securities FMAC 2035-12-01 3.2230% 442644.22 16841.03 Agency Mortgage-Backed Securities FMAC 2036-10-01 3.5060% 603605.75 51065.75 Agency Mortgage-Backed Securities FMAC 2036-11-01 3.1400% 603605.75 39100.68 Agency Mortgage-Backed Securities FMAC 2033-06-01 3.0000% 80480.77 53188.82 Agency Mortgage-Backed Securities FMAC 2033-09-01 3.0000% 80480.77 54593.21 Agency Mortgage-Backed Securities FMAC 2034-08-01 3.5000% 20120.19 12814.67 Agency Mortgage-Backed Securities FMAC 2034-10-01 3.5000% 30180.29 19801.45 Agency Mortgage-Backed Securities FMAC 2025-06-01 5.5000% 1488894.18 79131.80 Agency Mortgage-Backed Securities FMAC 2025-08-01 4.5000% 402403.83 11932.72 Agency Mortgage-Backed Securities FMAC 2026-01-01 5.0000% 603605.75 30291.19 Agency Mortgage-Backed Securities FMAC 2026-10-01 5.5000% 603605.75 20409.44 Agency Mortgage-Backed Securities FMAC 2026-02-01 4.5000% 804807.67 48519.98 Agency Mortgage-Backed Securities FMAC 2026-12-01 5.5000% 1166971.12 43888.18 Agency Mortgage-Backed Securities FMAC 2027-01-01 5.5000% 603605.75 21883.43 Agency Mortgage-Backed Securities FMAC 2027-03-01 5.0000% 764567.28 31240.39 Agency Mortgage-Backed Securities FMAC 2027-04-01 4.5000% 610433.74 31064.45 Agency Mortgage-Backed Securities FMAC 2027-05-01 6.5000% 120721.15 16031.49 Agency Mortgage-Backed Securities FMAC 2027-05-01 5.5000% 1188169.75 33358.06 Agency Mortgage-Backed Securities FMAC 2027-09-01 5.5000% 804807.67 24619.43 Agency Mortgage-Backed Securities FMAC 2027-07-01 5.5000% 854247.40 30652.23 Agency Mortgage-Backed Securities FMAC 2027-08-01 5.5000% 723271.39 48805.49 Agency Mortgage-Backed Securities FMAC 2027-09-01 6.0000% 743549.33 25427.17 Agency Mortgage-Backed Securities FMAC 2027-08-01 5.0000% 402403.83 56963.45 Agency Mortgage-Backed Securities FMAC 2027-10-01 5.5000% 661954.31 20426.54 Agency Mortgage-Backed Securities FMAC 2027-12-01 6.0000% 828318.51 81508.10 Agency Mortgage-Backed Securities FMAC 2027-12-01 5.5000% 402403.43 19751.00 Agency Mortgage-Backed Securities FMAC 2027-12-01 6.0000% 358139.41 13931.06 Agency Mortgage-Backed Securities FMAC 2028-01-01 5.5000% 402403.83 17261.91 Agency Mortgage-Backed Securities FMAC 2028-04-01 6.5000% 612517.79 20156.81 Agency Mortgage-Backed Securities FMAC 2028-06-01 5.5000% 338019.22 22290.25 Agency Mortgage-Backed Securities FMAC 2028-02-01 5.0000% 3048675.02 89442.07 Agency Mortgage-Backed Securities FMAC 2028-02-01 6.0000% 362163.45 35445.78 Agency Mortgage-Backed Securities FMAC 2028-03-01 5.5000% 586788.49 23424.02 Agency Mortgage-Backed Securities FMAC 2028-03-01 6.0000% 150901.44 10962.50 Agency Mortgage-Backed Securities FMAC 2028-04-01 5.0000% 871061.04 32309.24 Agency Mortgage-Backed Securities FMAC 2028-03-01 6.5000% 804807.67 11763.53 Agency Mortgage-Backed Securities FMAC 2028-09-01 5.0000% 177057.69 14072.09 Agency Mortgage-Backed Securities FMAC 2028-07-01 5.5000% 1042447.65 37982.41 Agency Mortgage-Backed Securities FMAC 2028-05-01 4.5000% 327564.77 16660.05 Agency Mortgage-Backed Securities FMAC 2029-04-01 5.0000% 556600.96 53384.45 Agency Mortgage-Backed Securities FMAC 2028-10-01 5.0000% 1179506.00 30282.18 Agency Mortgage-Backed Securities FMAC 2029-02-01 5.5000% 545159.01 28425.25 Agency Mortgage-Backed Securities FMAC 2029-07-01 5.5000% 456083.70 58230.43 Agency Mortgage-Backed Securities FMAC 2029-09-01 5.0000% 279670.66 39780.32 Agency Mortgage-Backed Securities FMAC 2030-03-01 5.0000% 192483.03 33006.82 Agency Mortgage-Backed Securities FMAC 2030-10-01 4.5000% 103818.98 20949.01 Agency Mortgage-Backed Securities FMAC 2031-04-01 4.5000% 128769.23 32718.78 Agency Mortgage-Backed Securities FMAC 2026-07-01 5.0000% 63027.71 19781.36 Agency Mortgage-Backed Securities FMAC 2031-10-01 4.0000% 73681.75 22719.30 Agency Mortgage-Backed Securities FMAC 2032-03-01 4.5000% 122813.65 35453.11 Agency Mortgage-Backed Securities FMAC 2032-11-01 3.5000% 48288.46 27573.06 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.0000% 78468.75 55207.67 Agency Mortgage-Backed Securities FMAC 2035-03-01 3.5000% 73340.92 56303.32 Agency Mortgage-Backed Securities FMAC 2036-01-01 3.0000% 90290.16 77670.63 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.5000% 40240.38 31989.40 Agency Mortgage-Backed Securities FMAC 2036-06-01 3.5000% 23540.62 21775.21 Agency Mortgage-Backed Securities FMAC 2036-08-01 3.0000% 94454.24 89099.51 Agency Mortgage-Backed Securities FMAC 2036-10-01 4.0000% 55833.53 53369.76 Agency Mortgage-Backed Securities FMAC 2036-12-01 3.5000% 89736.05 90364.49 Agency Mortgage-Backed Securities FMAC 2037-02-01 3.5000% 28007.31 28476.29 Agency Mortgage-Backed Securities FMAC 2021-01-01 6.0000% 209156.23 11372.36 Agency Mortgage-Backed Securities FMAC 2021-01-01 6.0000% 201201.92 13960.17 Agency Mortgage-Backed Securities FMAC 2021-06-01 6.5000% 601769.98 12889.35 Agency Mortgage-Backed Securities FMAC 2021-06-01 6.0000% 3186282.24 37967.96 Agency Mortgage-Backed Securities FMAC 2021-10-01 6.0000% 442644.22 18936.39 Agency Mortgage-Backed Securities FMAC 2022-01-01 5.0000% 578010.05 11337.63 Agency Mortgage-Backed Securities FMAC 2022-08-01 6.0000% 403710.04 18318.89 Agency Mortgage-Backed Securities FMAC 2022-12-01 5.0000% 855900.48 41819.81 Agency Mortgage-Backed Securities FMAC 2023-02-01 5.0000% 377310.74 33114.08 Agency Mortgage-Backed Securities FMAC 2023-09-01 6.0000% 820435.82 16211.95 Agency Mortgage-Backed Securities FMAC 2024-01-01 5.0000% 922233.13 31038.10 Agency Mortgage-Backed Securities FMAC 2019-09-01 4.0000% 265586.53 10854.88 Agency Mortgage-Backed Securities FMAC 2024-07-01 4.0000% 201848.18 14090.95 Agency Mortgage-Backed Securities FMAC 2024-10-01 5.0000% 385342.31 19302.50 Agency Mortgage-Backed Securities FMAC 2024-10-01 6.0000% 167864.37 28427.18 Agency Mortgage-Backed Securities FMAC 2024-10-01 4.5000% 176172.80 15800.44 Agency Mortgage-Backed Securities FMAC 2024-10-01 5.0000% 340324.99 18788.44 Agency Mortgage-Backed Securities FMAC 2026-09-01 3.5000% 140841.34 52148.83 Agency Mortgage-Backed Securities FMAC 2036-10-01 2.9500% 3457652.93 40275.66 Agency Mortgage-Backed Securities FMAC 2036-11-01 3.2450% 653906.23 33278.21 Agency Mortgage-Backed Securities FMAC 2037-01-01 3.5320% 1006009.58 52499.92 Agency Mortgage-Backed Securities FMAC 2037-01-01 2.9150% 2087306.91 62917.63 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.1000% 1615761.25 65066.33 Agency Mortgage-Backed Securities FMAC 2036-11-01 3.1390% 804807.67 77195.47 Agency Mortgage-Backed Securities FMAC 2036-05-01 3.5710% 392343.74 65763.00 Agency Mortgage-Backed Securities FMAC 2035-08-01 3.2860% 482884.60 64036.13 Agency Mortgage-Backed Securities FMAC 2038-03-01 3.5350% 503004.79 17165.86 Agency Mortgage-Backed Securities FMAC 2038-11-01 3.2450% 2139731.68 12711.23 Agency Mortgage-Backed Securities FMAC 2036-06-01 6.5000% 314714.81 20083.17 Agency Mortgage-Backed Securities FMAC 2036-09-01 3.1030% 804807.67 53135.91 Agency Mortgage-Backed Securities FMAC 2036-11-01 3.0620% 603605.75 31160.09 Agency Mortgage-Backed Securities FMAC 2040-11-01 3.3130% 621089.39 65820.07 