Quarterly Holdings Report
for
Fidelity® GNMA Fund
April 30, 2026
MOG-NPRT3-0626
1.800337.122
Collateralized Mortgage Obligations - 11.6%
 
  
Principal
Amount (a)
 
Value ($)
 
UNITED STATES - 11.6%
 
  
  
Fannie Mae Guaranteed REMIC Series 2012-93 Class QW, 5% 1/25/2042
 
16,004
16,062
Fannie Mae Guaranteed REMIC Series 2016-3 Class IP, 4% 2/25/2046 (h)
  
11,724,213
2,216,800
Fannie Mae Guaranteed REMIC Series 2016-78 Class IO, 3.5% 11/25/2046 (h)
  
3,216,685
514,080
Fannie Mae Guaranteed REMIC Series 2017-1 Class JP, 3.5% 4/25/2045
 
114,050
112,298
Fannie Mae Guaranteed REMIC Series 2017-22 Class JN, 4.5% 4/25/2046
 
290,991
288,446
Fannie Mae Guaranteed REMIC Series 2017-89 Class KV, 3.5% 8/25/2047
 
145,004
144,544
Fannie Mae Guaranteed REMIC Series 2019-52 Class M, 3.5% 3/25/2049
 
46,188
45,100
Fannie Mae Guaranteed REMIC Series 2019-64 Class MJ, 4.5% 6/25/2049
 
652,821
627,155
Fannie Mae Guaranteed REMIC Series 2019-74 Class LB, 3% 10/25/2049
 
302,020
273,585
Fannie Mae Guaranteed REMIC Series 2021-26 Class HC, 1% 11/25/2049
 
2,644,246
2,287,132
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
 
891,929
756,806
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
 
947,865
804,268
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
 
776,047
692,867
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
 
1,218,243
1,079,268
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
 
7,898,541
7,091,902
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
 
888,824
792,136
Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8452% 6/25/2054 (c)(d)
  
1,759,542
1,768,713
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8452% 9/25/2054 (c)(d)
  
993,353
998,261
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0452% 2/25/2055 (c)(d)
  
1,221,890
1,231,172
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0452% 9/25/2054 (c)(d)
  
1,474,807
1,485,468
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.7952% 2/25/2055 (c)(d)
  
1,058,114
1,064,359
Fannie Mae Stripped Mortgage-Backed Securities Series 2002-331 Class 12, 6.5% 2/25/2033 (d)(h)
  
44,319
5,561
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (h)
  
68,261
8,435
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (h)
  
64,298
7,978
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
 
697,172
621,049
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2204 Class N, 7.5% 12/20/2029
 
170,777
175,110
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2220 Class PD, 8% 3/15/2030
 
86,366
89,744
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
 
4,426,279
3,914,110
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
 
870,382
792,791
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
 
1,028,501
902,222
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
 
2,782,557
2,545,214
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class JM, 3.5% 9/25/2051
 
2,752,247
2,684,738
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5224 Class DQ, 3.75% 8/25/2044
 
1,583,122
1,530,548
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8452% 2/25/2055 (c)(d)
  
785,046
786,277
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 4.8952% 10/25/2054 (c)(d)
  
1,519,819
1,529,179
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.1208% 5/20/2060 (c)(d)(i)
  
415,917
414,707
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.0786% 8/20/2060 (c)(d)(i)
  
1,080,248
1,076,674
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.1586% 12/20/2060 (c)(d)(i)
  
551,147
547,383
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2786% 12/20/2060 (c)(d)(i)
  
428,437
428,393
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2786% 2/20/2061 (c)(d)(i)
  
119,419
119,405
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.2686% 2/20/2061 (c)(d)(i)
  
540,443
540,287
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2786% 4/20/2061 (c)(d)(i)
  
384,209
384,166
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.2786% 5/20/2061 (c)(d)(i)
  
508,125
508,064
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.2786% 5/20/2061 (c)(d)(i)
  
379,477
379,431
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.3086% 6/20/2061 (c)(d)(i)
  
442,040
442,173
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 4.3786% 10/20/2061 (c)(d)(i)
  
512,747
513,524
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4786% 11/20/2061 (c)(d)(i)
  
486,914
487,994
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4786% 1/20/2062 (c)(d)(i)
  
289,711
290,582
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.4086% 1/20/2062 (c)(d)(i)
  
646,821
648,019
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.4086% 3/20/2062 (c)(d)(i)
  
405,868
406,465
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 4.4286% 5/20/2061 (c)(d)(i)
  
1,372
1,376
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 4.0586% 5/20/2063 (c)(d)(i)
  
9,630
9,592
Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 3.9786% 4/20/2063 (c)(d)(i)
  
16,712
16,600
Ginnie Mae Mortgage pass-thru certificates Series 2015-H21 Class HZ, 4.1381% 6/20/2063 (d)(i)
  
224,019
219,151
Ginnie Mae Mortgage pass-thru certificates Series 2015-H21 Class JZ, 4.4725% 6/20/2065 (d)(i)
  
11,407
11,270
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
 
298,410
274,397
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 3.86% 8/20/2066 (c)(d)(i)
  
638,505
637,667
Ginnie Mae Mortgage pass-thru certificates Series 2018-H12 Class HA, 3.25% 8/20/2068 (i)
  
6,420,457
6,299,837
Ginnie Mae REMIC pass-thru certificates Series 2003-74 Class PZ, 5.5% 8/20/2033
 
1,510,076
1,538,036
Ginnie Mae REMIC pass-thru certificates Series 2003-75 Class ZA, 5.5% 9/20/2033
 
452,081
462,192
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
 
936,316
943,190
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.7211% 5/16/2034 (d)(h)
  
102,650
5,067
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class SG, 6.3855% - CME Term SOFR 1 month Index 2.7245% 3/20/2033 (d)(h)
  
890,969
29,073
Ginnie Mae REMIC pass-thru certificates Series 2004-46 Class BZ, 6% 6/20/2034
 
597,195
616,046
Ginnie Mae REMIC pass-thru certificates Series 2004-59 Class SC, 7.0855% - CME Term SOFR 1 month Index 3.4211% 8/16/2034 (d)(h)
  
613,275
41,493
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 3.4211% 8/17/2034 (d)(h)
  
196,283
17,092
Ginnie Mae REMIC pass-thru certificates Series 2004-86 Class G, 6% 10/20/2034
 
5,887,515
6,094,146
Ginnie Mae REMIC pass-thru certificates Series 2005-13 Class SA, 6.6855% - CME Term SOFR 1 month Index 3.0245% 2/20/2035 (d)(h)
  
1,146,207
65,697
Ginnie Mae REMIC pass-thru certificates Series 2005-24 Class TC, 5.5% 3/20/2035
 
1,094,805
1,123,479
Ginnie Mae REMIC pass-thru certificates Series 2005-26 Class ZA, 5.5% 1/20/2035
 
4,467,591
4,557,431
Ginnie Mae REMIC pass-thru certificates Series 2005-47 Class ZY, 6% 6/20/2035
 
3,372,020
3,490,174
Ginnie Mae REMIC pass-thru certificates Series 2005-57 Class PB, 5.5% 7/20/2035
 
1,698,366
1,734,064
Ginnie Mae REMIC pass-thru certificates Series 2005-6 Class EX, 5.5% 11/20/2034
 
1,000,834
1,021,788
Ginnie Mae REMIC pass-thru certificates Series 2005-6 Class EY, 5.5% 11/20/2033
 
922,744
923,008
Ginnie Mae REMIC pass-thru certificates Series 2005-82 Class JV, 5% 6/20/2035
 
919,555
926,117
Ginnie Mae REMIC pass-thru certificates Series 2005-82 Class NS, 6.1855% - CME Term SOFR 1 month Index 2.5245% 7/20/2034 (d)(h)
  
1,172,743
77,252
Ginnie Mae REMIC pass-thru certificates Series 2006-13 Class DS, CME Term SOFR 1 month Index x 10.9283%, 5.4368% 3/20/2036 (c)(d)
  
1,176,787
1,185,520
Ginnie Mae REMIC pass-thru certificates Series 2006-2 Class Z, 5.5% 1/20/2036
 
2,023,930
2,066,008
Ginnie Mae REMIC pass-thru certificates Series 2007-35 Class SC, CME Term SOFR 1 month Index x 39.5131%, 17.5267% 6/16/2037 (c)(d)
  
139,522
154,802
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.9111% 6/16/2037 (d)(h)
  
370,473
28,299
Ginnie Mae REMIC pass-thru certificates Series 2008-51 Class FE, CME Term SOFR 1 month Index + 0.8645%, 4.5289% 6/16/2038 (c)(d)
  
112,967
114,100
Ginnie Mae REMIC pass-thru certificates Series 2008-57 Class AF, CME Term SOFR 1 month Index + 0.6945%, 4.3555% 7/20/2038 (c)(d)
  
268,822
270,316
Ginnie Mae REMIC pass-thru certificates Series 2009-13 Class E, 4.5% 3/16/2039
 
1,166,088
1,151,363
Ginnie Mae REMIC pass-thru certificates Series 2009-42 Class AY, 5% 6/16/2037
 
690,900
695,173
Ginnie Mae REMIC pass-thru certificates Series 2010-130 Class KF, CME Term SOFR 1 month Index + 0.7645%, 4.4289% 10/16/2040 (c)(d)
  
496,668
500,012
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
 
10,640,708
10,371,986
Ginnie Mae REMIC pass-thru certificates Series 2010-168 Class BG, 4% 4/20/2040
 
4,011,716
3,920,443
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
 
1,678,398
1,634,954
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.3408% 3/20/2060 (c)(d)(i)
  
1,188,450
1,189,171
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (h)
  
49,118
1,139
Ginnie Mae REMIC pass-thru certificates Series 2011-52 Class HI, 7% 4/16/2041 (h)
  
112,734
11,038
Ginnie Mae REMIC pass-thru certificates Series 2012-103 Class IL, 3% 8/20/2027 (h)
  
876,466
9,420
Ginnie Mae REMIC pass-thru certificates Series 2012-48 Class FA, CME Term SOFR 1 month Index + 0.4645%, 4.1289% 4/16/2042 (c)(d)
  
198,162
196,491
Ginnie Mae REMIC pass-thru certificates Series 2012-76 Class GF, CME Term SOFR 1 month Index + 0.4145%, 4.0789% 6/16/2042 (c)(d)
  
207,716
207,285
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
 
2,053,375
2,037,411
Ginnie Mae REMIC pass-thru certificates Series 2013-182 Class IQ, 4.5% 12/16/2043 (h)
  
2,050,800
360,909
Ginnie Mae REMIC pass-thru certificates Series 2014-133 Class IB, 5% 9/20/2044 (h)
  
1,964,225
380,650
Ginnie Mae REMIC pass-thru certificates Series 2014-146 Class EI, 5% 10/20/2044 (h)
  
3,757,789
768,946
Ginnie Mae REMIC pass-thru certificates Series 2014-154 Class IO, 5% 10/20/2044 (h)
  
757,623
153,876
Ginnie Mae REMIC pass-thru certificates Series 2014-158 Class ID, 5% 10/20/2044 (h)
  
3,329,046
696,212
Ginnie Mae REMIC pass-thru certificates Series 2014-178 Class IO, 5% 11/20/2044 (h)
  
4,709,485
933,027
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
 
2,472,256
2,286,948
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
 
947,514
877,670
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
 
1,602,140
1,469,739
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
 
1,283,934
1,187,793
Ginnie Mae REMIC pass-thru certificates Series 2015-117 Class KI, 5% 8/20/2045 (h)
  
4,454,553
863,321
Ginnie Mae REMIC pass-thru certificates Series 2015-14 Class IO, 5% 10/20/2044 (h)
  
5,112,249
1,018,709
Ginnie Mae REMIC pass-thru certificates Series 2015-24 Class PI, 3.5% 2/20/2045 (h)
  
6,281,464
966,342
Ginnie Mae REMIC pass-thru certificates Series 2015-79 Class IC, 5% 5/20/2045 (h)
  
2,438,557
480,976
Ginnie Mae REMIC pass-thru certificates Series 2016-12 Class FA, CME Term SOFR 1 month Index + 0.4645%, 4.1255% 1/20/2046 (c)(d)
  
581,164
573,063
Ginnie Mae REMIC pass-thru certificates Series 2016-146 Class AL, 5.5658% 5/20/2040 (d)
  
1,498,024
1,525,007
Ginnie Mae REMIC pass-thru certificates Series 2016-17 Class A, 3% 2/16/2046
 
9,903,435
9,133,688
Ginnie Mae REMIC pass-thru certificates Series 2016-171 Class BI, 5% 10/20/2044 (h)
  
4,583,453
908,002
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
 
731,186
683,100
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
 
3,608,200
3,279,007
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class K, 3% 8/20/2047
 
10,138,780
9,432,569
Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047
 
2,068,525
1,882,982
Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047
 
1,674,193
1,529,366
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
 
4,781,096
4,421,813
Ginnie Mae REMIC pass-thru certificates Series 2017-75 Class PT, 5.6962% 4/20/2047 (d)
  
5,371,265
5,467,902
Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047
 
1,858,824
1,748,375
Ginnie Mae REMIC pass-thru certificates Series 2019-42 Class FK, CME Term SOFR 1 month Index + 0.5645%, 4.2255% 4/20/2049 (c)(d)
  
3,979,808
3,944,132
Ginnie Mae REMIC pass-thru certificates Series 2023-60 Class FT, CME Term SOFR 1 month Index + 0.5145%, 4.1755% 3/20/2044 (c)(d)
  
37,006,864
36,768,136
TOTAL UNITED STATES
  
  
197,693,071
 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
 (Cost $208,480,659)
  
  
  
197,693,071
 
  
  
  
Commercial Mortgage Securities - 3.1%
 
  
Principal
Amount (a)
 
Value ($)
 
UNITED STATES - 3.1%
 
  
  
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K061 Class A2, 3.347% 11/25/2026
 
17,887,343
17,798,400
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K063 Class A2, 3.43% 1/25/2027
 
1,284,900
1,278,433
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K523 Class AS, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.2022% 4/25/2029 (c)(d)
  
10,579,756
10,573,969
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K554 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.1522% 10/25/2030 (c)(d)
  
11,896,131
11,879,658
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K557 Class AS, 4.1522% 12/25/2030 (d)
  
10,699,748
10,699,730
Ginnie Mae Multifamily REMICS Series 2001-58 Class X, 0.4902% 9/16/2041 (d)(h)
  
136,786
1
Ginnie Mae REMIC pass-thru certificates Series 2002-81 Class IO, 0.9927% 9/16/2042 (d)(h)
  
466,804
5,801
TOTAL UNITED STATES
  
  
52,235,992
 
TOTAL COMMERCIAL MORTGAGE SECURITIES
 (Cost $58,395,464)
  
  
  
52,235,992
 
  
  
  
U.S. Government Agency - Mortgage Securities - 123.1%
 
  
Principal
Amount (a)
 
Value ($)
 
UNITED STATES - 123.1%
 
  
  
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 5.96% 1/1/2035 (c)(d)
  
5,837
5,996
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 6.105% 7/1/2034 (c)(d)
  
3,438
3,521
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6095%, 6.369% 5/1/2035 (c)(d)
  
39,142
40,239
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.611%, 6.36% 8/1/2035 (c)(d)
  
66,791
68,809
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.667%, 6.255% 11/1/2036 (c)(d)
  
19,727
20,330
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.057% 3/1/2033 (c)(d)
  
13,138
13,457
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.89%, 6.246% 8/1/2035 (c)(d)
  
35,494
36,374
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.1346%, 6.147% 7/1/2036 (c)(d)
  
19,374
19,864
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.275%, 6.378% 10/1/2033 (c)(d)
  
7,128
7,337
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.085% 9/1/2034 (c)(d)
  
17,958
18,567
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.381% 7/1/2034 (c)(d)
  
25,839
26,570
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
 
219,277
215,950
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
 
369,498
331,210
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
 
195,828
175,575
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
 
80,919
72,408
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
 
35,802
31,588
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
 
531,005
471,157
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
 
286,380
252,402
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
 
189,072
167,526
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
 
937,922
936,790
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2056
 
723,143
740,373
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2056
 
700,247
717,370
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 5.76% 2/1/2033 (c)(d)
  
2,657
2,706
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.704% 12/1/2034 (c)(d)
  
7,061
7,222
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.785% 3/1/2035 (c)(d)
  
6,796
6,959
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 5.558% 9/1/2033 (c)(d)
  
86,614
88,420
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 5.624% 10/1/2033 (c)(d)
  
2,757
2,816
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 5.744% 7/1/2035 (c)(d)
  
3,967
4,069
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055
 
1,687,358
1,753,217
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
 
6,788,669
7,005,372
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
 
1,837,853
1,915,616
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
 
1,799,463
1,877,851
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
 
867,817
906,164
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
 
1,292,778
1,325,965
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
 
1,442,600
1,500,258
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
 
3,957,089
4,112,773
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
 
449,005
460,532
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
 
509,838
530,970
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
 
353,569
368,389
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
 
529,538
559,429
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
 
293,376
305,581
Fannie Mae Mortgage pass-thru certificates 8.5% 12/1/2027
 
198
199
Freddie Mac Gold Pool 2.5% 11/1/2041 (g)
  
6,137,313
5,492,869
Freddie Mac Gold Pool 2.5% 11/1/2041
 
504,019
451,765
Freddie Mac Gold Pool 2.5% 2/1/2042
 
1,146,011
1,030,648
Freddie Mac Gold Pool 2.5% 4/1/2042
 
351,484
313,957
Freddie Mac Gold Pool 2.5% 5/1/2041
 
2,413,724
2,184,344
Freddie Mac Gold Pool 2.5% 6/1/2041
 
420,902
377,126
Freddie Mac Gold Pool 3% 4/1/2034
 
181,568
175,791
Freddie Mac Gold Pool 3% 6/1/2051
 
59,135
52,229
Freddie Mac Gold Pool 5.5% 3/1/2053
 
1,706,272
1,744,128
Freddie Mac Gold Pool 6.5% 10/1/2053 (e)
  
2,757,891
2,904,949
Freddie Mac Gold Pool 6.5% 10/1/2053 (e)
  
2,724,719
2,871,712
Freddie Mac Gold Pool 6.5% 9/1/2053
 
210,922
222,894
Freddie Mac Gold Pool 6.5% 9/1/2053
 
201,671
212,424
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.86%, 6.61% 8/1/2034 (c)(d)
  
15,643
16,151
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (c)(d)
  
42,016
43,454
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.961%, 6.711% 6/1/2033 (c)(d)
  
59,277
61,022
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 6.658% 3/1/2033 (c)(d)
  
548
560
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.003% 6/1/2033 (c)(d)
  
64,149
65,567
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.2307%, 5.965% 12/1/2035 (c)(d)
  
224,130
231,417
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.2597%, 6.19% 6/1/2033 (c)(d)
  
77,676
79,586
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 6.329% 3/1/2035 (c)(d)
  
171,499
176,497
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 5.739% 10/1/2036 (c)(d)
  
38,621
39,564
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.993%, 6.307% 10/1/2035 (c)(d)
  
