Collateralized Mortgage Obligations - 10.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 10.6%
|
|||
Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029
|
2,351
|
2,384
|
|
Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029
|
2,730
|
2,742
|
|
Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029
|
3,445
|
3,504
|
|
Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029
|
2,493
|
2,534
|
|
Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031
|
3,398
|
3,445
|
|
Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031
|
1,417
|
1,435
|
|
Fannie Mae Guaranteed REMIC Series 2001-38 Class QF, U.S. 30-Day Avg. SOFR Index + 1.0945%, 5.4165% 8/25/2031 (c)(d)
|
16,622
|
16,755
|
|
Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031
|
584
|
602
|
|
Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032
|
1,673
|
1,721
|
|
Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2365% 2/25/2032 (c)(d)
|
352
|
352
|
|
Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4444% 3/18/2032 (c)(d)
|
641
|
646
|
|
Fannie Mae Guaranteed REMIC Series 2002-49 Class FB, U.S. 30-Day Avg. SOFR Index + 0.7145%, 5.0444% 11/18/2031 (c)(d)
|
12,897
|
12,860
|
|
Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 4/25/2032 (c)(d)
|
6,329
|
6,370
|
|
Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 10/25/2032 (c)(d)
|
799
|
804
|
|
Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 5.1865% 1/25/2032 (c)(d)
|
331
|
331
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class FV, U.S. 30-Day Avg. SOFR Index + 0.5645%, 4.8865% 11/25/2032 (c)(d)
|
3,919
|
3,919
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.1136% 11/25/2032 (b)(c)
|
817
|
21
|
|
Fannie Mae Guaranteed REMIC Series 2002-75 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 11/25/2032 (c)(d)
|
11,579
|
11,654
|
|
Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 12/25/2033 (b)(c)
|
13,381
|
1,544
|
|
Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 3/25/2033 (b)(c)
|
722
|
74
|
|
Fannie Mae Guaranteed REMIC Series 2003-70 Class BJ, 5% 7/25/2033
|
22,610
|
22,545
|
|
Fannie Mae Guaranteed REMIC Series 2004-52 Class KZ, 5.5% 7/25/2034
|
103,052
|
103,980
|
|
Fannie Mae Guaranteed REMIC Series 2004-91 Class Z, 5% 12/25/2034
|
1,040,048
|
1,037,776
|
|
Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (e)
|
2,104
|
1,814
|
|
Fannie Mae Guaranteed REMIC Series 2005-117 Class JN, 4.5% 1/25/2036
|
50,347
|
49,239
|
|
Fannie Mae Guaranteed REMIC Series 2005-14 Class ZB, 5% 3/25/2035
|
318,443
|
317,516
|
|
Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.2836% 6/25/2035 (b)(c)
|
16,900
|
1,249
|
|
Fannie Mae Guaranteed REMIC Series 2005-68 Class CZ, 5.5% 8/25/2035
|
1,083,371
|
1,097,023
|
|
Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035
|
51,868
|
53,419
|
|
Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index + 17.2524%, 6.0152% 8/25/2035 (c)(d)
|
345
|
358
|
|
Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035
|
33,280
|
32,679
|
|
Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035
|
7,608
|
7,768
|
|
Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.2436% 11/25/2036 (b)(c)
|
10,129
|
976
|
|
Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.2036% 12/25/2036 (b)(c)
|
6,066
|
606
|
|
Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (e)
|
8,129
|
7,236
|
|
Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (e)
|
13,192
|
11,218
|
|
Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (e)
|
1,615
|
1,316
|
|
Fannie Mae Guaranteed REMIC Series 2006-72 Class CY, 6% 8/25/2026
|
61,181
|
61,260
|
|
Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 2.0036% 5/25/2037 (b)(c)
|
3,398
|
372
|
|
Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index + 39.9331%, 14.0013% 6/25/2037 (c)(d)
|
2,696
|
3,330
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (c)(d)
|
4,068
|
5,060
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (c)(d)
|
881
|
977
|
|
Fannie Mae Guaranteed REMIC Series 2009-59 Class HB, 5% 8/25/2039
|
506,747
|
506,665
|
|
Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040
|
16,987
|
16,238
|
|
Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041
|
136,214
|
133,900
|
|
Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032
|
15,175
|
15,532
|
|
Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041
|
51,960
|
51,461
|
|
Fannie Mae Guaranteed REMIC Series 2011-67 Class AI, 4% 7/25/2026 (b)
|
1,090
|
5
|
|
Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (b)
|
24,133
|
535
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043
|
195,888
|
181,393
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042
|
253,165
|
233,972
|
|
Fannie Mae Guaranteed REMIC Series 2012-27 Class EZ, 4.25% 3/25/2042
|
2,319,862
|
2,221,648
|
|
Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (b)
|
140
|
2
|
|
Fannie Mae Guaranteed REMIC Series 2012-9 Class SH, 6.4355% - U.S. 30-Day Avg. SOFR Index 2.1136% 6/25/2041 (b)(c)
|
357
|
1
|
|
Fannie Mae Guaranteed REMIC Series 2012-93 Class QW, 5% 1/25/2042
|
46,127
|
46,245
|
|
Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (b)
|
1,308
|
4
|
|
Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.6136% 1/25/2044 (b)(c)
|
17,161
|
1,861
|
|
Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (b)
|
88,947
|
12,935
|
|
Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045
|
104,462
|
98,667
|
|
Fannie Mae Guaranteed REMIC Series 2017-1 Class JP, 3.5% 4/25/2045
|
326,760
|
319,691
|
|
Fannie Mae Guaranteed REMIC Series 2017-22 Class JN, 4.5% 4/25/2046
|
744,228
|
733,496
|
|
Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (b)
|
50,724
|
7,268
|
|
Fannie Mae Guaranteed REMIC Series 2017-89 Class KV, 3.5% 8/25/2047
|
1,163,518
|
1,152,408
|
|
Fannie Mae Guaranteed REMIC Series 2018-45 Class GI, 4% 6/25/2048 (b)
|
693,018
|
146,281
|
|
Fannie Mae Guaranteed REMIC Series 2019-52 Class M, 3.5% 3/25/2049
|
121,636
|
118,254
|
|
Fannie Mae Guaranteed REMIC Series 2019-64 Class MJ, 4.5% 6/25/2049
|
1,519,987
|
1,447,883
|
|
Fannie Mae Guaranteed REMIC Series 2019-74 Class LB, 3% 10/25/2049
|
718,401
|
643,980
|
|
Fannie Mae Guaranteed REMIC Series 2021-26 Class HC, 1% 11/25/2049
|
6,651,951
|
5,663,821
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
|
1,182,405
|
967,020
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
|
1,256,558
|
1,027,665
|
|
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
|
1,020,187
|
883,291
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
|
1,635,292
|
1,393,412
|
|
Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048
|
1,623,852
|
1,474,495
|
|
Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052
|
947,939
|
859,257
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
|
12,957,809
|
11,192,937
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
|
1,201,126
|
1,031,172
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049
|
1,446,554
|
1,221,550
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048
|
2,300,965
|
2,089,996
|
|
Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027
|
300
|
305
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (e)
|
131,023
|
109,344
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (e)
|
6,675
|
5,589
|
|
Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (b)
|
13,444
|
535
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-67 Class KZ, 3.25% 9/25/2040
|
9,515,420
|
8,706,305
|
|
Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 6/25/2054 (c)(d)
|
2,947,640
|
2,935,304
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 9/25/2054 (c)(d)
|
1,414,334
|
1,409,959
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 2/25/2055 (c)(d)
|
2,278,108
|
2,273,289
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 9/25/2054 (c)(d)
|
2,307,517
|
2,300,425
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (c)(d)
|
2,952,467
|
2,943,589
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (c)(d)
|
1,238,239
|
1,234,883
|
|
Fannie Mae Series 2010-118 Class PB, 4.5% 10/25/2040
|
1,297,103
|
1,280,014
|
|
Fannie Mae Series 2010-15 Class FJ, U.S. 30-Day Avg. SOFR Index + 1.0445%, 5.3665% 6/25/2036 (c)(d)
|
1,164,496
|
1,172,582
|
|
Fannie Mae Series 2010-39 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0345%, 5.3565% 3/25/2036 (c)(d)
|
840,564
|
846,131
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
287,755
|
271,316
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (b)
|
3,404
|
484
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (b)
|
3,113
|
458
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (b)(c)
|
2,105
|
378
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (b)(c)
|
1,466
|
224
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (b)
|
1,955
|
331
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (b)(c)
|
1,306
|
230
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (b)
|
13,340
|
2,145
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028
|
868
|
881
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028
|
2,547
|
2,587
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4341 Class ML, 3.5% 11/15/2031
|
1,406,989
|
1,365,898
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
155,163
|
150,996
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
950,705
|
818,091
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1997-1929 Class EZ, 7.5% 2/17/2027
|
193
|
193
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
1,263
|
1,287
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029
|
9,566
|
9,756
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
559
|
571
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029
|
1,468
|
1,495
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2145 Class MZ, 6.5% 4/15/2029
|
10,411
|
10,561
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
2,671
|
2,723
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
1,657
|
1,689
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
915
|
926
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031
|
5,274
|
5,400
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
19,670
|
20,159
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2468% 1/15/2032 (c)(d)
|
262
|
262
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (c)(d)
|
369
|
370
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4468% 3/15/2032 (c)(d)
|
355
|
357
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 6/15/2031 (c)(d)
|
573
|
575
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (c)(d)
|
201
|
202
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
2,483
|
2,541
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032
|
3,465
|
3,500
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
6,631
|
6,811
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2526 Class FC, U.S. 30-Day Avg. SOFR Index + 0.5145%, 4.8468% 11/15/2032 (c)(d)
|
3,981
|
3,975
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2530 Class FE, U.S. 30-Day Avg. SOFR Index + 0.7145%, 5.0468% 2/15/2032 (c)(d)
|
7,403
|
7,402
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2587 Class AD, 4.71% 3/15/2033
|
305,585
|
303,157
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2682 Class FB, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 10/15/2033 (c)(d)
|
384,948
|
387,017
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2682 Class LD, 4.5% 10/15/2033
|
91,310
|
91,338
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
14,801
|
14,998
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2711 Class FC, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 2/15/2033 (c)(d)
|
300,810
|
302,482
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2770 Class FH, U.S. 30-Day Avg. SOFR Index + 0.5145%, 4.8468% 3/15/2034 (c)(d)
|
98,963
|
98,202
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
9,265
|
9,443
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class ZG, 5.5% 5/15/2034
|
1,249,137
|
1,265,396
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2877 Class ZD, 5% 10/15/2034
|
1,251,051
|
1,249,807
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
71,350
|
70,632
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
27,984
|
28,647
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class MK, 5.5% 6/15/2035
|
3,075
|
3,118
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
44,965
|
44,311
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2998 Class LY, 5.5% 7/15/2025
|
38
|
38
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
14,867
|
15,145
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3007 Class EW, 5.5% 7/15/2025
|
2,122
|
2,119
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3110 Class OP, 0% 9/15/2035 (e)
|
783
|
772
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.1532% 2/15/2036 (b)(c)
|
4,620
|
416
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (e)
|
15,912
|
13,030
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (e)
|
2,662
|
2,316
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (e)
|
8,620
|
7,144
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (e)
|
9,581
|
7,984
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
14,980
|
15,514
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
61,634
|
62,971
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.2132% 11/15/2036 (b)(c)
|
21,449
|
1,881
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036
|
4,585
|
4,697
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.1332% 6/15/2037 (b)(c)
|
14,306
|
1,594
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.6968% 5/15/2037 (c)(d)
|
16,716
|
16,506
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
145,218
|
145,848
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
69,848
|
70,007
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3843 Class PZ, 5% 4/15/2041
|
2,190,666
|
2,192,891
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3857 Class ZP, 5% 5/15/2041
|
3,521,612
|
3,525,570
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3889 Class DZ, 4% 1/15/2041
|
10,161,404
|
9,655,297
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
10,557
|
10,414
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
190,604
|
177,230
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (b)
|
9
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (b)
|
61
|
0
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (b)
|
35,425
|
1,276
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
30,474
|
30,097
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
126,550
|
120,648
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040
|
4,033,826
|
3,594,667
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class VA, 1% 8/15/2038
|
7,272,464
|
6,878,339
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5122 Class TE, 1.5% 6/25/2051
|
3,749,282
|
3,057,094
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5137 Class TA, 2% 3/25/2039
|
9,401,620
|
8,345,187
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
5,996,541
|
5,138,023
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
1,187,459
|
1,046,870
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
7,919,789
|
6,874,552
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
1,291,741
|
1,107,111
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
1,215,944
|
1,071,110
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
1,397,479
|
1,178,377
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
922,593
|
813,568
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
4,360,601
|
3,871,516
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
988,940
|
873,378
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class JM, 3.5% 9/25/2051
|
5,235,536
|
5,026,890
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052
|
1,827,553
|
1,722,327
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051
|
2,492,146
|
2,345,199
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5224 Class DQ, 3.75% 8/25/2044
|
3,006,153
|
2,893,403
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048
|
1,818,516
|
1,816,834
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044
|
1,230,531
|
1,215,566
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (c)(d)
|
4,054,323
|
4,036,783
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (c)(d)
|
1,137,528
|
1,127,765
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.572% 10/25/2054 (c)(d)
|
2,190,787
|
2,186,681
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (c)(d)
|
1,865,301
|
1,859,891
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
3,094
|
3,150
|
|
Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028
|
1,729
|
1,758
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
462
|
469
|
|
Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (e)
|
4,902
|
4,017
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.7663% 5/20/2060 (c)(d)(f)
|
25,712
|
25,739
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.7334% 8/20/2060 (c)(d)(f)
|
244,059
|
244,296
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.8134% 12/20/2060 (c)(d)(f)
|
134,997
|
135,307
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 12/20/2060 (c)(d)(f)
|
131,237
|
131,708
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 2/20/2061 (c)(d)(f)
|
129,397
|
129,931
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.9234% 2/20/2061 (c)(d)(f)
|
147,380
|
147,970
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 4/20/2061 (c)(d)(f)
|
131,239
|
131,699
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (c)(d)(f)
|
120,292
|
120,818
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (c)(d)(f)
|
121,467
|
121,931
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.9634% 6/20/2061 (c)(d)(f)
