NPORT-EX 2 QTLY_54_20250531.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Government Income Fund
May 31, 2025
GOV-NPRT3-0725
1.800338.121
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
 
  
  
  
  
  
  
  
  
  
  
(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared swaps.
 
(2)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).
 
(3)Notional amount is stated in U.S. Dollars unless otherwise noted.
 
(4)Represents floating rate.
 
Legend
 
(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.
 
 
 
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
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
  
  
 
  
  
  
  
  
  
  
  
  
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities.  U.S. Treasury Obligations and U.S. Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices.  Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices.  When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
 
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. 
 
Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. For OTC written options with upfront premiums received, the Fund is obligated to perform and therefore does not have counterparty risk. For OTC written options with premiums to be received at a future date, the maximum risk of loss from counterparty credit risk is the amount of the premium in excess of any collateral pledged by the counterparty. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.
 
The Fund used OTC options, such as swaptions, which are options where the underlying instrument is a swap, to manage its exposure to fluctuations in interest rates and/or potential credit events.
 
Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.
 
Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.
 
A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.
 
Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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