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
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP2
1
primary_doc.xml
N-MFP2
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XXXXXXXX
2017-06-30
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002-55091
Putnam Investment Management, LLC
801-07974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
Not Applicable
Putnam Investor Services, Inc.
0001448300
084-06331
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CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.6796 08/16/2017
13606AU22
US13606AU221
Certificate of Deposit
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Moody's
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2017-08-16
2017-08-16
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N
N
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N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB NEW YORK 01.7225 09/06/2017
65558LSN3
US65558LSN37
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0172
1877699.67
1877699.67
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N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.5551 10/13/2017
78009NK47
US78009NK471
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-13
2017-10-13
2017-10-13
N
N
N
0.0156
10011360.10
10011360.10
0.0120
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3206 11/02/2017
9612C4UF6
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-03
2017-11-02
2017-11-02
N
N
N
0.0132
1502337.02
1502337.02
0.0018
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.5190 12/08/2017
78009NL61
US78009NL610
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-08
2017-12-08
2017-12-08
N
N
N
0.0152
3003204.03
3003204.03
0.0036
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.5342 09/07/2017
06417GRF7
US06417GRF71
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-07
2017-09-07
2017-09-07
N
N
N
0.0153
8506825.59
8506825.59
0.0102
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017
63254GDD4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-12
2017-12-12
2017-12-12
N
N
N
0.0127
8510157.59
8510157.59
0.0102
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3544 01/08/2018
9612C4UW9
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-08
2018-01-08
2018-01-08
N
N
N
0.0135
7015659.07
7015659.07
0.0084
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1656 08/04/2017
20272AVD5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-06
2017-08-04
2017-08-04
N
N
N
0.0117
8253242.33
8253242.33
0.0099
N
N
N
N
N/A
BANK OF AMERICA NA
BK OF AMERICA NA - 08/02/2017 01.1511 08/02/2017
06053PUE5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-17
2017-08-02
2017-08-02
N
N
N
0.0115
5499956.00
5499956.00
0.0066
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FUR4 DCP 07/25/2017
65558FUR4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-25
2017-07-25
2017-07-25
N
N
N
0.0105
1398855.64
1398855.64
0.0017
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.7172 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-03
2018-02-02
2018-02-02
N
N
N
0.0172
8517680.09
8517680.09
0.0102
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.5054 01/09/2018
94989REV6
US94989REV69
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-10
2018-01-09
2018-01-09
N
N
N
0.0151
9013887.09
9013887.09
0.0108
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1872 02/15/2018
20272AVV5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-17
2018-02-15
2018-02-15
N
N
N
0.0119
9018009.09
9018009.09
0.0108
N
N
N
N
N/A
UBS AG/STAMFORD CT
UBS AG/STAMFORD CT 01.1800 08/17/2017
90275DFL9
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-17
2017-08-17
2017-08-17
N
N
N
0.0118
8998867.80
8998867.80
0.0108
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.0106 09/05/2017
06053PVC8
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-05
2017-09-05
2017-09-05
N
N
N
0.0101
13249774.70
13249774.70
0.0159
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.1667 03/02/2018
9612C4VK4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-03
2018-03-02
2018-03-02
N
N
N
0.0117
5006600.05
5006600.05
0.0060
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.4048 07/06/2017
20272ASK3
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-06
2017-07-06
2017-07-06
N
N
N
0.0140
4250267.79
4250267.79
0.0051
N
N
Y
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.5322 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-20
2018-03-20
2018-03-20
N
N
N
0.0153
9010062.09
9010062.09
0.0108
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.2600 08/21/2017
17305TLF7
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-21
2017-08-21
2017-08-21
N
N
N
0.0126
9000567.09
9000567.09
0.0108
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 01.4000 09/20/2017
21685VSP5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-20
2017-09-20
2017-09-20
N
N
N
0.0125
9002683.89
9002683.89
0.0108
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.6981 09/11/2017
21684BS47
US21684BS477
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-11
2017-09-11
2017-09-11
N
N
N
0.0170
4253799.54
4253799.54
0.0051
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6UU2 DCP 07/28/2017
2363F6UU2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-28
2017-07-28
2017-07-28
N
N
N
0.0119
4295227.43
4295227.43
0.0052
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.3672 10/03/2017
06427KVC8
US06427KVC88
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-03
2017-10-03
2017-10-03
N
N
N
0.0137
9001971.09
9001971.09
0.0108
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TU76 DCP 07/07/2017
53127TU76
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0114
8997917.40
8997917.40
0.0108
N
N
Y
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984WEM6 DCP 08/15/2017
67984WEM6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0123
8486412.75
8486412.75
0.0102
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 19422CU50 DCP 07/05/2017
19422CU50
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0120
8998515.00
8998515.00
0.0108
N
N
Y
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LUA7 DCP 07/10/2017
63307LUA7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0113