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.5000% 1098387.42 15505.87 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 617170.78 70885.14 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 402403.83 25755.27 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 430012.76 15144.39 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 350574.62 13688.57 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 779878.35 71980.03 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 100699.55 11935.10 Agency Mortgage-Backed Securities FMAC 2038-09-01 5.5000% 739092.30 15600.89 Agency Mortgage-Backed Securities FMAC 2038-09-01 7.0000% 301802.88 20541.65 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 2211118.52 70246.10 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 1916247.05 17335.10 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 893336.51 37069.16 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 1418473.51 44789.54 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 339877.92 13460.21 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 255526.43 31835.18 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 789263.21 16218.69 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.0000% 5387540.26 74304.85 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.5000% 500971.04 35556.09 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.5000% 2963051.13 56596.08 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.5000% 332392.81 12056.12 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.5000% 2684424.30 37349.57 Agency Mortgage-Backed Securities FMAC 2029-06-01 6.5000% 3865088.82 23579.88 Agency Mortgage-Backed Securities FMAC 2023-07-01 6.5000% 2511225.27 10216.52 Agency Mortgage-Backed Securities FMAC 2025-06-01 8.0000% 5674232.07 22262.72 Agency Mortgage-Backed Securities FMAC 2028-01-01 7.0000% 20904879.15 66154.37 Agency Mortgage-Backed Securities FMAC 2028-07-01 7.0000% 4082733.36 13945.85 Agency Mortgage-Backed Securities FMAC 2033-12-01 5.5000% 251502.40 11520.60 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.0000% 1392331.35 68569.21 Agency Mortgage-Backed Securities FMAC 2031-01-01 7.0000% 6318162.31 16640.47 Agency Mortgage-Backed Securities FMAC 2031-02-01 7.5000% 2954844.11 11664.28 Agency Mortgage-Backed Securities FMAC 2032-01-01 7.0000% 2717848.37 22857.77 Agency Mortgage-Backed Securities FMAC 2032-03-01 7.0000% 1586678.32 22568.71 Agency Mortgage-Backed Securities FMAC 2032-01-01 5.0000% 2025282.00 35799.43 Agency Mortgage-Backed Securities FMAC 2032-06-01 7.5000% 2287987.72 40160.14 Agency Mortgage-Backed Securities FMAC 2032-05-01 7.5000% 2701538.14 36425.19 Agency Mortgage-Backed Securities FMAC 2032-10-01 6.0000% 1631584.57 22141.68 Agency Mortgage-Backed Securities FMAC 2032-07-01 7.5000% 1001319.16 26175.16 Agency Mortgage-Backed Securities FMAC 2032-08-01 7.0000% 1662120.18 26779.79 Agency Mortgage-Backed Securities FMAC 2033-01-01 6.0000% 1217168.58 23678.45 Agency Mortgage-Backed Securities FMAC 2032-09-01 7.0000% 2683946.65 78442.26 Agency Mortgage-Backed Securities FMAC 2032-08-01 7.5000% 874943.44 14493.82 Agency Mortgage-Backed Securities FMAC 2032-10-01 5.5000% 2094610.14 40011.12 Agency Mortgage-Backed Securities FMAC 2032-12-01 5.5000% 1011643.24 21739.78 Agency Mortgage-Backed Securities FMAC 2032-11-01 7.0000% 2256792.57 31434.33 Agency Mortgage-Backed Securities FMAC 2033-04-01 5.0000% 643846.13 27244.97 Agency Mortgage-Backed Securities FMAC 2033-05-01 6.0000% 1847315.28 59727.60 Agency Mortgage-Backed Securities FMAC 2033-05-01 5.5000% 690857.36 26588.19 Agency Mortgage-Backed Securities FMAC 2033-06-01 5.5000% 1408375.19 60772.53 Agency Mortgage-Backed Securities FMAC 2033-09-01 5.5000% 319259.96 14400.42 Agency Mortgage-Backed Securities FMAC 2033-09-01 6.0000% 624792.31 21868.16 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.0000% 603605.75 32815.36 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.0000% 293280.77 17995.02 Agency Mortgage-Backed Securities FMAC 2034-06-01 6.0000% 443364.52 22273.95 Agency Mortgage-Backed Securities FMAC 2040-04-01 6.0000% 321232.94 27990.09 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.0000% 76456.73 12363.11 Agency Mortgage-Backed Securities FMAC 2040-05-01 6.0000% 633698.31 55398.63 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.5000% 249490.38 37366.44 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.0000% 100198.55 15150.03 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.0000% 804807.67 54794.40 Agency Mortgage-Backed Securities FMAC 2039-02-01 6.0000% 184194.72 12765.74 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.0000% 66396.63 43948.10 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.0000% 62818.86 44275.97 Agency Mortgage-Backed Securities FMAC 2040-12-01 3.5000% 94228.89 27162.14 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.5000% 113880.28 32740.97 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.5000% 92552.88 45441.44 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 50300.48 25442.77 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.0000% 77663.94 52775.88 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.0000% 29531.21 20428.22 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.0000% 26257.25 21045.89 Agency Mortgage-Backed Securities FMAC 2042-12-01 2.5000% 36201.05 25538.66 Agency Mortgage-Backed Securities FMAC 2043-02-01 2.5000% 87461.27 60533.25 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 22132.21 11287.34 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.5000% 20120.19 11313.93 Agency Mortgage-Backed Securities FMAC 2043-07-01 3.5000% 86084.24 51932.05 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 101748.21 32616.48 Agency Mortgage-Backed Securities FMAC 2043-12-01 4.0000% 143711.29 65983.65 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.0000% 18912.98 11460.07 Agency Mortgage-Backed Securities FMAC 2028-03-01 7.0000% 14450674.97 15454.53 Agency Mortgage-Backed Securities FMAC 2039-02-01 5.0000% 873974.85 33503.85 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 722086.32 46455.09 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 140802.71 11791.19 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.5000% 153909.81 17785.20 Agency Mortgage-Backed Securities FMAC 2039-01-01 5.5000% 1932876.80 55856.87 Agency Mortgage-Backed Securities FMAC 2039-01-01 6.0000% 586146.66 35334.96 Agency Mortgage-Backed Securities FMAC 2039-01-01 7.0000% 313662.92 30508.89 Agency Mortgage-Backed Securities FMAC 2039-02-01 5.0000% 1865979.57 44466.24 Agency Mortgage-Backed Securities FMAC 2039-03-01 5.5000% 227175.47 48278.13 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.5000% 218615.94 12863.44 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.5000% 128929.79 14908.55 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.0000% 402403.83 88012.54 Agency Mortgage-Backed Securities FMAC 2039-04-01 4.5000% 227456.75 48360.00 Agency Mortgage-Backed Securities FMAC 2039-02-01 5.5000% 