|
127,260
|
127,785
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9834% 9/20/2061 (c)(d)(f)
|
645,991
|
648,617
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 10/20/2061 (c)(d)(f)
|
466,671
|
469,093
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 11/20/2061 (c)(d)(f)
|
512,792
|
515,862
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 1/20/2062 (c)(d)(f)
|
276,035
|
277,686
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 1/20/2062 (c)(d)(f)
|
540,144
|
543,317
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 3/20/2062 (c)(d)(f)
|
280,088
|
281,549
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0834% 5/20/2061 (c)(d)(f)
|
18,352
|
18,354
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H01 Class FA, 1.65% 1/20/2063 (f)
|
2
|
1
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H04 Class BA, 1.65% 2/20/2063 (f)
|
343
|
320
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H19 Class FC, CME Term SOFR 1 month Index + 0.6%, 5.0334% 8/20/2063 (c)(d)(f)
|
29,254
|
29,424
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H02 Class FB, CME Term SOFR 1 month Index + 0.65%, 5.0834% 12/20/2063 (c)(d)(f)
|
1,244,129
|
1,252,362
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 1/20/2064 (c)(d)(f)
|
479,631
|
482,253
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 12/20/2063 (c)(d)(f)
|
18,620
|
18,724
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 6/20/2064 (c)(d)(f)
|
38,213
|
38,346
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 4.7134% 5/20/2063 (c)(d)(f)
|
24,868
|
24,746
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (f)
|
520
|
489
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 4.6334% 4/20/2063 (c)(d)(f)
|
22,362
|
22,156
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H30 Class HA, 1.75% 9/20/2062 (c)(f)
|
123,055
|
120,023
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H13 Class FB, 1 year U.S. Treasury Index + 0.5%, 4.59% 5/20/2066 (c)(d)(f)
|
704,772
|
702,425
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.8334% 12/20/2062 (c)(d)(f)
|
33,198
|
33,021
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
287,490
|
258,836
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.44% 8/20/2066 (c)(d)(f)
|
798,133
|
794,181
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2018-H12 Class HA, 3.25% 8/20/2068 (f)
|
668,053
|
648,048
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-22 Class AZ, 5.5% 4/20/2034
|
893,287
|
902,051
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
22,988
|
22,801
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.0569% 5/16/2034 (b)(c)
|
4,646
|
301
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 2.7569% 8/17/2034 (b)(c)
|
4,659
|
405
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.2469% 6/16/2037 (b)(c)
|
8,705
|
852
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-59 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9389% 7/20/2037 (c)(d)
|
66,327
|
66,109
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-2 Class FD, CME Term SOFR 1 month Index + 0.5945%, 4.9189% 1/20/2038 (c)(d)
|
66,883
|
66,589
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-73 Class FA, CME Term SOFR 1 month Index + 0.9745%, 5.2989% 8/20/2038 (c)(d)
|
441,442
|
445,961
|
|
Ginnie Mae REMIC pass-thru certificates Series 2008-83 Class FB, CME Term SOFR 1 month Index + 1.0145%, 5.3389% 9/20/2038 (c)(d)
|
335,262
|
339,059
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-108 Class CF, CME Term SOFR 1 month Index + 0.7145%, 5.0432% 11/16/2039 (c)(d)
|
354,792
|
354,312
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-116 Class KF, CME Term SOFR 1 month Index + 0.6445%, 4.9732% 12/16/2039 (c)(d)
|
54,381
|
54,196
|
|
Ginnie Mae REMIC pass-thru certificates Series 2009-118 Class XZ, 5% 12/20/2039
|
7,840,039
|
7,986,824
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040
|
14,993
|
14,202
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
201,241
|
194,829
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-169 Class Z, 4.5% 12/20/2040
|
4,403,799
|
4,213,666
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
44,357
|
42,902
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-31 Class BP, 5% 3/20/2040
|
3,354,179
|
3,391,896
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9863% 3/20/2060 (c)(d)(f)
|
29,974
|
30,123
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (b)
|
16,464
|
708
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-68 Class EC, 3.5% 4/20/2041
|
30,788
|
30,131
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-69 Class GX, 4.5% 5/16/2040
|
835,537
|
832,697
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.6611% 7/20/2041 (b)(c)
|
18,442
|
1,754
|
|
Ginnie Mae REMIC pass-thru certificates Series 2012-98 Class FA, CME Term SOFR 1 month Index + 0.5145%, 4.8389% 8/20/2042 (c)(d)
|
73,060
|
71,724
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
81,878
|
80,274
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
|
393,167
|
352,302
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
|
148,461
|
136,579
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
|
251,540
|
223,755
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
|
201,100
|
180,541
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
77,725
|
70,833
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
2,968,040
|
2,609,009
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047
|
211,664
|
188,738
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047
|
172,537
|
154,445
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
|
215,473
|
198,158
|
|
Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047
|
194,097
|
179,636
|
|
TOTAL UNITED STATES
|
186,675,240
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $188,678,385)
|
186,675,240
|
||
Commercial Mortgage Securities - 14.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 14.0%
|
|||
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K049 Class A2, 3.01% 7/25/2025
|
8,148,259
|
8,123,381
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K050 Class A2, 3.334% 8/25/2025 (c)
|
12,706,738
|
12,655,077
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K051 Class A2, 3.308% 9/25/2025
|
11,116,044
|
11,059,023
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K052 Class A2, 3.151% 11/25/2025
|
15,350,121
|
15,244,209
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K053 Class A2, 2.995% 12/25/2025
|
16,716,518
|
16,560,834
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K055 Class A2, 2.673% 3/25/2026
|
2,975,889
|
2,932,026
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K056 Class A2, 2.525% 5/25/2026
|
29,333,483
|
28,820,230
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026
|
8,573,632
|
8,413,141
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K058 Class A2, 2.653% 8/25/2026
|
15,475,000
|
15,149,740
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K059 Class A2, 3.12% 9/25/2026 (c)
|
22,200,000
|
21,833,438
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K060 Class A2, 3.3% 10/25/2026
|
18,000,000
|
17,718,586
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K061 Class A2, 3.347% 11/25/2026
|
27,690,842
|
27,284,380
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K063 Class A2, 3.43% 1/25/2027
|
1,700,000
|
1,675,147
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K065 Class A2, 3.243% 4/25/2027
|
9,000,000
|
8,826,559
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K733 Class A2, 3.75% 8/25/2025
|
15,579,119
|
15,521,227
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K734 Class A2, 3.208% 2/25/2026
|
10,672,622
|
10,583,272
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026
|
6,031,499
|
5,943,011
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K736 Class A2, 2.282% 7/25/2026
|
6,882,741
|
6,729,510
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K523 Class AS, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.9007% 4/25/2029 (c)(d)
|
12,494,416
|
12,467,977
|
|
TOTAL UNITED STATES
|
247,540,768
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $247,250,401)
|
247,540,768
|
||
U.S. Government Agency - Mortgage Securities - 34.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 34.9%
|
|||
Fannie Mae 2% 2/1/2052
|
1,366,493
|
1,082,513
|
|
Fannie Mae 3.5% 12/1/2036
|
32,131
|
30,658
|
|
Fannie Mae 3.5% 5/1/2036
|
24,690
|
23,886
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.365%, 6.999% 10/1/2035 (c)(d)
|
5,087
|
5,189
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (c)(d)
|
1,171
|
1,204
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 6.71% 1/1/2035 (c)(d)
|
2,224
|
2,284
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 7.48% 7/1/2034 (c)(d)
|
5,944
|
6,051
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.552%, 6.512% 2/1/2044 (c)(d)
|
18,804
|
19,369
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 7.428% 6/1/2036 (c)(d)
|
6,460
|
6,607
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.44% 3/1/2037 (c)(d)
|
72,831
|
75,128
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.566%, 6.513% 2/1/2044 (c)(d)
|
50,400
|
51,924
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.577%, 6.543% 4/1/2044 (c)(d)
|
93,097
|
96,079
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.58%, 6.42% 1/1/2044 (c)(d)
|
48,761
|
50,234
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.58%, 6.455% 4/1/2044 (c)(d)
|
36,295
|
37,407
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.596%, 6.596% 3/1/2036 (c)(d)
|
43,732
|
45,105
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 7.065% 9/1/2036 (c)(d)
|
280
|
288
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.634%, 6.905% 11/1/2036 (c)(d)
|
8,514
|
8,746
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.65%, 7.379% 5/1/2035 (c)(d)
|
2,099
|
2,152
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.709% 3/1/2033 (c)(d)
|
4,393
|
4,509
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.683%, 6.89% 5/1/2036 (c)(d)
|
10,830
|
11,150
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.698%, 6.822% 7/1/2043 (c)(d)
|
16,708
|
17,347
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 7.109% 6/1/2042 (c)(d)
|
31,840
|
33,060
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.73%, 6.752% 3/1/2040 (c)(d)
|
117,077
|
121,334
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.947% 7/1/2035 (c)(d)
|
15,311
|
15,740
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.5% 8/1/2041 (c)(d)
|
3,913
|
4,063
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.772%, 6.555% 2/1/2037 (c)(d)
|
21,487
|
22,151
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.635% 1/1/2042 (c)(d)
|
122,091
|
127,082
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 7.622% 7/1/2041 (c)(d)
|
7,799
|
8,100
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.807%, 7.12% 12/1/2040 (c)(d)
|
52,799
|
54,961
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.685% 12/1/2039 (c)(d)
|
799
|
829
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.713% 2/1/2042 (c)(d)
|
53,194
|
55,415
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.318% 9/1/2041 (c)(d)
|
14,427
|
15,019
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.631% 7/1/2041 (c)(d)
|
17,399
|
18,088
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.825%, 6.726% 2/1/2035 (c)(d)
|
3,117
|
3,215
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 7.004% 10/1/2041 (c)(d)
|
4,584
|
4,720
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.854%, 6.753% 4/1/2036 (c)(d)
|
16,638
|
17,203
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.89%, 6.54% 8/1/2035 (c)(d)
|
9,619
|
9,858
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.954%, 7.704% 7/1/2037 (c)(d)
|
3,462
|
3,593
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.147%, 6.98% 7/1/2036 (c)(d)
|
1,641
|
1,668
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (c)(d)
|
9,834
|
10,060
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.913% 6/1/2036 (c)(d)
|
1,701
|
1,739
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.279%, 7.241% 10/1/2033 (c)(d)
|
13,717
|
14,003
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 7.296% 7/1/2034 (c)(d)
|
1,558
|
1,590
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
1,607,721
|
1,326,425
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
1,571,715
|
1,298,891
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
1,599,563
|
1,320,780
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040
|
343,180
|
293,078
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
18,077
|
15,253
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
516,359
|
410,504
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
3,644,792
|
3,074,944
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
363,450
|
286,102
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
15,221
|
12,953
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
568,650
|
553,818
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
16,220
|
13,772
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052
|
795,373
|
628,590
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041
|
1,028,772
|
873,564
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
4,970,949
|
3,891,300
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
407,456
|
347,910
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
720,205
|
568,959
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
11,986,521
|
10,929,151
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2035
|
9,364,147
|
8,538,105
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
299,650
|
255,631
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
17,786
|
15,065
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
386,520
|
304,383
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
240,161
|
189,876
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
3,292,285
|
2,583,401
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
138,714
|
109,106
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
73,884
|
58,345
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
1,200,691
|
1,148,987
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
94,339
|
82,197
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
28,001
|
24,319
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
8,003
|
6,966
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2043
|
7,376
|
6,418
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
34,735
|
33,284
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
10,573
|
10,127
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
1,898,771
|
1,666,262
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
628,521
|
551,582
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
569,899
|
500,317
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,665,374
|
1,370,539
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
1,291,250
|
1,062,650
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
115,157
|
107,653
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
80,057
|
74,666
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2042
|
1,422,359
|
1,248,520
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043
|
54,385
|
47,295
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035
|
1,264,799
|
1,179,620
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043
|
5,712
|
4,964
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
669,692
|
609,188
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042
|
596,597
|
521,756
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
42,305
|
36,771
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
11,109
|
9,639
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043
|
6,998
|
6,098
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
35,160
|
33,766
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
350,219
|
306,409
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
139,251
|
121,904
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
2,670,175
|
2,214,141
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050
|
5,485,284
|
4,546,749
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
84,460
|
81,005
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
47,855
|
45,937
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2028
|
1,589
|
1,563
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
1,072,394
|
1,020,580
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
392,429
|
373,468
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035
|
140,545
|
134,106
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2037
|
148,839
|
139,307
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040
|
6,766
|
6,149
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
140,424
|
126,654
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
29,297
|
26,383
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
19,367
|
17,551
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
16,583
|
14,933
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
15,254
|
13,769
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
14,417
|
12,996
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
12,504
|
11,239
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
10,498
|
9,440
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
7,952
|
7,219
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
6,984
|
6,348
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045
|
13,406
|
12,162
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
61,371
|
52,560
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2040
|
3,248,642
|
2,955,319