50,240
51,726
Freddie Mac Non Gold Pool 6% 9/1/2053
 
1,218,496
1,258,535
Ginnie Mae I Pool 2.25% 5/20/2050
 
1,358,468
1,138,902
Ginnie Mae I Pool 2.375% 5/20/2050
 
1,083,754
918,218
Ginnie Mae I Pool 2.5% 10/15/2042
 
152,252
135,021
Ginnie Mae I Pool 2.5% 10/20/2052
 
2,283,871
1,962,139
Ginnie Mae I Pool 2.5% 11/15/2042
 
203,528
180,775
Ginnie Mae I Pool 2.5% 12/15/2042
 
1,975,989
1,760,608
Ginnie Mae I Pool 2.5% 12/15/2042
 
1,801,592
1,603,531
Ginnie Mae I Pool 2.5% 12/15/2042
 
388,563
346,393
Ginnie Mae I Pool 2.5% 12/15/2042
 
144,889
128,825
Ginnie Mae I Pool 2.5% 12/15/2042
 
139,495
124,422
Ginnie Mae I Pool 2.5% 12/15/2042
 
24,966
22,424
Ginnie Mae I Pool 2.5% 12/20/2051
 
4,237,784
3,617,295
Ginnie Mae I Pool 2.5% 3/15/2028
 
727,565
718,799
Ginnie Mae I Pool 2.5% 3/15/2028
 
384,494
379,656
Ginnie Mae I Pool 2.5% 4/15/2028
 
612,339
604,633
Ginnie Mae I Pool 2.5% 5/20/2050
 
1,747,529
1,494,390
Ginnie Mae I Pool 2.5% 8/20/2051
 
19,073,801
16,281,047
Ginnie Mae I Pool 2.625% 5/20/2050
 
2,726,097
2,352,998
Ginnie Mae I Pool 2.75% 5/20/2050
 
353,884
309,732
Ginnie Mae I Pool 3% 1/15/2043
 
118,838
109,086
Ginnie Mae I Pool 3% 1/15/2045
 
385,693
350,652
Ginnie Mae I Pool 3% 1/15/2045
 
6,756
6,136
Ginnie Mae I Pool 3% 1/20/2050
 
65,707
58,686
Ginnie Mae I Pool 3% 1/20/2050
 
49,162
43,923
Ginnie Mae I Pool 3% 10/15/2042
 
1,112,329
1,021,835
Ginnie Mae I Pool 3% 10/15/2043
 
88,056
80,768
Ginnie Mae I Pool 3% 10/15/2049
 
9,320,029
8,380,687
Ginnie Mae I Pool 3% 10/20/2041
 
483,881
420,341
Ginnie Mae I Pool 3% 11/15/2042
 
65,545
60,097
Ginnie Mae I Pool 3% 11/15/2042
 
24,438
22,357
Ginnie Mae I Pool 3% 11/15/2042
 
23,433
21,724
Ginnie Mae I Pool 3% 11/15/2044
 
61,589
56,470
Ginnie Mae I Pool 3% 11/20/2049
 
401,029
358,300
Ginnie Mae I Pool 3% 12/15/2042
 
1,437,372
1,317,910
Ginnie Mae I Pool 3% 12/15/2042
 
410,861
376,857
Ginnie Mae I Pool 3% 12/15/2042
 
223,207
205,286
Ginnie Mae I Pool 3% 12/15/2042
 
65,692
60,255
Ginnie Mae I Pool 3% 12/15/2042
 
1,773
1,630
Ginnie Mae I Pool 3% 12/20/2042
 
12,269,728
11,210,307
Ginnie Mae I Pool 3% 2/15/2038
 
2,957,292
2,767,995
Ginnie Mae I Pool 3% 2/15/2038
 
2,030,814
1,900,821
Ginnie Mae I Pool 3% 2/20/2043
 
2,029,671
1,858,813
Ginnie Mae I Pool 3% 2/20/2050
 
2,327,285
2,076,409
Ginnie Mae I Pool 3% 3/15/2038
 
831,315
777,494
Ginnie Mae I Pool 3% 3/15/2043
 
67,996
62,392
Ginnie Mae I Pool 3% 3/15/2045
 
416,935
378,785
Ginnie Mae I Pool 3% 3/15/2045
 
65,412
59,281
Ginnie Mae I Pool 3% 3/15/2045
 
11,284
10,307
Ginnie Mae I Pool 3% 3/20/2043
 
8,066,519
7,373,554
Ginnie Mae I Pool 3% 3/20/2043
 
3,374,462
3,087,037
Ginnie Mae I Pool 3% 3/20/2043
 
1,445,240
1,322,993
Ginnie Mae I Pool 3% 3/20/2043
 
189,569
173,357
Ginnie Mae I Pool 3% 4/15/2042
 
35,443
32,700
Ginnie Mae I Pool 3% 4/15/2043
 
1,510,861
1,386,348
Ginnie Mae I Pool 3% 4/15/2043
 
451,368
412,765
Ginnie Mae I Pool 3% 4/15/2043
 
430,216
393,864
Ginnie Mae I Pool 3% 4/15/2043
 
160,100
146,906
Ginnie Mae I Pool 3% 4/15/2043
 
104,463
96,038
Ginnie Mae I Pool 3% 4/15/2045
 
929,324
842,508
Ginnie Mae I Pool 3% 4/15/2045
 
542,530
492,540
Ginnie Mae I Pool 3% 4/15/2045
 
439,954
398,163
Ginnie Mae I Pool 3% 4/15/2045
 
12,434
11,253
Ginnie Mae I Pool 3% 5/15/2027
 
59,328
59,028
Ginnie Mae I Pool 3% 5/15/2043
 
741,570
677,142
Ginnie Mae I Pool 3% 5/15/2043
 
642,188
588,369
Ginnie Mae I Pool 3% 5/15/2043
 
614,924
563,390
Ginnie Mae I Pool 3% 5/15/2043
 
379,198
347,551
Ginnie Mae I Pool 3% 5/15/2043
 
246,663
227,302
Ginnie Mae I Pool 3% 5/15/2043
 
243,941
222,665
Ginnie Mae I Pool 3% 5/15/2043
 
194,472
177,906
Ginnie Mae I Pool 3% 5/15/2043
 
101,290
93,121
Ginnie Mae I Pool 3% 5/15/2043
 
73,888
67,544
Ginnie Mae I Pool 3% 5/15/2043
 
68,742
63,076
Ginnie Mae I Pool 3% 5/15/2043
 
11,837
10,837
Ginnie Mae I Pool 3% 5/15/2045
 
425,680
387,563
Ginnie Mae I Pool 3% 5/15/2045
 
12,806
11,594
Ginnie Mae I Pool 3% 5/20/2050
 
1,613,004
1,439,125
Ginnie Mae I Pool 3% 6/15/2038
 
914,726
856,510
Ginnie Mae I Pool 3% 6/15/2042
 
71,601
65,900
Ginnie Mae I Pool 3% 6/15/2042
 
69,223
63,374
Ginnie Mae I Pool 3% 6/15/2043
 
798,770
732,942
Ginnie Mae I Pool 3% 6/15/2043
 
749,199
684,614
Ginnie Mae I Pool 3% 6/15/2043
 
90,235
83,619
Ginnie Mae I Pool 3% 6/15/2043
 
48,830
44,720
Ginnie Mae I Pool 3% 6/15/2043
 
32,841
30,193
Ginnie Mae I Pool 3% 6/15/2043
 
30,828
28,234
Ginnie Mae I Pool 3% 6/15/2043
 
5,025
4,610
Ginnie Mae I Pool 3% 6/15/2045
 
4,204
3,801
Ginnie Mae I Pool 3% 6/20/2042
 
2,038,662
1,874,530
Ginnie Mae I Pool 3% 6/20/2050
 
3,629,369
3,233,594
Ginnie Mae I Pool 3% 7/15/2042
 
155,712
143,546
Ginnie Mae I Pool 3% 7/15/2042
 
108,430
99,380
Ginnie Mae I Pool 3% 7/15/2043
 
109,245
99,977
Ginnie Mae I Pool 3% 7/15/2043
 
52,654
48,296
Ginnie Mae I Pool 3% 7/20/2050
 
2,762,286
2,461,065
Ginnie Mae I Pool 3% 7/20/2050
 
2,736,941
2,441,905
Ginnie Mae I Pool 3% 7/20/2050
 
2,460,562
2,192,243
Ginnie Mae I Pool 3% 8/15/2042
 
32,100
29,366
Ginnie Mae I Pool 3% 8/15/2042
 
13,045
11,979
Ginnie Mae I Pool 3% 8/15/2043
 
126,330
116,097
Ginnie Mae I Pool 3% 9/15/2042
 
491,841
453,413
Ginnie Mae I Pool 3% 9/15/2042
 
264,108
243,666
Ginnie Mae I Pool 3% 9/15/2042
 
131,037
120,990
Ginnie Mae I Pool 3% 9/15/2042
 
119,710
110,141
Ginnie Mae I Pool 3% 9/15/2042
 
79,050
72,703
Ginnie Mae I Pool 3% 9/15/2042
 
58,564
53,799
Ginnie Mae I Pool 3% 9/15/2042
 
12,257
11,264
Ginnie Mae I Pool 3% 9/15/2042
 
6,101
5,613
Ginnie Mae I Pool 3% 9/20/2046
 
3,732,569
3,371,031
Ginnie Mae I Pool 3.25% 2/20/2041
 
663,033
579,200
Ginnie Mae I Pool 3.25% 7/20/2046
 
117,704
106,607
Ginnie Mae I Pool 3.375% 5/20/2050
 
279,116
251,930
Ginnie Mae I Pool 3.5% 1/15/2042
 
3,929,052
3,720,095
Ginnie Mae I Pool 3.5% 1/15/2042
 
2,414,885
2,285,497
Ginnie Mae I Pool 3.5% 1/15/2042
 
1,173,200
1,110,573
Ginnie Mae I Pool 3.5% 1/15/2042
 
49,131
46,456
Ginnie Mae I Pool 3.5% 1/15/2045
 
381,801
355,862
Ginnie Mae I Pool 3.5% 1/15/2045
 
191,126
180,267
Ginnie Mae I Pool 3.5% 1/20/2048
 
1,120,390
1,042,810
Ginnie Mae I Pool 3.5% 1/20/2050
 
78,701
72,622
Ginnie Mae I Pool 3.5% 1/20/2050
 
47,677
44,143
Ginnie Mae I Pool 3.5% 1/20/2050
 
46,398
42,916
Ginnie Mae I Pool 3.5% 1/20/2050
 
13,288
12,273
Ginnie Mae I Pool 3.5% 10/15/2042
 
194,234
182,709
Ginnie Mae I Pool 3.5% 10/20/2044
 
1,703,197
1,588,147
Ginnie Mae I Pool 3.5% 10/20/2049
 
645,157
587,460
Ginnie Mae I Pool 3.5% 11/15/2041
 
1,000,448
944,941
Ginnie Mae I Pool 3.5% 11/15/2041
 
317,280
301,121
Ginnie Mae I Pool 3.5% 11/15/2041
 
131,487
124,357
Ginnie Mae I Pool 3.5% 11/15/2042
 
37,761
35,410
Ginnie Mae I Pool 3.5% 11/20/2044
 
6,369,918
5,934,259
Ginnie Mae I Pool 3.5% 11/20/2044
 
1,243,228
1,156,970
Ginnie Mae I Pool 3.5% 11/20/2044
 
966,037
899,355
Ginnie Mae I Pool 3.5% 11/20/2049
 
193,882
179,330
Ginnie Mae I Pool 3.5% 11/20/2049
 
61,343
56,624
Ginnie Mae I Pool 3.5% 12/15/2026
 
24,753
24,678
Ginnie Mae I Pool 3.5% 12/15/2041
 
1,360,569
1,282,017
Ginnie Mae I Pool 3.5% 12/15/2041
 
175,818
165,411
Ginnie Mae I Pool 3.5% 12/15/2042
 
186,148
176,011
Ginnie Mae I Pool 3.5% 12/20/2042
 
320,660
300,631
Ginnie Mae I Pool 3.5% 12/20/2044
 
641,484
596,845
Ginnie Mae I Pool 3.5% 12/20/2044
 
460,298
428,263
Ginnie Mae I Pool 3.5% 2/15/2042
 
2,041,393
1,926,583
Ginnie Mae I Pool 3.5% 2/15/2042
 
1,159,820
1,091,444
Ginnie Mae I Pool 3.5% 2/15/2042
 
699,787
660,607
Ginnie Mae I Pool 3.5% 2/15/2042
 
549,073
520,203
Ginnie Mae I Pool 3.5% 2/15/2042
 
337,359
319,216
Ginnie Mae I Pool 3.5% 2/15/2042
 
88,468
83,470
Ginnie Mae I Pool 3.5% 2/15/2043
 
81,345
76,758
Ginnie Mae I Pool 3.5% 2/20/2043
 
2,503,275
2,351,725
Ginnie Mae I Pool 3.5% 3/15/2027
 
50,722
50,559
Ginnie Mae I Pool 3.5% 3/15/2042
 
5,558,742
5,244,717
Ginnie Mae I Pool 3.5% 3/15/2042
 
3,545,333
3,356,783
Ginnie Mae I Pool 3.5% 3/15/2042
 
1,343,680
1,265,116
Ginnie Mae I Pool 3.5% 3/15/2042
 
853,187
806,265
Ginnie Mae I Pool 3.5% 3/15/2042
 
234,591
221,563
Ginnie Mae I Pool 3.5% 3/15/2042
 
140,729
133,329
Ginnie Mae I Pool 3.5% 3/15/2042
 
30,594
28,922
Ginnie Mae I Pool 3.5% 3/20/2043
 
4,535,502
4,284,939
Ginnie Mae I Pool 3.5% 3/20/2043
 
1,097,413
1,030,972
Ginnie Mae I Pool 3.5% 3/20/2043
 
1,033,679
970,612
Ginnie Mae I Pool 3.5% 3/20/2043
 
675,743
633,014
Ginnie Mae I Pool 3.5% 4/15/2042 (e)(f)
  