417110.08 36292.94 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 80480.77 15126.90 Agency Mortgage-Backed Securities FMAC 2034-10-01 6.0000% 738756.30 44280.02 Agency Mortgage-Backed Securities FMAC 2039-06-01 6.0000% 138043.03 14203.77 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 296836.00 18722.90 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 96979.32 19853.33 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 278938.29 20475.16 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.5000% 144865.38 36897.76 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.0000% 120721.15 21800.80 Agency Mortgage-Backed Securities FMAC 2039-08-01 4.5000% 85715.24 20291.04 Agency Mortgage-Backed Securities FMAC 2039-07-01 5.0000% 104222.59 11924.97 Agency Mortgage-Backed Securities FMAC 2039-07-01 6.0000% 515467.24 87660.84 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.5000% 249376.09 15565.58 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.0000% 472824.50 17645.02 Agency Mortgage-Backed Securities FMAC 2039-09-01 6.0000% 204913.69 26868.48 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.0000% 120721.15 24411.65 Agency Mortgage-Backed Securities FMAC 2039-09-01 4.5000% 201201.92 30197.76 Agency Mortgage-Backed Securities FMAC 2039-09-01 4.5000% 29336.85 10293.04 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.5000% 120721.15 17709.52 Agency Mortgage-Backed Securities FMAC 2039-11-01 6.0000% 201389.84 21433.45 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.0000% 136817.30 29053.17 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.5000% 697871.26 67884.42 Agency Mortgage-Backed Securities FMAC 2039-11-01 5.0000% 201201.92 57574.91 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.5000% 279622.78 33819.45 Agency Mortgage-Backed Securities FMAC 2039-11-01 5.0000% 100600.96 13368.43 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.5000% 334152.12 70542.14 Agency Mortgage-Backed Securities FMAC 2039-12-01 5.5000% 54324.52 10521.30 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.5000% 355829.61 64550.12 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.5000% 216090.86 26175.39 Agency Mortgage-Backed Securities FMAC 2039-12-01 5.5000% 80666.68 16508.32 Agency Mortgage-Backed Securities FMAC 2040-03-01 4.5000% 503004.79 71499.51 Agency Mortgage-Backed Securities FMAC 2040-03-01 5.0000% 130485.48 22431.03 Agency Mortgage-Backed Securities FMAC 2040-03-01 5.0000% 136817.30 38451.38 Agency Mortgage-Backed Securities FMAC 2028-09-01 7.5000% 5933320.58 31491.29 Agency Mortgage-Backed Securities FMAC 2028-01-01 7.0000% 1342364.06 92402.81 Agency Mortgage-Backed Securities FMAC 2029-04-01 5.5000% 3018853.28 41819.44 Agency Mortgage-Backed Securities FMAC 2029-08-01 6.5000% 6304475.34 37728.33 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.5000% 79766.90 22997.58 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.5000% 219310.09 46288.06 Agency Mortgage-Backed Securities FMAC 2040-04-01 5.0000% 261562.49 75624.88 Agency Mortgage-Backed Securities FMAC 2040-04-01 5.0000% 220886.71 40475.53 Agency Mortgage-Backed Securities FMAC 2040-04-01 4.5000% 326615.10 87246.54 Agency Mortgage-Backed Securities FMAC 2040-04-01 5.0000% 222529.32 37577.63 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.0000% 284424.26 67632.78 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.0000% 42252.40 10671.80 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 136421.34 20421.58 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.5000% 297778.84 90801.33 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 126757.21 30966.08 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.5000% 432584.12 90608.58 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 241442.30 67551.62 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.5000% 179069.71 51111.87 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.0000% 241198.85 37903.52 Agency Mortgage-Backed Securities FMAC 2040-07-01 4.5000% 201201.92 67461.03 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.0000% 46678.84 12680.44 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.0000% 92515.86 24012.64 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 104487.37 41275.07 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 443369.35 34111.04 Agency Mortgage-Backed Securities FMAC 2040-09-01 4.5000% 49907.33 23187.62 Agency Mortgage-Backed Securities FMAC 2040-09-01 4.5000% 35651.77 13740.61 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 94555.65 26004.75 Agency Mortgage-Backed Securities FMAC 2040-09-01 4.0000% 82537.05 23329.53 Agency Mortgage-Backed Securities FMAC 2040-10-01 4.0000% 221322.11 44107.11 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 32997.11 10503.34 Agency Mortgage-Backed Securities FMAC 2040-11-01 5.0000% 154940.77 16679.02 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 54084.68 24998.03 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 60438.64 23705.75 Agency Mortgage-Backed Securities FMAC 2040-11-01 5.0000% 110661.05 66084.48 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 56913.99 23915.12 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 117137.74 37683.95 Agency Mortgage-Backed Securities FMAC 2040-12-01 5.5000% 406991.24 11793.21 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.0000% 84504.81 21406.92 Agency Mortgage-Backed Securities FMAC 2040-12-01 5.0000% 201201.92 57335.73 Agency Mortgage-Backed Securities FMAC 2040-12-01 5.5000% 546718.32 94826.42 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.5000% 193153.84 85671.76 Agency Mortgage-Backed Securities FMAC 2040-12-01 5.5000% 426940.41 63752.40 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.0000% 148889.42 54506.06 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.0000% 42252.40 17906.48 Agency Mortgage-Backed Securities FMAC 2041-01-01 5.0000% 230577.40 50268.46 Agency Mortgage-Backed Securities FMAC 2041-01-01 3.5000% 32031.35 12107.10 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.0000% 261562.49 52801.51 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 34293.66 10919.86 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.0000% 297376.43 87505.42 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 73639.90 14457.05 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 136817.30 30160.16 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 90540.86 17034.30 Agency Mortgage-Backed Securities FMAC 2041-03-01 5.0000% 434505.20 62219.91 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 329164.32 79563.56 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 57883.38 18184.96 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.5000% 185105.76 80924.91 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.5000% 97931.01 30020.97 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 171944.34 20568.44 Agency Mortgage-Backed Securities FMAC 2029-06-01 6.5000% 7343869.96 35705.16 Agency Mortgage-Backed Securities FMAC 2018-08-01 4.5000% 3834687.21 36661.49 Agency