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
12,560
|
11,312
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
54,955
|
48,259
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
9,443,053
|
8,122,705
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
102,214
|
95,860
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036
|
17,063
|
16,002
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2039
|
51,057
|
46,479
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
69,867
|
63,077
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
10,360
|
9,335
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
8,799
|
7,954
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
6,279
|
5,637
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
5,128,223
|
4,407,978
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
2,195,247
|
1,891,047
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
136,522
|
132,284
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
219,787
|
209,168
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
156,329
|
149,167
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034
|
62,520
|
59,558
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
37,832
|
34,199
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
16,229
|
14,631
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
9,319
|
8,402
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,624
|
6,877
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,608
|
6,852
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
7,142
|
6,442
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
6,685
|
6,002
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
6,500
|
5,866
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
6,383
|
5,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
955,383
|
822,993
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
41,648
|
35,786
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
141,456
|
131,955
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037
|
79,792
|
74,433
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
101,708
|
91,534
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
78,026
|
70,253
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
58,451
|
52,711
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
46,597
|
41,992
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
37,387
|
33,662
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
22,851
|
20,632
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
19,397
|
17,461
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
17,653
|
15,849
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
11,087
|
10,032
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
9,284
|
8,375
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
9,201
|
8,225
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
6,399
|
5,745
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
632,624
|
547,827
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
3,653,166
|
3,137,805
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
2,467,098
|
2,119,059
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
198,302
|
184,983
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037
|
191,185
|
178,344
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
31,912
|
28,787
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
8,411
|
7,580
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
6,650
|
5,985
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
21,610
|
19,309
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
8,606
|
7,606
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
745,249
|
641,629
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050
|
172,468
|
149,350
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
20,581
|
18,545
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046
|
93,926
|
82,892
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
441,320
|
382,165
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050
|
80,763
|
69,534
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
103,559
|
93,106
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
85,525
|
77,025
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
12,063
|
10,856
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
7,699
|
6,927
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
7,055
|
6,342
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
6,374
|
5,730
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
13,122
|
11,643
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050
|
161,007
|
139,425
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2044
|
81,448
|
73,314
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2040
|
110,222
|
100,166
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
19,228
|
17,387
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
5,467
|
4,924
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
168,850
|
151,449
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
832,392
|
733,303
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
5,044,317
|
4,363,442
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
1,056,747
|
914,109
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
48,382
|
43,437
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
24,209
|
21,715
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
29,435
|
25,949
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
24,140
|
21,281
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
8,861
|
7,812
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046
|
363,549
|
319,476
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
1,315,485
|
1,135,045
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2041
|
1,222,958
|
1,100,688
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
65,698
|
59,184
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
11,627
|
10,438
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
8,553
|
7,668
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
862,314
|
757,238
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046
|
301,301
|
264,775
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049
|
43,384
|
37,474
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 8/1/2042
|
13,942
|
12,791
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 9/1/2042
|
9,082
|
8,358
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042
|
17,119
|
15,870
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
53,698
|
49,675
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
8,403
|
7,787
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
441,524
|
400,321
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
137,691
|
122,948
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
133,963
|
123,977
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
44,348
|
41,027
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
30,566
|
28,487
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
11,869
|
10,981
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
7,133
|
6,606
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
3,375
|
3,141
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
57,412
|
52,162
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
14,263
|
13,179
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
8,358
|
7,717
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
7,834
|
7,220
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
8,609
|
7,868
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
987,553
|
880,889
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
81,343
|
72,634
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
10,330
|
9,575
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
3,753,339
|
3,465,923
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
144,764
|
131,254
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
66,531
|
60,322
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
119,788
|
108,160
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2051
|
98,902
|
88,313
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
25,931
|
23,894
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
5,544
|
5,129
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2051
|
3,302,159
|
2,952,720
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052 (i)
|
27,564,752
|
24,525,499
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
27,186
|
25,041
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
26,361
|
24,343
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
4,766,486
|
4,256,132
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
9,511
|
8,808
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
61,130
|
56,385
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
46,362
|
42,715
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
10,052
|
9,273
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
6,162
|
5,689
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
101,188
|
92,030
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2051
|
951,253
|
849,995
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2038
|
15,843
|
14,974
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
82,675
|
76,200
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
52,092
|
48,028
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
1,952
|
1,790
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
410,836
|
373,652
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2050
|
58,165
|
51,901
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051
|
404,788
|
361,699
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
66,153
|
61,256
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
53,186
|
49,044
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048
|
566,538
|
513,314
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042
|
4,655
|
4,305
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043
|
6,143
|
5,646
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
232,135
|
210,690
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
143,963
|
130,664
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
46,198
|
42,801
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
17,832
|
16,556
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
7,616
|
7,035
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
65,255
|
60,493
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
10,388
|
9,605
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
70,889
|
64,340
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
31,268
|
28,918
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
27,545
|
25,506
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
15,588
|
14,432
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
11,540
|
10,666
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
8,764
|
8,154
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
7,729
|
7,177
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
4,935
|
4,562
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
2,455
|
2,282
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
495,468
|
450,624
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
47,822
|
42,732
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
97,189
|
92,733
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
9,800
|
9,335
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
3,800
|
3,622
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
3,415
|
3,261
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
145,383
|
138,653
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
10,610
|
10,096
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
21,559
|
20,501
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049
|
10,144
|
9,436
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
25,437
|
24,307
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
12,697
|
12,069
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
5,720
|
5,479
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
4,602
|
4,393
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
3,429
|
3,277
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
125,959
|
119,950
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
83,285
|
79,296
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
4,844
|
4,600
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
35,212
|
33,498
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
13,995
|
13,162
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
105,802
|
99,304
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
149,774
|
142,933
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
27,598
|
26,392
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
18,835
|
18,030
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
16,782
|
15,984
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
15,793
|
15,020
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
14,902
|
14,204
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
14,444
|
13,787
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
14,385
|
13,746
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
12,995
|
12,393
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
12,136
|
11,535
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
11,400
|
10,871
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
10,460
|
9,950
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
9,737
|
9,291
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
7,583
|
7,222
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
7,043
|
6,692
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
6,368
|
6,097
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
6,299
|
6,003
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
4,932
|
4,687
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
4,341
|
4,176
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
3,334
|
3,182
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
1,325
|
1,265
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
75,194
|
71,628
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
40,989
|
39,035
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
35,242
|
33,524
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045
|
51,842
|
48,528
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048
|
52,559
|
48,887
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
38,182
|
36,386
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
1,994
|
1,897
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
1,051
|
993
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
14,790
|
14,063
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
12,075
|
11,504
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
2,582
|
2,459
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042
|
7,423
|
7,061
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
10,199
|
9,611
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
18,967
|
17,743
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
80,595
|
76,913
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
12,158
|
11,592
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
4,281
|
4,082
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
105,024
|
99,824
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
6,442
|
6,142
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
6,056
|
5,744
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
2,856
|
2,734
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046
|
88,283
|
82,585
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047
|
25,739
|
24,142
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048
|
46,597
|
43,429
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049
|
143,858
|
133,673
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036
|
2,694
|
2,602
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
14,158
|
13,505
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
5,017
|
4,785
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
4,583
|
4,353
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
2,604
|
2,482
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
1,816
|
1,734
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
40,692
|
38,640
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
5,975
|
5,690
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
5,341
|
5,082
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
3,946
|
3,737
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
12,241
|
11,515
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
160,030
|
150,450
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
9,885
|
9,260
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048
|
50,834
|
47,378
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
34,764
|
33,068
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
25,533
|
24,290
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
12,058
|
11,472
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
6,711
|
6,373
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
4,971
|
4,718
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
3,992
|
3,791
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044
|
13,290
|
12,574
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
11,503
|
10,825
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
30,160
|
28,195
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
147,048
|
137,556
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049
|
29,871
|
27,737
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047
|
157,330
|
147,175
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
15,561
|
14,846
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045