4248637.45
4248637.45
0.0051
N
N
Y
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018
40433FJM2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-13
2018-04-13
2018-04-13
N
N
N
0.0127
8008504.08
8008504.08
0.0096
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.3394 10/17/2017
06427KXL6
US06427KXL69
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-17
2017-10-17
2017-10-17
N
N
N
0.0134
4501755.05
4501755.05
0.0054
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LUM9 DCP 07/21/2017
62939LUM9
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-21
2017-07-21
2017-07-21
N
N
N
0.0112
4247099.38
4247099.38
0.0051
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 01.0500 07/17/2017
89113WP26
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-17
2017-07-17
2017-07-17
N
N
N
0.0105
7999401.60
7999401.60
0.0096
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.4218 08/15/2017
86958JFE4
US86958JFE47
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0142
7001841.07
7001841.07
0.0084
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0V26 DCP 08/02/2017
6385E0V26
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0115
3994932.80
3994932.80
0.0048
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GGW4 DCP 07/06/2017
88603GGW4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-06
2017-07-06
2017-07-06
N
N
N
0.0106
8598295.48
8598295.48
0.0103
N
N
Y
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 01.5300 08/23/2017
60682AY59
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-23
2017-08-23
2017-08-23
N
N
N
0.0120
4001675.24
4001675.24
0.0048
N
N
N
N
N/A
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601VV24 DCP 08/02/2017
30601VV24
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0112
12285996.40
12285996.40
0.0147
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NEW YORK 01.2100 07/24/2017
23340QXF5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-07-24
2017-07-24
2017-07-24
N
N
N
0.0108
3750119.66
3750119.66
0.0045
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JV10 DCP 08/01/2017
86960JV10
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0110
2297585.46
2297585.46
0.0028
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.4439 11/06/2017
86563YVP5
US86563YVP59
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-06
2017-11-06
2017-11-06
N
N
N
0.0131
8502448.09
8502448.09
0.0102
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 1.2500 07/21/2017
17305TKK7
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-21
2017-07-21
2017-07-21
N
N
N
0.0104
5250224.23
5250224.23
0.0063
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018
20272AWZ5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-03
2018-05-02
2018-05-02
N
N
N
0.0117
4002064.04
4002064.04
0.0048
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FUT0 DCP 07/27/2017
65558FUT0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-27
2017-07-27
2017-07-27
N
N
N
0.0107
1998233.00
1998233.00
0.0024
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.4918 11/15/2017
83050FNQ0
US83050FNQ09
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-08-15
2017-11-15
2017-11-15
N
N
N
0.0149
8508746.59
8508746.59
0.0102
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RVP8 DCP 08/23/2017
87019RVP8
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-23
2017-08-23
2017-08-23
N
N
N
0.0116
3743430.00
3743430.00
0.0045
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BUJ1 DCP 07/18/2017
00084BUJ1
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
WD
2017-07-18
2017-07-18
2017-07-18
N
N
N
0.0108
4247101.50
4247101.50
0.0051
N
N
N
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LVA1 DCP 08/10/2017
38346LVA1
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-08-10
2017-08-10
2017-08-10
N
N
N
0.0110
4243964.15
4243964.15
0.0051
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KUE0 DCP 07/14/2017
92646KUE0
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-14
2017-07-14
2017-07-14
N
N
N
0.0107
4247687.58
4247687.58
0.0051
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.2789 12/15/2017
86958JNG0
US86958JNG03
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-17
2017-12-15
2017-12-15
N
N
N
0.0128
8500714.09
8500714.09
0.0102
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AUS7 DCP 07/26/2017
05253AUS7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-26
2017-07-26
2017-07-26
N
N
N
0.0102
8492786.90
8492786.90
0.0102
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TVM2 DCP 08/21/2017
88602TVM2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-21
2017-08-21
2017-08-21
N
N
N
0.0115
4242295.60
4242295.60
0.0051
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6VQ0 DCP 08/24/2017
2363F6VQ0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-24
2017-08-24
2017-08-24
N
N
N
0.0121
3991157.20
3991157.20
0.0048
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TU64 DCP 07/06/2017
15963TU64
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-06
2017-07-06
2017-07-06
N
N
N
0.0096
8248364.85
8248364.85
0.0099
N
N
Y
N
N/A
CITIBANK NA
CITIBANK NA 01.1600 07/07/2017
17305TJZ6
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0107
1750004.04
1750004.04
0.0021
N
N
Y
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY USD 01.6594 08/17/2017
83050FKE0
US83050FKE06
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-08-17
2017-08-17
2017-08-17
N
N
N
0.0166
6253681.31
6253681.31
0.0075
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0UC9 DCP 07/12/2017
7588R0UC9
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-12
2017-07-12
2017-07-12
N
N
N
0.0112
12495016.20
12495016.20
0.0150
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TUJ6 DCP 07/18/2017
15963TUJ6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-18
2017-07-18
2017-07-18
N
N
N
0.0118
8245017.00
8245017.00
0.0099
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BUX2 DCP 07/31/2017
83369BUX2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-31
2017-07-31
2017-07-31
N
N
N
0.0124
8241546.23
8241546.23
0.0099
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LUJ1 DCP 07/18/2017
56274LUJ1