8,486,007
8,036,397
Ginnie Mae I Pool 3.5% 4/15/2042
 
3,738,040
3,539,990
Ginnie Mae I Pool 3.5% 4/15/2042
 
3,719,167
3,518,322
Ginnie Mae I Pool 3.5% 4/15/2042
 
2,314,659
2,188,637
Ginnie Mae I Pool 3.5% 4/15/2042
 
1,344,710
1,273,464
Ginnie Mae I Pool 3.5% 4/20/2043
 
1,117,950
1,047,777
Ginnie Mae I Pool 3.5% 5/15/2042
 
4,152,481
3,933,307
Ginnie Mae I Pool 3.5% 5/15/2042
 
1,392,923
1,317,702
Ginnie Mae I Pool 3.5% 5/15/2042
 
771,645
730,454
Ginnie Mae I Pool 3.5% 5/15/2042
 
550,102
520,846
Ginnie Mae I Pool 3.5% 5/15/2042
 
44,600
42,069
Ginnie Mae I Pool 3.5% 5/20/2050
 
2,457,004
2,261,844
Ginnie Mae I Pool 3.5% 6/15/2042
 
745,954
701,438
Ginnie Mae I Pool 3.5% 6/15/2043
 
104,532
98,073
Ginnie Mae I Pool 3.5% 6/15/2044
 
430,216
402,274
Ginnie Mae I Pool 3.5% 7/15/2042
 
7,117,427
6,704,758
Ginnie Mae I Pool 3.5% 7/15/2042
 
855,739
805,083
Ginnie Mae I Pool 3.5% 7/15/2043
 
477,443
448,951
Ginnie Mae I Pool 3.5% 7/15/2043
 
9,322
8,766
Ginnie Mae I Pool 3.5% 7/20/2043
 
1,171,149
1,094,712
Ginnie Mae I Pool 3.5% 7/20/2043
 
496,252
463,877
Ginnie Mae I Pool 3.5% 7/20/2046
 
64,009,999
59,425,884
Ginnie Mae I Pool 3.5% 8/15/2042
 
254,651
239,767
Ginnie Mae I Pool 3.5% 8/15/2042
 
185,638
175,369
Ginnie Mae I Pool 3.5% 8/15/2042
 
82,255
79,577
Ginnie Mae I Pool 3.5% 8/15/2042
 
42,138
39,657
Ginnie Mae I Pool 3.5% 8/15/2043
 
423,863
396,898
Ginnie Mae I Pool 3.5% 9/15/2026
 
923
921
Ginnie Mae I Pool 3.5% 9/15/2043
 
78,435
73,552
Ginnie Mae I Pool 3.5% 9/20/2049
 
1,275,135
1,154,884
Ginnie Mae I Pool 3.7% 10/15/2042
 
3,223,029
3,046,661
Ginnie Mae I Pool 3.74% 7/20/2042
 
203,055
191,946
Ginnie Mae I Pool 3.75% 1/20/2046
 
1,709,424
1,600,713
Ginnie Mae I Pool 3.75% 10/20/2041
 
835,007
791,529
Ginnie Mae I Pool 3.75% 10/20/2045
 
2,228,976
2,090,742
Ginnie Mae I Pool 3.75% 11/20/2045
 
799,116
749,076
Ginnie Mae I Pool 3.75% 11/20/2046
 
2,581,865
2,414,318
Ginnie Mae I Pool 3.75% 2/20/2046
 
631,244
590,615
Ginnie Mae I Pool 3.75% 5/20/2046
 
778,428
727,913
Ginnie Mae I Pool 3.75% 7/20/2047
 
205,043
191,481
Ginnie Mae I Pool 3.75% 8/20/2045
 
1,302,518
1,220,955
Ginnie Mae I Pool 3.75% 9/20/2045
 
1,064,164
997,736
Ginnie Mae I Pool 4% 1/15/2040
 
420,917
407,470
Ginnie Mae I Pool 4% 1/15/2040
 
144,703
139,950
Ginnie Mae I Pool 4% 1/15/2040
 
57,439
55,604
Ginnie Mae I Pool 4% 1/15/2041
 
470,318
454,525
Ginnie Mae I Pool 4% 1/15/2041
 
213,236
206,137
Ginnie Mae I Pool 4% 1/15/2041
 
194,068
187,665
Ginnie Mae I Pool 4% 1/15/2041
 
159,805
154,532
Ginnie Mae I Pool 4% 1/15/2041
 
158,122
152,976
Ginnie Mae I Pool 4% 1/15/2041
 
129,303
125,094
Ginnie Mae I Pool 4% 1/15/2041
 
59,247
57,418
Ginnie Mae I Pool 4% 1/15/2041
 
50,205
48,624
Ginnie Mae I Pool 4% 1/15/2041
 
49,517
47,966
Ginnie Mae I Pool 4% 1/15/2041
 
30,300
29,282
Ginnie Mae I Pool 4% 1/15/2041
 
18,136
17,567
Ginnie Mae I Pool 4% 1/15/2041
 
3,774
3,647
Ginnie Mae I Pool 4% 1/15/2042
 
296,612
286,652
Ginnie Mae I Pool 4% 1/15/2042
 
133,623
129,194
Ginnie Mae I Pool 4% 1/15/2042
 
129,532
125,718
Ginnie Mae I Pool 4% 1/15/2042
 
47,636
46,008
Ginnie Mae I Pool 4% 1/15/2042
 
18,547
17,899
Ginnie Mae I Pool 4% 1/15/2043
 
65,992
63,547
Ginnie Mae I Pool 4% 1/15/2045
 
283,210
271,114
Ginnie Mae I Pool 4% 1/15/2045
 
156,260
150,767
Ginnie Mae I Pool 4% 1/20/2042
 
3,073,874
2,951,988
Ginnie Mae I Pool 4% 1/20/2042
 
78,202
75,011
Ginnie Mae I Pool 4% 1/20/2049
 
787,390
746,508
Ginnie Mae I Pool 4% 1/20/2050
 
580,370
549,330
Ginnie Mae I Pool 4% 10/15/2039
 
1,112,156
1,076,964
Ginnie Mae I Pool 4% 10/15/2039
 
927,388
897,479
Ginnie Mae I Pool 4% 10/15/2039
 
540,769
523,991
Ginnie Mae I Pool 4% 10/15/2039
 
127,570
123,475
Ginnie Mae I Pool 4% 10/15/2040
 
3,764,557
3,642,585
Ginnie Mae I Pool 4% 10/15/2040
 
1,264,350
1,223,957
Ginnie Mae I Pool 4% 10/15/2040
 
319,452
309,246
Ginnie Mae I Pool 4% 10/15/2040
 
185,954
179,874
Ginnie Mae I Pool 4% 10/15/2040
 
152,258
147,279
Ginnie Mae I Pool 4% 10/15/2040
 
59,556
57,530
Ginnie Mae I Pool 4% 10/15/2040
 
50,615
48,915
Ginnie Mae I Pool 4% 10/15/2040
 
29,086
28,148
Ginnie Mae I Pool 4% 10/15/2040
 
16,069
15,551
Ginnie Mae I Pool 4% 10/15/2040
 
15,781
15,275
Ginnie Mae I Pool 4% 10/15/2040
 
7,701
7,463
Ginnie Mae I Pool 4% 10/15/2040
 
6,267
6,070
Ginnie Mae I Pool 4% 10/15/2041
 
2,466,053
2,380,193
Ginnie Mae I Pool 4% 10/15/2041
 
840,712
811,868
Ginnie Mae I Pool 4% 10/15/2041
 
582,901
563,841
Ginnie Mae I Pool 4% 10/15/2041
 
476,883
460,731
Ginnie Mae I Pool 4% 10/15/2041
 
258,138
249,507
Ginnie Mae I Pool 4% 10/15/2041
 
254,982
246,309
Ginnie Mae I Pool 4% 10/15/2041
 
185,982
179,791
Ginnie Mae I Pool 4% 10/15/2041
 
176,463
170,563
Ginnie Mae I Pool 4% 10/15/2041
 
136,307
131,770
Ginnie Mae I Pool 4% 10/15/2041
 
113,370
109,783
Ginnie Mae I Pool 4% 10/15/2041
 
93,694
90,494
Ginnie Mae I Pool 4% 10/15/2041
 
80,643
77,877
Ginnie Mae I Pool 4% 10/15/2041
 
62,771
60,487
Ginnie Mae I Pool 4% 10/15/2041
 
59,973
57,977
Ginnie Mae I Pool 4% 10/15/2041
 
58,926
57,052
Ginnie Mae I Pool 4% 10/15/2041
 
50,594
48,947
Ginnie Mae I Pool 4% 10/15/2041
 
29,282
28,308
Ginnie Mae I Pool 4% 10/15/2041
 
11,255
10,844
Ginnie Mae I Pool 4% 10/15/2041
 
9,242
8,906
Ginnie Mae I Pool 4% 11/15/2039
 
1,687,025
1,634,160
Ginnie Mae I Pool 4% 11/15/2039
 
278,274
269,174
Ginnie Mae I Pool 4% 11/15/2039
 
200,083
194,096
Ginnie Mae I Pool 4% 11/15/2040
 
886,606
858,960
Ginnie Mae I Pool 4% 11/15/2040
 
260,617
252,291
Ginnie Mae I Pool 4% 11/15/2040
 
203,570
196,883
Ginnie Mae I Pool 4% 11/15/2040
 
163,490
158,120
Ginnie Mae I Pool 4% 11/15/2040
 
41,660
40,474
Ginnie Mae I Pool 4% 11/15/2040
 
38,385
37,113
Ginnie Mae I Pool 4% 11/15/2040
 
23,022
22,276
Ginnie Mae I Pool 4% 11/15/2040
 
8,663
8,394
Ginnie Mae I Pool 4% 11/15/2041
 
460,666
444,997
Ginnie Mae I Pool 4% 11/15/2041
 
65,401
63,167
Ginnie Mae I Pool 4% 11/15/2042
 
517,975
499,298
Ginnie Mae I Pool 4% 11/15/2042
 
135,390
130,653
Ginnie Mae I Pool 4% 11/15/2042
 
22,473
21,651
Ginnie Mae I Pool 4% 12/15/2039
 
683,084
661,574
Ginnie Mae I Pool 4% 12/15/2039
 
459,026
444,642
Ginnie Mae I Pool 4% 12/15/2039
 
77,074
74,554
Ginnie Mae I Pool 4% 12/15/2040
 
1,719,293
1,662,060
Ginnie Mae I Pool 4% 12/15/2040
 
569,032
550,939
Ginnie Mae I Pool 4% 12/15/2040
 
272,688
263,772
Ginnie Mae I Pool 4% 12/15/2040
 
181,766
175,636
Ginnie Mae I Pool 4% 12/15/2040
 
78,040
75,512
Ginnie Mae I Pool 4% 12/15/2040
 
75,971
73,464
Ginnie Mae I Pool 4% 12/15/2040
 
8,808
8,551
Ginnie Mae I Pool 4% 12/15/2040
 
6,610
6,395
Ginnie Mae I Pool 4% 12/15/2040
 
2,980
2,877
Ginnie Mae I Pool 4% 12/15/2041
 
747,237
721,473
Ginnie Mae I Pool 4% 12/15/2041
 
527,380
509,108
Ginnie Mae I Pool 4% 12/15/2041
 
199,311
192,618
Ginnie Mae I Pool 4% 12/15/2041
 
150,085
144,835
Ginnie Mae I Pool 4% 12/15/2041
 
73,114
70,502
Ginnie Mae I Pool 4% 12/15/2041
 
72,119
69,608
Ginnie Mae I Pool 4% 12/15/2041
 
59,951
58,063
Ginnie Mae I Pool 4% 12/15/2041
 
7,239
6,992
Ginnie Mae I Pool 4% 12/15/2042
 
269,347
260,742
Ginnie Mae I Pool 4% 12/15/2042
 
16,542
15,951
Ginnie Mae I Pool 4% 12/20/2040
 
121,892
117,294
Ginnie Mae I Pool 4% 2/15/2040
 
408,622
395,629
Ginnie Mae I Pool 4% 2/15/2040
 
303,202
293,561
Ginnie Mae I Pool 4% 2/15/2040
 
9,132
8,885
Ginnie Mae I Pool 4% 2/15/2041
 
365,872
354,018
Ginnie Mae I Pool 4% 2/15/2041
 
76,917
74,356
Ginnie Mae I Pool 4% 2/15/2041
 
72,443
70,053
Ginnie Mae I Pool 4% 2/15/2041
 
54,490
52,724
Ginnie Mae I Pool 4% 2/15/2041
 
24,730
23,955
Ginnie Mae I Pool 4% 2/15/2041
 
18,035
17,407
Ginnie Mae I Pool 4% 2/15/2041
 
14,348
13,924
Ginnie Mae I Pool 4% 2/15/2042
 
464,920
448,733
Ginnie Mae I Pool 4% 2/15/2042
 
222,702
214,524
Ginnie Mae I Pool 4% 2/15/2042
 
116,460
112,618
Ginnie Mae I Pool 4% 2/15/2042
 
78,174
75,492
Ginnie Mae I Pool 4% 2/15/2042
 
59,696
57,789
Ginnie Mae I Pool 4% 2/15/2042
 
55,625
53,697
Ginnie Mae I Pool 4% 2/15/2045
 
310,340
297,174
Ginnie Mae I Pool 4% 2/15/2045
 
85,536
82,124
Ginnie Mae I Pool 4% 2/20/2046
 
679,591
646,189
Ginnie Mae I Pool 4% 3/15/2040
 
283,411
274,751
Ginnie Mae I Pool 4% 3/15/2040
 
221,381
214,410
Ginnie Mae I Pool 4% 3/15/2041
 
1,051,931
1,017,067
Ginnie Mae I Pool 4% 3/15/2041
 
34,153
33,077
Ginnie Mae I Pool 4% 3/15/2041
 
20,178
19,530
Ginnie Mae I Pool 4% 3/15/2041
 
13,824
13,338
Ginnie Mae I Pool 4% 3/15/2042
 
226,006
218,062
Ginnie Mae I Pool 4% 3/15/2042
 
162,382
156,756
Ginnie Mae I Pool 4% 3/15/2042
 
34,322
33,062
Ginnie Mae I Pool 4% 3/15/2044
 
344,019
330,885
Ginnie Mae I Pool 4% 3/15/2045
 
244,353
235,181
Ginnie Mae I Pool 4% 3/15/2045
 
139,602
135,038
Ginnie Mae I Pool 4% 3/20/2042
 
571,097
547,912
Ginnie Mae I Pool 4% 3/20/2047
 
289,979
277,008
Ginnie Mae I Pool 4% 4/15/2039
 
402,407
389,797
Ginnie Mae I Pool 4% 4/15/2039
 
109,974
106,754
Ginnie Mae I Pool 4% 4/15/2041
 
1,975,006
1,910,132
Ginnie Mae I Pool 4% 4/15/2042
 
39,135
37,672
Ginnie Mae I Pool 4% 4/15/2043
 
205,455
198,496
Ginnie Mae I Pool 4% 4/15/2043
 
11,684
11,276
Ginnie Mae I Pool 4% 4/15/2045
 
292,620
281,356
Ginnie Mae I Pool 4% 4/15/2045
 
173,875
166,624
Ginnie Mae I Pool 4% 4/15/2045
 
94,242
90,411
Ginnie Mae I Pool 4% 4/20/2047
 
3,161,537
3,001,342
Ginnie Mae I Pool 4% 4/20/2047
 
2,817,557
2,674,792
Ginnie Mae I Pool 4% 4/20/2048
 
937,737
889,636
Ginnie Mae I Pool 4% 4/20/2048
 
857,361
813,383
Ginnie Mae I Pool 4% 5/15/2039
 
31,811
30,927
Ginnie Mae I Pool 4% 5/15/2041
 
224,617
216,592
Ginnie Mae I Pool 4% 5/15/2042
 
116,483
112,997
Ginnie Mae I Pool 4% 5/15/2043
 
275,377
265,882
Ginnie Mae I Pool 4% 5/15/2043
 
165,777
159,214
Ginnie Mae I Pool 4% 5/15/2043
 
151,470
145,473
Ginnie Mae I Pool 4% 5/15/2043
 
127,496
123,215
Ginnie Mae I Pool 4% 5/15/2044
 
765,299
734,765
Ginnie Mae I Pool 4% 5/15/2044
 
274,860
264,235
Ginnie Mae I Pool 4% 6/15/2039
 
399,703
388,457
Ginnie Mae I Pool 4% 6/15/2039
 
139,824
135,639
Ginnie Mae I Pool 4% 6/15/2039
 
52,487
51,010
Ginnie Mae I Pool 4% 6/15/2040
 
15,476
14,989
Ginnie Mae I Pool 4% 6/15/2041
 
1,131,119
1,093,465
Ginnie Mae I Pool 4% 6/15/2041
 
695,308
672,162
Ginnie Mae I Pool 4% 6/15/2041
 
560,977
541,258
Ginnie Mae I Pool 4% 6/15/2041
 
504,340
486,611
Ginnie Mae I Pool 4% 6/15/2041
 
440,114
425,208
Ginnie Mae I Pool 4% 6/15/2041
 
404,700
390,243
Ginnie Mae I Pool 4% 6/15/2041
 
348,784
337,800
Ginnie Mae I Pool 4% 6/15/2041
 
322,579
311,607
Ginnie Mae I Pool 4% 6/15/2041
 
313,620
302,364
Ginnie Mae I Pool 4% 6/15/2041
 
136,186
131,321
Ginnie Mae I Pool 4% 6/15/2041
 
102,318
98,722
Ginnie Mae I Pool 4% 6/15/2041
 
78,337
76,018
Ginnie Mae I Pool 4% 6/15/2041
 
67,073
64,782
Ginnie Mae I Pool 4% 6/15/2041
 
36,363
35,137
Ginnie Mae I Pool 4% 6/15/2041
 
21,678
21,054
Ginnie Mae I Pool 4% 6/15/2041
 
21,005
20,255
Ginnie Mae I Pool 4% 6/15/2042
 
297,513
287,653
Ginnie Mae I Pool 4% 6/15/2042
 
63,917
61,497
Ginnie Mae I Pool 4% 6/15/2042
 
29,172
28,072
Ginnie Mae I Pool 4% 6/15/2043
 
229,177
220,538
Ginnie Mae I Pool 4% 6/15/2043
 
28,922
27,972
Ginnie Mae I Pool 4% 6/15/2045
 
670,060
645,899
Ginnie Mae I Pool 4% 7/15/2039
 
45,250
43,888
Ginnie Mae I Pool 4% 7/15/2040
 
1,120
1,084
Ginnie Mae I Pool 4% 7/15/2041
 
255,817
246,550
Ginnie Mae I Pool 4% 7/15/2041
 
100,103
96,800
Ginnie Mae I Pool 4% 7/15/2041
 
49,333
47,648
Ginnie Mae I Pool 4% 7/15/2041
 
44,192
42,683
Ginnie Mae I Pool 4% 7/15/2041
 
32,829
31,805
Ginnie Mae I Pool 4% 7/15/2041
 
20,726
20,045
Ginnie Mae I Pool 4% 7/15/2041
 
13,138
12,664
Ginnie Mae I Pool 4% 7/15/2041
 
7,179
6,931
Ginnie Mae I Pool 4% 7/15/2041
 
4,534
4,381
Ginnie Mae I Pool 4% 7/15/2042
 
186,782
179,984
Ginnie Mae I Pool 4% 7/15/2042
 
140,883
135,687
Ginnie Mae I Pool 4% 7/15/2043
 
441,862
424,368
Ginnie Mae I Pool 4% 8/15/2040
 
190,199
184,297
Ginnie Mae I Pool 4% 8/15/2040
 
51,642
49,969
Ginnie Mae I Pool 4% 8/15/2040
 
30,957
30,002
Ginnie Mae I Pool 4% 8/15/2040
 
2,794
2,702
Ginnie Mae I Pool 4% 8/15/2041
 
1,762,416
1,702,470
Ginnie Mae I Pool 4% 8/15/2041
 
1,192,373
1,149,179
Ginnie Mae I Pool 4% 8/15/2041
 
727,217
701,238
Ginnie Mae I Pool 4% 8/15/2041
 
637,741
616,511
Ginnie Mae I Pool 4% 8/15/2041
 
493,352
476,426
Ginnie Mae I Pool 4% 8/15/2041
 
236,103
227,551
Ginnie Mae I Pool 4% 8/15/2041
 
96,715
93,425
Ginnie Mae I Pool 4% 8/15/2041
 
71,478
69,078
Ginnie Mae I Pool 4% 8/15/2041
 
39,457
38,097
Ginnie Mae I Pool 4% 8/15/2041
 
25,873
25,047
Ginnie Mae I Pool 4% 8/15/2042
 
5,526
5,349
Ginnie Mae I Pool 4% 8/15/2043
 
20,239
19,425
Ginnie Mae I Pool 4% 8/15/2043
 
6,766
6,516
Ginnie Mae I Pool 4% 9/15/2039
 
52,545
50,858
Ginnie Mae I Pool 4% 9/15/2039
 
17,971
17,466
Ginnie Mae I Pool 4% 9/15/2040
 
455,716
441,366
Ginnie Mae I Pool 4% 9/15/2040
 
244,746
236,671
Ginnie Mae I Pool 4% 9/15/2040
 
195,683
189,313
Ginnie Mae I Pool 4% 9/15/2040
 
123,244
119,326
Ginnie Mae I Pool 4% 9/15/2040
 
122,883
119,013
Ginnie Mae I Pool 4% 9/15/2040
 
52,155
50,504
Ginnie Mae I Pool 4% 9/15/2040
 
30,253
29,291
Ginnie Mae I Pool 4% 9/15/2040
 
11,100
10,749
Ginnie Mae I Pool 4% 9/15/2040
 
5,663
5,482
Ginnie Mae I Pool 4% 9/15/2040
 
2,866
2,774
Ginnie Mae I Pool 4% 9/15/2041
 
2,251,145
2,174,899
Ginnie Mae I Pool 4% 9/15/2041
 
663,695
641,312
Ginnie Mae I Pool 4% 9/15/2041
 
274,068
264,905
Ginnie Mae I Pool 4% 9/15/2041
 
216,638