|
26,139
|
24,525
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046
|
163,109
|
152,784
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043
|
2,932
|
2,772
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
151,519
|
142,306
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
792,319
|
739,196
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
138,288
|
129,362
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
83,211
|
77,840
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
9,258
|
8,755
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
2,386
|
2,255
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
26,873
|
25,156
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
25,004
|
23,405
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
16,273
|
15,233
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047
|
366,717
|
342,129
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
87,887
|
83,834
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
16,201
|
15,424
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
4,472
|
4,259
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
2,572
|
2,450
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
5,343
|
5,083
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
2,752
|
2,610
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
1,387
|
1,328
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
651
|
620
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
176,926
|
166,059
|
|
Fannie Mae Mortgage pass-thru certificates 4.25% 11/1/2041
|
4,667
|
4,506
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044
|
1,682
|
1,646
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
40,662
|
38,957
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
5,654
|
5,417
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049
|
4,831
|
4,623
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
2,730
|
2,684
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040
|
2,923
|
2,875
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
118,810
|
115,202
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
17,210
|
16,499
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2025
|
988
|
985
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
4,268
|
4,195
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
1,436
|
1,413
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
12,045
|
11,843
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
316,678
|
311,242
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
9,653
|
9,459
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
15,463
|
14,993
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
2,547
|
2,470
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045
|
29,149
|
28,637
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
5,197
|
4,991
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033
|
5,714
|
5,660
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038
|
1,862
|
1,845
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039
|
23,935
|
23,561
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
4,704
|
4,628
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
4,647
|
4,565
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
1,208
|
1,186
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041
|
26,257
|
25,769
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
2,239
|
2,167
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
16,933
|
16,276
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048
|
76,083
|
73,036
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
27,305
|
26,527
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
167,959
|
165,137
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
26,206
|
25,108
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
20,697
|
19,829
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
12,924
|
12,366
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
41,023
|
40,200
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
9,413
|
9,318
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044
|
2,355
|
2,288
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045
|
15,493
|
14,998
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
139,510
|
137,202
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
10,720
|
10,341
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
12,109
|
11,628
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
2,982
|
2,864
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
23,735
|
22,740
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
4,636
|
4,440
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
167,197
|
165,489
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
48,875
|
48,389
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
28,664
|
28,386
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
770
|
758
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
9,733
|
9,456
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
4,479
|
4,351
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045
|
8,919
|
8,634
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
16,440
|
15,787
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
12,284
|
11,785
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
9,346
|
8,975
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
3,975
|
3,817
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
3,333
|
3,201
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
16,301
|
15,612
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
12,814
|
12,305
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
21,898
|
21,459
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
44,466
|
43,992
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
40,504
|
39,350
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
190,750
|
183,169
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
6,410
|
6,155
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
3,418
|
3,277
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
2,402
|
2,310
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2026
|
327
|
326
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
454
|
450
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
261
|
259
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
31,931
|
31,435
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
5,047
|
4,970
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045
|
6,309
|
6,107
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
153,283
|
147,144
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
27,121
|
26,009
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
7,552
|
7,483
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
3,151
|
3,121
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
2,907
|
2,880
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
2,229
|
2,208
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
2,077
|
2,056
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
1,305
|
1,293
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
523
|
518
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
485
|
480
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
359
|
356
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2037
|
1,080
|
1,072
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
57,859
|
56,771
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
7,313
|
7,244
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
3,407
|
3,375
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
3,268
|
3,237
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
2,682
|
2,657
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
1,494
|
1,480
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
1,169
|
1,157
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
16,089
|
15,912
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
8,256
|
8,173
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
67,610
|
66,467
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043
|
8,744
|
8,591
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
29,065
|
27,874
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
6,093
|
5,842
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2029
|
460
|
462
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041
|
32,530
|
32,694
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
5,116,540
|
5,012,008
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044
|
46,700
|
46,953
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
5,353,218
|
5,258,907
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
2,125,653
|
2,082,226
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
1,321,029
|
1,293,628
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
1,412,314
|
1,383,019
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
150,178
|
150,993
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
25,415
|
25,558
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049
|
219,478
|
217,103
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041
|
1,519
|
1,526
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
3,045
|
3,043
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2052
|
2,722,670
|
2,677,255
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
125,755
|
126,433
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
54,076
|
54,367
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
3,719
|
3,738
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2052
|
984,492
|
968,071
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
7,857
|
7,898
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035
|
53,191
|
53,493
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041
|
589
|
592
|
|
Fannie Mae Mortgage pass-thru certificates 5.297% 8/1/2041 (c)
|
40,207
|
40,344
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054
|
864,380
|
858,150
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2025
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.475%, 6.155% 10/1/2033 (c)(d)
|
12,446
|
12,617
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 6.38% 1/1/2035 (c)(d)
|
362
|
368
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 6.316% 2/1/2033 (c)(d)
|
10,445
|
10,585
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.369% 12/1/2034 (c)(d)
|
13,029
|
13,241
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.41% 3/1/2035 (c)(d)
|
10,973
|
11,158
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.184% 9/1/2033 (c)(d)
|
19,141
|
19,432
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.195% 10/1/2033 (c)(d)
|
5,745
|
5,833
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.369% 7/1/2035 (c)(d)
|
6,681
|
6,803
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 6.585% 9/1/2035 (c)(d)
|
317
|
326
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2034
|
85,686
|
88,941
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2035
|
174,159
|
181,691
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
652
|
681
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
138
|
144
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
13,128
|
13,755
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
12,249
|
12,851
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
9,469
|
9,849
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
4,796
|
4,991
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
771
|
806
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
12,123
|
12,685
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2034
|
110,199
|
114,658
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
22,213
|
23,090
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
4,046
|
4,215
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
1,627
|
1,692
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
308
|
323
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053
|
1,124,104
|
1,142,706
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038
|
4,745
|
4,976
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034
|
6,364
|
6,603
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034
|
6,159
|
6,391
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036
|
6,854
|
7,119
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
4,400
|
4,617
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039
|
403
|
423
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
574,604
|
581,570
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035
|
221,101
|
229,956
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
292
|
305
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037
|
750
|
784
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
15,293
|
16,034
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
2,918,373
|
2,983,165
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
2,523
|
2,624
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
354,049
|
368,478
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
7,586
|
7,923
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
6,175,999
|
6,304,913
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
4,507,842
|
4,596,301
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
1,915,648
|
1,938,872
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
2,102
|
2,194
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
963
|
1,004
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
708
|
738
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
2,061
|
2,163
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
28,055
|
29,427
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053
|
2,235,515
|
2,282,178
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2034
|
146,594
|
152,331
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
1,262
|
1,314
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
594
|
619
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
345
|
360
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
301
|
314
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
34,266
|
35,569
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029
|
677
|
692
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
6,968
|
7,269
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
1,110
|
1,163
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053
|
260,133
|
265,238
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
8,290
|
8,615
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
84,120
|
87,632
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
925,059
|
950,736
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
619,527
|
636,868
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
23,430
|
24,346
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
4,656
|
4,836
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
9,694
|
10,115
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
509
|
537
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
71,256
|
74,199
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
56,015
|
58,304
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
13,339
|
13,895
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
4,007,749
|
4,155,625
|
|
Fannie Mae Mortgage pass-thru certificates 6.763% 2/1/2039 (c)
|
14,824
|
15,311
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
105
|
106
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
14
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
175
|
182
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025
|
1
|
0
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
83
|
83
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
64
|
66
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
22
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
17
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
40
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2026
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
12
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
18
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029
|
136
|
142
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
59
|
59
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
184
|
192
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
62
|
65
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
36
|
37
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
26
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
145
|
152
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
74
|
77
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2031
|
96
|
100
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026
|
4
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
841
|
884
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026
|
38
|
38
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
73
|
77
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
524
|
547
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
1,225
|
1,278
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
80
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
229
|
239
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029
|
150
|
157
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
688
|
727
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
322
|
335
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
145
|
151
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
139
|
147
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026
|
15
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
239
|
249
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
109
|
113
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
108
|
114
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
100
|
105