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-18
2017-07-18
2017-07-18
N
N
N
0.0120
8245017.00
8245017.00
0.0099
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JY66 DCP 11/06/2017
86960JY66
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0131
3981481.20
3981481.20
0.0048
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017
05582WXM1
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0130
4150199.24
4150199.24
0.0050
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EY95 DCP 11/09/2017
63254EY95
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0131
3534301.90
3534301.90
0.0042
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LU56 DCP 07/05/2017
62939LU56
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0121
3999362.80
3999362.80
0.0048
N
N
Y
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KUH3 DCP 07/17/2017
92646KUH3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-17
2017-07-17
2017-07-17
N
N
N
0.0121
4147246.48
4147246.48
0.0050
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089EWN5 DCP 09/22/2017
02089EWN5
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
NR
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0127
3988016.00
3988016.00
0.0048
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TWJ8 DCP 09/18/2017
53127TWJ8
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0128
4985778.00
4985778.00
0.0060
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.5961 07/24/2017
94989RFT0
US94989RFT05
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-24
2017-07-24
2017-07-24
N
N
N
0.0160
5001375.05
5001375.05
0.0060
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.3671 08/10/2017
94989RGR3
US94989RGR30
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-10
2017-08-10
2017-08-10
N
N
N
0.0137
10002750.10
10002750.10
0.0120
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2W10 DCP 09/01/2017
7443M2W10
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0120
1995789.60
1995789.60
0.0024
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TWU4 DCP 09/28/2017
12619TWU4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-28
2017-09-28
2017-09-28
N
N
N
0.0128
3987100.00
3987100.00
0.0048
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY USD 01.7371 07/13/2017
60689D2P7
US60689D2P76
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-07-13
2017-07-13
2017-07-13
N
N
N
0.0174
8251666.58
8251666.58
0.0099
N
N
N
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE AG/NEW YORK NY 01.6000 08/04/2017
22549VHH9
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0121
4163512.93
4163512.93
0.0050
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 01.5532 07/24/2017
19423CCL4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-24
2017-07-24
2017-07-24
N
N
N
0.0155
9002205.09
9002205.09
0.0108
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FWJ0 DCP 09/18/2017
65558FWJ0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0123
8227633.43
8227633.43
0.0099
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NEW YORK 01.1600 07/03/2017
23340QQ63
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-07-03
2017-07-03
2017-07-03
N
N
N
0.0116
8000012.08
8000012.08
0.0096
N
Y
Y
N
N/A
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116EVE0 DCP 08/14/2017
89116EVE0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0122
8082706.12
8082706.12
0.0097
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BV42 DCP 08/04/2017
05571BV42
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0123
4245062.35
4245062.35
0.0051
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2WM2 DCP 09/21/2017
1247P2WM2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-21
2017-09-21
2017-09-21
N
N
N
0.0128
3988721.20
3988721.20
0.0048
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RU38 DCP 07/03/2017
87019RU38
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-03
2017-07-03
2017-07-03
N
N
N
0.0115
12748777.20
12748777.20
0.0153
N
Y
Y
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 99GF279C0 TD 07/03/2017
99GF279C0
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
0.0115
8500000.00
8500000.00
0.0102
N
Y
Y
N
N/A
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017
82880WX23
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0127
8223417.68
8223417.68
0.0099
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TUS8 DCP 07/26/2017
83050TUS8
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-26
2017-07-26
2017-07-26
N
N
N
0.0120
1198988.64
1198988.64
0.0014
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TXP3 DCP 10/23/2017
53127TXP3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0135
2489346.50
2489346.50
0.0030
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0UR6 DCP 07/25/2017
7588R0UR6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-07-25
2017-07-25
2017-07-25
N
N
N
0.0123
4496165.55
4496165.55
0.0054
N
N
N
N
N/A
CANADIAN IMPERIAL HOLDINGS INC
CANADIAN IMPERIAL HOLDINGS IN 13607EUU1 DCP 07/28/2017
13607EUU1
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-07-28
2017-07-28
2017-07-28
N
N
N
0.0121
6993592.20
6993592.20
0.0084
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BUA0 DCP 07/10/2017
00084BUA0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0120
2499059.75
2499059.75
0.0030
N
N
Y
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99GF559E7 TD 07/05/2017
99GF559E7
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0115
17000000.00
17000000.00
0.0204
N
N
Y
N
N/A
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND PLC/NEW Y 01.0500 07/05/2017
65558LRD6
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
WD
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0126
5999895.60
5999895.60
0.0072
N
N
Y
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0VR7 DCP 08/25/2017
9612C0VR7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-25
2017-08-25
2017-08-25
N
N
N
0.0122
10980116.40
10980116.40
0.0132
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.4296 08/01/2017
86958JFB0
US86958JFB08
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0143
3000624.03
3000624.03
0.0036
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
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