209,816
Ginnie Mae I Pool 4% 9/15/2041
 
206,227
199,212
Ginnie Mae I Pool 4% 9/15/2041
 
73,675
71,212
Ginnie Mae I Pool 4% 9/15/2041
 
59,820
57,873
Ginnie Mae I Pool 4% 9/15/2041
 
59,394
57,408
Ginnie Mae I Pool 4% 9/15/2041
 
47,498
45,882
Ginnie Mae I Pool 4% 9/15/2041
 
42,629
41,131
Ginnie Mae I Pool 4% 9/15/2041
 
15,591
15,024
Ginnie Mae I Pool 4% 9/15/2041
 
14,073
13,558
Ginnie Mae I Pool 4% 9/15/2041
 
7,264
7,048
Ginnie Mae I Pool 4.25% 1/20/2046
 
272,600
261,761
Ginnie Mae I Pool 4.5% 1/15/2039
 
238,672
236,804
Ginnie Mae I Pool 4.5% 1/15/2040
 
2,544,766
2,527,006
Ginnie Mae I Pool 4.5% 1/15/2040
 
273,355
271,477
Ginnie Mae I Pool 4.5% 1/15/2040
 
179,286
177,937
Ginnie Mae I Pool 4.5% 1/15/2040
 
66,379
65,870
Ginnie Mae I Pool 4.5% 10/15/2039
 
176,867
175,652
Ginnie Mae I Pool 4.5% 10/15/2039
 
119,641
118,637
Ginnie Mae I Pool 4.5% 11/15/2039
 
809,817
803,079
Ginnie Mae I Pool 4.5% 11/15/2039
 
328,066
325,590
Ginnie Mae I Pool 4.5% 11/15/2039
 
286,086
284,090
Ginnie Mae I Pool 4.5% 11/15/2039
 
158,536
157,421
Ginnie Mae I Pool 4.5% 11/15/2039
 
144,761
143,774
Ginnie Mae I Pool 4.5% 11/15/2039
 
49,755
49,432
Ginnie Mae I Pool 4.5% 11/15/2039
 
4,272
4,239
Ginnie Mae I Pool 4.5% 11/20/2052
 
30,142,240
29,329,041
Ginnie Mae I Pool 4.5% 12/15/2039
 
1,199,330
1,191,025
Ginnie Mae I Pool 4.5% 12/15/2039
 
757,905
752,533
Ginnie Mae I Pool 4.5% 12/15/2039
 
572,426
568,369
Ginnie Mae I Pool 4.5% 12/15/2039
 
296,776
294,592
Ginnie Mae I Pool 4.5% 12/15/2039
 
235,250
233,660
Ginnie Mae I Pool 4.5% 12/15/2039
 
166,106
164,983
Ginnie Mae I Pool 4.5% 12/15/2039
 
148,955
148,250
Ginnie Mae I Pool 4.5% 12/15/2039
 
120,421
119,680
Ginnie Mae I Pool 4.5% 12/15/2039
 
95,153
94,620
Ginnie Mae I Pool 4.5% 12/15/2039
 
89,057
88,465
Ginnie Mae I Pool 4.5% 12/15/2040
 
92,334
91,586
Ginnie Mae I Pool 4.5% 2/15/2040
 
621,162
615,602
Ginnie Mae I Pool 4.5% 2/15/2040
 
466,262
462,932
Ginnie Mae I Pool 4.5% 2/15/2040
 
381,795
379,256
Ginnie Mae I Pool 4.5% 2/15/2040
 
215,841
214,465
Ginnie Mae I Pool 4.5% 2/15/2040
 
188,445
187,140
Ginnie Mae I Pool 4.5% 2/15/2040
 
183,856
182,454
Ginnie Mae I Pool 4.5% 2/15/2040
 
106,099
105,352
Ginnie Mae I Pool 4.5% 2/15/2040
 
104,594
103,864
Ginnie Mae I Pool 4.5% 2/15/2040
 
69,112
68,622
Ginnie Mae I Pool 4.5% 2/15/2040
 
33,768
33,536
Ginnie Mae I Pool 4.5% 2/15/2040
 
5,018
4,989
Ginnie Mae I Pool 4.5% 2/15/2041
 
172,839
171,605
Ginnie Mae I Pool 4.5% 2/15/2041
 
71,714
71,122
Ginnie Mae I Pool 4.5% 3/15/2039
 
28,640
28,458
Ginnie Mae I Pool 4.5% 3/15/2040
 
970,642
962,090
Ginnie Mae I Pool 4.5% 3/15/2040
 
139,515
138,587
Ginnie Mae I Pool 4.5% 3/15/2040
 
126,073
125,125
Ginnie Mae I Pool 4.5% 3/15/2040
 
86,303
85,531
Ginnie Mae I Pool 4.5% 3/15/2041
 
3,273,468
3,246,245
Ginnie Mae I Pool 4.5% 3/15/2041
 
163,897
162,709
Ginnie Mae I Pool 4.5% 3/15/2041
 
11,782
11,673
Ginnie Mae I Pool 4.5% 4/15/2039
 
695,173
689,438
Ginnie Mae I Pool 4.5% 4/15/2039
 
581,258
576,463
Ginnie Mae I Pool 4.5% 4/15/2040
 
350,054
347,044
Ginnie Mae I Pool 4.5% 4/15/2040
 
266,165
264,007
Ginnie Mae I Pool 4.5% 4/15/2040
 
150,765
149,532
Ginnie Mae I Pool 4.5% 4/15/2040
 
62,579
62,010
Ginnie Mae I Pool 4.5% 4/15/2040
 
61,123
60,568
Ginnie Mae I Pool 4.5% 4/15/2040
 
42,830
42,545
Ginnie Mae I Pool 4.5% 4/15/2040
 
19,487
19,336
Ginnie Mae I Pool 4.5% 4/15/2041
 
223,196
221,434
Ginnie Mae I Pool 4.5% 4/15/2041
 
156,761
155,458
Ginnie Mae I Pool 4.5% 4/15/2041
 
88,747
88,186
Ginnie Mae I Pool 4.5% 4/15/2041
 
87,850
87,256
Ginnie Mae I Pool 4.5% 4/15/2041
 
59,370
58,920
Ginnie Mae I Pool 4.5% 4/15/2041
 
1,269
1,257
Ginnie Mae I Pool 4.5% 4/20/2040
 
61,321
60,621
Ginnie Mae I Pool 4.5% 4/20/2053
 
2,057,982
1,999,888
Ginnie Mae I Pool 4.5% 5/15/2039
 
727,536
722,737
Ginnie Mae I Pool 4.5% 5/15/2039
 
195,013
193,759
Ginnie Mae I Pool 4.5% 5/15/2039
 
89,051
88,474
Ginnie Mae I Pool 4.5% 5/15/2039
 
88,918
88,228
Ginnie Mae I Pool 4.5% 5/15/2040
 
607,594
603,288
Ginnie Mae I Pool 4.5% 5/15/2040
 
144,478
143,400
Ginnie Mae I Pool 4.5% 5/15/2040
 
79,865
79,265
Ginnie Mae I Pool 4.5% 5/15/2040
 
32,188
31,969
Ginnie Mae I Pool 4.5% 5/15/2041
 
120,776
119,894
Ginnie Mae I Pool 4.5% 5/15/2041
 
88,944
88,209
Ginnie Mae I Pool 4.5% 5/15/2041
 
1,258
1,256
Ginnie Mae I Pool 4.5% 6/15/2039
 
4,371,356
4,336,830
Ginnie Mae I Pool 4.5% 6/15/2039
 
244,838
243,223
Ginnie Mae I Pool 4.5% 6/15/2039
 
100,896
100,192
Ginnie Mae I Pool 4.5% 6/15/2039
 
47,570
47,225
Ginnie Mae I Pool 4.5% 6/15/2039
 
31,926
31,712
Ginnie Mae I Pool 4.5% 6/15/2039
 
19,226
19,132
Ginnie Mae I Pool 4.5% 6/15/2039
 
16,532
16,439
Ginnie Mae I Pool 4.5% 6/15/2039
 
8,335
8,279
Ginnie Mae I Pool 4.5% 6/15/2040
 
1,567,110
1,556,088
Ginnie Mae I Pool 4.5% 6/15/2040
 
1,505,521
1,492,573
Ginnie Mae I Pool 4.5% 6/15/2040
 
639,584
634,844
Ginnie Mae I Pool 4.5% 6/15/2040
 
351,377
348,868
Ginnie Mae I Pool 4.5% 6/15/2040
 
345,424
342,939
Ginnie Mae I Pool 4.5% 6/15/2040
 
98,849
98,143
Ginnie Mae I Pool 4.5% 6/15/2040
 
79,998
79,418
Ginnie Mae I Pool 4.5% 6/15/2040
 
39,271
38,991
Ginnie Mae I Pool 4.5% 6/15/2040
 
5,214
5,189
Ginnie Mae I Pool 4.5% 6/15/2041
 
72,454
71,890
Ginnie Mae I Pool 4.5% 6/15/2041
 
16,392
16,296
Ginnie Mae I Pool 4.5% 7/15/2033
 
2,042
2,035
Ginnie Mae I Pool 4.5% 7/15/2039
 
400,210
397,636
Ginnie Mae I Pool 4.5% 7/15/2039
 
74,375
73,762
Ginnie Mae I Pool 4.5% 7/15/2039
 
65,253
64,819
Ginnie Mae I Pool 4.5% 7/15/2039
 
16,639
16,525
Ginnie Mae I Pool 4.5% 7/20/2040
 
119,283
117,872
Ginnie Mae I Pool 4.5% 7/20/2041
 
51,070
50,596
Ginnie Mae I Pool 4.5% 8/15/2039
 
1,653,425
1,642,611
Ginnie Mae I Pool 4.5% 8/15/2039
 
1,340,278
1,331,070
Ginnie Mae I Pool 4.5% 8/15/2039
 
495,451
492,047
Ginnie Mae I Pool 4.5% 8/15/2039
 
306,273
304,287
Ginnie Mae I Pool 4.5% 8/15/2039
 
240,880
239,239
Ginnie Mae I Pool 4.5% 8/15/2039
 
11,310
11,237
Ginnie Mae I Pool 4.5% 8/15/2040
 
398,401
395,448
Ginnie Mae I Pool 4.5% 8/15/2040
 
90,167
89,308
Ginnie Mae I Pool 4.5% 9/15/2039
 
815,693
810,178
Ginnie Mae I Pool 4.5% 9/15/2039
 
753,126
747,072
Ginnie Mae I Pool 4.5% 9/15/2039
 
239,234
237,564
Ginnie Mae I Pool 4.5% 9/15/2039
 
83,311
82,716
Ginnie Mae I Pool 4.5% 9/15/2039
 
7,739
7,681
Ginnie Mae I Pool 4.5% 9/15/2040
 
268,241
266,167
Ginnie Mae I Pool 4.5% 9/15/2040
 
165,121
163,818
Ginnie Mae I Pool 4.5% 9/15/2040
 
135,395
134,420
Ginnie Mae I Pool 4.5% 9/15/2041
 
59,577
59,123
Ginnie Mae I Pool 4.5% 9/20/2040
 
1,668,562
1,654,174
Ginnie Mae I Pool 4.75% 7/15/2040
 
282,723
282,387
Ginnie Mae I Pool 4.875% 12/15/2039
 
160,887
163,381
Ginnie Mae I Pool 4.875% 9/15/2039
 
825,900
828,398
Ginnie Mae I Pool 4.875% 9/15/2039
 
598,261
600,256
Ginnie Mae I Pool 4.875% 9/15/2039
 
588,233
590,042
Ginnie Mae I Pool 5% 1/15/2034
 
2,514
2,545
Ginnie Mae I Pool 5% 1/15/2035
 
5,182
5,254
Ginnie Mae I Pool 5% 1/15/2035
 
98
99
Ginnie Mae I Pool 5% 1/15/2036
 
2,955
2,999
Ginnie Mae I Pool 5% 1/15/2039
 
135,804
137,692
Ginnie Mae I Pool 5% 1/15/2040
 
4,008,343
4,068,591
Ginnie Mae I Pool 5% 1/20/2035
 
1,521,719
1,534,098
Ginnie Mae I Pool 5% 10/15/2033
 
12,458
12,622
Ginnie Mae I Pool 5% 10/15/2033
 
5,388
5,454
Ginnie Mae I Pool 5% 10/15/2033
 
2,952
2,987
Ginnie Mae I Pool 5% 10/15/2033
 
266
270
Ginnie Mae I Pool 5% 10/15/2034
 
15,058
15,243
Ginnie Mae I Pool 5% 10/15/2035
 
778
790
Ginnie Mae I Pool 5% 10/15/2036
 
1,023
1,038
Ginnie Mae I Pool 5% 10/15/2039
 
21,120
21,434
Ginnie Mae I Pool 5% 10/15/2039
 
936
950
Ginnie Mae I Pool 5% 10/15/2040
 
12,212
12,393
Ginnie Mae I Pool 5% 10/20/2038
 
20,095
20,279
Ginnie Mae I Pool 5% 11/15/2033
 
30,097
30,484
Ginnie Mae I Pool 5% 11/15/2033
 
23,637
23,867
Ginnie Mae I Pool 5% 11/15/2033
 
14,865
15,043
Ginnie Mae I Pool 5% 11/15/2033
 
9,092
9,200
Ginnie Mae I Pool 5% 11/15/2034
 
434
440
Ginnie Mae I Pool 5% 11/15/2035
 
30,170
30,561
Ginnie Mae I Pool 5% 11/15/2035
 
23,001
23,331
Ginnie Mae I Pool 5% 11/15/2035
 
4,441
4,499
Ginnie Mae I Pool 5% 11/15/2039
 
2,258,713
2,292,080
Ginnie Mae I Pool 5% 11/15/2039
 
18,130
18,400
Ginnie Mae I Pool 5% 11/15/2039
 
11,748
11,923
Ginnie Mae I Pool 5% 11/15/2039
 
10,944
11,106
Ginnie Mae I Pool 5% 12/15/2033
 
9,298
9,408
Ginnie Mae I Pool 5% 12/15/2033
 
4,769
4,824
Ginnie Mae I Pool 5% 12/15/2034
 
6,133
6,219
Ginnie Mae I Pool 5% 12/15/2034
 
483
490
Ginnie Mae I Pool 5% 12/20/2034
 
695,540
700,535
Ginnie Mae I Pool 5% 2/15/2034
 
22,507
22,798
Ginnie Mae I Pool 5% 2/15/2035
 
367
372
Ginnie Mae I Pool 5% 2/15/2039
 
10,360
10,513
Ginnie Mae I Pool 5% 2/15/2040
 
5,454
5,523
Ginnie Mae I Pool 5% 2/15/2040
 
2,612
2,651
Ginnie Mae I Pool 5% 2/20/2035
 
1,492
1,503
Ginnie Mae I Pool 5% 3/15/2035
 
46,385
47,039
Ginnie Mae I Pool 5% 3/15/2036
 
199,035
201,840
Ginnie Mae I Pool 5% 3/15/2036
 
59,484
60,054
Ginnie Mae I Pool 5% 3/15/2036
 
19,264
19,552
Ginnie Mae I Pool 5% 3/15/2036
 
448
454
Ginnie Mae I Pool 5% 3/15/2038
 
5,914
6,007
Ginnie Mae I Pool 5% 3/15/2039
 
2,257
2,292
Ginnie Mae I Pool 5% 3/15/2040
 
11,177
11,344
Ginnie Mae I Pool 5% 4/15/2033
 
10,014
10,129
Ginnie Mae I Pool 5% 4/15/2033
 
7,398
7,483
Ginnie Mae I Pool 5% 4/15/2034
 
2,458
2,484
Ginnie Mae I Pool 5% 4/15/2034
 
1,020
1,033
Ginnie Mae I Pool 5% 4/15/2035
 
58,134
58,908
Ginnie Mae I Pool 5% 4/15/2035
 
2,856
2,893
Ginnie Mae I Pool 5% 4/15/2035
 
2,164
2,194
Ginnie Mae I Pool 5% 4/15/2036
 
7,125
7,232
Ginnie Mae I Pool 5% 4/15/2041
 
177,377
179,855
Ginnie Mae I Pool 5% 4/20/2048
 
1,928,373
1,944,574
Ginnie Mae I Pool 5% 5/15/2033
 
89,639
90,649
Ginnie Mae I Pool 5% 5/15/2033
 
50,240
50,830
Ginnie Mae I Pool 5% 5/15/2033
 
12,860
13,008
Ginnie Mae I Pool 5% 5/15/2033
 
538
544
Ginnie Mae I Pool 5% 5/15/2034
 
452,215
457,931
Ginnie Mae I Pool 5% 5/15/2034
 
5,850
5,926
Ginnie Mae I Pool 5% 5/15/2034
 
3,156
3,198
Ginnie Mae I Pool 5% 5/15/2034
 
588
596
Ginnie Mae I Pool 5% 5/15/2034
 
523
530
Ginnie Mae I Pool 5% 5/15/2035
 
717
727
Ginnie Mae I Pool 5% 5/15/2036
 
2,676
2,699
Ginnie Mae I Pool 5% 5/15/2040
 
37,475
38,031
Ginnie Mae I Pool 5% 5/15/2040
 
20,090
20,373
Ginnie Mae I Pool 5% 6/15/2033
 
6,736
6,815
Ginnie Mae I Pool 5% 6/15/2033
 
6,390
6,465
Ginnie Mae I Pool 5% 6/15/2033
 
2,969
3,007
Ginnie Mae I Pool 5% 6/15/2033
 
2,553
2,576
Ginnie Mae I Pool 5% 6/15/2034
 
7,670
7,773
Ginnie Mae I Pool 5% 6/15/2034
 
1,837
1,862
Ginnie Mae I Pool 5% 6/15/2034
 
678
687
Ginnie Mae I Pool 5% 6/15/2034
 
326
330
Ginnie Mae I Pool 5% 6/15/2035
 
1,625
1,647
Ginnie Mae I Pool 5% 6/15/2035
 
950
963
Ginnie Mae I Pool 5% 6/15/2036
 
40,189
40,773
Ginnie Mae I Pool 5% 6/15/2036
 
2,467
2,502
Ginnie Mae I Pool 5% 6/15/2040
 
3,245,629
3,293,916
Ginnie Mae I Pool 5% 6/15/2040
 
2,590
2,629
Ginnie Mae I Pool 5% 6/15/2040
 
1,965
1,994
Ginnie Mae I Pool 5% 7/15/2033
 
2,842
2,866
Ginnie Mae I Pool 5% 7/15/2033
 
763
772
Ginnie Mae I Pool 5% 7/15/2033
 
326
330
Ginnie Mae I Pool 5% 7/15/2033
 
287
291
Ginnie Mae I Pool 5% 7/15/2034
 
13,679
13,854
Ginnie Mae I Pool 5% 7/15/2034
 
1,150
1,166
Ginnie Mae I Pool 5% 7/15/2035
 
203,362
206,161
Ginnie Mae I Pool 5% 7/15/2035
 
8,304
8,415
Ginnie Mae I Pool 5% 7/15/2040
 
1,122,700
1,139,620
Ginnie Mae I Pool 5% 7/15/2040
 
41,469
42,085
Ginnie Mae I Pool 5% 7/15/2040
 
22,965
23,286
Ginnie Mae I Pool 5% 8/15/2033
 
114,385
115,660
Ginnie Mae I Pool 5% 8/15/2033
 
70,086
70,926
Ginnie Mae I Pool 5% 8/15/2033
 
29,873
30,217
Ginnie Mae I Pool 5% 8/15/2033
 
25,895
26,231
Ginnie Mae I Pool 5% 8/15/2033
 
13,365
13,521
Ginnie Mae I Pool 5% 8/15/2033
 
11,409
11,547
Ginnie Mae I Pool 5% 8/15/2033
 
2,098
2,120
Ginnie Mae I Pool 5% 8/15/2033
 
921
932
Ginnie Mae I Pool 5% 8/15/2033
 
582
589
Ginnie Mae I Pool 5% 8/15/2035
 
3,996
4,054
Ginnie Mae I Pool 5% 8/15/2035
 
1,608
1,631
Ginnie Mae I Pool 5% 8/20/2040
 
565,707
569,758
Ginnie Mae I Pool 5% 9/15/2033
 
84,554
85,632
Ginnie Mae I Pool 5% 9/15/2033
 
81,806
82,822
Ginnie Mae I Pool 5% 9/15/2033
 
4,458
4,512
Ginnie Mae I Pool 5% 9/15/2035
 
9,960
10,106
Ginnie Mae I Pool 5% 9/15/2036
 
179,223
181,805
Ginnie Mae I Pool 5% 9/15/2036
 
37,145
37,626
Ginnie Mae I Pool 5% 9/15/2039
 
1,002,976
1,017,675
Ginnie Mae I Pool 5% 9/15/2039
 
8,479
8,604
Ginnie Mae I Pool 5% 9/15/2040
 
11,237
11,394
Ginnie Mae I Pool 5.09% 11/15/2036
 
97,640
98,913
Ginnie Mae I Pool 5.09% 11/15/2036
 
34,282
34,787
Ginnie Mae I Pool 5.09% 4/15/2036
 
48,682
49,386
Ginnie Mae I Pool 5.09% 5/15/2036
 
176,117
178,557
Ginnie Mae I Pool 5.09% 5/15/2036
 
90,125
91,429
Ginnie Mae I Pool 5.09% 5/15/2036
 
49,815
50,502
Ginnie Mae I Pool 5.09% 6/15/2036
 
227,919
231,003
Ginnie Mae I Pool 5.09% 6/15/2036
 
178,176
180,622
Ginnie Mae I Pool 5.09% 7/15/2036
 
170,510
172,922
Ginnie Mae I Pool 5.09% 7/15/2036
 
95,738
97,150
Ginnie Mae I Pool 5.09% 7/15/2036
 
73,869
74,962
Ginnie Mae I Pool 5.09% 7/15/2036
 
41,214
41,813
Ginnie Mae I Pool 5.09% 8/15/2036
 
174,778
177,315
Ginnie Mae I Pool 5.09% 8/15/2036
 
91,467
92,790
Ginnie Mae I Pool 5.09% 8/15/2036
 
89,689
90,942
Ginnie Mae I Pool 5.09% 9/15/2036
 
136,236
138,239
Ginnie Mae I Pool 5.15% 2/15/2036
 
78,901
80,183
Ginnie Mae I Pool 5.2% 7/15/2036
 
36,854
37,460
Ginnie Mae I Pool 5.25% 4/15/2036
 
34,801
35,436
Ginnie Mae I Pool 5.25% 5/15/2036
 
69,158
70,329
Ginnie Mae I Pool 5.35% 1/20/2030
 