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
149
|
150
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
101
|
105
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
77
|
80
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
26
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
1,393
|
1,471
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
148
|
149
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
1
|
0
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
18
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
71
|
75
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
42
|
43
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030
|
198
|
206
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
328
|
343
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
34
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
28
|
29
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
90
|
91
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
1,712
|
1,758
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
98
|
100
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
48
|
49
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
35
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
34
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
3
|
3
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
7
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
234
|
245
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
32
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026
|
1
|
0
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
44
|
45
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
27
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
18
|
18
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
5
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
30
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
78
|
82
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
58
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029
|
26
|
27
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030
|
128
|
135
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
38
|
38
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
102
|
106
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2026
|
39
|
39
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
134
|
136
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
42
|
43
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2026
|
6
|
6
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028
|
29
|
30
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
106
|
108
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
9
|
9
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026
|
34
|
34
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
46
|
46
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
64
|
66
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
22
|
22
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
19
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
15
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
1,290
|
1,322
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
32
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
92
|
95
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
956,065
|
789,414
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
18,423
|
15,546
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
739,677
|
623,826
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
6,563,475
|
5,142,045
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
5,916,575
|
4,698,106
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
970,027
|
828,479
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
1,956,506
|
1,531,569
|
|
Freddie Mac Gold Pool 2% 4/1/2041
|
17,105
|
14,504
|
|
Freddie Mac Gold Pool 2% 4/1/2052
|
3,239,530
|
2,546,055
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
152,951
|
120,830
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
9,796,438
|
7,693,224
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
1,250,621
|
988,767
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
17,656
|
14,928
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
91,857
|
72,538
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
2,258,969
|
1,857,633
|
|
Freddie Mac Gold Pool 2.5% 10/1/2031
|
46,899
|
45,031
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
1,006,803
|
963,843
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
10,173
|
9,703
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
11,016,687
|
9,676,857
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
1,415,603
|
1,173,392
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
1,097,596
|
903,279
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
2,098,211
|
1,841,857
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
1,642,266
|
1,364,353
|
|
Freddie Mac Gold Pool 2.5% 3/1/2033
|
68,196
|
64,985
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
29,578
|
28,145
|
|
Freddie Mac Gold Pool 2.5% 5/1/2033
|
7,899
|
7,515
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
4,491,610
|
3,969,426
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
30,642
|
29,463
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
27,747
|
26,642
|
|
Freddie Mac Gold Pool 2.5% 7/1/2031
|
48,102
|
46,208
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
1,450,352
|
1,202,196
|
|
Freddie Mac Gold Pool 2.5% 7/1/2050
|
172,864
|
143,827
|
|
Freddie Mac Gold Pool 2.5% 7/1/2051
|
1,839,889
|
1,521,633
|
|
Freddie Mac Gold Pool 2.5% 8/1/2031
|
81,174
|
77,905
|
|
Freddie Mac Gold Pool 2.5% 8/1/2032
|
7,134
|
6,813
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
11,829
|
10,582
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
10,145
|
9,156
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
58,655
|
50,234
|
|
Freddie Mac Gold Pool 3% 10/1/2042
|
4,897
|
4,401
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
692,441
|
594,973
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
7,806
|
7,543
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
181,127
|
163,654
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
16,080
|
14,526
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
5,826
|
5,270
|
|
Freddie Mac Gold Pool 3% 12/1/2046
|
380,679
|
334,730
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
35,851
|
31,113
|
|
Freddie Mac Gold Pool 3% 12/1/2051
|
431,901
|
370,567
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
52,446
|
48,983
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
12,498
|
11,343
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
8,775
|
7,911
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
5,847
|
5,283
|
|
Freddie Mac Gold Pool 3% 2/1/2050
|
959,256
|
830,676
|
|
Freddie Mac Gold Pool 3% 3/1/2043
|
7,708
|
6,959
|
|
Freddie Mac Gold Pool 3% 3/1/2048
|
6,358
|
5,533
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
1,877,789
|
1,612,591
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
71,639
|
68,614
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
18,795
|
16,580
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
15,630
|
13,787
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
327,593
|
283,682
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
8,132
|
7,215
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
290,306
|
256,082
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
45,177
|
39,851
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
26,377
|
25,619
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
9,597
|
9,321
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
5,612
|
5,444
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
3,816
|
3,712
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
286,180
|
252,442
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
157,320
|
136,528
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
7,065
|
6,839
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
18,524
|
16,375
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
7,435
|
6,614
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
8,078
|
7,822
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
5,522
|
5,344
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
5,018
|
4,436
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
731,747
|
628,747
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
35,477
|
32,242
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
11,924
|
10,870
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
13,435
|
12,302
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
8,261
|
7,654
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
28,091
|
25,705
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
4,854
|
4,425
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
53,473
|
48,664
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
17,596
|
15,926
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
46,261
|
44,982
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
27,355
|
25,031
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
65,976
|
59,898
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
74,763
|
67,572
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
494,846
|
481,335
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
37,245
|
34,584
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
15,172
|
14,177
|
|
Freddie Mac Gold Pool 3.5% 2/1/2045
|
4,443
|
4,099
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
227,949
|
206,023
|
|
Freddie Mac Gold Pool 3.5% 2/1/2048
|
40,349
|
36,468
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
299,547
|
292,605
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
99,640
|
91,332
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
25,255
|
23,190
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
19,002
|
17,456
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
8,251
|
7,599
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
365,412
|
333,690
|
|
Freddie Mac Gold Pool 3.5% 3/1/2048
|
90,177
|
81,503
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
33,309
|
31,081
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
327,766
|
305,092
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
45,625
|
42,190
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
19,864
|
18,393
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
83,174
|
75,590
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
70,139
|
63,875
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
7,665
|
6,981
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
54,605
|
52,948
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
68,659
|
64,122
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
11,404
|
10,638
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
162,953
|
149,128
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
11,106
|
10,163
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
6,786
|
6,186
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
3,074
|
2,803
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
716,657
|
654,442
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
212,932
|
207,862
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
59,612
|
54,586
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
345,643
|
315,096
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
196,290
|
178,574
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
31,414
|
28,874
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
19,088
|
17,431
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
864,141
|
843,581
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
8,575
|
7,852
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
997,503
|
923,841
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
9,146
|
8,312
|
|
Freddie Mac Gold Pool 3.5% 7/1/2051
|
2,333,663
|
2,083,795
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
91,295
|
88,480
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
38,963
|
35,678
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
29,352
|
26,703
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
1,263,458
|
1,168,576
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
875,106
|
797,768
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
93,908
|
85,257
|
|
Freddie Mac Gold Pool 4% 1/1/2036
|
157,474
|
152,711
|
|
Freddie Mac Gold Pool 4% 1/1/2039
|
16,932
|
16,171
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
12,021
|
11,487
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
6,030
|
5,784
|
|
Freddie Mac Gold Pool 4% 1/1/2043
|
3,504
|
3,319
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
8,776
|
8,288
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
94,733
|
90,273
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
11,349
|
10,823
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
8,815
|
8,411
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
4,537
|
4,313
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
2,699
|
2,594
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
1,840
|
1,743
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
23,188
|
21,955
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
10,542
|
9,957
|
|
Freddie Mac Gold Pool 4% 10/1/2044
|
15,316
|
14,435
|
|
Freddie Mac Gold Pool 4% 10/1/2045
|
5,822
|
5,457
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
16,072
|
15,297
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
3,806
|
3,646
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
198,766
|
189,593
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
176,840
|
168,381
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
19,436
|
18,478
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
16,671
|
15,815
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
10,465
|
9,947
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
6,890
|
6,529
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
709
|
688
|
|
Freddie Mac Gold Pool 4% 11/1/2047
|
117,633
|
109,889
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
2,944
|
2,821
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
8,807
|
8,355
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
4,780
|
4,562
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
192,935
|
180,234
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
31,314
|
29,933
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
1,769
|
1,686
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
43,268
|
41,154
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
6,642
|
6,339
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
15,673
|
14,861
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
11,932
|
11,305
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
10,020
|
9,495
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
5,136
|
4,861
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
9,341
|
8,840
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
5,617
|
5,299
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
133,152
|
125,880
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
48,821
|
46,147
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
126,918
|
118,443
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
10,970
|
10,268
|
|
Freddie Mac Gold Pool 4% 2/1/2050
|
29,146
|
27,028
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
8,100
|
7,729
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
7,907
|
7,519
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
6,222
|
5,928
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
3,155
|
2,987
|
|
Freddie Mac Gold Pool 4% 3/1/2044
|
12,495
|
11,802
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
107,565
|
102,290
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
83,184
|
79,233
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
3,605
|
3,419
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
3,326
|
3,185
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
2,875
|
2,730
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
2,637
|
2,523
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
159,986
|
152,048
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
8,343
|
7,926
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
46,290
|
43,416
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
43,338
|
40,444
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
36,235
|
33,781
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
19,560
|
18,236
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
7,833
|
7,303
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
2,140
|
1,995
|
|
Freddie Mac Gold Pool 4% 5/1/2038
|
215,375
|
206,371
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
13,901
|
13,267
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
10,185
|
9,643
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
3,825
|
3,618
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
64,697
|
61,696
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
16,193
|
15,232
|
|
Freddie Mac Gold Pool 4% 5/1/2048
|
265,338
|
248,202
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
8,622
|
8,262
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
6,395
|
6,128
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
4,063
|
3,868
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
9,423
|
8,988
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
10,719
|
10,094
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
741,237
|
694,293
|
|
Freddie Mac Gold Pool 4% 6/1/2047
|
52,514
|
49,286
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
166,887
|
158,453
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