Mortgage-Backed Securities FMAC 2018-12-01 4.0000% 812054.56 10344.77 Agency Mortgage-Backed Securities FMAC 2019-04-01 5.5000% 628895.62 12955.66 Agency Mortgage-Backed Securities FMAC 2022-04-01 6.0000% 204177.69 11727.60 Agency Mortgage-Backed Securities FMAC 2018-08-01 6.0000% 823107.79 12555.27 Agency Mortgage-Backed Securities FMAC 2026-03-01 6.5000% 4193450.35 90384.35 Agency Mortgage-Backed Securities FMAC 2026-06-01 4.0000% 201201.92 42412.95 Agency Mortgage-Backed Securities FMAC 2026-06-01 5.0000% 70420.67 14551.83 Agency Mortgage-Backed Securities FMAC 2027-03-01 3.0000% 331127.65 86445.51 Agency Mortgage-Backed Securities FMAC 2027-04-01 3.0000% 90540.86 29373.77 Agency Mortgage-Backed Securities FMAC 2027-10-01 2.5000% 104029.44 51294.05 Agency Mortgage-Backed Securities FMAC 2018-10-01 4.5000% 2152702.36 33415.76 Agency Mortgage-Backed Securities FMAC 2018-11-01 5.5000% 1362595.31 13054.36 Agency Mortgage-Backed Securities FMAC 2018-11-01 4.0000% 965769.20 11649.84 Agency Mortgage-Backed Securities FMAC 2019-05-01 5.0000% 682932.02 13882.43 Agency Mortgage-Backed Securities FMAC 2019-07-01 4.5000% 1479333.87 40180.25 Agency Mortgage-Backed Securities FMAC 2033-05-01 5.5000% 1353859.93 13452.48 Agency Mortgage-Backed Securities FMAC 2033-06-01 5.5000% 425655.13 78952.63 Agency Mortgage-Backed Securities FMAC 2030-09-01 9.0000% 1214352.16 26600.73 Agency Mortgage-Backed Securities FMAC 2033-07-01 5.0000% 2012019.17 68651.96 Agency Mortgage-Backed Securities FMAC 2033-07-01 5.5000% 1628233.75 67297.69 Agency Mortgage-Backed Securities FMAC 2033-07-01 6.0000% 391136.53 26078.82 Agency Mortgage-Backed Securities FMAC 2033-08-01 5.5000% 446668.26 27858.85 Agency Mortgage-Backed Securities FMAC 2033-09-01 5.5000% 903242.89 94849.46 Agency Mortgage-Backed Securities FMAC 2033-06-01 5.5000% 1569538.33 49737.64 Agency Mortgage-Backed Securities FMAC 2033-08-01 4.5000% 1682450.43 57864.52 Agency Mortgage-Backed Securities FMAC 2033-08-01 5.0000% 1758504.75 74060.82 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.5000% 1400838.16 65746.75 Agency Mortgage-Backed Securities FMAC 2033-10-01 6.0000% 462028.81 90911.00 Agency Mortgage-Backed Securities FMAC 2033-09-01 7.0000% 3042264.73 32149.56 Agency Mortgage-Backed Securities FMAC 2033-10-01 6.0000% 632328.13 35156.74 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.5000% 880483.73 77325.05 Agency Mortgage-Backed Securities FMAC 2033-09-01 5.5000% 870591.44 27315.94 Agency Mortgage-Backed Securities FMAC 2033-11-01 5.0000% 1583836.14 68689.42 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.5000% 956966.21 50806.74 Agency Mortgage-Backed Securities FMAC 2033-11-01 5.5000% 661478.66 29053.47 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.5000% 804807.67 36618.09 Agency Mortgage-Backed Securities FMAC 2033-10-01 6.0000% 3969952.44 42586.11 Agency Mortgage-Backed Securities FMAC 2033-09-01 5.5000% 1490550.08 34304.30 Agency Mortgage-Backed Securities FMAC 2033-11-01 4.0000% 623709.04 75658.04 Agency Mortgage-Backed Securities FMAC 2033-11-01 5.0000% 402403.83 73173.65 Agency Mortgage-Backed Securities FMAC 2033-12-01 6.0000% 804807.67 80386.68 Agency Mortgage-Backed Securities FMAC 2033-12-01 5.5000% 1050274.01 22593.39 Agency Mortgage-Backed Securities FMAC 2033-12-01 6.0000% 296160.77 14832.37 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.5000% 1032922.75 93795.05 Agency Mortgage-Backed Securities FMAC 2034-01-01 7.0000% 2816826.83 87191.19 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.5000% 1496942.26 52256.24 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.5000% 1862753.90 94495.41 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.5000% 433731.78 43043.29 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.0000% 417292.78 27258.30 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.0000% 718149.60 57498.42 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.0000% 2298012.00 53108.37 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.5000% 419431.55 14733.14 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.5000% 1368173.03 86631.04 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.0000% 515821.35 15935.29 Agency Mortgage-Backed Securities FMAC 2019-12-01 5.0000% 1013540.97 23941.96 Agency Mortgage-Backed Securities FMAC 2019-12-01 5.0000% 724326.90 21827.14 Agency Mortgage-Backed Securities FMAC 2020-05-01 5.0000% 691644.47 19178.83 Agency Mortgage-Backed Securities FMAC 2020-01-01 4.0000% 608816.88 13026.13 Agency Mortgage-Backed Securities FMAC 2035-12-01 5.5000% 390742.98 87634.06 Agency Mortgage-Backed Securities FMAC 2032-07-01 6.5000% 222040.80 21016.30 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.5000% 229587.08 79770.56 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.5000% 197489.34 48825.39 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.5000% 259350.08 19951.81 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.0000% 105461.19 11360.37 Agency Mortgage-Backed Securities FMAC 2035-04-01 5.5000% 348346.51 27332.52 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.5000% 420109.60 21419.98 Agency Mortgage-Backed Securities FMAC 2034-06-01 5.5000% 402444.07 24184.11 Agency Mortgage-Backed Securities FMAC 2034-05-01 5.0000% 422687.00 47203.04 Agency Mortgage-Backed Securities FMAC 2034-07-01 6.0000% 1013252.85 49405.34 Agency Mortgage-Backed Securities FMAC 2034-07-01 5.0000% 645228.39 45510.95 Agency Mortgage-Backed Securities FMAC 2029-06-01 5.0000% 487199.58 51002.55 Agency Mortgage-Backed Securities FMAC 2034-06-01 5.5000% 804807.67 10708.31 Agency Mortgage-Backed Securities FMAC 2034-06-01 5.5000% 424282.53 29999.53 Agency Mortgage-Backed Securities FMAC 2034-07-01 4.5000% 161413.43 24688.28 Agency Mortgage-Backed Securities FMAC 2034-07-01 6.0000% 1871177.83 48707.49 Agency Mortgage-Backed Securities FMAC 2034-08-01 6.0000% 1476419.66 70717.58 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.5000% 189129.80 19132.92 Agency Mortgage-Backed Securities FMAC 2034-09-01 5.5000% 804807.67 39041.97 Agency Mortgage-Backed Securities FMAC 2034-09-01 5.5000% 2032131.31 57338.06 Agency Mortgage-Backed Securities FMAC 2034-09-01 6.0000% 992122.22 13573.66 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 321923.07 25415.92 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 303680.09 23240.08 Agency Mortgage-Backed Securities FMAC 2034-10-01 6.0000% 201201.92 19188.24 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 493413.90 38307.88 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.5000% 613665.85 36039.76 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.5000% 250159.57 15523.23 Agency Mortgage-Backed Securities FMAC 2034-11-01 6.0000% 644248.13 57471.73 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.5000% 195568.26 21416.87 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 591980.71 62103.31 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 201201.92 27040.70 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 444656.24 47173.44 