116,989
117,872
Ginnie Mae I Pool 5.35% 1/20/2030
 
72,297
72,855
Ginnie Mae I Pool 5.35% 10/20/2029
 
65,735
66,231
Ginnie Mae I Pool 5.35% 10/20/2030
 
10,332
10,420
Ginnie Mae I Pool 5.35% 11/20/2029
 
177,241
178,518
Ginnie Mae I Pool 5.35% 11/20/2030
 
32,858
33,161
Ginnie Mae I Pool 5.35% 11/20/2030
 
24,566
24,807
Ginnie Mae I Pool 5.35% 12/20/2029
 
259,182
261,093
Ginnie Mae I Pool 5.35% 12/20/2030
 
31,540
31,802
Ginnie Mae I Pool 5.35% 12/20/2030
 
28,899
29,175
Ginnie Mae I Pool 5.35% 12/20/2030
 
20,909
21,112
Ginnie Mae I Pool 5.35% 3/20/2030
 
20,485
20,649
Ginnie Mae I Pool 5.35% 4/20/2029
 
46,423
46,741
Ginnie Mae I Pool 5.35% 4/20/2030
 
41,744
41,996
Ginnie Mae I Pool 5.35% 5/20/2029
 
30,708
30,912
Ginnie Mae I Pool 5.35% 5/20/2030
 
30,616
30,794
Ginnie Mae I Pool 5.35% 6/20/2029
 
105,608
106,330
Ginnie Mae I Pool 5.35% 6/20/2030
 
43,106
43,465
Ginnie Mae I Pool 5.35% 7/20/2029
 
53,473
53,858
Ginnie Mae I Pool 5.35% 7/20/2030
 
75,776
76,407
Ginnie Mae I Pool 5.35% 7/20/2030
 
30,198
30,440
Ginnie Mae I Pool 5.35% 8/20/2029
 
17,841
17,975
Ginnie Mae I Pool 5.35% 9/20/2029
 
52,477
52,845
Ginnie Mae I Pool 5.35% 9/20/2030
 
61,109
61,679
Ginnie Mae I Pool 5.39% 5/15/2036
 
37,715
38,645
Ginnie Mae I Pool 5.45% 2/15/2037
 
237,820
244,108
Ginnie Mae I Pool 5.45% 2/15/2037
 
104,252
106,949
Ginnie Mae I Pool 5.5% 1/15/2035
 
7,670
7,902
Ginnie Mae I Pool 5.5% 10/15/2032
 
80,132
81,951
Ginnie Mae I Pool 5.5% 10/15/2034
 
60,757
62,581
Ginnie Mae I Pool 5.5% 10/15/2038
 
371,703
382,746
Ginnie Mae I Pool 5.5% 11/15/2033
 
61,991
63,739
Ginnie Mae I Pool 5.5% 11/15/2034
 
228
228
Ginnie Mae I Pool 5.5% 12/15/2033
 
30,417
31,263
Ginnie Mae I Pool 5.5% 12/15/2034
 
540
557
Ginnie Mae I Pool 5.5% 2/15/2034
 
3,454
3,554
Ginnie Mae I Pool 5.5% 2/15/2034
 
219
225
Ginnie Mae I Pool 5.5% 2/15/2038
 
1,930
1,986
Ginnie Mae I Pool 5.5% 2/15/2039
 
91,469
94,230
Ginnie Mae I Pool 5.5% 3/15/2034
 
121,140
124,624
Ginnie Mae I Pool 5.5% 3/15/2035
 
31,895
32,880
Ginnie Mae I Pool 5.5% 3/15/2039
 
21,843
22,475
Ginnie Mae I Pool 5.5% 3/20/2054
 
6,488,969
6,611,932
Ginnie Mae I Pool 5.5% 4/15/2033
 
20,827
21,377
Ginnie Mae I Pool 5.5% 4/15/2034
 
87,953
90,465
Ginnie Mae I Pool 5.5% 4/15/2034
 
31,076
31,940
Ginnie Mae I Pool 5.5% 4/15/2034
 
19,408
19,959
Ginnie Mae I Pool 5.5% 4/15/2034
 
7,580
7,799
Ginnie Mae I Pool 5.5% 4/15/2035
 
2,989
3,081
Ginnie Mae I Pool 5.5% 4/15/2038
 
6,187
6,366
Ginnie Mae I Pool 5.5% 5/15/2033
 
197,442
202,707
Ginnie Mae I Pool 5.5% 5/15/2034
 
135,090
138,897
Ginnie Mae I Pool 5.5% 6/15/2034
 
15,327
15,762
Ginnie Mae I Pool 5.5% 7/15/2033
 
3,156
3,239
Ginnie Mae I Pool 5.5% 7/15/2035
 
22,475
23,129
Ginnie Mae I Pool 5.5% 7/20/2040
 
555,130
570,445
Ginnie Mae I Pool 5.5% 9/15/2033
 
36,257
37,233
Ginnie Mae I Pool 5.5% 9/15/2038
 
44,975
46,318
Ginnie Mae I Pool 5.6% 11/15/2036
 
109,533
112,823
Ginnie Mae I Pool 5.75% 1/20/2040
 
238,863
245,841
Ginnie Mae I Pool 5.75% 1/20/2040
 
175,765
180,889
Ginnie Mae I Pool 5.75% 11/20/2039
 
222,797
229,277
Ginnie Mae I Pool 5.75% 11/20/2039
 
114,510
117,522
Ginnie Mae I Pool 5.75% 12/20/2039
 
201,961
207,708
Ginnie Mae I Pool 5.75% 12/20/2039
 
115,162
118,503
Ginnie Mae I Pool 5.75% 12/20/2039
 
87,009
89,573
Ginnie Mae I Pool 5.75% 12/20/2039
 
77,866
80,098
Ginnie Mae I Pool 5.75% 2/20/2040
 
221,747
228,181
Ginnie Mae I Pool 5.75% 2/20/2040
 
181,353
186,603
Ginnie Mae I Pool 5.75% 3/20/2040
 
133,877
137,779
Ginnie Mae I Pool 5.75% 3/20/2040
 
128,081
131,878
Ginnie Mae I Pool 5.75% 4/20/2040
 
124,065
127,736
Ginnie Mae I Pool 5.75% 4/20/2040
 
106,472
109,635
Ginnie Mae I Pool 5.75% 4/20/2040
 
74,730
76,856
Ginnie Mae I Pool 5.75% 4/20/2040
 
53,004
54,126
Ginnie Mae I Pool 5.75% 5/20/2040
 
70,055
72,123
Ginnie Mae I Pool 5.75% 6/20/2040
 
181,250
186,545
Ginnie Mae I Pool 5.75% 6/20/2040
 
97,388
100,214
Ginnie Mae I Pool 5.75% 6/20/2040
 
61,687
63,523
Ginnie Mae I Pool 5.75% 7/20/2040
 
172,861
178,006
Ginnie Mae I Pool 5.75% 7/20/2040
 
119,579
122,963
Ginnie Mae I Pool 5.75% 8/20/2040
 
543,783
559,738
Ginnie Mae I Pool 5.75% 8/20/2040
 
377,691
388,888
Ginnie Mae I Pool 5.75% 8/20/2040
 
334,037
343,707
Ginnie Mae I Pool 5.75% 9/20/2039
 
90,656
93,267
Ginnie Mae I Pool 5.75% 9/20/2040
 
206,673
212,670
Ginnie Mae I Pool 5.75% 9/20/2040
 
140,614
144,766
Ginnie Mae I Pool 5.75% 9/20/2040
 
82,654
85,012
Ginnie Mae I Pool 6% 1/15/2029
 
5,631
5,745
Ginnie Mae I Pool 6% 1/15/2029
 
3,091
3,154
Ginnie Mae I Pool 6% 1/15/2032
 
1,463
1,512
Ginnie Mae I Pool 6% 1/15/2033
 
41,032
42,576
Ginnie Mae I Pool 6% 1/15/2033
 
111
115
Ginnie Mae I Pool 6% 1/15/2034
 
18,109
18,772
Ginnie Mae I Pool 6% 10/15/2032
 
33,584
34,813
Ginnie Mae I Pool 6% 10/15/2033
 
513,242
531,482
Ginnie Mae I Pool 6% 11/15/2033
 
96,796
100,405
Ginnie Mae I Pool 6% 11/15/2033
 
3,863
4,009
Ginnie Mae I Pool 6% 11/15/2036
 
118,892
123,535
Ginnie Mae I Pool 6% 12/15/2031
 
31,279
32,237
Ginnie Mae I Pool 6% 12/15/2031
 
7,476
7,716
Ginnie Mae I Pool 6% 12/15/2032
 
37,611
39,014
Ginnie Mae I Pool 6% 12/15/2033
 
71,029
73,578
Ginnie Mae I Pool 6% 12/15/2033
 
12,802
13,271
Ginnie Mae I Pool 6% 12/15/2033
 
1,464
1,516
Ginnie Mae I Pool 6% 12/15/2033
 
1,428
1,480
Ginnie Mae I Pool 6% 12/15/2033
 
458
475
Ginnie Mae I Pool 6% 12/15/2036
 
47,566
49,256
Ginnie Mae I Pool 6% 2/15/2031
 
16,011
16,439
Ginnie Mae I Pool 6% 2/15/2032
 
12,347
12,763
Ginnie Mae I Pool 6% 2/15/2032
 
4,058
4,191
Ginnie Mae I Pool 6% 2/15/2033
 
12,240
12,488
Ginnie Mae I Pool 6% 2/15/2037
 
22,341
23,200
Ginnie Mae I Pool 6% 3/15/2032
 
1,055
1,091
Ginnie Mae I Pool 6% 3/15/2032
 
334
345
Ginnie Mae I Pool 6% 3/15/2039
 
63,776
66,325
Ginnie Mae I Pool 6% 4/15/2029
 
42,403
43,220
Ginnie Mae I Pool 6% 4/15/2029
 
3,313
3,380
Ginnie Mae I Pool 6% 4/15/2031
 
1,241
1,277
Ginnie Mae I Pool 6% 4/15/2033
 
1,079
1,117
Ginnie Mae I Pool 6% 4/15/2034
 
57,531
59,734
Ginnie Mae I Pool 6% 4/15/2034
 
47,707
49,506
Ginnie Mae I Pool 6% 4/15/2034
 
19,420
20,127
Ginnie Mae I Pool 6% 5/15/2029
 
30
31
Ginnie Mae I Pool 6% 6/15/2032
 
969
1,002
Ginnie Mae I Pool 6% 6/15/2034
 
37,415
38,844
Ginnie Mae I Pool 6% 7/15/2029
 
255
260
Ginnie Mae I Pool 6% 7/15/2031
 
63,245
65,106
Ginnie Mae I Pool 6% 7/15/2033
 
351
361
Ginnie Mae I Pool 6% 7/15/2036
 
36,271
37,611
Ginnie Mae I Pool 6% 7/15/2036
 
14,417
14,991
Ginnie Mae I Pool 6% 8/15/2032
 
42,974
44,501
Ginnie Mae I Pool 6% 8/15/2033
 
88
88
Ginnie Mae I Pool 6% 9/15/2032
 
73,148
75,800
Ginnie Mae I Pool 6% 9/15/2033
 
36,828
38,150
Ginnie Mae I Pool 6.45% 1/15/2032
 
17,107
17,744
Ginnie Mae I Pool 6.45% 6/15/2032
 
30,469
31,769
Ginnie Mae I Pool 6.5% 1/15/2028
 
1,272
1,278
Ginnie Mae I Pool 6.5% 1/15/2039
 
177,627
186,977
Ginnie Mae I Pool 6.5% 1/15/2039
 
11,304
12,009
Ginnie Mae I Pool 6.5% 10/15/2028
 
25,242
26,383
Ginnie Mae I Pool 6.5% 10/15/2028
 
8,489
8,873
Ginnie Mae I Pool 6.5% 10/15/2028
 
3,620
3,784
Ginnie Mae I Pool 6.5% 10/15/2028
 
1,537
1,607
Ginnie Mae I Pool 6.5% 10/15/2037
 
343,811
362,655
Ginnie Mae I Pool 6.5% 11/15/2028
 
16,824
17,585
Ginnie Mae I Pool 6.5% 11/15/2028
 
7,477
7,815
Ginnie Mae I Pool 6.5% 11/15/2028
 
7,043
7,361
Ginnie Mae I Pool 6.5% 11/15/2028
 
2,050
2,142
Ginnie Mae I Pool 6.5% 11/15/2029
 
7,707
8,055
Ginnie Mae I Pool 6.5% 12/15/2027
 
7,717
8,066
Ginnie Mae I Pool 6.5% 12/15/2027
 
4,715
4,928
Ginnie Mae I Pool 6.5% 12/15/2028
 
1,515
1,584
Ginnie Mae I Pool 6.5% 12/15/2028
 
111
116
Ginnie Mae I Pool 6.5% 12/15/2028
 
63
66
Ginnie Mae I Pool 6.5% 12/15/2034
 
284
300
Ginnie Mae I Pool 6.5% 12/15/2036
 
78,641
82,917
Ginnie Mae I Pool 6.5% 12/15/2038
 
245,899
259,105
Ginnie Mae I Pool 6.5% 12/15/2038
 
123,678
130,168
Ginnie Mae I Pool 6.5% 12/15/2038
 
65,619
69,062
Ginnie Mae I Pool 6.5% 12/15/2038
 
5,044
5,309
Ginnie Mae I Pool 6.5% 2/15/2028
 
663
693
Ginnie Mae I Pool 6.5% 3/15/2028
 
1,590
1,662
Ginnie Mae I Pool 6.5% 4/15/2028
 
53
53
Ginnie Mae I Pool 6.5% 4/15/2029
 
945
988
Ginnie Mae I Pool 6.5% 5/15/2028
 
1,145
1,197
Ginnie Mae I Pool 6.5% 5/15/2029
 
2,712
2,834
Ginnie Mae I Pool 6.5% 6/15/2028
 
1,316
1,375
Ginnie Mae I Pool 6.5% 6/15/2029
 
1,737
1,816
Ginnie Mae I Pool 6.5% 6/15/2037
 
76,241
80,283
Ginnie Mae I Pool 6.5% 6/15/2037
 
4,967
5,231
Ginnie Mae I Pool 6.5% 8/15/2027
 
333
348
Ginnie Mae I Pool 6.5% 8/15/2028
 
2,036
2,128
Ginnie Mae I Pool 6.5% 8/15/2035
 
3,061
3,199
Ginnie Mae I Pool 6.5% 8/15/2038
 
114,523
120,607
Ginnie Mae I Pool 6.5% 8/20/2032
 
2,528
2,642
Ginnie Mae I Pool 6.5% 8/20/2034
 
38,203
39,649
Ginnie Mae I Pool 6.5% 9/15/2027
 
496
518
Ginnie Mae I Pool 6.5% 9/15/2028
 
990
1,035
Ginnie Mae I Pool 6.5% 9/15/2028
 
616
644
Ginnie Mae I Pool 6.5% 9/15/2028
 
327
342
Ginnie Mae I Pool 6.5% 9/15/2028
 
244
255
Ginnie Mae I Pool 6.5% 9/15/2034
 
201
211
Ginnie Mae I Pool 6.5% 9/15/2038
 
3,479
3,657
Ginnie Mae I Pool 7% 1/15/2027
 
911
912
Ginnie Mae I Pool 7% 1/15/2028
 
6,626
6,701
Ginnie Mae I Pool 7% 1/15/2028
 
2,220
2,245
Ginnie Mae I Pool 7% 1/15/2028
 
2,162
2,186
Ginnie Mae I Pool 7% 1/15/2028
 
1,459
1,474
Ginnie Mae I Pool 7% 1/15/2028
 
815
819
Ginnie Mae I Pool 7% 1/15/2028
 
518
523
Ginnie Mae I Pool 7% 1/15/2028
 
517
522
Ginnie Mae I Pool 7% 1/15/2028
 
482
487
Ginnie Mae I Pool 7% 1/15/2028
 
441
445
Ginnie Mae I Pool 7% 1/15/2028
 
426
431
Ginnie Mae I Pool 7% 1/15/2028
 
382
385
Ginnie Mae I Pool 7% 1/15/2028
 
310
311
Ginnie Mae I Pool 7% 1/15/2028
 
208
210
Ginnie Mae I Pool 7% 1/15/2028
 
130
131
Ginnie Mae I Pool 7% 1/15/2028
 
80
81
Ginnie Mae I Pool 7% 1/15/2028
 
36
36
Ginnie Mae I Pool 7% 1/15/2029
 
5,687
5,784
Ginnie Mae I Pool 7% 1/15/2029
 
1,249
1,259
Ginnie Mae I Pool 7% 1/15/2029
 
853
868
Ginnie Mae I Pool 7% 1/15/2030
 
1,501
1,535
Ginnie Mae I Pool 7% 1/15/2030
 
757
773
Ginnie Mae I Pool 7% 1/15/2032
 
8,969
9,232
Ginnie Mae I Pool 7% 1/15/2032
 
665
684
Ginnie Mae I Pool 7% 10/15/2027
 
10,159
10,230
Ginnie Mae I Pool 7% 10/15/2027
 
720
724
Ginnie Mae I Pool 7% 10/15/2027
 
432
435
Ginnie Mae I Pool 7% 10/15/2027
 
363
366
Ginnie Mae I Pool 7% 10/15/2027
 
65
65
Ginnie Mae I Pool 7% 10/15/2028
 
7,443
7,555
Ginnie Mae I Pool 7% 10/15/2028
 
5,497
5,586
Ginnie Mae I Pool 7% 10/15/2028
 
3,005
3,052
Ginnie Mae I Pool 7% 10/15/2028
 
1,516
1,539
Ginnie Mae I Pool 7% 10/15/2028
 
1,162
1,176
Ginnie Mae I Pool 7% 10/15/2028
 
576
582
Ginnie Mae I Pool 7% 10/15/2028
 
426
429
Ginnie Mae I Pool 7% 10/15/2028
 
231
235
Ginnie Mae I Pool 7% 10/15/2028
 
204
205
Ginnie Mae I Pool 7% 10/15/2028
 
36
36
Ginnie Mae I Pool 7% 10/15/2030
 
799
819
Ginnie Mae I Pool 7% 10/15/2031
 
4,714
4,846
Ginnie Mae I Pool 7% 10/15/2031
 
558
574
Ginnie Mae I Pool 7% 10/15/2031
 
289
294
Ginnie Mae I Pool 7% 11/15/2027
 
4,868
4,908
Ginnie Mae I Pool 7% 11/15/2027
 
691
698
Ginnie Mae I Pool 7% 11/15/2027
 
216
216
Ginnie Mae I Pool 7% 11/15/2027
 
99
99
Ginnie Mae I Pool 7% 11/15/2027
 
24
24
Ginnie Mae I Pool 7% 11/15/2028
 
1,783
1,804
Ginnie Mae I Pool 7% 11/15/2028
 
882
895
Ginnie Mae I Pool 7% 11/15/2028
 
827
840
Ginnie Mae I Pool 7% 11/15/2028
 
541
546
Ginnie Mae I Pool 7% 11/15/2028
 
53
54
Ginnie Mae I Pool 7% 11/15/2031
 
121
125
Ginnie Mae I Pool 7% 12/15/2026
 
462
463
Ginnie Mae I Pool 7% 12/15/2026
 
15
14
Ginnie Mae I Pool 7% 12/15/2027
 
1,206
1,216
Ginnie Mae I Pool 7% 12/15/2027
 
445
448
Ginnie Mae I Pool 7% 12/15/2027
 
368
371
Ginnie Mae I Pool 7% 12/15/2027
 
37
37
Ginnie Mae I Pool 7% 12/15/2028
 
3,690
3,748
Ginnie Mae I Pool 7% 12/15/2028
 
1,741
1,763
Ginnie Mae I Pool 7% 12/15/2028
 
1,097
1,101
Ginnie Mae I Pool 7% 12/15/2028
 
675
686
Ginnie Mae I Pool 7% 12/15/2028
 
585
594
Ginnie Mae I Pool 7% 12/15/2028
 
465
472
Ginnie Mae I Pool 7% 12/15/2028
 
438
444
Ginnie Mae I Pool 7% 12/15/2029
 
2,724
2,780
Ginnie Mae I Pool 7% 12/15/2030
 
5,829
5,980
Ginnie Mae I Pool 7% 12/15/2030
 
174
178
Ginnie Mae I Pool 7% 12/15/2031
 
3,426
3,519
Ginnie Mae I Pool 7% 12/15/2031
 
2,377
2,446
Ginnie Mae I Pool 7% 12/15/2031
 
1,792
1,841
Ginnie Mae I Pool 7% 12/15/2031
 
503
517
Ginnie Mae I Pool 7% 2/15/2028
 
4,074
4,103
Ginnie Mae I Pool 7% 2/15/2028
 
1,593
1,611
Ginnie Mae I Pool 7% 2/15/2028
 
854
864
Ginnie Mae I Pool 7% 2/15/2028
 
789
796
Ginnie Mae I Pool 7% 2/15/2028
 
652
658
Ginnie Mae I Pool 7% 2/15/2028
 
501
505
Ginnie Mae I Pool 7% 2/15/2028
 
275
278
Ginnie Mae I Pool 7% 2/15/2028
 
276
278
Ginnie Mae I Pool 7% 2/15/2028
 
262
264
Ginnie Mae I Pool 7% 2/15/2028
 
88
89
Ginnie Mae I Pool 7% 2/15/2028
 
34
34
Ginnie Mae I Pool 7% 2/15/2029
 
2,481
2,523
Ginnie Mae I Pool 7% 2/15/2029
 
787
800
Ginnie Mae I Pool 7% 2/15/2029
 
175
177
Ginnie Mae I Pool 7% 2/15/2032
 
1,628
1,672
Ginnie Mae I Pool 7% 2/15/2032
 
893
918
Ginnie Mae I Pool 7% 3/15/2027
 
202
203
Ginnie Mae I Pool 7% 3/15/2028
 
1,287
1,303
Ginnie Mae I Pool 7% 3/15/2028
 
1,217
1,228
Ginnie Mae I Pool 7% 3/15/2028
 
1,068
1,080
Ginnie Mae I Pool 7% 3/15/2028
 
1,036
1,047
Ginnie Mae I Pool 7% 3/15/2028
 
841
846
Ginnie Mae I Pool 7% 3/15/2028
 
619
627
Ginnie Mae I Pool 7% 3/15/2028
 
496
499
Ginnie Mae I Pool 7% 3/15/2028
 
272
275
Ginnie Mae I Pool 7% 3/15/2028
 
194
196
Ginnie Mae I Pool 7% 3/15/2028
 
177
179
Ginnie Mae I Pool 7% 3/15/2028
 
141
142
Ginnie Mae I Pool 7% 3/15/2029
 
3,886
3,928
Ginnie Mae I Pool 7% 3/15/2029
 