21,399
|
20,259
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
19,371
|
18,393
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
9,205
|
8,738
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
8,657
|
8,184
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
6,944
|
6,567
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
5,274
|
4,985
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
2,307
|
2,181
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
13,074
|
12,479
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
34,218
|
32,222
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
48,755
|
46,716
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
34,651
|
33,203
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
10,200
|
9,654
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
7,995
|
7,620
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
6,894
|
6,570
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
2,508
|
2,384
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
11,671
|
11,133
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
4,263
|
4,066
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
3,875
|
3,688
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
68,190
|
64,863
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
12,278
|
11,737
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
16,263
|
15,418
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
14,572
|
13,806
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
14,117
|
13,390
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
12,238
|
11,578
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
11,928
|
11,274
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
8,369
|
7,933
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
5,037
|
4,757
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
2,232
|
2,125
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
10,771
|
10,182
|
|
Freddie Mac Gold Pool 4.5% 1/1/2040
|
4,064
|
4,006
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
4,167
|
4,104
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
2,452
|
2,418
|
|
Freddie Mac Gold Pool 4.5% 1/1/2042
|
119,559
|
117,680
|
|
Freddie Mac Gold Pool 4.5% 1/1/2045
|
4,226
|
4,096
|
|
Freddie Mac Gold Pool 4.5% 1/1/2047
|
8,424
|
8,108
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
23,753
|
23,410
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
5,443
|
5,362
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
2,232
|
2,200
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
11,037
|
10,864
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
6,726
|
6,610
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
29,180
|
28,667
|
|
Freddie Mac Gold Pool 4.5% 10/1/2043
|
6,154
|
6,017
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
156,815
|
151,220
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
23,011
|
22,046
|
|
Freddie Mac Gold Pool 4.5% 11/1/2031
|
1,054
|
1,047
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
2,677
|
2,635
|
|
Freddie Mac Gold Pool 4.5% 11/1/2044
|
32,193
|
31,256
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
4,015
|
3,946
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
3,463
|
3,403
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
7,328
|
7,115
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
21,758
|
21,451
|
|
Freddie Mac Gold Pool 4.5% 12/1/2046
|
11,417
|
10,988
|
|
Freddie Mac Gold Pool 4.5% 2/1/2037
|
320
|
316
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
17,665
|
17,395
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
4,608
|
4,535
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
4,569
|
4,489
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
4,560
|
4,478
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
4,294
|
4,227
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
3,355
|
3,305
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
2,819
|
2,778
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
1,954
|
1,920
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
2,997
|
2,935
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
41,174
|
39,589
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
45,151
|
44,437
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
19,019
|
18,723
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
5,177
|
5,097
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
4,408
|
4,339
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
3,131
|
3,080
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
1,052
|
1,036
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
2,805
|
2,729
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
57,876
|
56,951
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
6,187
|
6,074
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
6,072
|
5,968
|
|
Freddie Mac Gold Pool 4.5% 5/1/2035
|
1,920
|
1,901
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
15,536
|
15,325
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
702
|
692
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
6,589
|
6,475
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
6,448
|
6,331
|
|
Freddie Mac Gold Pool 4.5% 5/1/2045
|
36,380
|
35,263
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
103,964
|
99,963
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
77,624
|
74,636
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
33,628
|
32,334
|
|
Freddie Mac Gold Pool 4.5% 6/1/2025
|
5
|
5
|
|
Freddie Mac Gold Pool 4.5% 6/1/2038
|
2,397
|
2,373
|
|
Freddie Mac Gold Pool 4.5% 6/1/2040
|
1,472
|
1,450
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
6,930
|
6,828
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
5,026
|
4,937
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
4,310
|
4,247
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
2,297
|
2,258
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
2,060
|
2,034
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
148,689
|
142,966
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
41,494
|
39,961
|
|
Freddie Mac Gold Pool 4.5% 7/1/2025
|
82
|
81
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
8,346
|
8,225
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
3,649
|
3,589
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
3,294
|
3,243
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
2,718
|
2,675
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
75,428
|
72,878
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
62,390
|
59,969
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
32,805
|
31,584
|
|
Freddie Mac Gold Pool 4.5% 8/1/2033
|
971
|
963
|
|
Freddie Mac Gold Pool 4.5% 8/1/2035
|
298
|
295
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
2,922
|
2,877
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
2,055
|
2,022
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
20,847
|
20,513
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
3,922
|
3,860
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
2,920
|
2,868
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
2,199
|
2,166
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
13,233
|
13,071
|
|
Freddie Mac Gold Pool 4.5% 9/1/2040
|
5,537
|
5,452
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
51,182
|
50,427
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
29,008
|
28,549
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
21,777
|
21,425
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
22,525
|
22,678
|
|
Freddie Mac Gold Pool 5% 1/1/2037
|
1,018
|
1,025
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
9,496
|
9,558
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
2,540
|
2,557
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
1,796
|
1,808
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
4,325,747
|
4,237,371
|
|
Freddie Mac Gold Pool 5% 11/1/2035
|
1,441
|
1,452
|
|
Freddie Mac Gold Pool 5% 11/1/2040
|
1,561
|
1,571
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
3,244,042
|
3,186,889
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
1,917
|
1,930
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
985
|
991
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
369
|
372
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
4,007
|
4,036
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
7,656,816
|
7,497,993
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,169,044
|
1,144,795
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,088,621
|
1,066,040
|
|
Freddie Mac Gold Pool 5% 2/1/2035
|
2,338
|
2,352
|
|
Freddie Mac Gold Pool 5% 2/1/2040
|
2,058
|
2,071
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
2,926
|
2,943
|
|
Freddie Mac Gold Pool 5% 4/1/2034
|
827
|
833
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
5,862
|
5,902
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
2,068
|
2,083
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
1,517
|
1,528
|
|
Freddie Mac Gold Pool 5% 4/1/2036
|
14,821
|
14,927
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
12,925
|
13,008
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
1,001
|
1,007
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
799
|
804
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
502
|
505
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
5,726
|
5,767
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
203
|
205
|
|
Freddie Mac Gold Pool 5% 5/1/2040
|
2,092
|
2,106
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
398,575
|
391,927
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
1,072
|
1,079
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
477
|
480
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
8,270
|
8,323
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
6,604
|
6,647
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
207,916
|
209,242
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
3,709
|
3,726
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
1,240,381
|
1,219,691
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
37,382
|
37,643
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
5,205
|
5,242
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
1,542
|
1,553
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
3,772
|
3,794
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
3,073
|
3,087
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
1,682
|
1,692
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
1,151
|
1,159
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
679
|
684
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
205
|
206
|
|
Freddie Mac Gold Pool 5% 8/1/2034
|
9,069
|
9,131
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
746
|
751
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
235
|
237
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
7,145
|
7,192
|
|
Freddie Mac Gold Pool 5% 9/1/2033
|
2,179
|
2,194
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
4,763
|
4,798
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
244
|
245
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
26
|
26
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (g)(h)
|
12,628,889
|
12,664,154
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
515
|
532
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
326
|
337
|
|
Freddie Mac Gold Pool 6% 10/1/2032
|
274
|
284
|
|
Freddie Mac Gold Pool 6% 11/1/2029
|
29
|
30
|
|
Freddie Mac Gold Pool 6% 11/1/2031
|
348
|
360
|
|
Freddie Mac Gold Pool 6% 11/1/2032
|
2,846
|
2,942
|
|
Freddie Mac Gold Pool 6% 11/1/2053
|
171,749
|
175,012
|
|
Freddie Mac Gold Pool 6% 12/1/2032
|
144
|
149
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
7,481
|
7,848
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
1,935
|
2,030
|
|
Freddie Mac Gold Pool 6% 12/1/2052
|
1,491,676
|
1,522,346
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
1,262,481
|
1,293,173
|
|
Freddie Mac Gold Pool 6% 4/1/2031
|
266
|
274
|
|
Freddie Mac Gold Pool 6% 4/1/2033
|
943
|
976
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
56
|
57
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
6,719
|
6,920
|
|
Freddie Mac Gold Pool 6% 6/1/2031
|
90
|
92
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
41
|
41
|
|
Freddie Mac Gold Pool 6% 7/1/2032
|
683
|
705
|
|
Freddie Mac Gold Pool 6% 7/1/2033
|
894
|
927
|
|
Freddie Mac Gold Pool 6% 7/1/2037
|
580
|
608
|
|
Freddie Mac Gold Pool 6% 7/1/2039
|
5,052,021
|
5,175,552
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
6,515
|
6,824
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
5,188
|
5,376
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
3,406
|
3,545
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
1,962
|
2,047
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
11,384,364
|
11,797,303
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
11,196,216
|
11,609,328
|
|
Freddie Mac Gold Pool 6.5% 3/1/2036
|
20,593
|
21,425
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
202
|
210
|
|
Freddie Mac Gold Pool 6.5% 7/1/2032
|
52
|
54
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
788
|
820
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
532
|
554
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
502
|
523
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
25,268
|
26,822
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
822,889
|
855,115
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
792,979
|
821,743
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
1,040
|
1,094
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
1,685
|
1,774
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
1,510
|
1,597
|
|
Freddie Mac Gold Pool 7% 12/1/2026
|
168
|
169
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
666
|
696
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
290
|
306
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
2,807
|
2,928
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
239
|
241
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
291
|
293
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
4,351
|
4,588
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
8
|
8
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
24
|
25
|
|
Freddie Mac Gold Pool 8% 2/1/2030
|
10
|
10
|
|
Freddie Mac Gold Pool 8% 7/1/2030
|
73
|
76
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
171
|
176
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
3
|
3
|
|
Freddie Mac Gold Pool 8.5% 8/1/2026
|
5
|
5
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
76
|
78
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
5
|
4
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 6.133% 1/1/2036 (c)(d)
|
5,188
|
5,268
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 6.381% 3/1/2036 (c)(d)
|
3,584
|
3,646
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 6.5% 3/1/2036 (c)(d)
|
2,728
|
2,797
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.665% 7/1/2036 (c)(d)
|
17,528
|
17,992
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.61% 12/1/2040 (c)(d)
|
25,709
|
26,636
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.3% 9/1/2041 (c)(d)
|
163,566
|
169,436
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.567% 7/1/2041 (c)(d)
|
6,420
|
6,644
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (c)(d)
|
1,883
|
1,946
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 10/1/2041 (c)(d)
|
289,306
|
300,885
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (c)(d)
|
2,757
|
2,871
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.601% 9/1/2041 (c)(d)
|
21,151
|
21,964
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.125% 5/1/2041 (c)(d)
|
39,319
|
40,928
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.308% 5/1/2041 (c)(d)
|
26,706
|
27,732
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.572% 6/1/2041 (c)(d)
|
38,112
|
39,574
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.785% 6/1/2041 (c)(d)
|
10,872
|
11,283
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.927%, 7.283% 10/1/2042 (c)(d)
|
77,380
|
80,218
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 7.009% 4/1/2038 (c)(d)
|
1,531
|
1,595
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 7.658% 3/1/2033 (c)(d)
|
1,104
|
1,127
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 7.905% 7/1/2036 (c)(d)
|
66,917
|
69,065
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.2%, 6.825% 12/1/2036 (c)(d)
|
2,252
|
2,346
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.681% 6/1/2033 (c)(d)
|
19,958
|
20,218
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.23%, 6.48% 4/1/2034 (c)(d)
|
6,665
|
6,799
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.247%, 7.038% 6/1/2033 (c)(d)
|
4,997
|
5,071
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 7.219% 3/1/2035 (c)(d)
|
8,570
|
8,738
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.548%, 7.588% 7/1/2035 (c)(d)
|
114,877
|
117,542
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 6% 8/1/2037 (c)(d)
|
1,259
|
1,263
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.29% 1/1/2037 (c)(d)
|
4,291
|
4,371
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.29% 10/1/2036 (c)(d)
|
12,734
|
12,953
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.54% 7/1/2035 (c)(d)
|
3,093
|
3,147
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.995%, 6.662% 10/1/2035 (c)(d)
|
15,262
|
15,604
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.01%, 6.635% 5/1/2037 (c)(d)
|
3,013
|
3,096
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.635% 6/1/2037 (c)(d)
|
6,366
|
6,543