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 608087.72 51521.32 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.0000% 804807.67 13386.05 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 607629.79 38956.38 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 313874.99 40687.30 Agency Mortgage-Backed Securities FMAC 2035-02-01 5.5000% 2414645.13 51660.31 Agency Mortgage-Backed Securities FMAC 2035-04-01 5.5000% 1327525.02 71615.79 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.5000% 81603.07 15163.70 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.5000% 1903704.93 51856.30 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.5000% 2134930.60 83885.69 Agency Mortgage-Backed Securities FMAC 2035-02-01 5.5000% 176473.40 24939.65 Agency Mortgage-Backed Securities FMAC 2035-03-01 5.5000% 1663113.31 92694.50 Agency Mortgage-Backed Securities FMAC 2035-04-01 4.5000% 462764.41 10933.33 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.5000% 804807.67 29148.56 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.0000% 261562.49 11039.10 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.0000% 737498.78 46074.29 Agency Mortgage-Backed Securities FMAC 2035-07-01 5.5000% 379942.46 13094.99 Agency Mortgage-Backed Securities FMAC 2035-07-01 6.0000% 1235707.33 47385.16 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.0000% 202006.72 12693.62 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.5000% 80480.77 12611.40 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.0000% 858128.59 72069.67 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.5000% 3219230.67 50483.84 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 1000297.06 30010.22 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 271622.59 11723.01 Agency Mortgage-Backed Securities FMAC 2035-11-01 5.0000% 298260.11 10256.11 Agency Mortgage-Backed Securities FMAC 2029-09-01 5.5000% 603605.75 93397.27 Agency Mortgage-Backed Securities FMAC 2027-12-01 7.5000% 3044342.34 23968.31 Agency Mortgage-Backed Securities FMAC 2031-01-01 7.5000% 8546867.49 76542.32 Agency Mortgage-Backed Securities FMAC 2031-01-01 8.5000% 3347222.05 39427.70 Agency Mortgage-Backed Securities FMAC 2031-05-01 6.5000% 13392100.18 21448.04 Agency Mortgage-Backed Securities FMAC 2031-05-01 8.0000% 308180.57 10371.56 Agency Mortgage-Backed Securities FMAC 2031-06-01 7.0000% 940455.99 18616.88 Agency Mortgage-Backed Securities FMAC 2030-12-01 5.5000% 2012019.17 95467.63 Agency Mortgage-Backed Securities FMAC 2027-01-01 8.5000% 1509448.97 16931.10 Agency Mortgage-Backed Securities FMAC 2031-09-01 7.0000% 9189864.15 50597.07 Agency Mortgage-Backed Securities FMAC 2031-05-01 7.0000% 5119580.36 16095.25 Agency Mortgage-Backed Securities FMAC 2029-12-01 7.5000% 1124228.59 64418.81 Agency Mortgage-Backed Securities FMAC 2031-11-01 7.5000% 286227.43 14485.12 Agency Mortgage-Backed Securities FMAC 2027-12-01 3.0000% 222394.51 91108.51 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.5000% 25656.46 17279.05 Agency Mortgage-Backed Securities FMAC 2028-11-01 3.5000% 80480.77 55232.84 Agency Mortgage-Backed Securities FMAC 2023-11-01 3.5000% 32080.04 17494.35 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.5000% 43406.90 28270.79 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.0000% 23681.47 19110.29 Agency Mortgage-Backed Securities FMAC 2024-06-01 3.0000% 23688.71 13517.43 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.0000% 50300.48 36997.25 Agency Mortgage-Backed Securities FMAC 2029-11-01 3.5000% 27687.80 21820.80 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.5000% 142794.61 64310.04 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.0000% 21401.04 17324.34 Agency Mortgage-Backed Securities FMAC 2030-04-01 2.5000% 71637.94 54916.10 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 40989.66 32762.53 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.5000% 20522.60 16160.05 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 26188.04 21680.51 Agency Mortgage-Backed Securities FMAC 2030-09-01 3.5000% 28755.78 25221.75 Agency Mortgage-Backed Securities FMAC 2030-11-01 2.5000% 80480.77 67455.59 Agency Mortgage-Backed Securities FMAC 2031-04-01 2.5000% 70420.67 58884.27 Agency Mortgage-Backed Securities FMAC 2031-04-01 3.5000% 19262.27 18986.59 Agency Mortgage-Backed Securities FMAC 2031-06-01 3.0000% 50300.48 43148.03 Agency Mortgage-Backed Securities FMAC 2031-07-01 2.5000% 20120.19 19238.89 Agency Mortgage-Backed Securities FMAC 2032-01-01 2.5000% 85362.73 83268.67 Agency Mortgage-Backed Securities FMAC 2031-11-01 2.5000% 37540.25 35732.99 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.5000% 21794.19 22445.32 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.5000% 402403.83 74572.85 Agency Mortgage-Backed Securities FMAC 2036-04-01 5.5000% 402403.83 23515.69 Agency Mortgage-Backed Securities FMAC 2036-06-01 5.0000% 41850.00 28065.04 Agency Mortgage-Backed Securities FMAC 2023-09-01 5.0000% 76481.27 56063.18 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.5000% 48432.12 25777.45 Agency Mortgage-Backed Securities FMAC 2032-10-01 3.5000% 92552.88 58460.19 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.5000% 53767.59 19589.36 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.5000% 476697.24 81141.91 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 362971.48 80411.28 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.5000% 420512.01 90793.89 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 229772.19 46193.22 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 108649.04 13971.20 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 179644.34 69102.04 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 66832.44 11090.56 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 221322.11 61389.94 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 435461.31 77910.22 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.0000% 738926.11 73001.90 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 98657.75 23858.49 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.5000% 352103.35 53887.45 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 33801.92 13892.92 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 100635.97 20860.40 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 128769.23 47413.19 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 422066.49 78761.52 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 387840.44 36079.43 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.5000% 67758.37 10558.93 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.5000% 242068.44 52339.64 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 164587.19 29186.20 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 134310.33 54458.65 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 61796.75 14083.09 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 244272.41 92725.79 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.5000% 438941.70 18724.21 Agency Mortgage-Backed Securities FMAC 2041-07-01 