548
550
Ginnie Mae I Pool 7% 3/15/2029
 
315
319
Ginnie Mae I Pool 7% 3/15/2031
 
2,772
2,838
Ginnie Mae I Pool 7% 3/15/2031
 
280
286
Ginnie Mae I Pool 7% 3/15/2032
 
5,676
5,753
Ginnie Mae I Pool 7% 3/15/2032
 
1,128
1,159
Ginnie Mae I Pool 7% 4/15/2028
 
2,845
2,876
Ginnie Mae I Pool 7% 4/15/2028
 
2,513
2,541
Ginnie Mae I Pool 7% 4/15/2028
 
2,100
2,115
Ginnie Mae I Pool 7% 4/15/2028
 
1,236
1,252
Ginnie Mae I Pool 7% 4/15/2028
 
1,024
1,034
Ginnie Mae I Pool 7% 4/15/2028
 
840
850
Ginnie Mae I Pool 7% 4/15/2028
 
782
791
Ginnie Mae I Pool 7% 4/15/2028
 
778
785
Ginnie Mae I Pool 7% 4/15/2028
 
701
709
Ginnie Mae I Pool 7% 4/15/2028
 
657
664
Ginnie Mae I Pool 7% 4/15/2028
 
548
554
Ginnie Mae I Pool 7% 4/15/2028
 
497
502
Ginnie Mae I Pool 7% 4/15/2028
 
455
460
Ginnie Mae I Pool 7% 4/15/2028
 
305
308
Ginnie Mae I Pool 7% 4/15/2028
 
132
133
Ginnie Mae I Pool 7% 4/15/2028
 
120
121
Ginnie Mae I Pool 7% 4/15/2028
 
87
87
Ginnie Mae I Pool 7% 4/15/2029
 
3,022
3,072
Ginnie Mae I Pool 7% 4/15/2029
 
1,681
1,707
Ginnie Mae I Pool 7% 4/15/2030
 
13,232
13,537
Ginnie Mae I Pool 7% 4/15/2030
 
1,386
1,418
Ginnie Mae I Pool 7% 4/15/2031
 
12,503
12,828
Ginnie Mae I Pool 7% 4/15/2031
 
1,849
1,898
Ginnie Mae I Pool 7% 4/15/2031
 
426
438
Ginnie Mae I Pool 7% 4/15/2031
 
48
49
Ginnie Mae I Pool 7% 4/15/2032
 
13,785
14,184
Ginnie Mae I Pool 7% 4/15/2032
 
203
208
Ginnie Mae I Pool 7% 4/15/2032
 
37
38
Ginnie Mae I Pool 7% 4/20/2032
 
149,648
154,631
Ginnie Mae I Pool 7% 5/15/2027
 
357
358
Ginnie Mae I Pool 7% 5/15/2028
 
3,780
3,829
Ginnie Mae I Pool 7% 5/15/2028
 
1,258
1,269
Ginnie Mae I Pool 7% 5/15/2028
 
909
921
Ginnie Mae I Pool 7% 5/15/2028
 
617
623
Ginnie Mae I Pool 7% 5/15/2028
 
544
550
Ginnie Mae I Pool 7% 5/15/2028
 
441
447
Ginnie Mae I Pool 7% 5/15/2028
 
359
363
Ginnie Mae I Pool 7% 5/15/2028
 
144
146
Ginnie Mae I Pool 7% 5/15/2028
 
125
125
Ginnie Mae I Pool 7% 5/15/2028
 
23
23
Ginnie Mae I Pool 7% 5/15/2029
 
3,186
3,241
Ginnie Mae I Pool 7% 5/15/2031
 
3,550
3,638
Ginnie Mae I Pool 7% 5/15/2031
 
283
291
Ginnie Mae I Pool 7% 5/15/2032
 
38,245
39,129
Ginnie Mae I Pool 7% 5/15/2032
 
3,013
3,100
Ginnie Mae I Pool 7% 5/15/2032
 
126
129
Ginnie Mae I Pool 7% 6/15/2027
 
65
66
Ginnie Mae I Pool 7% 6/15/2028
 
4,927
4,994
Ginnie Mae I Pool 7% 6/15/2028
 
1,954
1,975
Ginnie Mae I Pool 7% 6/15/2028
 
1,583
1,604
Ginnie Mae I Pool 7% 6/15/2028
 
1,171
1,187
Ginnie Mae I Pool 7% 6/15/2028
 
1,030
1,042
Ginnie Mae I Pool 7% 6/15/2028
 
998
1,009
Ginnie Mae I Pool 7% 6/15/2028
 
953
965
Ginnie Mae I Pool 7% 6/15/2028
 
824
835
Ginnie Mae I Pool 7% 6/15/2028
 
761
769
Ginnie Mae I Pool 7% 6/15/2028
 
701
709
Ginnie Mae I Pool 7% 6/15/2028
 
574
574
Ginnie Mae I Pool 7% 6/15/2028
 
423
429
Ginnie Mae I Pool 7% 6/15/2028
 
367
372
Ginnie Mae I Pool 7% 6/15/2028
 
368
372
Ginnie Mae I Pool 7% 6/15/2028
 
342
346
Ginnie Mae I Pool 7% 6/15/2028
 
266
269
Ginnie Mae I Pool 7% 6/15/2028
 
247
249
Ginnie Mae I Pool 7% 6/15/2028
 
243
244
Ginnie Mae I Pool 7% 6/15/2028
 
219
221
Ginnie Mae I Pool 7% 6/15/2028
 
148
149
Ginnie Mae I Pool 7% 6/15/2028
 
117
118
Ginnie Mae I Pool 7% 6/15/2028
 
32
32
Ginnie Mae I Pool 7% 6/15/2029
 
3,079
3,139
Ginnie Mae I Pool 7% 6/15/2029
 
2,397
2,438
Ginnie Mae I Pool 7% 6/15/2029
 
276
276
Ginnie Mae I Pool 7% 6/15/2029
 
37
38
Ginnie Mae I Pool 7% 6/15/2029
 
25
25
Ginnie Mae I Pool 7% 6/15/2029
 
23
24
Ginnie Mae I Pool 7% 6/15/2030
 
102
104
Ginnie Mae I Pool 7% 6/15/2031
 
5,195
5,335
Ginnie Mae I Pool 7% 6/15/2031
 
3,944
4,053
Ginnie Mae I Pool 7% 6/15/2032
 
33,401
34,346
Ginnie Mae I Pool 7% 6/15/2032
 
13,041
13,439
Ginnie Mae I Pool 7% 6/15/2032
 
7,714
7,954
Ginnie Mae I Pool 7% 6/15/2032
 
7,178
7,404
Ginnie Mae I Pool 7% 6/15/2032
 
931
960
Ginnie Mae I Pool 7% 7/15/2028
 
3,422
3,471
Ginnie Mae I Pool 7% 7/15/2028
 
2,374
2,402
Ginnie Mae I Pool 7% 7/15/2028
 
2,088
2,118
Ginnie Mae I Pool 7% 7/15/2028
 
2,030
2,057
Ginnie Mae I Pool 7% 7/15/2028
 
1,617
1,638
Ginnie Mae I Pool 7% 7/15/2028
 
1,577
1,596
Ginnie Mae I Pool 7% 7/15/2028
 
1,393
1,399
Ginnie Mae I Pool 7% 7/15/2028
 
1,139
1,153
Ginnie Mae I Pool 7% 7/15/2028
 
956
967
Ginnie Mae I Pool 7% 7/15/2028
 
845
857
Ginnie Mae I Pool 7% 7/15/2028
 
682
691
Ginnie Mae I Pool 7% 7/15/2028
 
679
679
Ginnie Mae I Pool 7% 7/15/2028
 
667
675
Ginnie Mae I Pool 7% 7/15/2028
 
346
351
Ginnie Mae I Pool 7% 7/15/2028
 
344
344
Ginnie Mae I Pool 7% 7/15/2028
 
252
254
Ginnie Mae I Pool 7% 7/15/2028
 
73
73
Ginnie Mae I Pool 7% 7/15/2029
 
3,675
3,745
Ginnie Mae I Pool 7% 7/15/2029
 
331
338
Ginnie Mae I Pool 7% 7/15/2029
 
179
182
Ginnie Mae I Pool 7% 7/15/2029
 
146
148
Ginnie Mae I Pool 7% 7/15/2030
 
937
954
Ginnie Mae I Pool 7% 7/15/2031
 
4,420
4,543
Ginnie Mae I Pool 7% 7/15/2031
 
1,436
1,475
Ginnie Mae I Pool 7% 7/15/2032
 
35,696
36,820
Ginnie Mae I Pool 7% 7/15/2032
 
24,490
25,191
Ginnie Mae I Pool 7% 7/15/2032
 
6,522
6,721
Ginnie Mae I Pool 7% 7/15/2032
 
2,004
2,064
Ginnie Mae I Pool 7% 7/15/2032
 
1,830
1,883
Ginnie Mae I Pool 7% 7/15/2032
 
255
262
Ginnie Mae I Pool 7% 7/20/2032
 
105,558
108,943
Ginnie Mae I Pool 7% 8/15/2027
 
3,358
3,379
Ginnie Mae I Pool 7% 8/15/2027
 
303
305
Ginnie Mae I Pool 7% 8/15/2027
 
152
153
Ginnie Mae I Pool 7% 8/15/2028
 
5,986
6,068
Ginnie Mae I Pool 7% 8/15/2028
 
3,811
3,851
Ginnie Mae I Pool 7% 8/15/2028
 
3,364
3,406
Ginnie Mae I Pool 7% 8/15/2028
 
1,021
1,033
Ginnie Mae I Pool 7% 8/15/2028
 
858
870
Ginnie Mae I Pool 7% 8/15/2028
 
810
820
Ginnie Mae I Pool 7% 8/15/2028
 
783
794
Ginnie Mae I Pool 7% 8/15/2028
 
653
661
Ginnie Mae I Pool 7% 8/15/2028
 
634
643
Ginnie Mae I Pool 7% 8/15/2028
 
620
628
Ginnie Mae I Pool 7% 8/15/2028
 
232
234
Ginnie Mae I Pool 7% 8/15/2028
 
214
216
Ginnie Mae I Pool 7% 8/15/2028
 
206
207
Ginnie Mae I Pool 7% 8/15/2028
 
200
201
Ginnie Mae I Pool 7% 8/15/2028
 
132
133
Ginnie Mae I Pool 7% 8/15/2028
 
132
132
Ginnie Mae I Pool 7% 8/15/2029
 
1,911
1,950
Ginnie Mae I Pool 7% 8/15/2029
 
387
394
Ginnie Mae I Pool 7% 8/15/2031
 
11,183
11,488
Ginnie Mae I Pool 7% 8/15/2031
 
1,371
1,409
Ginnie Mae I Pool 7% 8/15/2031
 
472
485
Ginnie Mae I Pool 7% 8/15/2032
 
6,543
6,726
Ginnie Mae I Pool 7% 8/15/2032
 
3,925
4,041
Ginnie Mae I Pool 7% 8/15/2032
 
431
434
Ginnie Mae I Pool 7% 9/15/2027
 
9
9
Ginnie Mae I Pool 7% 9/15/2028
 
2,443
2,480
Ginnie Mae I Pool 7% 9/15/2028
 
1,895
1,918
Ginnie Mae I Pool 7% 9/15/2028
 
1,207
1,223
Ginnie Mae I Pool 7% 9/15/2028
 
821
826
Ginnie Mae I Pool 7% 9/15/2028
 
695
700
Ginnie Mae I Pool 7% 9/15/2028
 
587
594
Ginnie Mae I Pool 7% 9/15/2028
 
437
443
Ginnie Mae I Pool 7% 9/15/2028
 
317
321
Ginnie Mae I Pool 7% 9/15/2028
 
207
209
Ginnie Mae I Pool 7% 9/15/2029
 
235
239
Ginnie Mae I Pool 7% 9/15/2031
 
1,811
1,854
Ginnie Mae I Pool 7.25% 9/15/2027
 
3,009
3,018
Ginnie Mae I Pool 7.25% 9/15/2027
 
1,284
1,294
Ginnie Mae I Pool 7.395% 12/20/2026
 
4,786
4,796
Ginnie Mae I Pool 7.395% 9/20/2026
 
1,846
1,846
Ginnie Mae I Pool 7.5% 1/15/2027
 
942
948
Ginnie Mae I Pool 7.5% 1/15/2027
 
454
455
Ginnie Mae I Pool 7.5% 1/15/2028
 
2,110
2,119
Ginnie Mae I Pool 7.5% 1/15/2028
 
1,690
1,717
Ginnie Mae I Pool 7.5% 1/15/2029
 
2,209
2,250
Ginnie Mae I Pool 7.5% 1/15/2029
 
284
285
Ginnie Mae I Pool 7.5% 1/15/2031
 
7,496
7,764
Ginnie Mae I Pool 7.5% 1/15/2031
 
4,817
4,999
Ginnie Mae I Pool 7.5% 10/15/2027
 
1,056
1,069
Ginnie Mae I Pool 7.5% 10/15/2028
 
9,630
9,851
Ginnie Mae I Pool 7.5% 10/15/2028
 
4,308
4,361
Ginnie Mae I Pool 7.5% 10/15/2028
 
113
116
Ginnie Mae I Pool 7.5% 10/15/2028
 
111
112
Ginnie Mae I Pool 7.5% 10/15/2029
 
1,031
1,063
Ginnie Mae I Pool 7.5% 10/15/2029
 
521
536
Ginnie Mae I Pool 7.5% 10/15/2029
 
349
360
Ginnie Mae I Pool 7.5% 10/15/2029
 
28
29
Ginnie Mae I Pool 7.5% 10/15/2030
 
6,925
7,121
Ginnie Mae I Pool 7.5% 10/15/2030
 
4,210
4,342
Ginnie Mae I Pool 7.5% 10/15/2031
 
36,143
37,594
Ginnie Mae I Pool 7.5% 10/15/2031
 
1,864
1,939
Ginnie Mae I Pool 7.5% 11/15/2027
 
751
754
Ginnie Mae I Pool 7.5% 11/15/2027
 
274
276
Ginnie Mae I Pool 7.5% 11/15/2027
 
140
142
Ginnie Mae I Pool 7.5% 11/15/2028
 
387
388
Ginnie Mae I Pool 7.5% 11/15/2029
 
25,606
26,363
Ginnie Mae I Pool 7.5% 11/15/2029
 
12,310
12,681
Ginnie Mae I Pool 7.5% 11/15/2029
 
8,595
8,859
Ginnie Mae I Pool 7.5% 11/15/2029
 
3,107
3,187
Ginnie Mae I Pool 7.5% 11/15/2029
 
629
649
Ginnie Mae I Pool 7.5% 11/15/2029
 
418
430
Ginnie Mae I Pool 7.5% 11/15/2029
 
228
235
Ginnie Mae I Pool 7.5% 11/15/2030
 
14,789
15,332
Ginnie Mae I Pool 7.5% 12/15/2026
 
483
484
Ginnie Mae I Pool 7.5% 12/15/2027
 
3,066
3,099
Ginnie Mae I Pool 7.5% 12/15/2027
 
302
304
Ginnie Mae I Pool 7.5% 12/15/2028
 
179
181
Ginnie Mae I Pool 7.5% 12/15/2028
 
158
161
Ginnie Mae I Pool 7.5% 12/15/2029
 
23,945
24,591
Ginnie Mae I Pool 7.5% 12/15/2029
 
19,838
20,361
Ginnie Mae I Pool 7.5% 12/15/2029
 
11,179
11,529
Ginnie Mae I Pool 7.5% 12/15/2029
 
5,092
5,239
Ginnie Mae I Pool 7.5% 12/15/2029
 
2,672
2,725
Ginnie Mae I Pool 7.5% 12/15/2029
 
368
380
Ginnie Mae I Pool 7.5% 12/15/2029
 
48
49
Ginnie Mae I Pool 7.5% 12/15/2030
 
47,762
49,286
Ginnie Mae I Pool 7.5% 12/15/2030
 
8,680
9,004
Ginnie Mae I Pool 7.5% 12/15/2030
 
2,805
2,848
Ginnie Mae I Pool 7.5% 12/15/2030
 
682
708
Ginnie Mae I Pool 7.5% 2/15/2028
 
241
243
Ginnie Mae I Pool 7.5% 2/15/2029
 
2,004
2,029
Ginnie Mae I Pool 7.5% 2/15/2029
 
1,957
2,007
Ginnie Mae I Pool 7.5% 2/15/2032
 
54,310
56,385
Ginnie Mae I Pool 7.5% 2/15/2032
 
9,734
10,164
Ginnie Mae I Pool 7.5% 2/15/2032
 
3,580
3,735
Ginnie Mae I Pool 7.5% 3/15/2028
 
72
73
Ginnie Mae I Pool 7.5% 3/15/2030
 
5,946
6,143
Ginnie Mae I Pool 7.5% 3/15/2031
 
41,812
43,450
Ginnie Mae I Pool 7.5% 3/15/2031
 
23,003
23,926
Ginnie Mae I Pool 7.5% 3/15/2031
 
10,868
11,305
Ginnie Mae I Pool 7.5% 3/15/2032
 
21,089
21,884
Ginnie Mae I Pool 7.5% 3/15/2032
 
4,561
4,760
Ginnie Mae I Pool 7.5% 3/15/2032
 
4,110
4,221
Ginnie Mae I Pool 7.5% 3/15/2032
 
3,019
3,147
Ginnie Mae I Pool 7.5% 4/15/2027
 
1,181
1,189
Ginnie Mae I Pool 7.5% 4/15/2027
 
594
599
Ginnie Mae I Pool 7.5% 4/15/2029
 
1,141
1,160
Ginnie Mae I Pool 7.5% 4/15/2029
 
944
969
Ginnie Mae I Pool 7.5% 4/15/2029
 
288
290
Ginnie Mae I Pool 7.5% 5/15/2027
 
472
476
Ginnie Mae I Pool 7.5% 5/15/2029
 
35
36
Ginnie Mae I Pool 7.5% 5/15/2031
 
47,325
49,016
Ginnie Mae I Pool 7.5% 5/15/2032
 
31,315
32,621
Ginnie Mae I Pool 7.5% 5/15/2032
 
27,658
28,785
Ginnie Mae I Pool 7.5% 5/15/2032
 
19,383
20,034
Ginnie Mae I Pool 7.5% 5/15/2032
 
9,244
9,589
Ginnie Mae I Pool 7.5% 5/15/2032
 
1,185
1,232
Ginnie Mae I Pool 7.5% 5/15/2032
 
833
847
Ginnie Mae I Pool 7.5% 6/15/2027
 
1,515
1,530
Ginnie Mae I Pool 7.5% 6/15/2027
 
1,086
1,095
Ginnie Mae I Pool 7.5% 6/15/2027
 
642
646
Ginnie Mae I Pool 7.5% 6/15/2028
 
72
74
Ginnie Mae I Pool 7.5% 6/15/2029
 
618
630
Ginnie Mae I Pool 7.5% 6/15/2029
 
114
115
Ginnie Mae I Pool 7.5% 6/15/2031
 
28,960
30,081
Ginnie Mae I Pool 7.5% 7/15/2026
 
51
51
Ginnie Mae I Pool 7.5% 7/15/2026
 
45
45
Ginnie Mae I Pool 7.5% 7/15/2027
 
2,568
2,590
Ginnie Mae I Pool 7.5% 7/15/2027
 
72
72
Ginnie Mae I Pool 7.5% 7/15/2029
 
13,202
13,583
Ginnie Mae I Pool 7.5% 7/15/2029
 
8,340
8,571
Ginnie Mae I Pool 7.5% 7/15/2029
 
4,659
4,788
Ginnie Mae I Pool 7.5% 7/15/2029
 
4,265
4,388
Ginnie Mae I Pool 7.5% 7/15/2029
 
2,153
2,215
Ginnie Mae I Pool 7.5% 7/15/2029
 
817
828
Ginnie Mae I Pool 7.5% 7/15/2029
 
339
349
Ginnie Mae I Pool 7.5% 7/15/2029
 
124
128
Ginnie Mae I Pool 7.5% 7/15/2029
 
122
125
Ginnie Mae I Pool 7.5% 7/15/2030
 
7,119
7,350
Ginnie Mae I Pool 7.5% 7/15/2030
 
3,443
3,568
Ginnie Mae I Pool 7.5% 8/15/2027
 
3,451
3,488
Ginnie Mae I Pool 7.5% 8/15/2027
 
1,823
1,836
Ginnie Mae I Pool 7.5% 8/15/2027
 
142
143
Ginnie Mae I Pool 7.5% 8/15/2028
 
1,042
1,065
Ginnie Mae I Pool 7.5% 8/15/2028
 
187
191
Ginnie Mae I Pool 7.5% 8/15/2029
 
16,875
17,353
Ginnie Mae I Pool 7.5% 8/15/2029
 
4,578
4,686
Ginnie Mae I Pool 7.5% 8/15/2029
 
2,804
2,883
Ginnie Mae I Pool 7.5% 8/15/2029
 
2,321
2,387
Ginnie Mae I Pool 7.5% 8/15/2029
 
2,210
2,266
Ginnie Mae I Pool 7.5% 8/15/2029
 
1,542
1,585
Ginnie Mae I Pool 7.5% 8/15/2029
 
1,353
1,391
Ginnie Mae I Pool 7.5% 8/15/2029
 
720
740
Ginnie Mae I Pool 7.5% 8/15/2029
 
683
697
Ginnie Mae I Pool 7.5% 8/15/2029
 
620
637
Ginnie Mae I Pool 7.5% 8/15/2029
 
493
507
Ginnie Mae I Pool 7.5% 8/15/2029
 
221
227
Ginnie Mae I Pool 7.5% 8/15/2029
 
212
218
Ginnie Mae I Pool 7.5% 8/15/2029
 
180
185
Ginnie Mae I Pool 7.5% 8/15/2029
 
175
180
Ginnie Mae I Pool 7.5% 8/15/2029
 
69
69
Ginnie Mae I Pool 7.5% 9/15/2027
 
2,159
2,188
Ginnie Mae I Pool 7.5% 9/15/2027
 
848
857
Ginnie Mae I Pool 7.5% 9/15/2027
 
5
4
Ginnie Mae I Pool 7.5% 9/15/2028
 
3,680
3,759
Ginnie Mae I Pool 7.5% 9/15/2028
 
2,262
2,307
Ginnie Mae I Pool 7.5% 9/15/2028
 
690
704
Ginnie Mae I Pool 7.5% 9/15/2028
 
194
196
Ginnie Mae I Pool 7.5% 9/15/2029
 
11,843
12,200
Ginnie Mae I Pool 7.5% 9/15/2029
 
7,561
7,785
Ginnie Mae I Pool 7.5% 9/15/2029
 
2,137
2,154
Ginnie Mae I Pool 7.5% 9/15/2029
 
2,055
2,112
Ginnie Mae I Pool 7.5% 9/15/2029
 
1,865
1,907
Ginnie Mae I Pool 7.5% 9/15/2029
 
1,580
1,607
Ginnie Mae I Pool 7.5% 9/15/2029
 
673
693
Ginnie Mae I Pool 7.5% 9/15/2029
 
211
211
Ginnie Mae I Pool 7.5% 9/15/2029
 
131
134
Ginnie Mae I Pool 7.5% 9/15/2029
 
126
129
Ginnie Mae I Pool 7.5% 9/15/2029
 