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.281%, 7.906% 10/1/2035 (c)(d)
|
1,489
|
1,553
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
3,478,667
|
3,545,844
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
3,458,365
|
3,530,552
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
2,957,223
|
3,015,253
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
3,022,301
|
3,085,386
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
2,676,457
|
2,728,978
|
|
Freddie Mac Non Gold Pool 6% 9/1/2053
|
398,145
|
405,958
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
16,735,359
|
13,906,425
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
4,380,317
|
3,639,872
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
5,175,285
|
4,300,459
|
|
Ginnie Mae I Pool 2.5% 9/20/2051
|
4,314,971
|
3,585,572
|
|
Ginnie Mae I Pool 3% 12/15/2042
|
42,455
|
38,103
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
51,929
|
47,101
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
24,629
|
21,904
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
21,534
|
19,114
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
172,586
|
150,328
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
35,187
|
31,245
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
34,470
|
31,270
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
14,256
|
12,943
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
5,591
|
4,999
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
5,093
|
4,577
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
14,190
|
12,595
|
|
Ginnie Mae I Pool 3% 5/15/2042
|
6,630
|
5,992
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
3,451
|
3,104
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
5,689
|
5,126
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
5,422
|
4,844
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
3,255
|
2,948
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
18,267
|
16,901
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
16,323
|
15,128
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
20,309
|
18,812
|
|
Ginnie Mae I Pool 3.5% 11/15/2040
|
2,551
|
2,379
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
47,434
|
43,963
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
18,056
|
16,750
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
16,225
|
15,033
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
10,068
|
9,376
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
19,868
|
17,719
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
9,050
|
8,043
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
7,021
|
6,279
|
|
Ginnie Mae I Pool 3.5% 12/20/2049
|
2,096
|
1,862
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
19,688
|
18,302
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
15,934
|
14,755
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
14,341
|
13,276
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
6,909
|
6,422
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
90,139
|
83,743
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
4,224
|
3,916
|
|
Ginnie Mae I Pool 3.5% 2/15/2044
|
13,420
|
12,341
|
|
Ginnie Mae I Pool 3.5% 2/20/2043
|
28,603
|
26,561
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
4,405
|
4,098
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
1,917
|
1,782
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
12,957
|
12,028
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
77,884
|
72,401
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
14,343
|
13,237
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
5,670
|
5,271
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
3,396
|
3,163
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
13,942
|
12,556
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
8,075
|
7,272
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
6,155
|
5,543
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
6,009
|
5,412
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
4,898
|
4,406
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
5,132
|
4,731
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
4,944
|
4,582
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
2,684
|
2,509
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
30,192
|
27,192
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
9,298
|
8,374
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
8,853
|
7,973
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
8,820
|
7,943
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
7,765
|
6,994
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
4,725
|
4,255
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
13,537
|
12,551
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
4,645
|
4,308
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
1,304
|
1,209
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
2,738
|
2,530
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
26,243
|
24,237
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
268,365
|
241,778
|
|
Ginnie Mae I Pool 3.5% 8/15/2042
|
1,316
|
1,219
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
3,867
|
3,576
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
2,019
|
1,868
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
17,782
|
17,056
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
1,554
|
1,491
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
13,125
|
12,159
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
11,417
|
10,577
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
8,444
|
7,822
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
4,023
|
3,727
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
18,915
|
18,156
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
17,994
|
17,284
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
16,797
|
16,123
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
2,030
|
1,950
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
36,119
|
34,568
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
17,469
|
16,742
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
12,347
|
11,840
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
9,554
|
9,162
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
6,416
|
6,139
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
6,237
|
5,990
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
4,701
|
4,494
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
3,392
|
3,249
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
830
|
796
|
|
Ginnie Mae I Pool 4% 10/20/2042
|
59,758
|
57,125
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
4,676
|
4,485
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
31,664
|
30,340
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
9,630
|
9,253
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
2,230
|
2,148
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
14,384
|
13,794
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
9,836
|
9,412
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
5,910
|
5,659
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
3,753
|
3,593
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
662
|
634
|
|
Ginnie Mae I Pool 4% 12/15/2046
|
2,489
|
2,313
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
14,312
|
13,742
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
10,151
|
9,744
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
9,551
|
9,187
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
4,124
|
3,959
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
2,845
|
2,723
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
4,650
|
4,452
|
|
Ginnie Mae I Pool 4% 2/15/2045
|
15,198
|
14,455
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
72,630
|
69,752
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
35,909
|
34,481
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
16,648
|
15,930
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
3,117
|
2,978
|
|
Ginnie Mae I Pool 4% 3/20/2047
|
31,557
|
29,411
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
14,721
|
14,052
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
102,152
|
97,075
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
14,309
|
13,264
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
13,151
|
12,191
|
|
Ginnie Mae I Pool 4% 5/15/2045
|
14,206
|
13,489
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
25,909
|
23,888
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
3,292
|
3,155
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
3,456
|
3,298
|
|
Ginnie Mae I Pool 4% 6/15/2045
|
3,795
|
3,612
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
920
|
880
|
|
Ginnie Mae I Pool 4% 7/15/2045
|
10,350
|
9,653
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
9,589
|
8,914
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
6,144
|
5,711
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
2,670
|
2,570
|
|
Ginnie Mae I Pool 4% 9/15/2039
|
2,817
|
2,717
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
14,603
|
13,990
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
10,811
|
10,605
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
4,101
|
4,029
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
3,322
|
3,272
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
1,508
|
1,482
|
|
Ginnie Mae I Pool 4.5% 12/15/2039
|
3,148
|
3,100
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
9,139
|
8,983
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
8,543
|
8,372
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
6,275
|
6,167
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
6,267
|
6,165
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
3,843
|
3,783
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
2,981
|
2,929
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
2,908
|
2,859
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
21,860
|
21,491
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
2,799
|
2,749
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
50,397
|
49,445
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
1,356
|
1,333
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
9,188
|
9,036
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
1,781
|
1,752
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
11,474
|
11,278
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
1,262
|
1,238
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
6,015
|
5,923
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
5,359
|
5,270
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
41,691
|
40,880
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
24,509
|
24,091
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
12,026
|
11,816
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
6,164
|
6,059
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
5,996
|
5,895
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
5,199
|
5,109
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
4,948
|
4,862
|
|
Ginnie Mae I Pool 4.5% 6/15/2041
|
79,273
|
77,797
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
5,244
|
5,160
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
19,429
|
19,095
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
15,894
|
15,621
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
12,217
|
12,011
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
9,718
|
9,551
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
8,660
|
8,512
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
7,805
|
7,668
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
881
|
865
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
50,252
|
49,429
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
30,532
|
30,035
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
25,786
|
25,368
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
10,575
|
10,398
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
5,590
|
5,500
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
842
|
828
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
2,815
|
2,766
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
9,330
|
9,175
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
4,357
|
4,286
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
3,553
|
3,570
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
2,671
|
2,683
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
2,129
|
2,139
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
1,367
|
1,374
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
3,257
|
3,272
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
3,213
|
3,227
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
1,869
|
1,877
|
|
Ginnie Mae I Pool 5% 2/15/2039
|
617
|
619
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
3,099
|
3,113
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
30,980
|
31,123
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
23,734
|
23,844
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
4,931
|
4,953
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
298,369
|
297,139
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
7,668
|
7,705
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
3,816
|
3,834
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
72,313
|
72,649
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
2,032
|
2,041
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
1,216
|
1,222
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
512
|
514
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
6,857
|
6,889
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
3,267
|
3,282
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
4,478
|
4,499
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
3,292
|
3,307
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
1,764
|
1,772
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
3,084
|
3,099
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
2,523
|
2,535
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
5,817
|
5,843
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
5,048
|
5,071
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
4,855
|
4,877
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
20,315
|
20,411
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
4,316
|
4,336
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
2,802
|
2,815
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
1,181
|
1,187
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
3,544
|
3,561
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
2,076
|
2,085
|
|
Ginnie Mae I Pool 5% 9/15/2041
|
52,971
|
53,219
|
|
Ginnie Mae I Pool 5.47% 8/20/2059 (c)(f)
|
1,211
|
1,201
|
|
Ginnie Mae I Pool 5.5% 1/15/2039
|
3,246
|
3,310
|
|
Ginnie Mae I Pool 5.5% 10/15/2035
|
2,527
|
2,571
|
|
Ginnie Mae I Pool 5.5% 3/15/2039
|
596
|
607
|
|
Ginnie Mae I Pool 5.5% 7/15/2038
|
507
|
515
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
15,510
|
15,823
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
10,959
|
11,179
|
|
Ginnie Mae I Pool 6% 5/15/2040
|
42,692
|
44,209
|
|
Ginnie Mae I Pool 6% 6/15/2036
|
1,055,987
|
1,088,870
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
1,655
|
1,712
|
|
Ginnie Mae I Pool 6.5% 11/15/2034
|
481
|
493
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
2,151
|
2,222
|
|
Ginnie Mae I Pool 6.5% 8/15/2036
|
350
|
365
|
|
Ginnie Mae I Pool 6.5% 9/15/2034
|
721
|
745
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
30
|
30
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
9
|
9
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
17
|
17
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
61
|
63
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
339
|
349
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
141
|
142
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
29
|
30
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
28
|
28
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
21
|
21
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
396
|
402
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
36
|
36
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
34
|
34
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
20
|
20
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
31
|
32
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
22
|
23
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
192
|
198
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
53
|
54
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
34
|
35
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
15
|
15
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
157
|
161
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
34
|
35
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
3,598
|
3,729
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
114
|
117
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
150
|
154
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
65
|
66
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
61
|
61
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
20
|
21
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
18
|
18
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
249
|
256
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
40
|
42
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
67
|
68
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
75
|
77
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
160
|
165
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
73
|
75
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