4.5000% 156500.89 56258.50 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 463484.31 71800.23 Agency Mortgage-Backed Securities FMAC 2041-08-01 5.0000% 684447.88 84391.13 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 28168.27 13752.13 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 48004.77 26998.26 Agency Mortgage-Backed Securities FMAC 2041-09-01 5.0000% 577194.38 92021.01 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 105570.24 47644.21 Agency Mortgage-Backed Securities FMAC 2041-10-01 3.5000% 61323.12 15803.58 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 42252.40 19301.82 Agency Mortgage-Backed Securities FMAC 2041-12-01 3.5000% 34606.73 19850.26 Agency Mortgage-Backed Securities FMAC 2041-12-01 4.0000% 87724.04 43504.22 Agency Mortgage-Backed Securities FMAC 2042-01-01 4.5000% 143796.19 81580.77 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.0000% 46678.84 27749.79 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.5000% 36916.93 19390.64 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.0000% 100938.58 57704.07 Agency Mortgage-Backed Securities FMAC 2042-05-01 4.5000% 252260.52 34411.59 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 56757.45 18968.67 Agency Mortgage-Backed Securities FMAC 2042-05-01 3.5000% 161438.38 88763.93 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 26870.92 13851.41 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 36561.21 18020.40 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 20919.77 10497.65 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 62372.59 30284.69 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 17303.36 10609.03 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 64384.61 34188.56 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 85725.70 58808.95 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 74444.71 39054.78 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.0000% 40240.38 27135.51 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.5000% 30180.29 24402.90 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.0000% 106637.02 74762.09 Agency Mortgage-Backed Securities FMAC 2043-08-01 4.0000% 40240.38 34202.03 Agency Mortgage-Backed Securities FMAC 2043-09-01 4.0000% 88559.83 83558.15 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.0000% 18108.17 15917.43 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.0000% 63144.00 35625.63 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 43503.48 20449.38 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.0000% 74569.45 58057.58 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.0000% 92552.88 62750.04 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.0000% 58750.96 35033.97 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 48288.46 28377.90 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 108507.39 55103.90 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.5000% 92686.88 41230.78 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.5000% 100600.96 69388.48 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.5000% 159299.61 91142.32 Agency Mortgage-Backed Securities FMAC 2029-01-01 5.5000% 74444.71 52332.14 Agency Mortgage-Backed Securities FMAC 2031-09-01 5.0000% 30180.29 21688.13 Agency Mortgage-Backed Securities FMAC 2031-09-01 5.0000% 50300.48 38452.84 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.0000% 102612.98 69320.17 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.5000% 33801.92 22265.46 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 65189.42 44491.95 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 124388.26 84622.21 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.5000% 41207.36 26846.06 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.0000% 139013.22 70789.47 Agency Mortgage-Backed Securities FMAC 2043-06-01 3.5000% 41045.19 31172.35 Agency Mortgage-Backed Securities FMAC 2043-07-01 3.0000% 51778.51 37238.37 Agency Mortgage-Backed Securities FMAC 2043-08-01 3.5000% 65591.82 46454.99 Agency Mortgage-Backed Securities FMAC 2043-08-01 3.5000% 60762.98 38743.37 Agency Mortgage-Backed Securities FMAC 2043-08-01 3.5000% 65110.95 47985.94 Agency Mortgage-Backed Securities FMAC 2043-09-01 3.5000% 28168.27 25493.69 Agency Mortgage-Backed Securities FMAC 2043-10-01 4.5000% 282554.69 64677.29 Agency Mortgage-Backed Securities FMAC 2043-09-01 3.0000% 96844.52 67255.06 Agency Mortgage-Backed Securities FMAC 2043-09-01 5.0000% 450565.54 60772.34 Agency Mortgage-Backed Securities FMAC 2043-08-01 3.0000% 98206.66 56359.83 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 119314.35 95614.60 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 418827.54 88822.80 Agency Mortgage-Backed Securities FMAC 2030-02-01 2.5000% 20120.19 14336.53 Agency Mortgage-Backed Securities FMAC 2030-05-01 2.5000% 41390.05 32717.40 Agency Mortgage-Backed Securities FMAC 2028-11-01 3.5000% 160436.80 90198.59 Agency Mortgage-Backed Securities FMAC 2028-12-01 3.0000% 36216.35 21150.42 Agency Mortgage-Backed Securities FMAC 2029-03-01 3.5000% 46994.33 28536.09 Agency Mortgage-Backed Securities FMAC 2028-11-01 4.0000% 25417.44 12359.35 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.5000% 41624.65 24766.40 Agency Mortgage-Backed Securities FMAC 2029-08-01 2.0000% 50300.48 38702.69 Agency Mortgage-Backed Securities FMAC 2030-01-01 3.0000% 41480.59 30654.69 Agency Mortgage-Backed Securities FMAC 2030-01-01 3.0000% 58059.23 42638.96 Agency Mortgage-Backed Securities FMAC 2030-09-01 2.5000% 27991.21 22591.56 Agency Mortgage-Backed Securities FMAC 2030-07-01 2.5000% 17539.58 15628.63 Agency Mortgage-Backed Securities FMAC 2027-10-01 3.0000% 64123.86 53100.03 Agency Mortgage-Backed Securities FMAC 2028-06-01 3.0000% 59414.93 55582.01 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.0000% 57927.24 50891.39 Agency Mortgage-Backed Securities FMAC 2033-05-01 3.5000% 150901.44 91677.02 Agency Mortgage-Backed Securities FMAC 2043-04-01 2.5000% 32263.13 22809.32 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 40240.38 27401.73 Agency Mortgage-Backed Securities FMAC 2043-10-01 4.0000% 94564.90 52422.75 Agency Mortgage-Backed Securities FMAC 2044-03-01 4.5000% 200390.27 85201.82 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.0000% 42157.03 26263.59 Agency Mortgage-Backed Securities FMAC 2040-09-01 4.0000% 22962.37 14497.82 Agency Mortgage-Backed Securities FMAC 2045-12-01 3.5000% 71295.90 67079.68 Agency Mortgage-Backed Securities FMAC 2046-07-01 4.0000% 18510.58 18335.44 Agency Mortgage-Backed Securities FMAC 2046-08-01 4.0000% 10060.10 10162.89 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 45069.23 43948.69 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.0000% 69743.02 71658.89 Agency Mortgage-Backed Securities FMAC 2034-05-01 4.0000% 47512.63 37300.83 Agency Mortgage-Backed Securities FMAC 2034-02-01 4.5000% 64459.06 33119.57 Agency Mortgage-Backed Securities FMAC 2043-12-01 4.5000% 98803.82 43917.48 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.0000% 60360.58 