42
42
Ginnie Mae I Pool 7.5% 9/15/2030
 
12,693
13,153
Ginnie Mae I Pool 8% 1/15/2028
 
1,468
1,485
Ginnie Mae I Pool 8% 1/15/2028
 
1,079
1,092
Ginnie Mae I Pool 8% 1/15/2030
 
2,568
2,634
Ginnie Mae I Pool 8% 1/15/2030
 
39
40
Ginnie Mae I Pool 8% 10/15/2026
 
313
314
Ginnie Mae I Pool 8% 10/15/2026
 
88
88
Ginnie Mae I Pool 8% 10/15/2026
 
51
51
Ginnie Mae I Pool 8% 10/15/2026
 
14
13
Ginnie Mae I Pool 8% 10/15/2027
 
1,527
1,544
Ginnie Mae I Pool 8% 10/15/2027
 
28
28
Ginnie Mae I Pool 8% 10/15/2029
 
4,201
4,308
Ginnie Mae I Pool 8% 10/15/2029
 
2,371
2,431
Ginnie Mae I Pool 8% 10/15/2029
 
1,643
1,685
Ginnie Mae I Pool 8% 10/15/2029
 
90
91
Ginnie Mae I Pool 8% 11/15/2026
 
92
93
Ginnie Mae I Pool 8% 11/15/2026
 
41
42
Ginnie Mae I Pool 8% 11/15/2026
 
21
21
Ginnie Mae I Pool 8% 11/15/2026
 
20
20
Ginnie Mae I Pool 8% 11/15/2027
 
6,253
6,334
Ginnie Mae I Pool 8% 11/15/2027
 
5,606
5,671
Ginnie Mae I Pool 8% 11/15/2027
 
5,028
5,071
Ginnie Mae I Pool 8% 11/15/2027
 
3,112
3,147
Ginnie Mae I Pool 8% 11/15/2027
 
1,123
1,136
Ginnie Mae I Pool 8% 11/15/2027
 
146
147
Ginnie Mae I Pool 8% 11/15/2028
 
1,661
1,689
Ginnie Mae I Pool 8% 11/15/2028
 
551
551
Ginnie Mae I Pool 8% 11/15/2029
 
1,741
1,780
Ginnie Mae I Pool 8% 12/15/2027
 
1,751
1,766
Ginnie Mae I Pool 8% 12/15/2027
 
128
128
Ginnie Mae I Pool 8% 12/15/2029
 
3,574
3,667
Ginnie Mae I Pool 8% 12/15/2029
 
83
83
Ginnie Mae I Pool 8% 2/15/2031
 
19,588
20,176
Ginnie Mae I Pool 8% 3/15/2030
 
1,510
1,548
Ginnie Mae I Pool 8% 3/15/2030
 
650
668
Ginnie Mae I Pool 8% 4/15/2030
 
1,010
1,038
Ginnie Mae I Pool 8% 5/15/2030
 
3,919
4,019
Ginnie Mae I Pool 8% 5/15/2030
 
1,077
1,107
Ginnie Mae I Pool 8% 6/15/2026
 
1
0
Ginnie Mae I Pool 8% 6/15/2027
 
711
717
Ginnie Mae I Pool 8% 6/15/2028
 
516
525
Ginnie Mae I Pool 8% 6/15/2030
 
2,512
2,577
Ginnie Mae I Pool 8% 7/15/2027
 
2,100
2,118
Ginnie Mae I Pool 8% 7/15/2027
 
791
797
Ginnie Mae I Pool 8% 7/15/2027
 
634
639
Ginnie Mae I Pool 8% 7/15/2027
 
614
618
Ginnie Mae I Pool 8% 7/15/2027
 
78
79
Ginnie Mae I Pool 8% 7/15/2028
 
258
263
Ginnie Mae I Pool 8% 7/15/2030
 
157
162
Ginnie Mae I Pool 8% 7/15/2030
 
70
71
Ginnie Mae I Pool 8% 8/15/2026
 
103
103
Ginnie Mae I Pool 8% 8/15/2026
 
44
44
Ginnie Mae I Pool 8% 8/15/2026
 
35
35
Ginnie Mae I Pool 8% 8/15/2026
 
32
32
Ginnie Mae I Pool 8% 8/15/2026
 
15
15
Ginnie Mae I Pool 8% 8/15/2026
 
6
5
Ginnie Mae I Pool 8% 8/15/2027
 
1,850
1,866
Ginnie Mae I Pool 8% 8/15/2027
 
468
471
Ginnie Mae I Pool 8% 8/15/2027
 
142
142
Ginnie Mae I Pool 8% 8/15/2030
 
989
1,018
Ginnie Mae I Pool 8% 9/15/2026
 
628
629
Ginnie Mae I Pool 8% 9/15/2026
 
202
203
Ginnie Mae I Pool 8% 9/15/2026
 
24
24
Ginnie Mae I Pool 8% 9/15/2027
 
948
958
Ginnie Mae I Pool 8% 9/15/2027
 
839
845
Ginnie Mae I Pool 8% 9/15/2028
 
10,817
11,020
Ginnie Mae I Pool 8% 9/15/2029
 
8,217
8,409
Ginnie Mae I Pool 8% 9/15/2029
 
1,601
1,622
Ginnie Mae I Pool 8% 9/15/2029
 
875
897
Ginnie Mae I Pool 8% 9/15/2030
 
2,140
2,198
Ginnie Mae I Pool 8.5% 1/15/2031
 
27,083
28,121
Ginnie Mae I Pool 8.5% 2/15/2031
 
21,582
22,365
Ginnie Mae I Pool 8.5% 9/15/2030
 
19,541
20,116
Ginnie Mae II Pool 2% 1/20/2051
 
76,728,892
63,256,288
Ginnie Mae II Pool 2% 10/20/2050
 
41,474,012
34,217,632
Ginnie Mae II Pool 2% 11/20/2050
 
21,865,848
18,040,153
Ginnie Mae II Pool 2% 12/20/2050
 
13,827,114
11,399,251
Ginnie Mae II Pool 2% 2/20/2051
 
64,783,328
53,408,212
Ginnie Mae II Pool 2% 4/20/2051
 
6,694,235
5,514,630
Ginnie Mae II Pool 2% 8/20/2051
 
3,743,088
3,083,511
Ginnie Mae II Pool 2% 9/20/2050
 
56,221,552
46,384,911
Ginnie Mae II Pool 2.5% 1/20/2043
 
3,367,498
3,002,560
Ginnie Mae II Pool 2.5% 10/20/2042
 
997,213
889,728
Ginnie Mae II Pool 2.5% 11/20/2042
 
1,594,565
1,423,782
Ginnie Mae II Pool 2.5% 11/20/2051
 
63,778,141
54,718,884
Ginnie Mae II Pool 2.5% 12/20/2042
 
388,274
346,907
Ginnie Mae II Pool 2.5% 12/20/2051
 
2,428,867
2,083,863
Ginnie Mae II Pool 2.5% 2/20/2041
 
294,954
266,095
Ginnie Mae II Pool 2.5% 2/20/2043
 
320,054
285,224
Ginnie Mae II Pool 2.5% 3/20/2043
 
490,628
437,213
Ginnie Mae II Pool 2.5% 3/20/2047
 
5,655,123
4,928,058
Ginnie Mae II Pool 2.5% 3/20/2050
 
16,578,525
14,291,006
Ginnie Mae II Pool 2.5% 4/20/2050
 
78,654,955
67,802,081
Ginnie Mae II Pool 2.5% 5/1/2056 (b)
  
62,850,000
53,872,292
Ginnie Mae II Pool 2.5% 6/20/2051
 
7,662,759
6,574,315
Ginnie Mae II Pool 2.5% 7/20/2051
 
44,563,742
38,233,761
Ginnie Mae II Pool 2.5% 9/20/2042
 
397,358
354,031
Ginnie Mae II Pool 2.5% 9/20/2051
 
5,474,339
4,696,746
Ginnie Mae II Pool 3% 1/20/2032
 
1,447,928
1,408,664
Ginnie Mae II Pool 3% 1/20/2043
 
6,732,334
6,180,391
Ginnie Mae II Pool 3% 10/20/2031
 
474,288
461,919
Ginnie Mae II Pool 3% 10/20/2042
 
541,428
497,316
Ginnie Mae II Pool 3% 10/20/2043
 
8,193,194
7,499,028
Ginnie Mae II Pool 3% 11/20/2031
 
511,065
497,380
Ginnie Mae II Pool 3% 11/20/2042
 
27,180
24,967
Ginnie Mae II Pool 3% 12/20/2031
 
769,329
749,000
Ginnie Mae II Pool 3% 12/20/2042
 
4,946,528
4,540,846
Ginnie Mae II Pool 3% 12/20/2046
 
882,251
798,174
Ginnie Mae II Pool 3% 12/20/2050
 
440,752
393,791
Ginnie Mae II Pool 3% 2/20/2031
 
58,881
57,520
Ginnie Mae II Pool 3% 2/20/2043
 
8,483,778
7,785,571
Ginnie Mae II Pool 3% 3/20/2031
 
120,197
117,365
Ginnie Mae II Pool 3% 3/20/2042
 
6,337
5,835
Ginnie Mae II Pool 3% 3/20/2050
 
3,429,900
3,065,523
Ginnie Mae II Pool 3% 4/20/2031
 
452,783
441,940
Ginnie Mae II Pool 3% 4/20/2043
 
266,188
244,097
Ginnie Mae II Pool 3% 4/20/2052
 
26,020,513
23,203,360
Ginnie Mae II Pool 3% 5/20/2031
 
976,882
953,135
Ginnie Mae II Pool 3% 5/20/2042
 
72,857
67,040
Ginnie Mae II Pool 3% 5/20/2051
 
3,991,226
3,559,733
Ginnie Mae II Pool 3% 5/20/2052
 
34,424,555
30,681,391
Ginnie Mae II Pool 3% 6/20/2042
 
80,115
73,612
Ginnie Mae II Pool 3% 6/20/2043
 
680,244
623,162
Ginnie Mae II Pool 3% 6/20/2050
 
33,054
29,543
Ginnie Mae II Pool 3% 6/20/2051
 
1,058,365
944,110
Ginnie Mae II Pool 3% 7/20/2031
 
12,679
12,361
Ginnie Mae II Pool 3% 7/20/2043
 
616,221
564,306
Ginnie Mae II Pool 3% 7/20/2046
 
6,425,300
5,812,983
Ginnie Mae II Pool 3% 7/20/2051
 
1,339,436
1,195,884
Ginnie Mae II Pool 3% 8/20/2031
 
149,436
145,644
Ginnie Mae II Pool 3% 8/20/2042
 
10,128
9,308
Ginnie Mae II Pool 3% 8/20/2043
 
625,086
572,212
Ginnie Mae II Pool 3% 8/20/2046
 
10,616,945
9,605,173
Ginnie Mae II Pool 3% 8/20/2051
 
1,591,704
1,421,116
Ginnie Mae II Pool 3% 9/20/2031
 
59,752
58,215
Ginnie Mae II Pool 3% 9/20/2042
 
892,342
819,919
Ginnie Mae II Pool 3% 9/20/2043
 
1,723,131
1,576,649
Ginnie Mae II Pool 3% 9/20/2051
 
20,216
18,049
Ginnie Mae II Pool 3.5% 1/20/2041
 
2,308
2,197
Ginnie Mae II Pool 3.5% 1/20/2044
 
124,758
117,543
Ginnie Mae II Pool 3.5% 10/20/2041
 
19,633
18,636
Ginnie Mae II Pool 3.5% 10/20/2043
 
8,455
7,974
Ginnie Mae II Pool 3.5% 11/20/2041
 
150,830
143,196
Ginnie Mae II Pool 3.5% 11/20/2043
 
17,843
16,822
Ginnie Mae II Pool 3.5% 12/20/2040
 
4,291
4,084
Ginnie Mae II Pool 3.5% 12/20/2041
 
1,664,877
1,580,635
Ginnie Mae II Pool 3.5% 2/20/2027
 
1,865
1,858
Ginnie Mae II Pool 3.5% 2/20/2043
 
349,864
330,611
Ginnie Mae II Pool 3.5% 2/20/2044
 
3,896
3,670
Ginnie Mae II Pool 3.5% 3/20/2043
 
799,247
755,093
Ginnie Mae II Pool 3.5% 3/20/2044
 
3,867
3,643
Ginnie Mae II Pool 3.5% 4/20/2043
 
5,025,947
4,747,214
Ginnie Mae II Pool 3.5% 4/20/2044
 
9,213
8,672
Ginnie Mae II Pool 3.5% 4/20/2046
 
1,814,383
1,682,062
Ginnie Mae II Pool 3.5% 5/20/2027
 
116,821
116,304
Ginnie Mae II Pool 3.5% 5/20/2043
 
3,275,587
3,080,104
Ginnie Mae II Pool 3.5% 6/20/2044
 
7,418,766
6,973,317
Ginnie Mae II Pool 3.5% 7/20/2043
 
10,828
10,224
Ginnie Mae II Pool 3.5% 8/20/2043
 
328,090
309,587
Ginnie Mae II Pool 3.5% 9/20/2040
 
20,912
19,890
Ginnie Mae II Pool 3.5% 9/20/2043
 
281,077
265,082
Ginnie Mae II Pool 3.75% 4/20/2046
 
470,063
441,762
Ginnie Mae II Pool 4% 1/20/2040
 
75,254
72,836
Ginnie Mae II Pool 4% 1/20/2041
 
3,794,426
3,668,768
Ginnie Mae II Pool 4% 1/20/2042
 
8,091,348
7,809,473
Ginnie Mae II Pool 4% 10/20/2039
 
18,346
17,779
Ginnie Mae II Pool 4% 10/20/2040
 
1,249,081
1,208,025
Ginnie Mae II Pool 4% 10/20/2041
 
3,139,336
3,031,230
Ginnie Mae II Pool 4% 11/20/2033
 
36,922
36,197
Ginnie Mae II Pool 4% 11/20/2039
 
158,723
153,713
Ginnie Mae II Pool 4% 11/20/2045
 
1,204,015
1,145,443
Ginnie Mae II Pool 4% 11/20/2045
 
145,264
139,727
Ginnie Mae II Pool 4% 12/20/2039
 
192,629
186,590
Ginnie Mae II Pool 4% 2/20/2033
 
423
416
Ginnie Mae II Pool 4% 2/20/2040
 
473,375
458,327
Ginnie Mae II Pool 4% 2/20/2041
 
367,916
349,060
Ginnie Mae II Pool 4% 2/20/2042
 
69,765
67,322
Ginnie Mae II Pool 4% 3/20/2039
 
46,057
44,700
Ginnie Mae II Pool 4% 3/20/2040
 
375,845
363,763
Ginnie Mae II Pool 4% 3/20/2042
 
253,257
244,348
Ginnie Mae II Pool 4% 3/20/2047
 
2,118,168
2,023,417
Ginnie Mae II Pool 4% 4/20/2039
 
2,404
2,331
Ginnie Mae II Pool 4% 4/20/2040
 
21,321
20,650
Ginnie Mae II Pool 4% 4/20/2040
 
15,121
14,343
Ginnie Mae II Pool 4% 4/20/2042
 
906,034
874,002
Ginnie Mae II Pool 4% 5/20/2039
 
971
941
Ginnie Mae II Pool 4% 5/20/2040
 
214,198
207,415
Ginnie Mae II Pool 4% 5/20/2046
 
3,491,813
3,339,647
Ginnie Mae II Pool 4% 6/20/2039
 
149,461
144,944
Ginnie Mae II Pool 4% 6/20/2040
 
168,871
163,466
Ginnie Mae II Pool 4% 6/20/2041
 
191,617
185,110
Ginnie Mae II Pool 4% 6/20/2042
 
29,861
28,796
Ginnie Mae II Pool 4% 7/20/2040
 
897,863
868,434
Ginnie Mae II Pool 4% 8/20/2039
 
53,838
52,185
Ginnie Mae II Pool 4% 8/20/2041
 
2,307
2,228
Ginnie Mae II Pool 4% 9/20/2039
 
22,896
22,179
Ginnie Mae II Pool 4% 9/20/2040
 
3,027,136
2,927,511
Ginnie Mae II Pool 4.5% 10/20/2041
 
80,918
80,160
Ginnie Mae II Pool 4.5% 11/20/2040
 
1,319,964
1,308,311
Ginnie Mae II Pool 4.5% 11/20/2054
 
31,502,145
30,465,214
Ginnie Mae II Pool 4.5% 6/20/2040
 
67,637
66,007
Ginnie Mae II Pool 4.5% 7/20/2041
 
51,466
50,147
Ginnie Mae II Pool 4.5% 8/20/2040
 
11,663
11,368
Ginnie Mae II Pool 4.5% 8/20/2041
 
94,551
93,669
Ginnie Mae II Pool 4.5% 9/20/2041
 
17,616
17,452
Ginnie Mae II Pool 5% 1/20/2032
 
215
216
Ginnie Mae II Pool 5% 1/20/2033
 
6,810
6,856
Ginnie Mae II Pool 5% 1/20/2034
 
11,042
11,123
Ginnie Mae II Pool 5% 1/20/2035
 
951,669
959,496
Ginnie Mae II Pool 5% 1/20/2037
 
318
321
Ginnie Mae II Pool 5% 1/20/2055
 
68,992,979
68,537,149
Ginnie Mae II Pool 5% 10/20/2032
 
83,479
84,047
Ginnie Mae II Pool 5% 10/20/2033
 
20,175
20,322
Ginnie Mae II Pool 5% 10/20/2034
 
2,288
2,306
Ginnie Mae II Pool 5% 11/20/2032
 
22,868
23,022
Ginnie Mae II Pool 5% 11/20/2033
 
9,591
9,661
Ginnie Mae II Pool 5% 11/20/2035
 
33,619
33,907
Ginnie Mae II Pool 5% 12/20/2032
 
8,525
8,585
Ginnie Mae II Pool 5% 12/20/2034
 
53,666
54,110
Ginnie Mae II Pool 5% 12/20/2035
 
508,134
512,497
Ginnie Mae II Pool 5% 12/20/2036
 
69,140
69,762
Ginnie Mae II Pool 5% 12/20/2054
 
7,589,674
7,556,132
Ginnie Mae II Pool 5% 12/20/2054
 
6,922,141
6,878,571
Ginnie Mae II Pool 5% 2/20/2032
 
1,003
1,004
Ginnie Mae II Pool 5% 2/20/2032
 
576
579
Ginnie Mae II Pool 5% 2/20/2033
 
25,757
25,927
Ginnie Mae II Pool 5% 2/20/2034
 
993
1,000
Ginnie Mae II Pool 5% 2/20/2035
 
601
605
Ginnie Mae II Pool 5% 2/20/2036
 
43,297
43,676
Ginnie Mae II Pool 5% 2/20/2039
 
14,747
14,884
Ginnie Mae II Pool 5% 3/20/2033
 
213,937
215,427
Ginnie Mae II Pool 5% 3/20/2034
 
1,765
1,778
Ginnie Mae II Pool 5% 3/20/2035
 
72,318
72,918
Ginnie Mae II Pool 5% 3/20/2036
 
27,775
28,015
Ginnie Mae II Pool 5% 4/20/2033
 
12,514
12,602
Ginnie Mae II Pool 5% 4/20/2034
 
9,568
9,642
Ginnie Mae II Pool 5% 4/20/2035
 
707
713
Ginnie Mae II Pool 5% 4/20/2036
 
8,422
8,496
Ginnie Mae II Pool 5% 4/20/2037
 
1,298
1,310
Ginnie Mae II Pool 5% 5/20/2033
 
23,509
23,673
Ginnie Mae II Pool 5% 5/20/2034
 
28,447
28,667
Ginnie Mae II Pool 5% 5/20/2035
 
73,199
73,810
Ginnie Mae II Pool 5% 6/20/2032
 
146,711
147,637
Ginnie Mae II Pool 5% 6/20/2033
 
241,780
243,482
Ginnie Mae II Pool 5% 6/20/2034
 
31,909
32,160
Ginnie Mae II Pool 5% 6/20/2035
 
10,321
10,408
Ginnie Mae II Pool 5% 6/20/2036
 
10,409
10,501
Ginnie Mae II Pool 5% 6/20/2038
 
104,516
105,478
Ginnie Mae II Pool 5% 6/20/2039
 
268,484
270,991
Ginnie Mae II Pool 5% 6/20/2054
 
14,729,217
14,659,519
Ginnie Mae II Pool 5% 7/20/2033
 
46,454
46,791
Ginnie Mae II Pool 5% 7/20/2034
 
60,270
60,745
Ginnie Mae II Pool 5% 7/20/2035
 
8,119
8,188
Ginnie Mae II Pool 5% 7/20/2037
 
3,604
3,637
Ginnie Mae II Pool 5% 7/20/2048
 
1,491,428
1,510,937
Ginnie Mae II Pool 5% 8/20/2033
 
942,419
949,173
Ginnie Mae II Pool 5% 8/20/2034
 
523
527
Ginnie Mae II Pool 5% 8/20/2035
 
106,223
107,132
Ginnie Mae II Pool 5% 9/20/2033
 
2,381,116
2,398,530
Ginnie Mae II Pool 5% 9/20/2034
 
1,168
1,178
Ginnie Mae II Pool 5% 9/20/2035
 
106,543
107,451
Ginnie Mae II Pool 5% 9/20/2036
 
4,882
4,926
Ginnie Mae II Pool 5% 9/20/2037
 
3,370
3,400
Ginnie Mae II Pool 5.5% 1/20/2055
 
5,485,801
5,588,040
Ginnie Mae II Pool 5.5% 10/20/2039
 
82,616
84,820
Ginnie Mae II Pool 5.5% 11/20/2039
 
53,034
54,449
Ginnie Mae II Pool 5.5% 12/20/2039
 
37,256
38,250
Ginnie Mae II Pool 5.5% 12/20/2041
 
38,988
39,997
Ginnie Mae II Pool 5.5% 12/20/2054
 
6,778,868
6,915,798
Ginnie Mae II Pool 5.5% 12/20/2054
 
4,111,218
4,156,362
Ginnie Mae II Pool 5.5% 2/20/2042
 
57,620
59,138
Ginnie Mae II Pool 5.5% 3/20/2040
 
377,297
387,415
Ginnie Mae II Pool 5.5% 5/1/2056 (b)
  