53
|
53
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
126
|
129
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
14
|
14
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
25
|
26
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
110
|
111
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
1,022
|
1,040
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
36
|
36
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
3
|
3
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
24
|
25
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
72
|
73
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
2
|
2
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
43
|
44
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
6
|
6
|
|
Ginnie Mae I Pool 7.5% 7/15/2028
|
143
|
147
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
27
|
28
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
19
|
19
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
91
|
93
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
85
|
87
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
62
|
63
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
53
|
54
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
19
|
19
|
|
Ginnie Mae I Pool 8% 7/15/2027
|
18
|
19
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
8
|
8
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
6
|
6
|
|
Ginnie Mae I Pool 8.5% 1/15/2031
|
233
|
241
|
|
Ginnie Mae I Pool 8.5% 7/15/2030
|
28
|
29
|
|
Ginnie Mae I Pool 8.5% 8/15/2029
|
18
|
18
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
12,459,078
|
10,014,292
|
|
Ginnie Mae II Pool 2% 1/20/2052
|
12,795,148
|
10,284,416
|
|
Ginnie Mae II Pool 2% 10/20/2050
|
8,340,403
|
6,703,805
|
|
Ginnie Mae II Pool 2% 11/20/2050
|
5,442,422
|
4,374,481
|
|
Ginnie Mae II Pool 2% 12/20/2050
|
12,492,212
|
10,040,924
|
|
Ginnie Mae II Pool 2% 2/20/2051
|
382,555
|
307,488
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
2,738,855
|
2,202,278
|
|
Ginnie Mae II Pool 2% 4/20/2051
|
133,933
|
107,652
|
|
Ginnie Mae II Pool 2% 6/1/2055 (j)
|
23,700,000
|
19,041,210
|
|
Ginnie Mae II Pool 2% 7/1/2055 (j)
|
5,950,000
|
4,779,691
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
1,984,168
|
1,596,064
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
163,956
|
137,470
|
|
Ginnie Mae II Pool 2.5% 6/1/2055 (j)
|
14,700,000
|
12,319,101
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
5,304,435
|
4,449,218
|
|
Ginnie Mae II Pool 2.5% 7/1/2055 (j)
|
9,375,000
|
7,853,639
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
487,535
|
408,779
|
|
Ginnie Mae II Pool 3% 1/20/2043
|
279,725
|
253,069
|
|
Ginnie Mae II Pool 3% 10/20/2043
|
22,621
|
20,399
|
|
Ginnie Mae II Pool 3% 12/20/2042
|
24,538
|
22,207
|
|
Ginnie Mae II Pool 3% 8/20/2042
|
3,882
|
3,517
|
|
Ginnie Mae II Pool 3.5% 1/20/2042
|
2,504
|
2,319
|
|
Ginnie Mae II Pool 3.5% 1/20/2044
|
3,769
|
3,457
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
115,625
|
107,130
|
|
Ginnie Mae II Pool 3.5% 12/20/2041
|
49,827
|
46,167
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
22,521
|
20,780
|
|
Ginnie Mae II Pool 3.5% 3/20/2043
|
27,761
|
25,607
|
|
Ginnie Mae II Pool 3.5% 3/20/2044
|
4,209
|
3,860
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
30,201
|
27,851
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
286,079
|
262,624
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
12,031
|
10,835
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
3,501
|
3,153
|
|
Ginnie Mae II Pool 3.5% 6/20/2043
|
56,406
|
51,986
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
333,657
|
306,546
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
1,826
|
1,751
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
15,010
|
14,355
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
3,181
|
2,976
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
16,142
|
15,477
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
269,543
|
257,856
|
|
Ginnie Mae II Pool 4% 10/20/2044
|
161,739
|
153,473
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
202,430
|
194,067
|
|
Ginnie Mae II Pool 4% 11/20/2041
|
8,932
|
8,543
|
|
Ginnie Mae II Pool 4% 11/20/2044
|
347,079
|
329,281
|
|
Ginnie Mae II Pool 4% 12/20/2044
|
9,422
|
8,939
|
|
Ginnie Mae II Pool 4% 12/20/2045
|
3,584
|
3,353
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
4,314
|
4,135
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
16,944
|
16,238
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
3,517,997
|
3,278,807
|
|
Ginnie Mae II Pool 4% 4/20/2042
|
53,812
|
51,430
|
|
Ginnie Mae II Pool 4% 4/20/2047
|
717,760
|
668,959
|
|
Ginnie Mae II Pool 4% 5/20/2046
|
49,321
|
46,138
|
|
Ginnie Mae II Pool 4% 6/20/2045
|
157,271
|
149,020
|
|
Ginnie Mae II Pool 4% 7/20/2044
|
8,772
|
8,330
|
|
Ginnie Mae II Pool 4% 8/20/2041
|
1,874
|
1,793
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
19,831
|
18,869
|
|
Ginnie Mae II Pool 4% 8/20/2044
|
22,496
|
21,358
|
|
Ginnie Mae II Pool 4% 8/20/2045
|
513,754
|
481,392
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
73,120
|
70,105
|
|
Ginnie Mae II Pool 4.5% 1/20/2041
|
18,612
|
18,305
|
|
Ginnie Mae II Pool 4.5% 10/20/2039
|
2,710
|
2,631
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
40,134
|
38,944
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
3,948
|
3,884
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
15,993
|
15,501
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
3,967
|
3,901
|
|
Ginnie Mae II Pool 4.5% 12/20/2039
|
15,145
|
14,706
|
|
Ginnie Mae II Pool 4.5% 12/20/2040
|
8,315
|
8,061
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
66,599
|
65,498
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
813
|
788
|
|
Ginnie Mae II Pool 4.5% 3/20/2036
|
1,375
|
1,358
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
4,379
|
4,306
|
|
Ginnie Mae II Pool 4.5% 4/20/2040
|
7,160
|
6,946
|
|
Ginnie Mae II Pool 4.5% 4/20/2041
|
40,693
|
40,017
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
4,638
|
4,564
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
173,131
|
170,242
|
|
Ginnie Mae II Pool 4.5% 6/1/2055 (j)
|
5,800,000
|
5,475,529
|
|
Ginnie Mae II Pool 4.5% 6/20/2033
|
676
|
669
|
|
Ginnie Mae II Pool 4.5% 6/20/2039
|
2,991
|
2,906
|
|
Ginnie Mae II Pool 4.5% 6/20/2040
|
6,978
|
6,776
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
108,527
|
106,701
|
|
Ginnie Mae II Pool 4.5% 7/20/2039
|
657
|
648
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
7,621
|
7,498
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
613
|
595
|
|
Ginnie Mae II Pool 4.5% 8/20/2040
|
1,016
|
1,000
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
41,040
|
40,371
|
|
Ginnie Mae II Pool 5% 9/20/2033
|
30,922
|
31,096
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
892,646
|
887,016
|
|
Ginnie Mae II Pool 5.5% 6/1/2055 (j)
|
15,600,000
|
15,493,009
|
|
Ginnie Mae II Pool 5.5% 7/1/2055 (j)
|
15,600,000
|
15,478,384
|
|
Ginnie Mae II Pool 6% 1/20/2055
|
493,844
|
499,018
|
|
Ginnie Mae II Pool 6% 11/20/2031
|
863
|
885
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
985,465
|
996,714
|
|
Ginnie Mae II Pool 6% 5/20/2032
|
4,066
|
4,174
|
|
Ginnie Mae II Pool 6% 6/1/2055 (j)
|
12,400,000
|
12,520,439
|
|
Ginnie Mae II Pool 6% 7/1/2055 (j)
|
12,400,000
|
12,501,547
|
|
Ginnie Mae II Pool 6.5% 11/20/2031
|
153
|
157
|
|
Ginnie Mae II Pool 6.5% 3/20/2031
|
193
|
198
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
1,090
|
1,131
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
548
|
569
|
|
Uniform Mortgage Backed Securities 2% 6/1/2055 (j)
|
19,200,000
|
14,924,248
|
|
Uniform Mortgage Backed Securities 2% 7/1/2055 (j)
|
900,000
|
699,961
|
|
Uniform Mortgage Backed Securities 5% 6/1/2055 (j)
|
2,100,000
|
2,033,308
|
|
Uniform Mortgage Backed Securities 6% 6/1/2055 (j)
|
42,600,000
|
43,027,666
|
|
Uniform Mortgage Backed Securities 6% 7/1/2055 (j)
|
10,000,000
|
10,087,501
|
|
TOTAL UNITED STATES
|
614,691,511
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $633,731,115)
|
614,691,511
|
||
U.S. Government Agency Obligations - 0.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.3%
|
|||
Utilities - 0.3%
|
|||
Independent Power and Renewable Electricity Producers - 0.3%
|
|||
Tennessee Valley Authority 5.25% 9/15/2039
|
2,235,000
|
2,302,232
|
|
Tennessee Valley Authority 5.375% 4/1/2056
|
2,737,000
|
2,667,761
|
|
|
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
(Cost $5,052,880)
|
4,969,993
|
||
U.S. Treasury Obligations - 48.4%
|
||||
Yield (%) (k)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 2% 8/15/2051
|
1.96 to 2.08
|
33,422,000
|
18,778,986
|
|
US Treasury Bonds 2.375% 2/15/2042
|
3.19
|
353,100
|
251,213
|
|
US Treasury Bonds 2.5% 2/15/2045
|
3.00
|
6,150,700
|
4,231,970
|
|
US Treasury Bonds 2.875% 5/15/2049
|
2.57 to 2.59
|
4,458,100
|
3,126,591
|
|
US Treasury Bonds 3% 2/15/2049
|
2.99 to 3.01
|
95,773,600
|
68,971,957
|
|
US Treasury Bonds 3.625% 2/15/2053
|
3.81 to 3.85
|
73,039,000
|
58,331,342
|
|
US Treasury Bonds 4.125% 8/15/2044
|
4.66 to 4.73
|
17,670,000
|
15,878,842
|
|
US Treasury Bonds 4.375% 8/15/2043
|
4.91 to 5.27
|
85,314,000
|
79,795,251
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.59 to 4.84
|
30,840,000
|
29,620,856
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.59 to 2.63
|
4,418,729
|
4,204,208
|
|
US Treasury Notes 1.125% 8/31/2028
|
1.14 to 1.33
|
94,478,000
|
86,598,683
|
|
US Treasury Notes 2.5% 3/31/2027
|
2.69
|
19,670,000
|
19,176,713
|
|
US Treasury Notes 2.625% 5/31/2027
|
2.82 to 2.92
|
45,180,000
|
44,068,148
|
|
US Treasury Notes 2.625% 7/31/2029
|
2.83
|
25,679,000
|
24,408,090
|
|
US Treasury Notes 2.75% 4/30/2027
|
2.95
|
34,960,000
|
34,210,272
|
|
US Treasury Notes 2.75% 7/31/2027
|
2.68 to 2.71
|
33,510,000
|
32,720,682
|
|
US Treasury Notes 2.75% 8/15/2032
|
3.98
|
1,800,000
|
1,639,758
|
|
US Treasury Notes 3.5% 1/31/2028
|
3.87
|
5,750,000
|
5,696,543
|
|
US Treasury Notes 3.75% 5/15/2028
|
3.77
|
13,520,000
|
13,479,873
|
|
US Treasury Notes 3.75% 5/31/2030
|
3.84 to 3.90
|
55,440,000
|
54,861,779
|
|
US Treasury Notes 3.75% 6/30/2030
|
4.04
|
26,780,000
|
26,491,278
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.65 to 3.68
|
17,180,000
|
16,839,755
|
|
US Treasury Notes 3.875% 8/15/2034
|
3.71 to 3.81
|
36,440,000
|
35,098,691
|
|
US Treasury Notes 4% 1/31/2031
|
3.89 to 3.96
|
5,660,000
|
5,646,071
|
|
US Treasury Notes 4% 7/31/2030
|
4.18
|
6,990,000
|
6,991,638
|
|
US Treasury Notes 4.125% 10/31/2027
|
3.75 to 4.24
|
24,500,000
|
24,633,027
|
|
US Treasury Notes 4.125% 11/15/2027
|
4.20
|
28,520,000
|
28,678,197
|
|
US Treasury Notes 4.125% 11/30/2031
|
4.13
|
6,510,000
|
6,506,440
|
|
US Treasury Notes 4.125% 3/31/2032
|
4.08 to 4.09
|
19,000,000
|
18,961,406
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.17 to 4.18
|
11,000,000
|
10,970,805
|
|
US Treasury Notes 4.125% 8/31/2030
|
4.19
|
1,950,000
|
1,961,121
|
|
US Treasury Notes 4.25% 1/15/2028
|
4.29
|
11,780,000
|
11,887,677
|
|
US Treasury Notes 4.25% 2/28/2031
|
4.25 to 4.31
|
40,720,000
|
41,125,609
|
|
US Treasury Notes 4.25% 6/30/2031
|
3.99
|
4,940,000
|
4,981,295
|
|
US Treasury Notes 4.375% 12/15/2026
|
4.43
|
350,000
|
351,887
|
|
US Treasury Notes 4.375% 7/15/2027
|
4.24
|
3,530,000
|
3,563,224
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.33 to 4.39
|
2,880,000
|
2,933,152
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.95 to 4.99
|
4,030,000
|
3,933,658
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $921,279,717)
|
851,606,688
|
|||
Money Market Funds - 2.1%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (l)
(Cost $37,405,088)
|
4.32
|
37,399,761
|
37,407,241
|
|
Purchased Swaptions - 0.1%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.1%
|
||||
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.14% and receive annually a floating rate based on US SOFR Index, expiring September 2035
|
9/12/25
|
3,200,000
|
195,192
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/30
|
8,400,000
|
345,970
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Indxe, expiring May 2035
|
4/29/30
|
6,510,000
|
278,000
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035
|
5/07/30
|
11,190,000
|
467,867
|
|
TOTAL PUT SWAPTIONS
|
1,287,029
|
|||
Call Swaptions - 0.0%
|
||||
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.14% and pay annually a floating rate based on US SOFR Index, expiring September 2035
|
9/12/25
|
3,200,000
|
8,400
|
|
Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035
|
4/25/30
|
8,400,000
|
308,944
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
4/29/30
|
6,510,000
|
229,518
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035
|
5/07/30
|
11,190,000
|
408,828
|
|
TOTAL CALL SWAPTIONS
|
955,690
|
|||
TOTAL PURCHASED SWAPTIONS
(Cost $2,295,318)
|
2,242,719
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 110.4%
(Cost $2,035,692,904)
|
1,945,134,160
|
NET OTHER ASSETS (LIABILITIES) - (10.4)%
|
(182,114,239)
|
NET ASSETS - 100.0%
|
1,763,019,921
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 2% 6/1/2055
|
(5,950,000)
|
(4,780,388)
|
Ginnie Mae II Pool 2.5% 6/1/2055
|
(9,375,000)
|
(7,856,570)
|
Ginnie Mae II Pool 5.5% 6/1/2055
|
(15,600,000)
|
(15,493,009)
|
Ginnie Mae II Pool 6% 6/1/2055
|
(12,400,000)
|
(12,520,439)
|
Uniform Mortgage Backed Securities 2% 6/1/2055
|
(19,200,000)
|
(14,924,248)
|
Uniform Mortgage Backed Securities 2% 7/1/2055
|
(900,000)
|
(699,961)
|
Uniform Mortgage Backed Securities 2.5% 6/1/2055
|
(7,450,000)
|
(6,071,458)
|
Uniform Mortgage Backed Securities 3% 6/1/2055
|
(1,500,000)
|
(1,276,874)
|
Uniform Mortgage Backed Securities 3.5% 6/1/2055
|
(14,800,000)
|
(13,128,056)
|
Uniform Mortgage Backed Securities 5% 6/1/2055
|
(15,500,000)
|
(15,007,749)
|
Uniform Mortgage Backed Securities 5.5% 6/1/2055
|
(17,100,000)
|
(16,934,356)
|
Uniform Mortgage Backed Securities 6% 6/1/2055
|
(42,600,000)
|
(43,027,666)
|
Uniform Mortgage Backed Securities 6% 7/1/2055
|
(9,700,000)
|
(9,784,876)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(161,505,650)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $161,582,008)
|
(161,505,650)
|
|
Written Swaptions
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions
|
||||
Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.97% and pay annually a floating rate based on US SOFR Index, expiring April 2036
|
4/13/26
|
9,500,000
|
(261,886)
|
|
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.89% and pay annually a floating rate based on US SOFR Index, expiring April 2036
|
4/21/26
|
9,200,000
|
(284,390)
|
|
TOTAL PUT SWAPTIONS
|
(546,276)
|
|||
Call Swaptions
|
||||
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.97% and receive annually a floating rate based on US SOFR Index, expiring April 2036
|
4/13/26
|
9,500,000
|
(335,644)
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.89% and receive annually a floating rate based on US SOFR Index, expiring April 2036
|
4/21/26
|
9,200,000
|
(295,297)
|
|
TOTAL CALL SWAPTIONS
|
(630,941)
|
|||
TOTAL WRITTEN SWAPTIONS
|
(1,177,217)
|
|||
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Interest Rate Contracts
|
|||||
CBOT 10 Year US Treasury Bond Contracts (United States)
|
1,269
|
Sep 2025
|
140,740,031
|
1,752,870
|
1,752,870
|
CBOT 2 Year US Treasury Note Contracts (United States)
|
1,183
|
Sep 2025
|
245,490,984
|
484,863
|
484,863
|
TOTAL PURCHASED
|
2,237,733
|
||||
Sold
|
|||||
Interest Rate Contracts
|
|||||
CBOT 5 Year US Treasury Note Contracts (United States)
|
21
|
Sep 2025
|
2,274,398
|
(17,919)
|
(17,919)
|
CBOT US Treasury Long Bond Contracts (United States)
|
7
|
Sep 2025
|
791,875
|
(18,935)
|
(18,935)
|
CBOT US Treasury Ultra Bond Contracts (United States)
|
19
|
Sep 2025
|
2,209,344
|
(57,929)
|
(57,929)
|
TOTAL SOLD
|
(94,783)
|
||||
TOTAL FUTURES CONTRACTS
|
2,142,950
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 21.9%
|
|||||
The notional amount of futures sold as a percentage of Net Assets is 0.2%
|
|||||
Interest Rate Swaps
|
||||||||||
Payment Received
|
Payment
Frequency
|
Payment Paid
|
Payment
Frequency
|
Clearinghouse /
Counterparty(1)
|
Maturity
Date
|
Notional
Amount(3)
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)(2)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2027
|
45,077,000
|
75,644
|
0
|
75,644
|
|
U.S. SOFR Index(4)
|
Annual
|
3.5%
|
Annual
|
LCH
|
Jun 2045
|
23,738,000
|
340,710
|
0
|
340,710
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2030
|
13,837,000
|
43,671
|
0
|
43,671
|
|
U.S. SOFR Index(4)
|
Annual
|
3.25%
|
Annual
|
LCH
|
Jun 2028
|
102,948,000
|
365,657
|
0
|
365,657
|
|
TOTAL INTEREST RATE SWAPS
|
825,682
|
0
|
825,682
|
|||||||
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Principal Only Strips represent the right to receive the monthly principal payments.
|
(f)
|
Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
|
(g)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $4,223,443.
|
(h)
|
Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $283,868.
|
(i)
|
Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $5,539,763.
|
(j)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(k)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(l)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
114,510,160
|
654,761,536
|
731,864,455
|
1,225,894
|
-
|
-
|
37,407,241
|
37,399,761
|
0.1%
|
Fidelity Securities Lending Cash Central Fund
|
18,232,198
|
191,059,416
|
209,291,614
|
8,328
|
-
|
-
|
-
|
-
|
0.0%
|
Total
|
132,742,358
|
845,820,952
|
941,156,069
|
1,234,222
|
-
|
-
|
37,407,241
|
||