47268.24 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.5000% 21465.83 13878.85 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.0000% 128073.87 86894.82 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.0000% 16096.15 10984.17 Agency Mortgage-Backed Securities FMAC 2044-03-01 4.0000% 48274.78 21443.83 Agency Mortgage-Backed Securities FMAC 2044-03-01 5.0000% 169305.78 85667.63 Agency Mortgage-Backed Securities FMAC 2044-03-01 4.5000% 28639.89 10859.85 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.5000% 115973.99 46782.45 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.5000% 40656.87 29857.68 Agency Mortgage-Backed Securities FMAC 2044-06-01 3.5000% 19940.72 14578.30 Agency Mortgage-Backed Securities FMAC 2044-06-01 4.0000% 32526.70 15138.42 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.0000% 40240.38 30017.20 Agency Mortgage-Backed Securities FMAC 2044-07-01 3.5000% 20522.60 12407.96 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.0000% 30180.29 22635.59 Agency Mortgage-Backed Securities FMAC 2044-10-01 4.5000% 428509.78 74576.24 Agency Mortgage-Backed Securities FMAC 2045-01-01 4.5000% 21166.04 17626.50 Agency Mortgage-Backed Securities FMAC 2042-03-01 5.0000% 28168.27 19465.99 Agency Mortgage-Backed Securities FMAC 2045-05-01 2.5000% 19832.88 16911.32 Agency Mortgage-Backed Securities FMAC 2045-06-01 2.5000% 48653.84 44598.59 Agency Mortgage-Backed Securities FMAC 2045-08-01 4.0000% 80936.29 67832.63 Agency Mortgage-Backed Securities FMAC 2045-05-01 4.0000% 24144.23 16299.90 Agency Mortgage-Backed Securities FMAC 2045-08-01 4.0000% 39904.78 33242.34 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 62443.82 60079.94 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 56336.54 42848.95 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 20120.19 18875.63 Agency Mortgage-Backed Securities FMAC 2046-01-01 3.5000% 39000.17 30837.01 Agency Mortgage-Backed Securities FMAC 2046-01-01 3.5000% 105863.19 85608.24 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.0000% 100600.56 90010.26 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.5000% 68609.05 69288.47 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.5000% 49050.21 48436.87 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.5000% 65438.91 57677.05 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.5000% 28168.27 26397.73 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.5000% 69835.98 73949.75 Agency Mortgage-Backed Securities FMAC 2046-06-01 4.5000% 48346.81 52205.74 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.5000% 26144.18 26070.46 Agency Mortgage-Backed Securities FMAC 2046-05-01 4.5000% 19037.73 18485.49 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.5000% 71547.40 66042.43 Agency Mortgage-Backed Securities FMAC 2046-07-01 4.5000% 18808.36 14790.89 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.5000% 84504.81 86341.00 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.5000% 14684.12 14894.54 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.0000% 40240.38 38184.99 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.0000% 50300.48 48114.19 Agency Mortgage-Backed Securities FMAC 2046-07-01 4.5000% 44252.35 46892.35 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 66287.58 63387.69 Agency Mortgage-Backed Securities FMAC 2046-10-01 3.5000% 24144.23 23574.32 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.0000% 34204.33 33828.10 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.0000% 34204.33 34474.36 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.0000% 34204.33 35334.59 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.0000% 34204.33 33148.64 Agency Mortgage-Backed Securities FMAC 2046-11-01 3.0000% 73012.15 71204.16 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 32002.37 30888.83 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 31037.41 30572.22 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.0000% 51329.83 50631.10 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.0000% 30115.90 29709.98 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.0000% 70615.84 75413.37 Agency Mortgage-Backed Securities FMAC 2046-09-01 4.5000% 62025.72 58448.93 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.0000% 16096.15 15761.87 Agency Mortgage-Backed Securities FMAC 2044-12-01 3.5000% 44393.19 43798.57 Agency Mortgage-Backed Securities FMAC 2043-12-01 4.5000% 99394.55 71827.71 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.5000% 45795.97 27564.79 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 43373.90 25643.24 Agency Mortgage-Backed Securities FMAC 2045-06-01 4.0000% 61567.79 49166.97 Agency Mortgage-Backed Securities FMAC 2044-06-01 5.0000% 63177.40 40085.49 Agency Mortgage-Backed Securities FMAC 2045-06-01 4.5000% 35411.54 23980.36 Agency Mortgage-Backed Securities FMAC 2042-05-01 4.5000% 143255.76 92727.83 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.0000% 26156.25 16871.70 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 73633.46 65507.91 Agency Mortgage-Backed Securities FMAC 2042-07-01 4.5000% 77663.94 58826.76 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.5000% 70420.67 56756.12 Agency Mortgage-Backed Securities FMAC 2039-01-01 5.5000% 35411.54 28736.51 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.5000% 71225.48 49769.54 Agency Mortgage-Backed Securities FMAC 2042-01-01 4.5000% 49093.27 40141.21 Agency Mortgage-Backed Securities FMAC 2041-12-01 5.0000% 89736.05 78971.11 Agency Mortgage-Backed Securities FMAC 2045-07-01 4.5000% 31186.30 27726.05 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 20500.46 19278.50 Agency Mortgage-Backed Securities FMAC 2046-01-01 4.0000% 62372.59 58540.97 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.0000% 32259.51 30960.66 Agency Mortgage-Backed Securities FMAC 2047-03-01 3.5000% 15693.75 16261.34 Agency Mortgage-Backed Securities FMAC 2023-10-01 6.5000% 8025781.48 40104.66 Agency Mortgage-Backed Securities FMAC 2024-01-01 5.0000% 322457.06 12855.67 Agency Mortgage-Backed Securities FMAC 2024-01-01 5.5000% 579461.52 27979.05 Agency Mortgage-Backed Securities FMAC 2023-12-01 4.5000% 309188.19 17071.74 Agency Mortgage-Backed Securities FMAC 2024-03-01 5.0000% 2045353.90 82193.81 Agency Mortgage-Backed Securities FMAC 2024-08-01 6.0000% 352103.35 15526.66 Agency Mortgage-Backed Securities FMAC 2024-09-01 5.5000% 1971148.62 91061.28 Agency Mortgage-Backed Securities FMAC 2024-10-01 5.0000% 503004.79 19178.18 Agency Mortgage-Backed Securities FMAC 2025-01-01 5.0000% 1006009.58 48894.75 Agency Mortgage-Backed Securities FMAC 2025-04-01 5.5000% 301802.88 18738.00 Agency Mortgage-Backed Securities FMAC 2025-05-01 5.5000% 321923.07 18273.47 Agency Mortgage-Backed Securities FMAC 2021-07-01 6.5000% 5842903.66 19173.07 Agency Mortgage-Backed Securities FMAC 2022-03-01 6.5000% 2796101.83 19875.68 Agency Mortgage-Backed Securities FMAC 2022-08-01 6.5000% 2344382.60 33387.16 Agency Mortgage-Backed Securities FMAC 2022-06-01 6.5000% 1588554.72 14235.03 