236,100,000
237,810,357
Ginnie Mae II Pool 5.5% 6/1/2056 (b)
  
166,575,000
167,521,413
Ginnie Mae II Pool 5.5% 8/20/2039
 
7,389
7,586
Ginnie Mae II Pool 5.5% 9/20/2039
 
41,678
42,792
Ginnie Mae II Pool 5.5% 9/20/2041
 
8,953
9,199
Ginnie Mae II Pool 6% 1/20/2032
 
2,914
2,985
Ginnie Mae II Pool 6% 10/20/2028
 
96
98
Ginnie Mae II Pool 6% 11/20/2028
 
603
616
Ginnie Mae II Pool 6% 11/20/2031
 
30,214
30,930
Ginnie Mae II Pool 6% 12/20/2027
 
363
370
Ginnie Mae II Pool 6% 12/20/2029
 
12,246
12,494
Ginnie Mae II Pool 6% 12/20/2054
 
6,857,915
7,020,832
Ginnie Mae II Pool 6% 2/20/2028
 
67
69
Ginnie Mae II Pool 6% 2/20/2032
 
1,271
1,302
Ginnie Mae II Pool 6% 3/20/2028
 
414
422
Ginnie Mae II Pool 6% 3/20/2029
 
256
262
Ginnie Mae II Pool 6% 4/20/2028
 
1,051
1,072
Ginnie Mae II Pool 6% 4/20/2029
 
1,809
1,846
Ginnie Mae II Pool 6% 4/20/2031
 
231,815
236,785
Ginnie Mae II Pool 6% 5/1/2056 (b)
  
128,025,000
130,555,491
Ginnie Mae II Pool 6% 5/20/2028
 
1,089
1,111
Ginnie Mae II Pool 6% 5/20/2029
 
39,605
40,407
Ginnie Mae II Pool 6% 5/20/2032
 
85,423
87,614
Ginnie Mae II Pool 6% 6/1/2056 (b)
  
91,400,000
93,203,011
Ginnie Mae II Pool 6% 6/20/2028
 
72
73
Ginnie Mae II Pool 6% 6/20/2029
 
913
932
Ginnie Mae II Pool 6% 6/20/2032
 
128
131
Ginnie Mae II Pool 6% 7/20/2029
 
3,162
3,226
Ginnie Mae II Pool 6% 8/20/2028
 
25
26
Ginnie Mae II Pool 6% 8/20/2029
 
326
332
Ginnie Mae II Pool 6% 9/20/2028
 
2,360
2,408
Ginnie Mae II Pool 6% 9/20/2032
 
957,827
983,308
Ginnie Mae II Pool 6.5% 1/20/2029
 
149
156
Ginnie Mae II Pool 6.5% 1/20/2031
 
2,112
2,207
Ginnie Mae II Pool 6.5% 1/20/2032
 
19,713
20,603
Ginnie Mae II Pool 6.5% 1/20/2034
 
555
581
Ginnie Mae II Pool 6.5% 10/20/2028
 
881
921
Ginnie Mae II Pool 6.5% 10/20/2029
 
128
134
Ginnie Mae II Pool 6.5% 11/20/2028
 
21,950
22,941
Ginnie Mae II Pool 6.5% 11/20/2029
 
1,522
1,591
Ginnie Mae II Pool 6.5% 11/20/2031
 
57,051
59,628
Ginnie Mae II Pool 6.5% 2/20/2029
 
950
992
Ginnie Mae II Pool 6.5% 2/20/2031
 
5,491
5,739
Ginnie Mae II Pool 6.5% 3/20/2031
 
24,822
25,943
Ginnie Mae II Pool 6.5% 4/20/2032
 
1,762
1,841
Ginnie Mae II Pool 6.5% 5/1/2056 (b)
  
11,475,000
11,995,948
Ginnie Mae II Pool 6.5% 5/20/2028
 
10
11
Ginnie Mae II Pool 6.5% 5/20/2031
 
2,197
2,296
Ginnie Mae II Pool 6.5% 6/20/2034
 
2,087
2,181
Ginnie Mae II Pool 6.5% 8/20/2028
 
25,629
26,787
Ginnie Mae II Pool 6.5% 8/20/2034
 
2,644
2,764
Ginnie Mae II Pool 6.5% 9/20/2031
 
3,621
3,785
Ginnie Mae II Pool 7% 1/20/2027
 
41
41
Ginnie Mae II Pool 7% 1/20/2028
 
21
21
Ginnie Mae II Pool 7% 1/20/2030
 
10,174
10,494
Ginnie Mae II Pool 7% 1/20/2031
 
7,259
7,487
Ginnie Mae II Pool 7% 10/20/2028
 
5,725
5,905
Ginnie Mae II Pool 7% 10/20/2031
 
18,394
19,006
Ginnie Mae II Pool 7% 10/20/2032
 
3,177
3,296
Ginnie Mae II Pool 7% 11/20/2028
 
9,179
9,468
Ginnie Mae II Pool 7% 11/20/2030
 
43,901
45,279
Ginnie Mae II Pool 7% 11/20/2031
 
22,797
23,556
Ginnie Mae II Pool 7% 12/20/2027
 
615
635
Ginnie Mae II Pool 7% 12/20/2028
 
3,423
3,530
Ginnie Mae II Pool 7% 12/20/2029
 
1,734
1,788
Ginnie Mae II Pool 7% 12/20/2030
 
103,733
106,990
Ginnie Mae II Pool 7% 12/20/2032
 
33,363
34,587
Ginnie Mae II Pool 7% 2/20/2028
 
17,342
17,886
Ginnie Mae II Pool 7% 2/20/2029
 
2,199
2,268
Ginnie Mae II Pool 7% 2/20/2030
 
23,181
23,909
Ginnie Mae II Pool 7% 2/20/2031
 
4,153
4,284
Ginnie Mae II Pool 7% 2/20/2032
 
60,644
62,711
Ginnie Mae II Pool 7% 3/20/2027
 
496
498
Ginnie Mae II Pool 7% 3/20/2028
 
320
330
Ginnie Mae II Pool 7% 3/20/2029
 
319
329
Ginnie Mae II Pool 7% 3/20/2030
 
31,865
32,866
Ginnie Mae II Pool 7% 3/20/2031
 
13,210
13,628
Ginnie Mae II Pool 7% 3/20/2032
 
13,059
13,515
Ginnie Mae II Pool 7% 4/20/2028
 
4,875
5,028
Ginnie Mae II Pool 7% 4/20/2031
 
4,117
4,249
Ginnie Mae II Pool 7% 5/20/2027
 
1,539
1,549
Ginnie Mae II Pool 7% 5/20/2028
 
11,789
12,159
Ginnie Mae II Pool 7% 5/20/2029
 
3,348
3,453
Ginnie Mae II Pool 7% 5/20/2031
 
104,185
107,456
Ginnie Mae II Pool 7% 6/20/2026
 
3
3
Ginnie Mae II Pool 7% 6/20/2028
 
395
407
Ginnie Mae II Pool 7% 6/20/2031
 
84,486
87,159
Ginnie Mae II Pool 7% 6/20/2032
 
208,027
215,752
Ginnie Mae II Pool 7% 7/20/2028
 
700
722
Ginnie Mae II Pool 7% 7/20/2029
 
12
13
Ginnie Mae II Pool 7% 7/20/2031
 
369,042
381,028
Ginnie Mae II Pool 7% 7/20/2032
 
113,577
117,694
Ginnie Mae II Pool 7% 7/20/2034
 
173,765
181,100
Ginnie Mae II Pool 7% 8/20/2028
 
5,488
5,661
Ginnie Mae II Pool 7% 8/20/2029
 
18,009
18,574
Ginnie Mae II Pool 7% 8/20/2031
 
132,313
136,611
Ginnie Mae II Pool 7% 8/20/2032
 
83,772
86,808
Ginnie Mae II Pool 7% 8/20/2034
 
21,820
22,757
Ginnie Mae II Pool 7% 9/20/2027
 
1,436
1,481
Ginnie Mae II Pool 7% 9/20/2028
 
8,825
9,102
Ginnie Mae II Pool 7% 9/20/2031
 
11,023
11,399
Ginnie Mae II Pool 7% 9/20/2034
 
23,979
25,092
Ginnie Mae II Pool 7.5% 1/20/2028
 
8,407
8,514
Ginnie Mae II Pool 7.5% 6/20/2031
 
11,681
12,130
Ginnie Mae II Pool 7.5% 7/20/2031
 
1,796
1,861
Ginnie Mae II Pool 7.5% 7/20/2032
 
14,614
15,212
Ginnie Mae II Pool 7.5% 8/20/2031
 
50,073
51,995
Uniform Mortgage Backed Securities 2% 5/1/2056 (b)
  
3,000,000
2,402,930
Uniform Mortgage Backed Securities 2.5% 5/1/2056 (b)
  
20,600,000
17,269,398
Uniform Mortgage Backed Securities 4.5% 5/1/2056 (b)
  
35,100,000
33,807,060
Uniform Mortgage Backed Securities 5% 5/1/2056 (b)
  
23,600,000
23,269,968
Uniform Mortgage Backed Securities 5.5% 5/1/2056 (b)
  
14,500,000
14,578,731
Uniform Mortgage Backed Securities 6% 5/1/2056 (b)
  
32,225,000
32,907,264
TOTAL UNITED STATES
  
  
2,096,675,623
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $2,164,555,919)
  
  
  
2,096,675,623
 
  
  
  
U.S. Treasury Obligations - 9.4%
 
  
Yield (%) (j)
Principal
Amount (a)
 
Value ($)
 
US Treasury Bonds 4.625% 11/15/2044
 
4.74 to 5.12
14,960,000
14,345,822
US Treasury Bonds 4.625% 11/15/2055
 
4.69 to 4.91
9,190,000
8,667,319
US Treasury Bonds 4.625% 5/15/2054
 
4.01 to 4.49
6,430,000
6,053,745
US Treasury Bonds 4.75% 5/15/2055
 
4.67
2,000,000
1,922,890
US Treasury Bonds 4.75% 8/15/2055
 
4.87
2,210,000
2,126,089
US Treasury Bonds 5% 5/15/2045
 
4.87
1,430,000
1,435,585
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
 
2.51 to 2.67
5,374,816
4,991,349
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056
 
2.62 to 2.72
2,188,054
2,033,254
US Treasury Notes 3.5% 2/15/2029
 
3.56
4,319,000
4,272,436
US Treasury Notes 3.5% 3/15/2029
 
3.80 to 3.87
60,120,000
59,457,741
US Treasury Notes 3.875% 4/15/2029
 
3.78 to 3.94
36,810,000
36,772,615
US Treasury Notes 4.125% 2/15/2036
 
4.37
2,590,000
2,535,367
US Treasury Notes 4.125% 4/30/2033
 
4.24
2,170,000
2,158,811
US Treasury Notes 4.75% 2/15/2045
 
4.95
14,470,000
14,088,467
 
TOTAL U.S. TREASURY OBLIGATIONS
 (Cost $162,638,005)
  
  
  
160,861,490
 
  
  
  
  
Money Market Funds - 1.3%
 
  
Yield (%)
Shares
Value ($)
 
Fidelity Cash Central Fund (k)
 (Cost $21,892,948)
  
3.69
21,888,570
21,892,948
 
  
  
  
  
Purchased Swaptions - 0.2%
 
Expiration
Date
Notional
Amount
Value ($)
Put Swaptions - 0.2%
  
  
  
  
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.34% and receive annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
11,210,000
704,353
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.54% and receive a annually floating rate based on US SOFR Index, expiring April 2029
4/2027
  
45,800,000
386,161
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.4725% and receive annually a floating rate based on US SOFR Index, expiring March 2029
3/2028
  
132,000,000
786,750
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.57% and receive annually a floating rate based on US SOFR Index, expiring April 2029
4/2027
  
32,000,000
261,639
Option on an interest rate swap with Goldman Sachs Bank USA to pay a annually fixed rate of 3.436% and receive annually a floating rate based on US SOFR Index, expiring April 2029
4/2028
  
9,100,000
55,768
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.466% and receive annually a floating rate based on US SOFR Index, expiring April 2029
4/2027
  
21,850,000
202,362
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 4.351% and receive annually a floating rate based on US SOFR Index, expiring April 2041
4/2031
  
6,110,000
379,438
 
  
  
  
  
TOTAL PURCHASED SWAPTIONS
 (Cost $2,599,774)
  
  
  
  
2,776,471
 
 
TOTAL INVESTMENT IN SECURITIES - 148.7%
 (Cost $2,618,562,769)
 
  
 
2,532,135,595
NET OTHER ASSETS (LIABILITIES) - (48.7)%  
(828,388,253)
NET ASSETS - 100.0%
1,703,747,342
 
  
 TBA Sale Commitments
 
Principal
Amount (a)
Value ($)
U.S. Government Agency - Mortgage Securities
  
  
Ginnie Mae II Pool 2.5% 5/1/2056
(24,800,000)
(21,257,484)
Ginnie Mae II Pool 5.5% 5/1/2056
(187,975,000)
(189,336,729)
Ginnie Mae II Pool 6% 5/1/2056
(98,100,000)
(100,039,005)
Uniform Mortgage Backed Securities 2% 5/1/2056
(48,600,000)
(38,927,463)
Uniform Mortgage Backed Securities 2.5% 5/1/2056
(26,525,000)
(22,236,446)
Uniform Mortgage Backed Securities 3% 5/1/2056
(16,950,000)
(14,849,790)
Uniform Mortgage Backed Securities 4% 5/1/2056
(9,350,000)
(8,779,139)
Uniform Mortgage Backed Securities 4.5% 5/1/2056
(35,100,000)
(33,807,060)
Uniform Mortgage Backed Securities 4.5% 6/1/2056
(35,100,000)
(33,782,381)
Uniform Mortgage Backed Securities 5% 5/1/2056
(23,600,000)
(23,269,968)
Uniform Mortgage Backed Securities 5% 6/1/2056
(23,600,000)
(23,247,841)
Uniform Mortgage Backed Securities 5.5% 5/1/2056
(700,000)
(703,800)
Uniform Mortgage Backed Securities 6% 5/1/2056
(14,550,000)
(14,858,051)
 
  
  
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 
(525,095,157)
 
  
  
TOTAL TBA SALE COMMITMENTS
 (Proceeds $526,395,896)
  
  
(525,095,157)
 
 
Written Swaptions
 
Expiration
Date
Notional
Amount
Value ($)
Put Swaptions
  
  
  
  
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.36% and pay annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
2,000,000
(124,656)
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.34% and pay annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
9,840,000
(618,504)
 
  
  
  
  
TOTAL PUT SWAPTIONS
  
  
  
(743,160)
Call Swaptions
  
  
  
  
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.34% and receive annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
9,840,000
(558,890)
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.208% and receive annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
4,200,000
(217,485)
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.36% and receive annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
2,000,000
(115,241)
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annualy a fixed rate of 4.36% and receive annually a floating rate based on US SOFR Index, expiring March 2041
3/2031
  
25,500,000
(1,469,400)
 
  
  
  
  
TOTAL CALL SWAPTIONS
  
  
  
(2,361,016)
TOTAL WRITTEN SWAPTIONS
  
  
  
(3,104,176)
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
LONG
  
  
  
  
 
  
  
  
  
Interest Rate Contracts
  
  
  
  
CBOT 2Y US Treasury Notes Contracts (United States)
1,257
6/2026
260,356,125
(1,732,845)
CBOT US Treasury Ultra Bond Contracts (United States)
154
6/2026
17,700,375
(155,601)
 
  
  
  
  
TOTAL LONG
  
  
  
(1,888,446)
 
  
  
  
  
SHORT
  
  
  
  
 
  
  
  
  
Interest Rate Contracts
  
  
  
  
CBOT 10Y US Treasury Notes Contracts (United States)
(404)
6/2026
(44,667,250)
924,268
 
  
  
  
  
TOTAL FUTURES CONTRACTS
  
  
  
(964,178)
The notional amount of long futures as a percentage of Net Assets is 16.3%.
The notional amount of short futures as a percentage of Net Assets is 2.6%.

 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%
Annual
LCH
6/2028
  
291,024,000
1,730,388
0
1,730,388
U.S. SOFR Index(4)
Annual
3.25%
Annual
LCH
6/2029
  
53,504,000
470,367
0
470,367
4%
Annual
U.S. SOFR Index(4)
Annual
LCH
6/2056
  
4,190,000
(71,001)
0
(71,001)
4%
Annual
U.S. SOFR Index(4)
Annual
LCH
6/2046
  
1,250,000
(22,230)
0
(22,230)
3.75%
Annual
U.S. SOFR Index(4)
Annual
LCH
6/2036
  
9,880,000
(102,682)
0
(102,682)
U.S. SOFR Index(4)
Annual
3.5%
Annual
LCH
6/2033
  
1,650,000
1,746
0
1,746
TOTAL INTEREST RATE SWAPS
  
  
  
  
  
  
  
2,006,588
0
2,006,588
 
  
  
  
  
  
  
  
  
  
  
(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)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(c)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(d)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(e)
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 $5,602,691.
 
(f)
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 $1,908,822.
 
(g)
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 $557,975.
 
(h)
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.
 
(i)
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.
 
(j)
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.
 
(k)
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
23,279,270
346,366,808
347,754,967
856,299
1,837
-
21,892,948
21,888,570
0.0%
Fidelity Securities Lending Cash Central Fund
-
16,260,877
16,260,877
596
-
-
-
-
0.0%
Total
23,279,270
362,627,685
364,015,844
856,895
1,837
-
21,892,948
  
  
 
  
  
  
  
  
  
  
  
  
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 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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