Agency Mortgage-Backed Securities FMAC 2022-11-01 5.0000% 1049871.60 18123.38 Agency Mortgage-Backed Securities FMAC 2022-10-01 6.5000% 1086490.35 11360.74 Agency Mortgage-Backed Securities FMAC 2023-02-01 5.0000% 3905334.03 87795.05 Agency Mortgage-Backed Securities FMAC 2023-06-01 5.0000% 1287692.27 38851.01 Agency Mortgage-Backed Securities FMAC 2023-11-01 5.5000% 412463.93 19722.98 Agency Mortgage-Backed Securities FMAC 2024-10-01 4.5000% 44744.09 23419.06 Agency Mortgage-Backed Securities FMAC 2025-06-01 5.5000% 137334.39 12192.44 Agency Mortgage-Backed Securities FMAC 2033-09-01 2.8050% 3676051.17 58416.04 Agency Mortgage-Backed Securities FMAC 2030-12-01 3.7830% 3541153.73 12872.42 Agency Mortgage-Backed Securities FMAC 2027-07-01 2.8650% 2585735.17 17635.26 Agency Mortgage-Backed Securities FNMA 2024-07-01 3.1790% 15687713.45 37517.01 Agency Mortgage-Backed Securities FNMA 2023-04-01 2.6760% 20120191.67 38993.86 Agency Mortgage-Backed Securities FNMA 2036-06-01 2.8550% 84504.81 38114.83 Agency Mortgage-Backed Securities FNMA 2020-12-01 3.4800% 50300.48 51598.06 Agency Mortgage-Backed Securities FNMA 2033-04-01 3.1790% 1609615.33 29936.35 Agency Mortgage-Backed Securities FNMA 2033-08-01 3.0700% 2012019.17 77113.45 Agency Mortgage-Backed Securities FNMA 2030-05-01 4.5620% 5854837.75 58029.56 Agency Mortgage-Backed Securities FNMA 2041-02-01 3.5750% 503004.79 80488.65 Agency Mortgage-Backed Securities FNMA 2021-07-01 4.3140% 40240.38 37119.89 Agency Mortgage-Backed Securities FMAC 2032-01-01 7.5000% 804807.67 82054.90 Agency Mortgage-Backed Securities FNMA 2033-10-01 2.7760% 2092499.93 80429.90 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.1590% 2012019.17 81288.10 Agency Mortgage-Backed Securities FNMA 2034-02-01 2.9080% 350122.72 28591.63 Agency Mortgage-Backed Securities FNMA 2034-10-01 3.0500% 643846.13 72044.68 Agency Mortgage-Backed Securities FNMA 2035-05-01 3.1150% 4479011.40 30501.69 Agency Mortgage-Backed Securities FNMA 2033-09-01 3.0650% 2484843.67 66932.10 Agency Mortgage-Backed Securities FNMA 2035-09-01 2.9820% 476848.54 27537.96 Agency Mortgage-Backed Securities FNMA 2036-07-01 2.9110% 423060.03 19454.73 Agency Mortgage-Backed Securities FNMA 2033-09-01 3.1000% 1207211.50 63827.99 Agency Mortgage-Backed Securities FNMA 2034-01-01 3.2250% 1006009.58 54412.43 Agency Mortgage-Backed Securities FNMA 2034-04-01 3.1290% 643846.13 48253.21 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.3650% 2320683.03 25803.22 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.7870% 804807.67 54286.28 Agency Mortgage-Backed Securities FNMA 2034-08-01 3.0000% 608740.42 19000.53 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.7270% 4697331.17 55469.59 Agency Mortgage-Backed Securities FNMA 2034-10-01 2.9640% 804807.67 71215.97 Agency Mortgage-Backed Securities FNMA 2035-03-01 3.3720% 764567.28 59130.22 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.1990% 352103.35 26630.64 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.2210% 668366.21 60298.48 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.2050% 402403.83 25542.81 Agency Mortgage-Backed Securities FNMA 2035-05-01 3.1650% 603605.75 43292.23 Agency Mortgage-Backed Securities FNMA 2035-07-01 2.7330% 149694.23 15660.45 Agency Mortgage-Backed Securities FNMA 2035-09-01 2.8550% 1609615.33 82147.48 Agency Mortgage-Backed Securities FNMA 2035-09-01 3.1450% 883276.41 90142.49 Agency Mortgage-Backed Securities FNMA 2036-03-01 3.2350% 2491128.01 30976.80 Agency Mortgage-Backed Securities FNMA 2036-06-01 3.4980% 1006009.58 41055.96 Agency Mortgage-Backed Securities FNMA 2036-06-01 3.1510% 605568.68 49449.37 Agency Mortgage-Backed Securities FNMA 2035-05-01 3.2180% 551817.58 58102.83 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.0660% 1287692.27 73649.99 Agency Mortgage-Backed Securities FNMA 2036-10-01 3.3760% 1006009.58 65428.71 Agency Mortgage-Backed Securities FNMA 2036-11-01 3.3870% 1159735.90 47283.31 Agency Mortgage-Backed Securities FNMA 2036-12-01 3.3100% 804807.67 54123.28 Agency Mortgage-Backed Securities FNMA 2037-04-01 3.3180% 724326.90 61444.37 Agency Mortgage-Backed Securities FNMA 2037-01-01 2.7350% 293804.70 19647.75 Agency Mortgage-Backed Securities FNMA 2036-11-01 3.1000% 1368173.03 61088.81 Agency Mortgage-Backed Securities FNMA 2035-11-01 3.4470% 771134.11 38781.96 Agency Mortgage-Backed Securities FNMA 2033-10-01 3.5890% 925528.82 64494.22 Agency Mortgage-Backed Securities FNMA 2039-07-01 4.8750% 1207211.50 33254.48 Agency Mortgage-Backed Securities FNMA 2037-06-01 2.8870% 8055325.57 85707.23 Agency Mortgage-Backed Securities FNMA 2037-10-01 3.4950% 1337300.61 43021.61 Agency Mortgage-Backed Securities FNMA 2039-12-01 4.6260% 1487428.63 76185.16 Agency Mortgage-Backed Securities U.S. TREASURY 2022-01-31 1.5000% 645616.71 640926.61 Agency Mortgage-Backed Securities U.S. TREASURY 2022-02-28 1.7500% 482884.60 484367.84 U.S. Treasuries (including strips) U.S. TREASURY 2018-11-15 1.2500% 18194327.16 18202855.76 U.S. Treasuries (including strips) U.S. TREASURY 2018-05-31 2.3750% 2696830.01 2729048.29 U.S. Treasuries (including strips) U.S. TREASURY 2018-08-31 1.5000% 7058807.08 7109085.74 U.S. Treasuries (including strips) U.S. TREASURY 2022-06-30 1.7500% 6026399.81 5996267.81 U.S. Treasuries (including strips) N 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 76000000.00 76000000.00 0.0912 N Y Y N N/A CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CREDIT AGRICOLE CORPORATE AND 99FY109V4 TD 07/03/2017 99FY109V4 NA Non-Negotiable Time Deposit N Moody's P-1 S&P A-1 Fitch F1 2017-07-03 2017-07-03 2017-07-03 N N N 0.0106 8500000.00 8500000.00 0.0102 N Y Y N N/A GOLDMAN, SACHS & CO. REPO TRIPA MORTG 1.07 07/03/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2044-08-01 4.0000% 14598762.00 10326253.61 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.5000% 13382748.00 8181712.81 Agency Mortgage-Backed Securities FNMA 2042-06-01 4.0000% 26352353.00 19441043.03 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.0000% 26369607.00 19094561.03 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.0000% 34700000.00 20476429.94 Agency Mortgage-Backed Securities N 2017-07-03 2017-07-03 2017-07-03 N N N 0.0107 76000000.00 76000000.00 0.0912 N Y Y N N/A NATIONAL AUSTRALIA BANK/CAYMAN ISLANDS NATIONAL AUSTRALIA BANK/CAYMA 99GE929P8 TD 07/03/2017 99GE929P8 NA Non-Negotiable Time Deposit N Moody's P-1 S&P A-1+ Fitch F1+ 2017-07-03 2017-07-03 2017-07-03 N N N 0.0103 13000000.00 13000000.00 0.0156 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 1.09 07/03/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-02-01 2.5000% 58758577.07 40058179.31 Agency Mortgage-Backed Securities FMAC 2030-05-01 2.5000% 12477507.64 9303266.58 Agency Mortgage-Backed Securities GNMA 2047-05-20 3.5000% 26185179.36 27211994.31 Agency Mortgage-Backed Securities N 2017-07-03 2017-07-03 2017-07-03 N N N 0.0109 75072000.00 75072000.00 0.0900 N Y Y N N/A Putnam Money Market Fund 2017-07-07 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer