Asset-Backed Securities - 9.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
BAILIWICK OF JERSEY - 0.9%
|
|||
AIMCO CLO 17 Ltd / AIMCO CLO 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.0136% 7/20/2037 (c)(d)(i)
|
28,099,438
|
28,118,546
|
|
AIMCO CLO 19 Ltd / AIMCO CLO 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.0252% 10/20/2037 (c)(d)(i)
|
10,259,000
|
10,289,572
|
|
Ares LXX CLO Ltd / Ares LXX CLO LLC Series 2025-70A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9166% 1/25/2039 (c)(d)(i)
|
27,474,000
|
27,497,133
|
|
Bain Capital Credit CLO Ltd / Bain Capital Credit CLO LLC Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.32%, 4.9952% 7/18/2038 (c)(d)(i)
|
31,507,000
|
31,531,134
|
|
Bain Capital Credit CLO Series 2025-4A Class A1R, CME Term SOFR 3 month Index + 1.23%, 4.9021% 1/21/2039 (c)(d)(i)
|
32,197,000
|
32,201,733
|
|
Benefit Street Partners CLO XXXV Ltd Series 2026-35A Class AR, CME Term SOFR 3 month Index + 1.2%, 4.8241% 7/25/2039 (c)(d)(i)
|
26,519,000
|
26,556,180
|
|
Blueberry Park CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.0252% 10/20/2037 (c)(d)(i)
|
32,753,000
|
32,784,705
|
|
Cedar Funding Series 2024-18A Class A, CME Term SOFR 3 month Index + 1.55%, 5.2161% 4/23/2037 (c)(d)(i)
|
60,600,000
|
60,619,028
|
|
Dryden 108 CLO Ltd / Dryden 108 CLO LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.0352% 7/18/2037 (c)(d)(i)
|
51,421,000
|
51,421,000
|
|
Flatiron CLO 26 Ltd / Flatiron CLO 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.0031% 1/15/2038 (c)(d)(i)
|
27,814,000
|
27,855,165
|
|
Hamlin Park CLO Ltd / Hamlin Park CLO LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.0152% 10/20/2037 (c)(d)(i)
|
28,343,000
|
28,365,674
|
|
Ocp CLO Aegis Ltd Series 2026-39A Class AR, CME Term SOFR 3 month Index + 1.09%, 4.7695% 4/16/2038 (c)(d)(i)
|
34,641,000
|
34,571,406
|
|
OCP CLO Ltd / OCP CLO LLC Series 2026-33A Class A1R, CME Term SOFR 3 month Index + 1.19%, 4.8874% 7/20/2039 (c)(d)(i)
|
26,140,000
|
26,139,556
|
|
TOTAL BAILIWICK OF JERSEY
|
417,950,832
|
||
BERMUDA - 0.1%
|
|||
OHA Credit Funding Ltd Series 2026-18AR Class A1R, CME Term SOFR 3 month Index + 1.2%, 0% 7/20/2039 (c)(d)(i)
|
41,264,000
|
41,264,000
|
|
OHA Credit Funding Ltd Series 2026-18AR Class A2R, CME Term SOFR 3 month Index + 1.35%, 0% 7/20/2039 (c)(d)(i)
|
2,187,000
|
2,187,000
|
|
RR Ltd Series 2026-25A Class A1A2, CME Term SOFR 3 month Index + 1.18%, 4.8531% 4/15/2041 (c)(d)(i)
|
20,499,000
|
20,476,759
|
|
TOTAL BERMUDA
|
63,927,759
|
||
CANADA - 0.0%
|
|||
Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (i)
|
2,262,175
|
2,267,280
|
|
Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (i)
|
4,927,449
|
4,957,722
|
|
TOTAL CANADA
|
7,225,002
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 4.5%
|
|||
AIMCO CDO Series 2026-10A Class A1R3, CME Term SOFR 3 month Index + 1.19%, 4.8886% 7/22/2039 (c)(d)(i)
|
33,148,000
|
33,167,657
|
|
AIMCO CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.0204% 7/17/2037 (c)(d)(i)
|
18,929,000
|
18,953,040
|
|
AIMCO CLO 14 Ltd / AIMCO CLO 14 LLC Series 2025-14A Class A1R, CME Term SOFR 3 month Index + 1.22%, 4.8952% 10/20/2038 (c)(d)(i)
|
46,919,000
|
46,952,594
|
|
AIMCO CLO 22 Ltd / AIMCO CLO 22 LLC Series 2026-22A Class A1R, CME Term SOFR 3 month Index + 1.2%, 4.8254% 4/19/2039 (c)(d)(i)
|
36,558,000
|
36,587,722
|
|
AIMCO CLO Series 2026-BA Class AR3, CME Term SOFR 3 month Index + 1.2%, 4.8795% 4/16/2037 (c)(d)(i)
|
35,255,000
|
35,307,883
|
|
Allegro CLO Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.0152% 7/20/2038 (c)(d)(i)
|
21,007,000
|
21,035,864
|
|
Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 4.9831% 7/15/2038 (c)(d)(i)
|
36,024,000
|
36,055,017
|
|
Ares LV CLO Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.0431% 10/15/2037 (c)(d)(i)
|
19,036,000
|
19,076,908
|
|
Ares LVIII CLO Ltd / Ares LVIII CLO LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 4.9131% 4/15/2038 (c)(d)(i)
|
28,873,000
|
28,878,082
|
|
Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 4.9331% 1/15/2038 (c)(d)(i)
|
17,946,000
|
17,993,431
|
|
Barings CLO Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.0452% 10/20/2037 (c)(d)(i)
|
28,775,000
|
28,856,002
|
|
BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.9171% 7/24/2035 (c)(d)(i)
|
15,526,139
|
15,534,011
|
|
Benefit Str Partners CLO XXXIII Ltd / Benefit Str Partners CLO XXXIII LLC Series 2026-33A Class AR, CME Term SOFR 3 month Index + 1.19%, 4.8566% 1/25/2039 (c)(d)(i)
|
29,201,000
|
29,220,506
|
|
Benefit Street Partners CLO 44 Ltd / LLC Series 2025-44A Class A1, CME Term SOFR 3 month Index + 1.22%, 4.8931% 1/15/2039 (c)(d)(i)
|
27,563,000
|
27,594,505
|
|
Benefit Street Partners CLO V-B Ltd Series 2026-5BA Class A1RR, CME Term SOFR 3 month Index + 1.21%, 4.8455% 7/20/2039 (c)(d)(i)
|
19,602,000
|
19,622,641
|
|
Benefit Street Partners CLO Xxiii Ltd Series 2026-23A Class A1RR, CME Term SOFR 3 month Index + 1.26%, 4.9031% 4/25/2039 (c)(d)(i)
|
26,046,000
|
26,076,265
|
|
Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease US LLC Series 2021-1A Class A, 2.443% 7/15/2046 (i)
|
23,085,527
|
21,898,031
|
|
Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 4.9852% 1/20/2038 (c)(d)(i)
|
22,613,000
|
22,652,482
|
|
Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.0766% 7/25/2037 (c)(d)(i)
|
38,098,000
|
38,098,000
|
|
Carlyle US CLO Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.22%, 4.8789% 1/20/2039 (c)(d)(i)
|
31,205,000
|
31,228,903
|
|
Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.0352% 10/20/2037 (c)(d)(i)
|
21,787,000
|
21,834,910
|
|
Cedar Funding XII CLO Ltd / Cedar Funding XII CLO LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 4.8666% 1/25/2038 (c)(d)(i)
|
26,883,000
|
26,869,559
|
|
Cedar Funding XVII CLO Ltd Series 2025-17A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.0252% 7/20/2038 (c)(d)(i)
|
25,314,000
|
25,358,451
|
|
CIFC Funding Ltd Series 2025-5A Class A1R2, CME Term SOFR 3 month Index + 1.27%, 4.9431% 10/15/2038 (c)(d)(i)
|
27,911,000
|
27,922,109
|
|
CIFC Funding Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.25%, 4.9161% 10/23/2038 (c)(d)(i)
|
18,542,000
|
18,547,118
|
|
CIFC Funding Ltd Series 2026-6A Class A1R, CME Term SOFR 3 month Index + 1.21%, 4.8822% 7/15/2039 (c)(d)(i)
|
32,976,000
|
32,992,488
|
|
Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.0531% 7/15/2037 (c)(d)(i)
|
37,665,000
|
37,712,872
|
|
Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.0631% 10/15/2037 (c)(d)(i)
|
29,715,000
|
29,758,473
|
|
Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.0531% 10/15/2037 (c)(d)(i)
|
32,919,000
|
32,957,943
|
|
Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 4.8331% 4/15/2038 (c)(d)(i)
|
28,802,000
|
28,819,080
|
|
Flatiron CLO 20 Ltd / Flatiron CLO 20 LLC Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 4.8819% 11/20/2038 (c)(d)(i)
|
55,130,000
|
55,169,418
|
|
Flatiron CLO 31 Ltd Series 2025-31A Class A1, CME Term SOFR 3 month Index + 1.2%, 4.8969% 1/18/2039 (c)(d)(i)
|
27,473,000
|
27,496,077
|
|
Flatiron CLO 32 Ltd Series 2025-32A Class A1, CME Term SOFR 3 month Index + 1.29%, 4.9536% 10/22/2038 (c)(d)(i)
|
28,157,000
|
28,293,477
|
|
Flatiron CLO Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.0352% 10/19/2037 (c)(d)(i)
|
32,703,000
|
32,735,703
|
|
FTAI MRE Cayman Ltd Series 2026-1A Class A, 5.632% 6/15/2051 (i)
|
21,890,000
|
21,878,501
|
|
GoldenTree Loan Management US CLO 30 Ltd Series 2026-30A Class A, CME Term SOFR 3 month Index + 1.18%, 4.958% 7/20/2039 (c)(d)(i)
|
32,734,000
|
32,733,640
|
|
Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (i)
|
6,738,554
|
6,717,799
|
|
Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (i)
|
3,554,306
|
3,518,742
|
|
Lakeside Park CLO Ltd / Lakeside Park CLO LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 4.8231% 4/15/2038 (c)(d)(i)
|
20,845,000
|
20,824,259
|
|
Madison Park Funding LXVII Ltd / Madison Park Funding LXVI LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.1766% 4/25/2037 (c)(d)(i)
|
36,634,000
|
36,634,000
|
|
Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.208% 10/25/2037 (c)(d)(i)
|
32,900,000
|
32,928,886
|
|
Magnetite CLO Ltd Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 4.9866% 7/25/2038 (c)(d)(i)
|
28,737,000
|
28,793,439
|
|
Magnetite CLO Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 4.8231% 4/15/2038 (c)(d)(i)
|
20,150,000
|
20,153,708
|
|
Magnetite Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 4.9566% 1/25/2038 (c)(d)(i)
|
18,369,000
|
18,381,913
|
|
Magnetite XXIX Ltd / Magnetite XXIX LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.0231% 7/15/2037 (c)(d)(i)
|
28,521,000
|
28,540,195
|
|
Magnetite XXVI Ltd / Magnetite XXVI LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 4.818% 1/25/2038 (c)(d)(i)
|
27,555,000
|
27,529,787
|
|
Magnetite XXVIII Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 4.9131% 1/15/2038 (c)(d)(i)
|
37,187,000
|
37,253,193
|
|
Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 4.8431% 4/15/2038 (c)(d)(i)
|
34,398,000
|
34,365,735
|
|
Morgan Stanley Eaton Vance CLO Ltd Series 2026-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 4.9952% 1/20/2037 (c)(d)(i)
|
24,419,000
|
24,456,239
|
|
Neuberger Berman Loan Advisers CLO 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.0752% 7/18/2038 (c)(d)(i)
|
28,786,000
|
28,833,094
|
|
OCP Aegis CLO Ltd Series 2025-47A Class A1, CME Term SOFR 3 month Index + 1.11%, 4.7821% 1/21/2038 (c)(d)(i)
|
24,882,000
|
24,795,759
|
|
OCP Clo Ltd Series 2025-44A Class A, CME Term SOFR 3 month Index + 1.3%, 4.9671% 10/24/2038 (c)(d)(i)
|
29,697,000
|
29,786,388
|
|
OCP CLO Ltd Series 2025-46A Class A, CME Term SOFR 3 month Index + 1.2%, 5.0473% 10/15/2038 (c)(d)(i)
|
19,380,000
|
19,383,236
|
|
OHA Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 4.9052% 4/20/2038 (c)(d)(i)
|
18,959,000
|
19,000,861
|
|
OHA Credit Funding 4 Ltd / OHA Credit Funding 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 4.9536% 1/22/2038 (c)(d)(i)
|
33,564,000
|
33,591,388
|
|
OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.0052% 10/20/2037 (c)(d)(i)
|
26,023,000
|
26,062,035
|
|
OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.1752% 4/20/2037 (c)(d)(i)
|
41,264,000
|
41,264,000
|
|
OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.3252% 4/20/2037 (c)(d)(i)
|
2,187,000
|
2,187,000
|
|
OHA Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 4.7819% 2/20/2038 (c)(d)(i)
|
26,623,000
|
26,631,360
|
|
OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 4.9952% 1/18/2038 (c)(d)(i)
|
11,276,000
|
11,296,015
|
|
Palmer Square CLO Ltd Series 2026-1A Class A, CME Term SOFR 3 month Index + 1.19%, 4.8604% 4/20/2039 (c)(d)(i)
|
24,105,000
|
24,111,026
|
|
Palmer Square Loan Funding Ltd / Palmer Square Loan Funding LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 4.6131% 7/15/2033 (c)(d)(i)
|
23,704,072
|
23,692,220
|
|
Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 4.4511% 2/15/2033 (c)(d)(i)
|
24,606,816
|
24,584,818
|
|
Peebles Park CLO Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.9252% 10/20/2038 (c)(d)(i)
|
26,956,000
|
26,977,484
|
|
Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (i)
|
10,763,501
|
10,475,470
|
|
RR 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.0231% 10/15/2039 (c)(d)(i)
|
14,403,000
|
14,422,228
|
|
RR 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.0131% 1/15/2037 (c)(d)(i)
|
38,243,000
|
38,259,597
|
|
RR Ltd Series 2026-16A Class A1A2, CME Term SOFR 3 month Index + 1.22%, 4.9066% 7/15/2041 (c)(d)(i)
|
20,718,000
|
20,748,870
|
|
RR Ltd Series 2026-44A Class A1A, CME Term SOFR 3 month Index + 1.17%, 4.8424% 4/15/2041 (c)(d)(i)
|
31,136,000
|
31,089,296
|
|
Sixth Street CLO XIX Ltd Series 2025-19A Class A1R, CME Term SOFR 3 month Index + 1.28%, 4.9604% 7/17/2038 (c)(d)(i)
|
18,120,000
|
18,160,987
|
|
Sixth Street CLO XVIII Ltd Series 2025-18A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9304% 10/17/2038 (c)(d)(i)
|
27,844,000
|
27,882,341
|
|
Sixth Street CLO XX Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 5.0004% 7/17/2038 (c)(d)(i)
|
23,436,000
|
23,473,310
|
|
Thunderbolt Aircraft Lease Series 2018-A Class A, 5.96% 9/15/2038 (d)(i)
|
346,764
|
347,095
|
|
Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (i)
|
6,516,693
|
6,487,368
|
|
Trapeza CDO XII Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 4.4714% 4/6/2042 (c)(d)(i)
|
3,641,000
|
2,912,803
|
|
Voya CLO Ltd / Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 4.9852% 1/20/2038 (c)(d)(i)
|
10,748,000
|
10,771,635
|
|
Voya CLO Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.1931% 4/15/2037 (c)(d)(i)
|
24,125,000
|
24,125,000
|
|
Voya CLO Ltd Series 2026-1AR Class A1AR, CME Term SOFR 3 month Index + 1.22%, 1.22% 7/15/2039 (c)(d)(i)
|
25,000,000
|
24,999,875
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
1,972,319,817
|
||
IRELAND - 0.0%
|
|||
Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (i)
|
6,044,881
|
6,084,569
|
|
MULTI-NATIONAL - 0.2%
|
|||
AIMCO CLO Ltd / AIMCO CLO LLC Series 2026-21A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9252% 4/18/2039 (c)(d)(i)
|
36,000,000
|
36,048,384
|
|
Allegro CLO XV Ltd / Allegro CLO VX LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 4.8552% 4/20/2038 (c)(d)(i)
|
25,047,000
|
25,023,155
|
|
OCP CLO Ltd Series 2025-15A Class AR, CME Term SOFR 3 month Index + 1.25%, 4.9252% 1/20/2038 (c)(d)(i)
|
18,401,000
|
18,406,373
|
|
TOTAL MULTI-NATIONAL
|
79,477,912
|
||
UNITED STATES - 3.5%
|
|||
AASET Ltd / AASET LLC Series 2025-1A Class A, 5.943% 2/16/2050 (i)
|
16,462,729
|
16,518,072
|
|
AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (i)
|
8,780,222
|
8,463,603
|
|
AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (i)
|
9,734,246
|
9,249,443
|
|
AASET Trust Series 2022-1A Class A, 6% 5/16/2047 (i)
|
16,969,283
|
17,060,383
|
|
AASET US Ltd / AASET Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (i)
|
17,320,347
|
17,602,840
|
|
AASET US Ltd / AASET Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (i)
|
15,830,558
|
16,088,752
|
|
ACHV ABS Trust Series 2024-3AL Class A, 5.01% 12/26/2031 (i)
|
1,422,457
|
1,427,294
|
|
Affirm Asset Securitization Trust Series 2024-B Class A, 4.62% 9/15/2029 (i)
|
5,000,000
|
5,004,699
|
|
Affirm Master Trust Series 2025-2A Class A, 4.67% 7/15/2033 (i)
|
9,100,000
|
9,118,872
|
|
Affirm Master Trust Series 2025-3A Class A, 4.45% 10/16/2034 (i)
|
33,800,000
|
33,542,884
|
|
Affirm Master Trust Series 2026-1A Class A, 4.37% 2/15/2034 (i)
|
15,900,000
|
15,815,220
|
|
Affirm Master Trust Series 2026-2A Class A, 4.67% 4/16/2035 (i)
|
8,660,000
|
8,631,828
|
|
Affirm Master Trust Series 2026-2A Class B, 5.07% 4/16/2035 (i)
|
1,500,000
|
1,492,800
|
|
Affirm Master Trust Series 2026-2A Class C, 5.26% 4/16/2035 (i)
|
1,500,000
|
1,490,337
|
|
Aligned Data Centers Issuer LLC Series 2026-1A Class A2I, 5.909% 6/15/2056 (i)
|
20,035,000
|
20,079,610
|
|
Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028
|
8,261,148
|
8,287,652
|
|
Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (i)
|
21,693,315
|
21,772,782
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (i)
|
1,484,896
|
1,476,403
|
|
Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (i)
|
334,893
|
332,594
|
|
ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (i)
|
2,099,564
|
2,107,701
|
|
ARI Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (i)
|
5,854,552
|
5,857,929
|
|
AutoNation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (i)
|
1,685,410
|
1,686,201
|
|
AutoNation Finance Trust Series 2026-1A Class A3, 4.03% 8/12/2030 (i)
|
9,600,000
|
9,537,878
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2022-1A Class A, 3.83% 8/21/2028 (i)
|
11,000,000
|
10,928,730
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2024-2A Class A, 5.13% 10/20/2028 (i)
|
3,449,000
|
3,470,762
|
|
Avis Budget Rental Car Funding AESOP LLC Series 2026-4A Class A, 5.09% 12/20/2032 (i)
|
7,300,000
|
7,312,216
|
|
BHG Securitization Trust Series 2026-1CON Class A, 4.81% 6/17/2037 (i)
|
3,468,686
|
3,457,955
|
|
BHG Series 2025-2CON Class A, 4.84% 9/17/2036 (i)
|
3,358,221
|
3,339,906
|
|
BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (i)
|
3,436,785
|
3,452,026
|
|
CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028
|
7,304,890
|
7,355,654
|
|
CarMax Select Receivables Trust Series 2024-A Class A3, 5.4% 11/15/2028
|
3,797,879
|
3,815,480
|
|
Carmax Select Receivables Trust Series 2026-A Class A2A, 4.03% 12/17/2029
|
3,110,000
|
3,101,738
|
|
Carmax Select Receivables Trust Series 2026-A Class A3, 3.99% 5/17/2032
|
1,035,000
|
1,024,160
|
|
Carmax Series 2026-1 Class A3, 4.04% 3/17/2031
|
7,800,000
|
7,745,303
|
|
Carvana Auto Receivables Trust Series 2025-N1 Class A3, 4.91% 8/10/2029 (i)
|
3,360,000
|
3,369,836
|
|
Carvana Auto Receivables Trust Series 2026-P2 Class A3, 4.77% 4/10/2031
|
8,500,000
|
8,514,158
|
|
Castlelake Aircraft Securitization Trust Series 2018-1 Class A, 4.125% 6/15/2043 (i)
|
3,095,323
|
3,066,259
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (i)
|
4,534,617
|
4,465,237
|
|
Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (i)
|
10,307,675
|
10,075,838
|
|
CCG Receivables Trust Series 2026-1 Class A2, 4.45% 1/17/2034 (i)
|
8,800,000
|
8,785,923
|
|
Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (i)
|
3,898,125
|
3,911,710
|
|
CNSL Series 2026-1A Class A2, 5.079% 3/20/2056 (i)
|
5,450,000
|
5,385,076
|
|
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (i)
|
35,115,478
|
34,758,919
|
|
DB Master Finance LLC Series 2021-1A Class A23, 2.791% 11/20/2051 (i)
|
11,680,605
|
10,385,340
|
|
DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (i)
|
23,009,375
|
22,757,071
|
|
DB Master Finance LLC Series 2025-1A Class A2II, 5.165% 8/20/2055 (i)
|
18,661,225
|
18,457,278
|
|
DB Master Finance LLC Series 2026-1A Class A2I, 5.2% 5/20/2056 (i)
|
19,950,000
|
19,952,653
|
|
DB Master Finance LLC Series 2026-1A Class A2II, 5.432% 5/20/2056 (i)
|
16,868,000
|
16,896,687
|
|
Dell Equipment Finance Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (i)
|
5,895,277
|
5,902,333
|
|
Dext ABS LLC Series 2025-2 Class A2, 4.1% 4/17/2028 (i)
|
5,931,007
|
5,923,609
|
|
DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (i)
|
3,372,611
|
3,392,616
|
|
DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (i)
|
2,079,230
|
2,082,346
|
|
Domino's Pizza Master Issuer LLC Series 2019-1A Class A2, 3.668% 10/25/2049 (i)
|
20,812,800
|
19,977,135
|
|
Eff Series 2026-1 Class A3, 4.12% 3/20/2030 (i)
|
6,500,000
|
6,437,887
|
|
Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (i)
|
6,545,269
|
6,588,104
|
|
Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (i)
|
9,787,195
|
9,857,626
|
|
ESART Series 2026-1 Class A3, 4.67% 6/16/2031
|
10,700,000
|
10,709,392
|
|
Exeter Automobile Receivables Trust Series 2026-1A Class A3, 4.03% 3/15/2030
|
9,280,000
|
9,243,497
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028
|
497,374
|
497,699
|
|
Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030
|
2,590,000
|
2,595,610
|
|
Exeter Select Automobile Receivables Trust Series 2025-2 Class A3, 4.43% 8/15/2030
|
2,400,000
|
2,398,811
|
|
GGAM Master Trust International Ltd / LLC Series 2025-1A Class A, 5.923% 9/30/2060 (i)
|
57,948,631
|
57,578,119
|
|
GGAM Master Trust International Ltd / LLC Series 2026-1A Class A, 5.861% 9/30/2060 (i)
|
26,155,000
|
26,120,999
|
|
Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (i)
|
38,643,014
|
38,765,165
|
|
GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (i)
|
23,130,000
|
23,253,410
|
|
Goldentree Loan Management US CLO Ltd Series 2026-28A Class A, CME Term SOFR 3 month Index + 1.17%, 4.837% 10/20/2039 (c)(d)(i)
|
17,134,000
|
17,124,439
|
|
GreatAmerica Leasing Receivables Funding LLC Series 2026-1 Class A3, 4.76% 9/16/2030 (i)
|
4,245,000
|
4,266,436
|
|
Green Lakes Park CLO LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 4.8466% 1/25/2038 (c)(d)(i)
|
28,775,000
|
28,748,268
|
|
HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (i)
|
2,643,293
|
2,649,774
|
|
Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (i)
|
1,758,690
|
1,760,678
|
|
Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (i)
|
24,386,313
|
24,623,384
|
|
Jersey Mike's Funding Series 2025-1A Class A2, 5.61% 8/16/2055 (i)
|
17,468,000
|
17,639,321
|
|
Long Beach Mortgage Loan Trust Series 2003-3 Class M1, CME Term SOFR 1 month Index + 1.2395%, 4.8878% 7/25/2033 (c)(d)
|
280,067
|
279,300
|
|
Magnetite XXXVIII Ltd Series 2026-38A Class A1R, CME Term SOFR 3 month Index + 1.19%, 4.8822% 7/15/2039 (c)(d)(i)
|
27,989,000
|
27,993,898
|
|
Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (i)
|
2,069,637
|
2,074,594
|
|
Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (i)
|
8,378,210
|
8,417,293
|
|
Merchants Fleet Funding LLC Series 2025-1A Class A, 4.49% 1/20/2039 (i)
|
11,300,000
|
11,286,996
|
|
MMAF Equipment Finance LLC Series 2023-A Class A3, 5.54% 12/13/2029 (i)
|
4,632,138
|
4,672,785
|
|
Navigator Aircraft Abs Ltd Series 2025-1 Class A, 5.107% 10/15/2050 (i)
|
41,015,240
|
40,115,017
|
|
Nissan Auto Lease Trust Series 2026-A Class A3, 3.87% 3/15/2029
|
4,070,000
|
4,036,207
|
|
Nissan Master Owner Trust Receivable Series 2024-B Class A, 5.05% 2/15/2029 (i)
|
18,500,000
|
18,577,728
|
|
OCCU Auto Receivables Trust Series 2025-1A Class A3, 4.81% 11/15/2029 (i)
|
2,900,000
|
2,909,189
|
|
OCP CLO Ltd Series 2025-8RA Class AR2, CME Term SOFR 3 month Index + 1.22%, 4.9004% 10/17/2038 (c)(d)(i)
|
27,412,000
|
27,427,844
|
|
Onemain Financial Issuance Trust Series 2021-1A Class A1, 1.55% 6/16/2036 (i)
|
13,728,323
|
13,469,849
|
|
OneMain Financial Issuance Trust Series 2025-1A Class A, 4.82% 7/14/2038 (i)
|
1,300,000
|
1,300,233
|
|
Onemain Financial Issuance Trust Series 2026-1A Class A, 4.98% 7/14/2039 (i)
|
4,800,000
|
4,820,294
|
|
Oportun Issuance Trust Series 2025-D Class A, 4.53% 2/8/2033 (i)
|
9,900,000
|
9,840,014
|
|
Optn Series 2026-A Class A, 4.32% 1/9/2034 (i)
|
9,830,000
|
9,738,970
|
|
OWN Equipment Fund I LLC Series 2024-2M Class A, 5.7% 12/20/2032 (i)
|
2,862,047
|
2,881,535
|
|
PEAC Solutions Receivables LLC Series 2026-1A Class A2, 4.27% 10/20/2028 (i)
|
7,740,000
|
7,709,090
|
|
PEAC Solutions Receivables LLC Series 2026-1A Class A3, 4.39% 7/20/2033 (i)
|
6,185,000
|
6,135,740
|
|
Phantom Aviation Series 2026-1A Class A, 5.24% 1/15/2051 (i)
|
20,180,562
|
19,788,403
|
|
Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (i)
|
4,247,487
|
4,300,113
|
|
Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (i)
|
21,510,610
|
20,633,108
|
|
Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (i)
|
19,595,238
|
18,316,219
|
|
Planet Fitness Master Issuer LLC Series 2025-1A Class A2I, 5.274% 12/6/2055 (i)
|
18,917,588
|
18,769,115
|
|
Post Road Equipment Finance LLC Series 2026-1A Class A2, 4.47% 1/18/2033 (i)
|
4,700,000
|
4,685,900
|
|
PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.0423% 7/25/2054 (c)(d)(i)
|
7,451,387
|
7,436,279
|
|
PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (d)(i)
|
5,255,496
|
5,181,438
|
|
Reach ABS Trust Series 2025-2A Class A, 4.93% 8/18/2032 (i)
|
4,483,952
|
4,492,682
|
|
Reach ABS Trust Series 2026-2A Class B, 4.81% 2/15/2035 (i)
|
1,400,000
|
1,398,608
|
|
RKTL Series 2026-1A Class A, 4.07% 2/26/2035 (i)
|
13,097,863
|
13,069,974
|
|
RKTL Series 2026-2A Class A, 4.33% 5/25/2035 (i)
|
13,357,218
|
13,339,307
|
|
SBA Tower Trust Series 2020, 2.328% 7/15/2052 (i)
|
8,041,000
|
7,742,059
|
|
SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (i)
|
4,220,698
|
4,225,913
|
|
SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (i)
|
5,682,642
|
5,688,388
|
|
SCLP Series 2025-2 Class A, 4.82% 6/25/2034 (i)
|
4,070,170
|
4,075,632
|
|
SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (i)
|
6,595,610
|
6,636,085
|
|
SFS Auto Receivables Securitization Trust Series 2026-1A Class A2A, 3.91% 8/20/2029 (i)
|
2,800,000
|
2,792,353
|
|
SFS Auto Receivables Securitization Trust Series 2026-1A Class A3, 3.96% 7/21/2031 (i)
|
3,300,000
|
3,258,573
|
|
SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (i)
|
18,439,248
|
18,538,697
|
|
Sofi Consumer Loan Program Trust Series 2026-2 Class A, 4.27% 3/25/2036 (i)
|
19,010,914
|
18,987,147
|
|
Store Master Funding Series 2021-1A Class A1, 2.12% 6/20/2051 (i)
|
9,457,500
|
8,919,550
|
|
Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (i)
|
25,805,030
|
25,876,033
|
|
Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (i)
|
49,495,265
|
49,703,249
|
|
Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (i)
|
29,424,905
|
29,598,121
|
|
Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (i)
|
35,518,115
|
34,327,530
|
|
Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (i)
|
42,253,545
|
41,488,287
|
|
Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (i)
|
17,517,240
|
17,152,083
|
|
T-Mobile US Trust Series 2025-2A Class A, 4.34% 4/22/2030 (i)
|
1,800,000
|
1,800,489
|
|
Taco Bell Fdg LLC Series 2025-1A Class A2I, 4.821% 8/25/2055 (i)
|
40,265,000
|
39,800,265
|
|
Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 4.6228% 9/25/2034 (c)(d)
|
43,601
|
47,638
|
|
Tesla Finance LLC Series 2026-1A Class A, 5.31% 5/20/2052 (i)
|
10,300,000
|
10,330,714
|
|
Upg HI Issuer Trust Series 2026-1 Class A, 5.03% 2/25/2048 (i)
|
2,165,419
|
2,157,579
|
|
Upgrade Master Pass-Thru Trust Series 2026-ST2 Class A, 4.413% 6/15/2034 (i)
|
9,938,913
|
9,929,590
|
|
Upstart Securitization Trust Series 2026-3 Class A2, 4.77% 7/20/2036 (i)
|
2,275,000
|
2,274,196
|
|
VCAT Asset Securitization LLC Series 2026-NPL2 Class A1, 5.062% 2/25/2056 (i)(j)
|
4,646,065
|
4,628,806
|
|
VCAT LLC Series 2026-NPL3 Class A1, 5.567% 5/25/2056 (d)(i)
|
5,856,508
|
5,855,725
|
|
Volkswagen Credit Auto Master Trust Series 2026-1A Class A, 4.71% 5/20/2031 (i)
|
8,300,000
|
8,330,477
|
|
Westlake Automobile Receivables Trust Series 2026-1A Class A3, 4.01% 7/16/2029 (i)
|
5,500,000
|
5,477,381
|
|
Wheels Fleet Lease Funding LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (i)
|
6,257,733
|
6,301,555
|
|
Wheels Fleet Lease Funding LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (i)
|
17,367,023
|
17,345,677
|
|
Wheels Fleet Lease Funding LLC Series 2025-3A Class A1, 4.08% 9/18/2040 (i)
|
3,900,000
|
3,871,440
|
|
Willis Engine Structured Trust Series 2025-A Class A, 5.582% 6/15/2050 (i)
|
22,823,518
|
22,874,544
|
|
Willis Engine Structured Trust VII Series 2023-A Class A, 8% 10/15/2048 (i)
|
925,870
|
936,095
|
|
Willis Engine Structured Trust VII Series 2025-B Class A, 5.159% 12/15/2050 (i)
|
13,664,850
|
13,549,764
|
|
World Omni Auto Receivables Trust Series 2023-B Class A3, 4.66% 5/15/2028
|
3,149,202
|
3,152,350
|
|
World Omni Auto Receivables Trust Series 2023-C Class A3, 5.15% 11/15/2028
|
2,930,230
|
2,939,262
|
|
TOTAL UNITED STATES
|
1,562,279,319
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $4,113,538,941)
|
4,109,265,210
|
||
Bank Notes - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Capital One NA ICE IBA - USD SOFR SPREAD-ADJ ICE SWAP RATE 5Y + 1.73%, 5.974% 8/9/2028 (c)(d)
|
23,162,000
|
23,612,286
|
|
Keybank National Association 6.95% 2/1/2028
|
850,000
|
878,818
|
|
Morgan Stanley Bank NA 4.788% 5/10/2030 (d)
|
13,953,000
|
13,966,780
|
|
Regions Bank/Birmingham AL 6.45% 6/26/2037
|
30,566,000
|
32,596,311
|
|
TOTAL UNITED STATES
|
71,054,195
|
||
|
TOTAL BANK NOTES
(Cost $71,853,408)
|
71,054,195
|
||
Collateralized Mortgage Obligations - 1.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 1.6%
|
|||
Ajax Mortgage Loan Trust Series 2021-C Class A, 6.115% 1/25/2061 (i)
|
1,723,741
|
1,725,136
|
|
Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (i)
|
7,722,208
|
6,803,942
|
|
Angel Oak Mortgage Trust 2026-2 Series 2026-2 Class A1FC, 4.628% 2/25/2071 (d)(i)
|
8,899,638
|
8,807,429
|
|
BINOM Securitization Trust Series 2022-RPL1 Class A1, 3% 2/25/2061 (d)(i)
|
12,065,058
|
11,214,296
|
|
BRAVO Residential Funding Trust Series 2022-RPL1 Class A1, 2.75% 9/25/2061 (i)
|
10,969,494
|
10,004,690
|
|
BRAVO Residential Funding Trust Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (d)(i)
|
1,695,612
|
1,700,165
|
|
BRAVO Residential Funding Trust Series 2026-NQM3 Class A1FC, 4.922% 11/25/2065 (i)(j)
|
6,453,726
|
6,422,295
|
|
CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (d)(i)
|
3,564,541
|
3,551,047
|
|
Cross 2026-Nqm2 Mtg Tr Series 2026-NQM2 Class A1FC, 4.735% 3/25/2061 (d)(i)
|
4,021,327
|
3,990,849
|
|
Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029
|
13,617
|
13,729
|
|
Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029
|
19,023
|
19,175
|
|
Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029
|
24,007
|
24,274
|
|
Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029
|
17,163
|
17,349
|
|
Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031
|
25,916
|
26,268
|
|
Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031
|
9,055
|
9,169
|
|
Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031
|
4,497
|
4,596
|
|
Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032
|
16,726
|
17,239
|
|
Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 4.5422% 2/25/2032 (c)(d)
|
3,275
|
3,292
|
|
Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7205% 3/18/2032 (c)(d)
|
5,904
|
5,966
|
|
Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7422% 4/25/2032 (c)(d)
|
6,148
|
6,202
|
|
Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7422% 10/25/2032 (c)(d)
|
7,585
|
7,659
|
|
Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 4.4922% 1/25/2032 (c)(d)
|
3,003
|
3,013
|
|
Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.8078% 11/25/2032 (d)(l)
|
3,000
|
51
|
|
Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 4.3578% 12/25/2033 (d)(l)
|
140,584
|
14,456
|
|
Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 4.3578% 3/25/2033 (d)(l)
|
7,620
|
685
|
|
Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (n)
|
15,885
|
13,807
|
|
Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.9778% 6/25/2035 (d)(l)
|
159,386
|
8,407
|
|
Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035
|
522,559
|
532,255
|
|
Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index x 17.2524%, 7.8202% 8/25/2035 (c)(d)
|
2,860
|
2,913
|
|
Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035
|
344,373
|
343,897
|
|
Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035
|
61,948
|
62,817
|
|
Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.9378% 11/25/2036 (d)(l)
|
101,926
|
7,239
|
|
Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.8978% 12/25/2036 (d)(l)
|
53,914
|
4,543
|
|
Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (n)
|
71,374
|
64,464
|
|
Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (n)
|
129,696
|
111,951
|
|
Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (n)
|
13,337
|
11,122
|
|
Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 2.6978% 5/25/2037 (d)(l)
|
36,902
|
2,881
|
|
Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index x 39.9331%, 18.1666% 6/25/2037 (c)(d)
|
26,104
|
32,493
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index x 38.9131%, 17.1466% 7/25/2037 (c)(d)
|
39,222
|
48,303
|
|
Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index x 38.9131%, 17.1466% 7/25/2037 (c)(d)
|
4,478
|
4,866
|
|
Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040
|
224,099
|
215,966
|
|
Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041
|
1,519,059
|
1,465,001
|
|
Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032
|
147,085
|
151,045
|
|
Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041
|
684,254
|
678,870
|
|
Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (l)
|
109,012
|
1,229
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043
|
128,227
|
118,232
|
|
Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042
|
187,603
|
175,882
|
|
Fannie Mae Guaranteed REMIC Series 2012-154 Class F, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0422% 1/25/2043 (c)(d)
|
488,089
|
479,881
|
|
Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 2.3078% 1/25/2044 (d)(l)
|
194,510
|
17,800
|
|
Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (l)
|
850,313
|
113,207
|
|
Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045
|
1,026,711
|
983,588
|
|
Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (l)
|
512,428
|
64,152
|
|
Fannie Mae Guaranteed REMIC Series 2017-36 Class FB, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.0922% 5/25/2047 (c)(d)
|
1,045,771
|
1,025,375
|
|
Fannie Mae Guaranteed REMIC Series 2018-32 Class FB, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0422% 5/25/2048 (c)(d)
|
564,554
|
551,814
|
|
Fannie Mae Guaranteed REMIC Series 2018-38 Class FG, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0422% 6/25/2048 (c)(d)
|
1,357,190
|
1,322,692
|
|
Fannie Mae Guaranteed REMIC Series 2019-82 Class PI, 4% 6/25/2049 (l)
|
4,823,842
|
789,685
|
|
Fannie Mae Guaranteed REMIC Series 2020-35 Class MA, 2% 12/25/2043
|
1,221,668
|
1,168,789
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048
|
2,341,451
|
1,990,311
|
|
Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048
|
2,488,291
|
2,115,130
|
|
Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048
|
2,066,013
|
1,838,676
|
|
Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049
|
9,503,084
|
8,477,102
|
|
Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048
|
6,269,947
|
5,602,839
|
|
Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050
|
3,221,341
|
2,862,853
|
|
Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048
|
3,069,934
|
2,861,684
|
|
Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049
|
3,816,626
|
3,523,587
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046
|
2,806,980
|
2,661,910
|
|
Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048
|
2,617,646
|
2,440,937
|
|
Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047
|
3,965,369
|
3,756,359
|
|
Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047
|
4,310,343
|
4,079,245
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048
|
8,805,014
|
7,941,021
|
|
Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047
|
24,261,848
|
21,712,874
|
|
Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049
|
2,341,152
|
2,092,593
|
|
Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048
|
2,498,706
|
2,444,475
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049
|
3,782,841
|
3,305,397
|
|
Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047
|
9,958,941
|
8,998,119
|
|
Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4278% 8/25/2052 (c)(d)
|
6,748,208
|
6,704,973
|
|
Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4278% 9/25/2052 (c)(d)
|
14,349,139
|
14,257,206
|
|
Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4278% 10/25/2052 (c)(d)
|
4,666,810
|
4,641,248
|
|
Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.4278% 10/25/2052 (c)(d)
|
16,550,229
|
16,444,068
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048
|
4,335,433
|
4,042,607
|
|
Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047
|
8,976,810
|
8,204,093
|
|
Fannie Mae Guaranteed REMIC Series 2024-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 9/25/2053 (c)(d)
|
3,689,451
|
3,719,767
|
|
Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 12/25/2054 (c)(d)
|
13,042,208
|
13,134,104
|
|
Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7278% 12/25/2054 (c)(d)
|
3,643,543
|
3,673,219
|
|
Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027
|
969
|
977
|
|
Fannie Mae Mortgage pass-thru certificates Series 1999-57 Class PH, 6.5% 12/25/2029
|
40,952
|
41,583
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (n)
|
43,234
|
36,966
|
|
Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (n)
|
71,775
|
61,111
|
|
Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (l)
|
85,402
|
2,181
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-56 Class AH, 2% 5/25/2045
|
2,284,747
|
2,157,737
|
|
Fannie Mae Mortgage pass-thru certificates Series 2020-62 Class GA, 2% 7/25/2044
|
869,956
|
819,543
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 9/25/2054 (c)(d)
|
3,101,010
|
3,121,260
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0278% 2/25/2055 (c)(d)
|
3,785,428
|
3,822,944
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0278% 9/25/2054 (c)(d)
|
4,544,701
|
4,587,750
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 2/25/2055 (c)(d)
|
7,075,803
|
7,137,717
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.7778% 2/25/2055 (c)(d)
|
3,450,992
|
3,476,571
|
|
Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040
|
3,260,417
|
3,248,056
|
|
Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052
|
10,096,385
|
9,595,226
|
|
Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048
|
8,289,604
|
8,138,801
|
|
Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048
|
2,001,214
|
1,865,568
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (l)
|
33,092
|
4,001
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (l)
|
31,336
|
3,857
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (d)(l)
|
20,694
|
2,964
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (d)(l)
|
11,976
|
1,530
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (l)
|
20,034
|
2,870
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (d)(l)
|
11,067
|
1,731
|
|
Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (l)
|
138,738
|
20,727
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028
|
4,909
|
4,956
|
|
Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028
|
18,485
|
18,669
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040
|
1,669,505
|
1,648,136
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2018-4795 Class FA, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.0075% 5/15/2048 (c)(d)
|
936,083
|
912,856
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048
|
2,582,112
|
2,300,282
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047
|
1,833,428
|
1,633,986
|
|
Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048
|
2,634,666
|
2,349,872
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029
|
9,397
|
9,521
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029
|
71,555
|
72,550
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029
|
3,539
|
3,592
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029
|
10,115
|
10,241
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029
|
19,715
|
19,986
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030
|
11,870
|
12,031
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031
|
6,396
|
6,482
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031
|
8,147
|
8,269
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031
|
89,728
|
92,541
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 4.5075% 1/15/2032 (c)(d)
|
2,668
|
2,683
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6075% 3/15/2032 (c)(d)
|
3,618
|
3,642
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 4.7075% 3/15/2032 (c)(d)
|
3,491
|
3,524
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6075% 6/15/2031 (c)(d)
|
5,013
|
5,044
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 4.6075% 3/15/2032 (c)(d)
|
1,841
|
1,854
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032
|
23,343
|
23,970
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032
|
36,215
|
36,725
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032
|
62,847
|
64,470
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033
|
147,388
|
149,676
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034
|
28,438
|
29,035
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035
|
750,019
|
750,616
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035
|
282,888
|
291,277
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035
|
450,261
|
448,633
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035
|
152,760
|
154,267
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.8925% 2/15/2036 (d)(l)
|
48,658
|
3,771
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (n)
|
166,397
|
138,534
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (n)
|
18,733
|
16,700
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (n)
|
88,520
|
74,613
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (n)
|
104,122
|
88,044
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036
|
161,796
|
166,874
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036
|
592,203
|
599,816
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.9525% 11/15/2036 (d)(l)
|
202,654
|
15,664
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036
|
41,413
|
42,087
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.8725% 6/15/2037 (d)(l)
|
142,865
|
12,108
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 3.9575% 5/15/2037 (c)(d)
|
175,754
|
174,196
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037
|
72,547
|
73,078
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041
|
771,037
|
777,149
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034
|
106,042
|
105,473
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042
|
146,895
|
138,002
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (l)
|
62,863
|
3,615
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (l)
|
212,292
|
4,161
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040
|
247,340
|
242,991
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047
|
1,215,216
|
1,173,351
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4709 Class FE, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.0575% 8/15/2047 (c)(d)
|
511,526
|
501,992
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4720 Class IO, 4% 9/15/2047 (l)
|
6,463,686
|
1,289,906
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-4765 Class IB, 4% 3/15/2048 (l)
|
5,504,979
|
1,093,253
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5066 Class A, 1.5% 11/25/2044
|
2,268,369
|
2,059,029
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049
|
2,622,472
|
2,335,747
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050
|
11,648,604
|
10,223,679
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047
|
2,285,985
|
2,083,219
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048
|
15,755,070
|
14,070,192
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049
|
2,481,428
|
2,213,931
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049
|
2,388,021
|
2,130,797
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047
|
2,321,334
|
2,114,194
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049
|
2,004,451
|
1,787,729
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050
|
2,726,213
|
2,400,671
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049
|
2,004,463
|
1,787,734
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047
|
1,759,814
|
1,604,009
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047
|
8,444,645
|
7,731,879
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049
|
2,042,985
|
1,898,654
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047
|
1,885,971
|
1,721,106
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050
|
3,088,995
|
2,827,534
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046
|
2,746,956
|
2,611,107
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048
|
3,304,495
|
3,307,143
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5237 Class FP, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.1778% 7/25/2052 (c)(d)
|
1,355,365
|
1,344,563
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5250 Class FA, U.S. 30-Day Avg. SOFR Index + 0.67%, 4.2978% 8/25/2052 (c)(d)
|
3,045,782
|
3,020,417
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5254 Class FG, U.S. 30-Day Avg. SOFR Index + 0.75%, 4.3778% 9/25/2052 (c)(d)
|
5,182,683
|
5,144,682
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5255 Class FA, U.S. 30-Day Avg. SOFR Index + 0.7%, 4.3278% 9/25/2052 (c)(d)
|
3,241,959
|
3,203,339
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5256 Class FA, U.S. 30-Day Avg. SOFR Index + 0.65%, 4.2778% 9/25/2052 (c)(d)
|
2,288,542
|
2,274,510
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044
|
6,986,869
|
6,946,327
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5330 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.6778% 8/25/2053 (c)(d)
|
6,365,957
|
6,399,024
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5425 Class FK, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 6/25/2054 (c)(d)
|
4,253,322
|
4,290,115
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 4.6278% 10/25/2054 (c)(d)
|
2,813,348
|
2,830,699
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5476 Class FB, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7278% 11/25/2054 (c)(d)
|
5,115,105
|
5,150,078
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8278% 2/25/2055 (c)(d)
|
2,542,087
|
2,549,621
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FE, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0278% 2/25/2055 (c)(d)
|
4,972,210
|
5,019,863
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 4.8778% 10/25/2054 (c)(d)
|
4,738,368
|
4,775,307
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5506 Class FA, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.7778% 2/25/2055 (c)(d)
|
11,789,673
|
11,849,433
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5529 Class CF, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.6778% 4/25/2055 (c)(d)
|
5,815,281
|
5,837,119
|
|
Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028
|
20,473
|
20,724
|
|
Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028
|
2,020
|
2,043
|
|
Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029
|
3,216
|
3,248
|
|
Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (n)
|
49,395
|
41,094
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.0528% 5/20/2060 (c)(d)(m)
|
86,939
|
86,618
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.0609% 8/20/2060 (c)(d)(m)
|
44,070
|
43,884
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.1409% 12/20/2060 (c)(d)(m)
|
147,064
|
145,997
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 12/20/2060 (c)(d)(m)
|
98,891
|
98,800
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 2/20/2061 (c)(d)(m)
|
131,882
|
131,760
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.2509% 2/20/2061 (c)(d)(m)
|
144,218
|
144,048
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 4/20/2061 (c)(d)(m)
|
98,320
|
98,240
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 5/20/2061 (c)(d)(m)
|
144,312
|
144,164
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 5/20/2061 (c)(d)(m)
|
97,304
|
97,209
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.2909% 6/20/2061 (c)(d)(m)
|
105,090
|
105,036
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.3109% 9/20/2061 (c)(d)(m)
|
293,111
|
293,045
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 4.3609% 10/20/2061 (c)(d)(m)
|
126,529
|
126,604
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4609% 11/20/2061 (c)(d)(m)
|
118,712
|
118,883
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 4.4609% 1/20/2062 (c)(d)(m)
|
61,674
|
61,812
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.3909% 1/20/2062 (c)(d)(m)
|
153,850
|
153,999
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 4.3909% 3/20/2062 (c)(d)(m)
|
100,635
|
100,713
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 4.4109% 5/20/2061 (c)(d)(m)
|
809
|
814
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2012-H23 Class WA, CME Term SOFR 1 month Index + 0.6345%, 4.2809% 10/20/2062 (c)(d)(m)
|
3,754
|
3,751
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2013-H07 Class BA, CME Term SOFR 1 month Index + 0.36%, 4.1209% 3/20/2063 (c)(d)(m)
|
5,072
|
5,038
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 4.3609% 1/20/2064 (c)(d)(m)
|
73,653
|
73,691
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 4.3609% 12/20/2063 (c)(d)(m)
|
143,509
|
143,584
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.2609% 6/20/2064 (c)(d)(m)
|
80,251
|
80,185
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class FL, CME Term SOFR 1 month Index + 0.3945%, 4.0409% 5/20/2063 (c)(d)(m)
|
3,774
|
3,760
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (m)
|
5,964
|
5,606
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2015-H19 Class FA, CME Term SOFR 1 month Index + 0.3145%, 3.9609% 4/20/2063 (c)(d)(m)
|
7,568
|
7,536
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H13 Class FB, 1 year U.S. Treasury Index + 0.5%, 4.22% 5/20/2066 (c)(d)(m)
|
285,982
|
286,186
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.1609% 12/20/2062 (c)(d)(m)
|
13,227
|
13,224
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046
|
252,192
|
229,580
|
|
Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.07% 8/20/2066 (c)(d)(m)
|
339,357
|
338,873
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034
|
224,205
|
225,732
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.7524% 5/16/2034 (d)(l)
|
43,643
|
1,895
|
|
Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 3.4524% 8/17/2034 (d)(l)
|
47,622
|
3,683
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-35 Class SC, CME Term SOFR 1 month Index x 39.5131%, 17.7144% 6/16/2037 (c)(d)
|
994
|
1,078
|
|
Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.9424% 6/16/2037 (d)(l)
|
87,242
|
6,134
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040
|
166,908
|
161,998
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040
|
2,209,074
|
2,144,126
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040
|
489,192
|
474,718
|
|
Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.2728% 3/20/2060 (c)(d)(m)
|
272,107
|
272,036
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (l)
|
11,523
|
228
|
|
Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 2.3465% 7/20/2041 (d)(l)
|
203,480
|
17,144
|
|
Ginnie Mae REMIC pass-thru certificates Series 2012-98 Class FA, CME Term SOFR 1 month Index + 0.5145%, 4.1535% 8/20/2042 (c)(d)
|
437,037
|
433,107
|
|
Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040
|
374,991
|
372,226
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044
|
4,219,058
|
3,886,011
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044
|
1,635,392
|
1,502,780
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044
|
2,749,305
|
2,512,516
|
|
Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044
|
2,212,733
|
2,040,879
|
|
Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046
|
484,784
|
450,632
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047
|
5,407,652
|
4,938,255
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-153 Class GA, 3% 9/20/2047
|
2,322,377
|
2,101,996
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-182 Class KA, 3% 10/20/2047
|
1,907,418
|
1,733,523
|
|
Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045
|
2,360,147
|
2,167,484
|
|
Ginnie Mae REMIC pass-thru certificates Series 2018-13 Class Q, 3% 4/20/2047
|
2,119,613
|
1,979,029
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.2535% 10/20/2049 (c)(d)
|
1,265,023
|
1,254,346
|
|
Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.2035% 2/20/2049 (c)(d)
|
2,433,434
|
2,415,777
|
|
Ginnie Mae REMIC Trust Series 2015-H17 Class GZ, 4.1432% 5/20/2065 (d)(m)
|
61,969
|
60,394
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (i)
|
3,973,028
|
3,876,797
|
|
GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (i)(j)
|
985,587
|
971,757
|
|
HOMES 2026-NQM4 Trust Series 2026-NQM4 Class A1FC, 5.502% 6/25/2061 (i)(j)
|
5,644,588
|
5,653,144
|
|
J P Morgan Mortgage Trust Series 2026-NQX1 Class A1, 5.5% 7/25/2066 (d)(i)
|
5,273,568
|
5,262,870
|
|
Morgan Stanley Residential Mortgage Loan Trust Series 2026-NQM3 Class A1FC, 5.134% 3/25/2071 (d)(i)
|
2,346,951
|
2,336,554
|
|
New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (i)
|
5,698,540
|
5,300,177
|
|
New Residential Mortgage Loan Trust Series 2025-NQM7 Class A1FC, 4.949% 10/26/2065 (d)(i)
|
3,854,635
|
3,836,507
|
|
NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (i)
|
7,653,884
|
7,164,043
|
|
NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (i)
|
4,896,350
|
4,525,169
|
|
NYMT Loan Trust Series 2025-CP1 Class A1, 3.75% 11/25/2069 (i)
|
2,798,024
|
2,709,571
|
|
OBX Trust Series 2025-NQM14 Class A1, 5.162% 7/25/2065 (i)(j)
|
2,140,463
|
2,136,501
|
|
OBX Trust Series 2025-NQM8 Class A1, 5.472% 3/25/2065 (d)(i)
|
14,077,499
|
14,108,537
|
|
OBX Trust Series 2026-R2 Class A1FC, 5.364% 3/25/2063 (d)(i)
|
11,990,233
|
11,986,015
|
|
Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (i)
|
846,752
|
838,940
|
|
Olit Series 2025-HB2 Class A, 3% 11/25/2038 (d)(i)
|
4,716,830
|
4,605,171
|
|
Olit Series 2026-HB2 Class A, 3% 5/25/2039 (d)(i)
|
19,000,000
|
18,592,830
|
|
Olit Series 2026-HB3 Class A, 3% 6/25/2039 (d)(i)
|
12,400,000
|
12,132,160
|
|
Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (i)
|
1,844,227
|
1,843,465
|
|
Onslow Bay Financial Series 2026-NQM4 Class A1FC, 5.082% 2/25/2066 (d)(i)
|
5,136,826
|
5,115,522
|
|
Preston Ridge Partners Mortgage Series 2025-RCF1 Class A1, 4.845% 1/25/2056 (d)(i)
|
6,215,147
|
6,130,565
|
|
PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (i)
|
8,203,730
|
7,756,513
|
|
PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (i)
|
2,075,573
|
2,048,346
|
|
PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (d)(i)
|
9,072,862
|
8,814,955
|
|
PRPM LLC Series 2026-RCF2 Class A1, 5.5% 3/25/2056 (d)(i)
|
5,720,111
|
5,729,767
|
|
PRPM Series 2026-RCF4 Class A1, 5.25% 6/25/2056 (i)(j)
|
6,100,000
|
6,074,655
|
|
PRPM Trust Series 2026-RCF3 Class A1, 5.25% 5/25/2056 (i)
|
4,195,414
|
4,177,024
|
|
Rco Mortgage LLC Series 2026-1 Class A1, 5.5358% 3/25/2031 (d)(i)
|
7,898,775
|
7,844,578
|
|
RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (i)
|
2,459,627
|
2,312,907
|
|
Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.0516% 7/20/2034 (c)(d)
|
6,800
|
6,369
|
|
Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 4.4028% 9/25/2043 (c)(d)
|
361,781
|
353,295
|
|
Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (i)
|
13,315,546
|
12,557,024
|
|
Verus Securitization Trust 2026-5 Series 2026-5 Class A1FC, 5.362% 5/25/2071 (d)(i)
|
31,300,000
|
31,329,726
|
|
Verus Securitization Trust Series 2025-5 Class A1, 5.427% 6/25/2070 (d)(i)
|
4,691,201
|
4,699,999
|
|
Verus Securitization Trust Series 2025-6 Class A1, 5.417% 7/25/2070 (i)(j)
|
5,524,012
|
5,534,222
|
|
Verus Securitization Trust Series 2026-2 Class A1FC, 4.507% 2/25/2071 (i)(j)
|
13,099,790
|
12,966,845
|
|
Verus Securitization Trust Series 2026-R2 Class A1FC, 5.282% 10/25/2067 (i)(j)
|
4,566,751
|
4,569,244
|
|
Verus Series 2026-R3 Class A1FC, 5.19% 2/27/2068 (d)(i)
|
3,542,763
|
3,536,758
|
|
TOTAL UNITED STATES
|
703,800,419
|
||
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $707,360,738)
|
703,800,419
|
||
Commercial Mortgage Securities - 6.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 6.0%
|
|||
ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.3686% 6/15/2040 (c)(d)(i)
|
15,300,000
|
15,366,938
|
|
Ares Commercial Mortgage Trust Series 2026-GCP Class A, CME Term SOFR 1 month Index + 1.25%, 4.8754% 2/15/2043 (c)(d)(i)
|
15,110,000
|
15,110,002
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (i)
|
12,166,572
|
11,940,777
|
|
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (i)
|
2,962,000
|
2,867,960
|
|
BANK Series 2017-BNK5 Class ASB, 3.179% 6/15/2060
|
2,469,081
|
2,455,873
|
|
BANK Series 2018-BN10 Class A4, 3.428% 2/15/2061
|
9,802,942
|
9,633,342
|
|
BANK Series 2019-BN18 Class A3, 3.325% 5/15/2062
|
3,900,000
|
3,755,448
|
|
BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052
|
2,858,000
|
2,694,684
|
|
BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052
|
1,529,462
|
1,485,317
|
|
BANK Series 2020-BN25 Class XB, 0.4359% 1/15/2063 (d)(l)
|
31,293,000
|
487,705
|
|
BANK Series 2021-BN33 Class XA, 0.9772% 5/15/2064 (d)(l)
|
12,818,461
|
453,231
|
|
BANK Series 2021-BN34 Class A4, 2.156% 6/15/2063
|
5,000,000
|
4,478,405
|
|
BANK5 Series 2025-5YR19 Class XB, 0.5997% 12/15/2058 (d)(l)
|
17,200,000
|
449,926
|
|
BANK5 Series 2026-5YR21 Class A3, 5.525% 4/15/2059
|
12,800,000
|
13,117,389
|
|
BANK5 Series 2026-5YR21 Class AS, 5.844% 4/15/2059
|
3,000,000
|
3,073,282
|
|
Barings Issuer LLC Series 2026-SBP Class A, 4.82% 2/26/2059 (i)
|
31,552,534
|
31,134,075
|
|
BBCMS Mortgage Trust Series 2023-C21 Class A3, 6.2963% 9/15/2056 (d)
|
17,797,000
|
18,431,707
|
|
BBCMS Mortgage Trust Series 2026-5C41 Class A2, 4.951% 5/15/2069
|
6,300,000
|
6,306,815
|
|
BBCMS Mortgage Trust Series 2026-5C41 Class A3, 5.438% 5/15/2069
|
5,000,000
|
5,102,798
|
|
Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051
|
3,240,000
|
3,186,929
|
|
Benchmark Mortgage Trust Series 2019-B10 Class A4, 3.717% 3/15/2062
|
2,700,000
|
2,619,818
|
|
Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.753% 12/15/2062 (d)(l)
|
93,357,505
|
1,602,388
|
|
Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.3857% 3/15/2053 (d)(l)
|
88,663,104
|
3,238,455
|
|
Benchmark Mortgage Trust Series 2020-B18 Class XA, 1.7505% 7/15/2053 (d)(l)
|
38,741,936
|
1,861,194
|
|
Benchmark Mortgage Trust Series 2024-V5 Class A3, 5.8053% 1/10/2057
|
9,566,000
|
9,762,467
|
|
Benchmark Mortgage Trust Series 2025-V14 Class A3, 5.1761% 4/15/2057
|
10,900,000
|
10,995,823
|
|
Benchmark Mortgage Trust Series 2026-V20 Class A3, 5.184% 2/15/2059
|
7,600,000
|
7,682,481
|
|
BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 4.9675% 3/15/2041 (c)(d)(i)
|
12,712,792
|
12,724,710
|
|
BMO Mortgage Trust Series 2022-C3 Class ASB, 5.325% 9/15/2054 (d)
|
6,607,000
|
6,725,323
|
|
BMO Mortgage Trust Series 2025-5C13 Class A2, 4.7355% 12/15/2058
|
4,600,000
|
4,571,101
|
|
BMP Commercial Mortgage Trust Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 4.9973% 6/15/2041 (c)(d)(i)
|
22,372,000
|
22,385,983
|
|
BMP Commercial Mortgage Trust Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.267% 6/15/2041 (c)(d)(i)
|
11,045,000
|
11,055,355
|
|
BMP Commercial Mortgage Trust Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 5.4667% 6/15/2041 (c)(d)(i)
|
7,810,000
|
7,824,643
|
|
Bridge Commercial Mortgage Trust Series 2026-MF Class A, CME Term SOFR 1 month Index + 1.25%, 4.85% 6/15/2039 (c)(d)(i)
|
11,700,000
|
11,718,281
|
|
BX 2025-DIME Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 4.7754% 2/15/2035 (c)(d)(i)
|
30,623,000
|
30,551,002
|
|
BX 2025-ROIC Trust Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 4.7692% 3/15/2030 (c)(d)(i)
|
87,953,150
|
87,788,239
|
|
BX 2025-ROIC Trust Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.0189% 3/15/2030 (c)(d)(i)
|
12,712,634
|
12,680,852
|
|
BX 2025-ROIC Trust Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.1687% 3/15/2030 (c)(d)(i)
|
16,552,065
|
16,510,685
|
|
BX Commercial Mortgage 2025 Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.0688% 4/15/2040 (c)(d)(i)
|
57,177,384
|
57,213,120
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 4.6713% 4/15/2034 (c)(d)(i)
|
14,082,756
|
14,017,234
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 4.9713% 4/15/2034 (c)(d)(i)
|
15,742,000
|
15,656,951
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.2713% 4/15/2034 (c)(d)(i)
|
10,407,000
|
10,342,968
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 5.5713% 4/15/2034 (c)(d)(i)
|
10,925,000
|
10,849,588
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.4286% 10/15/2036 (c)(d)(i)
|
49,523,000
|
49,507,524
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 4.6383% 10/15/2036 (c)(d)(i)
|
5,541,000
|
5,529,146
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 4.8381% 10/15/2036 (c)(d)(i)
|
7,417,000
|
7,400,660
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.0378% 10/15/2036 (c)(d)(i)
|
7,201,000
|
7,176,524
|
|
BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 5.687% 10/15/2036 (c)(d)(i)
|
25,035,000
|
24,949,856
|
|
BX Commercial Mortgage Trust Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.1164% 4/15/2037 (c)(d)(i)(k)
|
11,125,650
|
11,129,127
|
|
BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 4.9182% 12/15/2039 (c)(d)(i)
|
8,392,652
|
8,408,388
|
|
BX Commercial Mortgage Trust Series 2024-MDHS Class A, 5.2667% 5/15/2041 (d)(i)
|
30,237,977
|
30,275,775
|
|
BX Commercial Mortgage Trust Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.017% 3/15/2041 (c)(d)(i)
|
52,036,610
|
52,101,656
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class A, CME Term SOFR 1 month Index + 1.2%, 4.8254% 3/15/2043 (c)(d)(i)
|
45,610,127
|
45,610,127
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class B, CME Term SOFR 1 month Index + 1.45%, 5.0754% 3/15/2043 (c)(d)(i)
|
6,070,741
|
6,084,021
|
|
BX Series 2026-ORBT Class A, 5.03% 7/15/2043 (d)(i)
|
40,660,000
|
40,660,000
|
|
BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.3754% 10/15/2026 (c)(d)(i)
|
11,029,876
|
11,026,430
|
|
BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 5.5654% 4/15/2037 (c)(d)(i)(k)
|
14,018,200
|
14,026,962
|
|
BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 5.9154% 4/15/2037 (c)(d)(i)(k)
|
3,163,300
|
3,166,266
|
|
BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 6.4644% 4/15/2037 (c)(d)(i)(k)
|
2,648,800
|
2,652,938
|
|
BX Trust Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.0673% 4/15/2041 (c)(d)(i)
|
41,504,183
|
41,556,064
|
|
BX Trust Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 5.3169% 4/15/2041 (c)(d)(i)
|
6,689,200
|
6,697,562
|
|
BX Trust Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 5.5666% 4/15/2041 (c)(d)(i)
|
5,553,800
|
5,560,741
|
|
BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.0674% 2/15/2039 (c)(d)(i)
|
29,466,635
|
29,521,884
|
|
BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 5.4169% 2/15/2039 (c)(d)(i)(k)
|
3,684,639
|
3,691,548
|
|
BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 5.3166% 3/15/2041 (c)(d)(i)(k)
|
11,232,900
|
11,250,451
|
|
BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 5.5663% 3/15/2041 (c)(d)(i)
|
14,912,800
|
14,940,762
|
|
BX Trust Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.0254% 6/15/2035 (c)(d)(i)
|
10,999,000
|
11,026,821
|
|
BX Trust Series 2026-ALOHA Class A, 4.9754% 4/15/2043 (d)(i)
|
38,287,000
|
38,310,929
|
|
BX Trust Series 2026-CIP Class A, CME Term SOFR 1 month Index + 1.2%, 4.8254% 5/15/2038 (c)(d)(i)
|
38,784,535
|
38,881,629
|
|
BX Trust Series 2026-LP3 Class A, 5.0054% 4/15/2043 (i)
|
45,782,058
|
45,925,127
|
|
CD Mortgage Trust Series 2017-CD5 Class A3, 3.171% 8/15/2050
|
11,659,873
|
11,486,057
|
|
Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (d)(i)
|
23,933,000
|
23,904,448
|
|
CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (i)
|
62,928,013
|
51,988,450
|
|
CF Hippolyta Issuer LLC Series 2020-1 Class A2, 1.99% 7/15/2060 (i)
|
24,175,748
|
19,785,900
|
|
CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (i)
|
45,613,551
|
35,916,635
|
|
Citigroup Commercial Mortgage Trust Series 2017-P7 Class A4, 3.712% 4/14/2050
|
12,450,000
|
12,332,661
|
|
Citigroup Commercial Mortgage Trust Series 2018-C6 Class A3, 4.145% 11/10/2051
|
1,000,000
|
987,438
|
|
Citigroup Commercial Mortgage Trust Series 2019-GC41 Class XA, 1.0045% 8/10/2056 (d)(l)
|
46,824,516
|
1,175,305
|
|
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052
|
13,797,000
|
13,620,917
|
|
CSTL Commercial Mortgage Trust Series 2026-GATE3 Class A, 4.6945% 2/10/2043 (d)(i)
|
2,800,000
|
2,778,333
|
|
DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 5.8433% 1/15/2041 (d)(i)
|
7,693,000
|
7,715,683
|
|
ELP Series 2025-ELP Class A, 4.6039% 11/13/2042 (d)(i)
|
18,825,000
|
18,584,051
|
|
Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 4.9254% 10/15/2042 (c)(d)(i)
|
55,168,277
|
55,288,958
|
|
Extended Stay America Trust Series 2025-ESH Class B, CME Term SOFR 1 month Index + 1.6%, 5.2254% 10/15/2042 (c)(d)(i)
|
9,655,412
|
9,685,585
|
|
Extended Stay America Trust Series 2025-ESH Class C, CME Term SOFR 1 month Index + 1.85%, 5.4754% 10/15/2042 (c)(d)(i)
|
4,714,538
|
4,738,110
|
|
Extended Stay America Trust Series 2026-ESH2 Class A, CME Term SOFR 1 month Index + 1.2%, 4.8254% 2/15/2043 (c)(d)(i)
|
53,024,070
|
53,090,350
|
|
Extended Stay America Trust Series 2026-ESH2 Class B, CME Term SOFR 1 month Index + 1.4%, 5.0254% 2/15/2043 (c)(d)(i)
|
5,551,253
|
5,568,601
|
|
Extended Stay America Trust Series 2026-ESH2 Class C, CME Term SOFR 1 month Index + 1.6%, 5.2254% 2/15/2043 (c)(d)(i)
|
3,354,175
|
3,373,042
|
|
Fannie Mae Guaranteed REMIC Series 2021-M2S Class A2, 1.8676% 10/25/2031 (d)
|
700,000
|
617,024
|
|
Fannie Mae Guaranteed REMIC Series 2023-M1S Class A2, 4.6469% 4/25/2033 (d)
|
1,499,755
|
1,493,209
|
|
Fannie Mae Guaranteed REMIC Series 2023-M8 Class A2, 4.6249% 3/25/2033 (d)
|
2,000,000
|
1,993,370
|
|
Fannie Mae Guaranteed REMIC Series 2025-M4 Class A2, 4.389% 8/25/2035
|
8,400,000
|
8,229,256
|
|
Fannie Mae Mortgage pass-thru certificates Series 2018-M13 Class A2, 3.8934% 9/25/2030 (d)
|
1,309,513
|
1,277,393
|
|
Fannie Mae Mortgage pass-thru certificates Series 2025-M2 Class A2, 4.62% 4/25/2030
|
26,000,000
|
26,074,916
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027
|
6,000,000
|
5,926,651
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K069 Class A2, 3.187% 9/25/2027
|
8,645,336
|
8,524,902
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K070 Class A2, 3.303% 11/25/2027
|
13,300,000
|
13,117,109
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K071 Class A2, 3.286% 11/25/2027
|
18,600,000
|
18,325,092
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K073 Class A2, 3.35% 1/25/2028
|
15,200,000
|
14,971,716
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028
|
30,719,679
|
30,345,409
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K076 Class A2, 3.9% 4/25/2028
|
6,900,000
|
6,836,964
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K081 Class A2, 3.9% 8/25/2028
|
5,000,000
|
4,940,779
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K083 Class A2, 4.05% 9/25/2028
|
4,200,000
|
4,160,472
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K740 Class A2, 1.47% 9/25/2027
|
13,400,000
|
12,958,303
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K135 Class A2, 2.154% 10/25/2031
|
3,100,000
|
2,763,727
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K141 Class A2, 2.25% 2/25/2032
|
6,100,000
|
5,431,916
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K753 Class A2, 4.4% 10/25/2030
|
5,900,000
|
5,880,749
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K754 Class A2, 4.94% 11/25/2030
|
2,876,443
|
2,925,684
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K521 Class AS, U.S. 30-Day Avg. SOFR Index + 0.52%, 4.1117% 3/25/2029 (c)(d)
|
13,429,345
|
13,397,055
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K543 Class A2, 4.329% 6/25/2030 (d)
|
6,800,000
|
6,761,218
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K544 Class A2, 4.266% 7/25/2030 (d)
|
4,700,000
|
4,661,951
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K546 Class A2, 4.361% 5/25/2030 (d)
|
5,700,000
|
5,674,566
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K547 Class A2, 4.421% 5/25/2030
|
16,600,000
|
16,558,515
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K548 Class A2, 4.32% 9/25/2030 (d)
|
12,700,000
|
12,626,160
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K549 Class A2, 4.34% 9/25/2030 (d)
|
2,000,000
|
1,988,409
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K550 Class A2, 4.163% 10/25/2030 (d)
|
25,500,000
|
25,174,225
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K551 Class A2, 4.165% 11/25/2030 (d)
|
8,700,000
|
8,589,493
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K551 Class AS, 4.1417% 10/25/2030 (d)
|
16,191,140
|
16,163,254
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K552 Class AS, U.S. 30-Day Avg. SOFR Index + 0.54%, 4.1317% 10/25/2030 (c)(d)
|
22,982,700
|
22,951,501
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K761 Class A2, 4.4% 6/25/2032
|
5,700,000
|
5,659,219
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K762 Class A2, 4.36% 9/25/2032
|
12,300,000
|
12,135,214
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K553 Class AS, U.S. 30-Day Avg. SOFR Index + 0.54%, 4.1317% 10/25/2030 (c)(d)
|
27,237,935
|
27,201,447
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K554 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.0917% 10/25/2030 (c)(d)
|
11,993,623
|
11,977,605
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K555 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.0917% 11/25/2030 (c)(d)
|
24,496,740
|
24,482,169
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K556 Class AS, U.S. 30-Day Avg. SOFR Index + 0.49%, 4.0817% 12/25/2030 (c)(d)
|
14,099,486
|
14,083,870
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K557 Class AS, 4.0917% 12/25/2030 (d)
|
19,198,541
|
19,198,511
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K558 Class AS, 4.0917% 11/25/2030 (d)
|
37,793,152
|
37,778,223
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K559 Class AS, U.S. 30-Day Avg. SOFR Index + 0.52%, 4.1117% 1/25/2031 (c)(d)
|
42,786,771
|
42,799,414
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K560 Class AS, 4.1017% 2/25/2031 (d)
|
72,898,549
|
72,898,432
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K561 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.0917% 3/25/2031 (c)(d)
|
34,699,594
|
34,847,483
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K562 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.1492% 3/25/2031 (c)(d)
|
85,688,398
|
85,714,739
|
|
Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K563 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.0917% 5/25/2031 (c)(d)
|
32,400,000
|
32,399,948
|
|
GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050
|
1,908,680
|
1,886,716
|
|
GS Mortgage Securities Trust Series 2017-GS8 Class AAB, 3.313% 11/10/2050
|
1,960,077
|
1,950,835
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051
|
4,160,000
|
4,104,274
|
|
GS Mortgage Securities Trust Series 2018-GS10 Class AAB, 4.106% 7/10/2051
|
532,441
|
529,990
|
|
GS Mortgage Securities Trust Series 2019-GC38 Class A3, 3.703% 2/10/2052
|
1,100,000
|
1,074,015
|
|
GS Mortgage Securities Trust Series 2020-GC45 Class AAB, 2.8428% 2/13/2053
|
3,334,520
|
3,236,671
|
|
HAVN Trust Series 2025-MOB Class A, CME Term SOFR 1 month Index + 1.7%, 5.3254% 10/15/2035 (c)(d)(i)(k)
|
10,000,000
|
10,000,000
|
|
Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 5.0415% 11/5/2037 (d)(i)
|
16,592,000
|
16,540,328
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (i)(k)
|
3,450,000
|
2,139,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (i)(k)
|
5,907,000
|
3,512,997
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.2405% 9/15/2029 (c)(d)(i)
|
5,526,232
|
5,415,708
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class AFX, 2.8123% 1/16/2037 (i)
|
2,000,000
|
1,800,020
|
|
JPMCC Commercial Mortgage Securities Trust Series 2016-JP4 Class A3, 3.3928% 12/15/2049
|
9,248,884
|
9,218,268
|
|
JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 Class ASB, 3.2829% 7/15/2050
|
397,470
|
395,842
|
|
Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 4.9206% 5/15/2039 (c)(d)(i)
|
59,198,000
|
56,386,096
|
|
Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 5.4193% 5/15/2039 (c)(d)(i)
|
33,561,000
|
29,365,841
|
|
Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 5.7185% 5/15/2039 (c)(d)(i)
|
19,262,000
|
16,180,061
|
|
Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.1673% 5/15/2039 (c)(d)(i)
|
17,119,000
|
13,352,803
|
|
LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 4.8395% 3/15/2038 (c)(d)(i)
|
501,212
|
496,860
|
|
LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.1395% 3/15/2038 (c)(d)(i)
|
4,569,600
|
4,363,968
|
|
LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 5.4895% 3/15/2038 (c)(d)(i)
|
3,992,100
|
3,775,439
|
|
LS Series 2026-HTL6 Class A, 5.1254% 12/15/2040 (d)(i)
|
3,331,000
|
3,326,836
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.4405% 7/15/2038 (c)(d)(i)(k)
|
22,147,000
|
22,133,158
|
|
MHP Series 2025-MHIL2 Class A, CME Term SOFR 1 month Index + 1.5%, 5.1254% 9/15/2040 (c)(d)(i)
|
11,300,000
|
11,307,043
|
|
Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051
|
11,843,000
|
11,645,300
|
|
Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.1412% 6/15/2054 (d)(l)
|
43,465,286
|
1,480,336
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class A, 3.9% 9/24/2057 (d)(i)
|
15,706,521
|
15,392,458
|
|
MSWF Commercial Mortgage Trust Series 2023-2 Class XD, 3.2446% 12/15/2056 (d)(i)(l)
|
8,200,000
|
1,402,768
|
|
PFDR Trust Series 2026-DLVR Class A, CME Term SOFR 1 month Index + 1.7%, 5.3126% 6/15/2043 (c)(d)(i)
|
12,800,000
|
12,796,000
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class A, CME Term SOFR 1 month Index + 1.25%, 4.8754% 3/15/2043 (c)(d)(i)
|
59,198,000
|
59,234,874
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class B, CME Term SOFR 1 month Index + 1.45%, 5.0754% 3/15/2043 (c)(d)(i)
|
7,997,000
|
7,999,499
|
|
Plym Commercial Mortgage Trust Series 2026-IND Class C, CME Term SOFR 1 month Index + 1.65%, 5.2754% 3/15/2043 (c)(d)(i)
|
8,875,000
|
8,875,000
|
|
Providence Place Group LP Series 2000-C1 Class A2, 7.75% 7/20/2028 (i)
|
240,085
|
242,401
|
|
SCMS Series 2025-BNC1 Class A2, 4.5016% 12/15/2057 (i)
|
8,997,257
|
8,930,280
|
|
Shops Coml Mtg Trust Series 2026-CSTL Class A, 4.9709% 5/5/2039 (d)(i)
|
30,003,000
|
29,806,393
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 4.8683% 12/15/2039 (c)(d)(i)
|
47,856,000
|
47,871,003
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.2178% 12/15/2039 (c)(d)(i)
|
8,416,000
|
8,415,992
|
|
TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 5.6173% 12/15/2039 (c)(d)(i)
|
6,204,000
|
6,211,755
|
|
UBS Commercial Mortgage Trust Series 2017-C6 Class A5, 3.5795% 12/15/2050
|
7,045,000
|
6,909,987
|
|
UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051
|
2,800,000
|
2,759,804
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (i)
|
29,470,000
|
25,135,343
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (i)
|
1,400,000
|
1,152,289
|
|
VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (d)(i)
|
40,100,000
|
621,369
|
|
Wells Fargo Commercial Mortgage Trust 2026-5c9 Series 2026-5C9 Class A3, 5.486% 5/15/2059
|
9,200,000
|
9,403,245
|
|
Wells Fargo Commercial Mortgage Trust 2026-5c9 Series 2026-5C9 Class AS, 5.802% 5/15/2059
|
5,000,000
|
5,096,187
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-C37 Class A4, 3.525% 12/15/2049
|
4,582,914
|
4,571,941
|
|
Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class A3, 3.374% 12/15/2059
|
4,182,495
|
4,171,390
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class A4, 4.152% 8/15/2051
|
1,115,000
|
1,100,647
|
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 0.9007% 8/15/2051 (d)(l)
|
38,284,745
|
466,526
|
|
Wells Fargo Commercial Mortgage Trust Series 2024-5C1 Class A3, 5.928% 7/15/2057
|
8,000,000
|
8,204,495
|
|
Wells Fargo Commercial Mortgage Trust Series 2026-5C10 Class A3, 5.789% 6/15/2059
|
14,500,000
|
14,950,875
|
|
Wells Fargo Commercial Mortgage Trust Series 2026-5C10 Class XB, 0.4741% 6/15/2059 (d)(l)
|
15,239,000
|
374,879
|
|
TOTAL UNITED STATES
|
2,681,233,773
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $2,734,406,644)
|
2,681,233,773
|
||
Municipal Securities - 0.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
New Jersey - 0.1%
|
|||
General Obligations - 0.1%
|
|||
New Jersey Eco Dev Auth St Pen (New Jersey St Proj.) 7.425% 2/15/2029 (National Public Finance Guarantee Corporation Insured)
(Cost $26,184,811)
|
24,047,000
|
24,948,077
|
|
|
TOTAL MUNICIPAL SECURITIES
(Cost $26,184,811)
|
24,948,077
|
||
Non-Convertible Corporate Bonds - 21.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Commonwealth Bank of Australia 3.61% 9/12/2034 (d)(i)
|
12,091,000
|
11,578,538
|
|
Westpac Banking Corp 4.11% 7/24/2034 (d)
|
17,722,000
|
17,283,068
|
|
TOTAL AUSTRALIA
|
28,861,606
|
||
BELGIUM - 0.0%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039
|
23,200,000
|
23,593,166
|
|
CANADA - 0.1%
|
|||
Consumer Discretionary - 0.0%
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
Gildan Activewear Inc 4.7% 10/7/2030 (i)
|
12,859,000
|
12,619,640
|
|
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Cenovus Energy Inc 4.65% 3/20/2031
|
8,440,000
|
8,331,931
|
|
Cenovus Energy Inc 5.25% 6/15/2037
|
13,846,000
|
13,428,352
|
|
Cenovus Energy Inc 5.4% 3/20/2036
|
6,496,000
|
6,435,263
|
|
Enbridge Inc 4.25% 12/1/2026
|
8,321,000
|
8,315,018
|
|
TOTAL ENERGY
|
36,510,564
|
||
TOTAL CANADA
|
49,130,204
|
||
FRANCE - 0.2%
|
|||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
BNP Paribas SA 5.786% 1/13/2033 (d)(i)
|
41,000,000
|
42,317,779
|
|
Societe Generale SA 3.337% 1/21/2033 (d)(i)
|
17,500,000
|
15,892,651
|
|
Societe Generale SA 5.5% 4/13/2029 (d)(i)
|
27,997,000
|
28,304,676
|
|
TOTAL FRANCE
|
86,515,106
|
||
GERMANY - 0.2%
|
|||
Financials - 0.1%
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG/New York NY 5.06% 4/14/2032 (d)
|
15,619,000
|
15,580,540
|
|
Deutsche Bank AG/New York NY 6.72% 1/18/2029 (d)
|
22,570,000
|
23,248,052
|
|
TOTAL FINANCIALS
|
38,828,592
|
||
Industrials - 0.1%
|
|||
Machinery - 0.1%
|
|||
Daimler Truck Finance North America LLC 2% 12/14/2026 (i)
|
30,000,000
|
29,683,091
|
|
TOTAL GERMANY
|
68,511,683
|
||
HONG KONG - 0.1%
|
|||
Financials - 0.1%
|
|||
Insurance - 0.1%
|
|||
AIA Group Ltd 3.2% 9/16/2040 (i)
|
15,222,000
|
11,686,022
|
|
AIA Group Ltd 3.375% 4/7/2030 (i)
|
30,867,000
|
29,719,577
|
|
TOTAL HONG KONG
|
41,405,599
|
||
IRELAND - 0.5%
|
|||
Financials - 0.3%
|
|||
Consumer Finance - 0.3%
|
|||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026
|
17,295,000
|
17,189,325
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028
|
18,114,000
|
17,435,946
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032
|
19,378,000
|
17,712,936
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027
|
59,444,000
|
60,202,267
|
|
TOTAL FINANCIALS
|
112,540,474
|
||
Industrials - 0.2%
|
|||
Transportation Infrastructure - 0.2%
|
|||
Avolon Holdings Funding Ltd 5.15% 1/15/2030 (i)
|
2,956,000
|
2,965,626
|
|
Avolon Holdings Funding Ltd 5.375% 5/30/2030 (i)
|
16,043,000
|
16,202,366
|
|
Avolon Holdings Funding Ltd 5.75% 3/1/2029 (i)
|
40,000,000
|
40,799,909
|
|
Avolon Holdings Funding Ltd 6.375% 5/4/2028 (i)
|
37,945,000
|
38,919,899
|
|
TOTAL INDUSTRIALS
|
98,887,800
|
||
TOTAL IRELAND
|
211,428,274
|
||
JAPAN - 0.2%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
NTT Finance Corp 4.567% 7/16/2027 (i)
|
5,587,000
|
5,591,675
|
|
NTT Finance Corp 4.62% 7/16/2028 (i)
|
5,650,000
|
5,636,410
|
|
NTT Finance Corp 4.876% 7/16/2030 (i)
|
14,868,000
|
14,834,980
|
|
NTT Finance Corp 5.0115% 11/1/2031 (i)
|
22,295,000
|
22,265,214
|
|
NTT Finance Corp 5.2588% 11/1/2033 (i)
|
32,092,000
|
31,993,096
|
|
TOTAL COMMUNICATION SERVICES
|
80,321,375
|
||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Mitsubishi UFJ Financial Group Inc 4.592% 4/18/2030 (d)
|
6,484,000
|
6,451,932
|
|
Mitsubishi UFJ Financial Group Inc 4.847% 4/21/2032 (d)
|
9,149,000
|
9,105,731
|
|
Sumitomo Mitsui Financial Group Inc 4.934% 7/7/2032 (d)
|
11,770,000
|
11,723,919
|
|
TOTAL FINANCIALS
|
27,281,582
|
||
TOTAL JAPAN
|
107,602,957
|
||
MEXICO - 0.7%
|
|||
Energy - 0.7%
|
|||
Oil, Gas & Consumable Fuels - 0.7%
|
|||
Petroleos Mexicanos 5.95% 1/28/2031
|
26,624,000
|
26,333,798
|
|
Petroleos Mexicanos 6.35% 2/12/2048
|
14,404,000
|
11,902,025
|
|
Petroleos Mexicanos 6.7% 2/16/2032
|
58,171,000
|
58,607,864
|
|
Petroleos Mexicanos 6.75% 9/21/2047
|
102,130,000
|
87,302,767
|
|
Petroleos Mexicanos 6.95% 1/28/2060
|
18,760,000
|
15,870,960
|
|
Petroleos Mexicanos 7.69% 1/23/2050
|
117,141,000
|
109,173,070
|
|
TOTAL MEXICO
|
309,190,484
|
||
NETHERLANDS - 0.1%
|
|||
Information Technology - 0.1%
|
|||
Semiconductors & Semiconductor Equipment - 0.1%
|
|||
NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032
|
12,331,000
|
12,163,192
|
|
NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035
|
35,555,000
|
35,566,273
|
|
TOTAL NETHERLANDS
|
47,729,465
|
||
QATAR - 0.0%
|
|||
Utilities - 0.0%
|
|||
Gas Utilities - 0.0%
|
|||
Nakilat Inc 6.067% 12/31/2033 (i)
|
4,853,986
|
4,938,251
|
|
SAUDI ARABIA - 0.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Avilease Capital Ltd 5.5% 6/30/2031 (i)
|
22,855,000
|
22,918,553
|
|
SWITZERLAND - 0.2%
|
|||
Financials - 0.2%
|
|||
Capital Markets - 0.2%
|
|||
UBS Group AG 1.494% 8/10/2027 (d)(i)
|
24,731,000
|
24,644,270
|
|
UBS Group AG 3.091% 5/14/2032 (d)(i)
|
13,398,000
|
12,296,089
|
|
UBS Group AG 3.869% 1/12/2029 (d)(i)
|
9,005,000
|
8,901,447
|
|
UBS Group AG 4.194% 4/1/2031 (d)(i)
|
40,079,000
|
39,128,056
|
|
84,969,862
|
|||
Insurance - 0.0%
|
|||
Swiss Re Finance Luxembourg SA 5% 4/2/2049 (d)(i)
|
3,800,000
|
3,789,417
|
|
TOTAL SWITZERLAND
|
88,759,279
|
||
UNITED KINGDOM - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Barclays PLC 2.894% 11/24/2032 (d)
|
13,572,000
|
12,168,467
|
|
Barclays PLC 5.088% 6/20/2030 (d)
|
35,020,000
|
35,116,773
|
|
Barclays PLC 6.224% 5/9/2034 (d)
|
31,185,000
|
32,809,935
|
|
Barclays PLC 6.692% 9/13/2034 (d)
|
45,000,000
|
48,592,932
|
|
NatWest Group PLC 3.073% 5/22/2028 (d)
|
20,149,000
|
19,892,425
|
|
TOTAL FINANCIALS
|
148,580,532
|
||
Industrials - 0.0%
|
|||
Aerospace & Defense - 0.0%
|
|||
BAE Systems PLC 3.4% 4/15/2030 (i)
|
9,575,000
|
9,160,101
|
|
TOTAL UNITED KINGDOM
|
157,740,633
|
||
UNITED STATES - 19.1%
|
|||
Communication Services - 1.9%
|
|||
Diversified Telecommunication Services - 0.8%
|
|||
AT&T Inc 2.55% 12/1/2033
|
53,719,000
|
45,118,728
|
|
AT&T Inc 3.8% 12/1/2057
|
106,127,000
|
70,827,046
|
|
AT&T Inc 4.3% 2/15/2030
|
6,610,000
|
6,522,937
|
|
AT&T Inc 4.4% 4/30/2031
|
6,496,000
|
6,386,733
|
|
AT&T Inc 4.75% 5/15/2046
|
10,000,000
|
8,407,207
|
|
Comcast Corp 3.4% 4/1/2030
|
6,970,000
|
6,659,186
|
|
Comcast Corp 3.75% 4/1/2040
|
2,448,000
|
1,956,626
|
|
Comcast Corp 3.9% 3/1/2038
|
5,001,000
|
4,235,571
|
|
Comcast Corp 4.65% 7/15/2042
|
11,795,000
|
9,969,532
|
|
HUT 8 DC LLC 6.192% 11/15/2042 (i)
|
30,296,000
|
30,686,271
|
|
Space Exploration Technologies Corp 5.35% 7/15/2031 (i)
|
68,467,000
|
68,288,632
|
|
Space Exploration Technologies Corp 5.65% 7/15/2033 (i)
|
89,030,000
|
88,499,587
|
|
Verizon Communications Inc 4.78% 2/15/2035
|
5,482,000
|
5,302,687
|
|
352,860,743
|
|||
Entertainment - 0.0%
|
|||
NBCUniversal Media LLC 5.95% 4/1/2041
|
6,541,000
|
6,772,035
|
|
Interactive Media & Services - 0.1%
|
|||
Meta Platforms Inc 4.875% 5/15/2033
|
32,237,000
|
31,945,704
|
|
Meta Platforms Inc 5.25% 5/15/2036
|
24,563,000
|
24,389,625
|
|
56,335,329
|
|||
Media - 0.8%
|
|||
Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032
|
5,005,000
|
4,253,515
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061
|
51,000,000
|
32,924,678
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033
|
9,755,000
|
8,982,015
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029
|
10,610,000
|
10,569,597
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053
|
11,329,000
|
8,833,654
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047
|
83,513,000
|
67,594,900
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063
|
11,421,000
|
8,757,334
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048
|
11,687,000
|
9,837,337
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029
|
20,760,000
|
21,267,030
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045
|
24,519,000
|
22,477,435
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034
|
16,400,000
|
16,742,015
|
|
Time Warner Cable LLC 4.5% 9/15/2042
|
22,976,000
|
17,316,685
|
|
Time Warner Cable LLC 5.5% 9/1/2041
|
8,397,000
|
7,184,770
|
|
Time Warner Cable LLC 5.875% 11/15/2040
|
7,566,000
|
6,765,685
|
|
Time Warner Cable LLC 6.55% 5/1/2037
|
73,937,000
|
73,292,099
|
|
Time Warner Cable LLC 6.75% 6/15/2039
|
7,400,000
|
7,243,067
|
|
Time Warner Cable LLC 7.3% 7/1/2038
|
22,049,000
|
22,676,628
|
|
346,718,444
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
T-Mobile USA Inc 2.25% 11/15/2031
|
40,000,000
|
35,109,800
|
|
T-Mobile USA Inc 3.75% 4/15/2027
|
25,540,000
|
25,408,311
|
|
T-Mobile USA Inc 3.875% 4/15/2030
|
36,970,000
|
35,823,021
|
|
T-Mobile USA Inc 4.375% 4/15/2040
|
5,513,000
|
4,862,589
|
|
T-Mobile USA Inc 4.5% 4/15/2050
|
10,830,000
|
8,741,571
|
|
109,945,292
|
|||
TOTAL COMMUNICATION SERVICES
|
872,631,843
|
||
Consumer Discretionary - 0.4%
|
|||
Automobiles - 0.1%
|
|||
General Motors Financial Co Inc 2.35% 2/26/2027
|
17,500,000
|
17,263,822
|
|
General Motors Financial Co Inc 5.85% 4/6/2030
|
13,062,000
|
13,495,188
|
|
30,759,010
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
McDonald's Corp 3.5% 7/1/2027
|
7,113,000
|
7,054,264
|
|
McDonald's Corp 3.6% 7/1/2030
|
8,445,000
|
8,178,981
|
|
McDonald's Corp 4.2% 4/1/2050
|
4,263,000
|
3,413,953
|
|
18,647,198
|
|||
Household Durables - 0.0%
|
|||
Toll Brothers Finance Corp 4.875% 3/15/2027
|
16,319,000
|
16,343,249
|
|
Specialty Retail - 0.3%
|
|||
AutoNation Inc 3.85% 3/1/2032
|
21,966,000
|
20,521,577
|
|
AutoNation Inc 4.75% 6/1/2030
|
3,310,000
|
3,287,202
|
|
AutoZone Inc 4% 4/15/2030
|
22,128,000
|
21,571,612
|
|
Home Depot Inc/The 2.5% 4/15/2027
|
3,139,000
|
3,099,811
|
|
Lowe's Cos Inc 3.35% 4/1/2027
|
3,072,000
|
3,049,098
|
|
Lowe's Cos Inc 3.75% 4/1/2032
|
9,454,000
|
8,960,608
|
|
Lowe's Cos Inc 4.5% 4/15/2030
|
16,112,000
|
16,082,644
|
|
O'Reilly Automotive Inc 4.2% 4/1/2030
|
4,968,000
|
4,887,864
|
|
O'Reilly Automotive Inc 5.1% 3/12/2036
|
12,832,000
|
12,713,424
|
|
94,173,840
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
NIKE Inc 2.75% 3/27/2027
|
6,632,000
|
6,561,183
|
|
TOTAL CONSUMER DISCRETIONARY
|
166,484,480
|
||
Consumer Staples - 0.3%
|
|||
Beverages - 0.1%
|
|||
Molson Coors Beverage Co 3% 7/15/2026
|
48,345,000
|
48,318,051
|
|
Consumer Staples Distribution & Retail - 0.2%
|
|||
Mars Inc 4.8% 3/1/2030 (i)
|
28,803,000
|
28,888,798
|
|
Mars Inc 5% 3/1/2032 (i)
|
21,623,000
|
21,775,157
|
|
Mars Inc 5.2% 3/1/2035 (i)
|
17,973,000
|
18,044,467
|
|
Sysco Corp 3.25% 7/15/2027
|
11,011,000
|
10,887,762
|
|
79,596,184
|
|||
Food Products - 0.0%
|
|||
Archer-Daniels-Midland Co 3.25% 3/27/2030
|
6,931,000
|
6,611,136
|
|
General Mills Inc 2.875% 4/15/2030
|
3,013,000
|
2,821,981
|
|
9,433,117
|
|||
Household Products - 0.0%
|
|||
Kimberly-Clark Corp 3.1% 3/26/2030
|
1,764,000
|
1,677,069
|
|
TOTAL CONSUMER STAPLES
|
139,024,421
|
||
Energy - 1.8%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Halliburton Co 4.85% 11/15/2035
|
7,402,000
|
7,187,282
|
|
Oil, Gas & Consumable Fuels - 1.8%
|
|||
Cheniere Energy Partners LP 5.35% 11/30/2036 (i)
|
18,401,000
|
18,306,806
|
|
Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (i)
|
5,327,000
|
5,532,383
|
|
Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (i)
|
14,358,000
|
15,074,030
|
|
Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (i)
|
4,293,000
|
4,567,271
|
|
Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (i)
|
7,728,000
|
8,224,853
|
|
Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (i)
|
4,626,000
|
5,034,484
|
|
DCP Midstream Operating LP 5.125% 5/15/2029
|
15,661,000
|
15,836,609
|
|
DCP Midstream Operating LP 5.6% 4/1/2044
|
13,506,000
|
13,004,869
|
|
DCP Midstream Operating LP 6.45% 11/3/2036 (i)
|
10,621,000
|
11,272,179
|
|
Energy Transfer LP 3.75% 5/15/2030
|
27,891,000
|
26,858,964
|
|
Energy Transfer LP 4.95% 6/15/2028
|
18,799,000
|
18,896,722
|
|
Energy Transfer LP 5% 5/15/2050
|
6,115,000
|
5,175,522
|
|
Energy Transfer LP 5.25% 4/15/2029
|
10,158,000
|
10,293,580
|
|
Energy Transfer LP 5.25% 7/1/2029
|
11,564,000
|
11,728,899
|
|
Energy Transfer LP 5.6% 9/1/2034
|
20,000,000
|
20,411,542
|
|
Energy Transfer LP 5.8% 6/15/2038
|
10,481,000
|
10,691,475
|
|
Hess Corp 7.125% 3/15/2033
|
4,791,000
|
5,384,652
|
|
Hess Corp 7.3% 8/15/2031
|
6,610,000
|
7,358,169
|
|
Hess Corp 7.875% 10/1/2029
|
20,178,000
|
22,117,159
|
|
Kinder Morgan Energy Partners LP 6.55% 9/15/2040
|
1,645,000
|
1,764,626
|
|
MPLX LP 2.65% 8/15/2030
|
9,000,000
|
8,284,390
|
|
MPLX LP 4.8% 2/15/2029
|
5,370,000
|
5,381,554
|
|
MPLX LP 4.95% 9/1/2032
|
30,925,000
|
30,761,527
|
|
MPLX LP 5.5% 2/15/2049
|
16,108,000
|
14,844,822
|
|
Occidental Petroleum Corp 5.55% 10/1/2034
|
27,742,000
|
28,378,180
|
|
Occidental Petroleum Corp 6.2% 3/15/2040
|
7,169,000
|
7,438,668
|
|
Occidental Petroleum Corp 6.45% 9/15/2036
|
15,883,000
|
17,038,438
|
|
Occidental Petroleum Corp 6.6% 3/15/2046
|
20,892,000
|
22,300,581
|
|
Occidental Petroleum Corp 7.5% 5/1/2031
|
29,749,000
|
32,920,214
|
|
ONEOK Inc 4.25% 9/24/2027
|
10,175,000
|
10,137,207
|
|
ONEOK Inc 4.4% 10/15/2029
|
10,640,000
|
10,525,065
|
|
ONEOK Inc 4.75% 10/15/2031
|
20,697,000
|
20,458,472
|
|
Ovintiv Inc 5.15% 11/15/2041
|
5,000,000
|
4,377,629
|
|
Ovintiv Inc 8.125% 9/15/2030
|
13,383,000
|
14,902,471
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029
|
5,964,000
|
5,741,290
|
|
Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030
|
15,976,000
|
15,329,377
|
|
Rio Grande LNG LLC 5.25% 6/30/2031 (i)
|
7,901,000
|
7,899,663
|
|
Rio Grande LNG LLC 5.5% 1/30/2034 (i)
|
10,059,000
|
10,006,299
|
|
Rio Grande LNG LLC 5.75% 6/30/2036 (i)
|
22,867,000
|
22,786,726
|
|
Sabine Pass Liquefaction LLC 4.5% 5/15/2030
|
33,855,000
|
33,527,576
|
|
Shell Finance US Inc 4.375% 5/11/2045
|
6,392,000
|
5,438,596
|
|
Targa Resources Corp 4.35% 1/15/2029
|
10,769,000
|
10,687,233
|
|
Targa Resources Corp 4.35% 4/15/2031
|
12,653,000
|
12,360,764
|
|
Targa Resources Corp 4.9% 9/15/2030
|
14,983,000
|
15,015,935
|
|
Targa Resources Corp 5.65% 2/15/2036
|
36,079,000
|
36,674,893
|
|
Western Gas Partners LP 4.5% 3/1/2028
|
3,100,000
|
3,086,176
|
|
Western Gas Partners LP 4.75% 8/15/2028
|
5,504,000
|
5,492,328
|
|
Western Gas Partners LP 5.7% 7/1/2036
|
31,979,000
|
32,036,540
|
|
Western Gas Partners LP 6.35% 1/15/2029
|
13,343,000
|
13,802,662
|
|
Williams Cos Inc/The 2.6% 3/15/2031
|
5,542,000
|
5,015,212
|
|
Williams Cos Inc/The 3.5% 11/15/2030
|
45,537,000
|
43,225,897
|
|
Williams Cos Inc/The 4.65% 8/15/2032
|
32,200,000
|
31,719,331
|
|
Williams Cos Inc/The 5.3% 8/15/2052
|
7,294,000
|
6,661,554
|
|
781,792,064
|
|||
TOTAL ENERGY
|
788,979,346
|
||
Financials - 8.1%
|
|||
Banks - 3.0%
|
|||
Bank of America Corp 2.299% 7/21/2032 (d)
|
80,000,000
|
70,669,805
|
|
Bank of America Corp 2.972% 2/4/2033 (d)
|
17,500,000
|
15,796,297
|
|
Bank of America Corp 3.419% 12/20/2028 (d)
|
23,187,000
|
22,799,418
|
|
Bank of America Corp 3.705% 4/24/2028 (d)
|
58,915,000
|
58,515,549
|
|
Bank of America Corp 4.271% 7/23/2029 (d)
|
2,000,000
|
1,984,224
|
|
Bank of America Corp 4.376% 4/27/2028 (d)
|
40,000,000
|
39,957,632
|
|
Bank of America Corp 5.015% 7/22/2033 (d)
|
50,000,000
|
50,074,163
|
|
Bank of America Corp 5.468% 1/23/2035 (d)
|
50,000,000
|
50,978,654
|
|
Citigroup Inc 3.785% 3/17/2033 (d)
|
17,500,000
|
16,444,975
|
|
Citigroup Inc 4.3% 11/20/2026
|
52,072,000
|
52,084,811
|
|
Citigroup Inc 4.412% 3/31/2031 (d)
|
45,100,000
|
44,451,833
|
|
Citigroup Inc 4.45% 9/29/2027
|
69,500,000
|
69,387,435
|
|
Citigroup Inc 4.91% 5/24/2033 (d)
|
47,460,000
|
47,217,739
|
|
Citigroup Inc 6.174% 5/25/2034 (d)
|
21,587,000
|
22,526,101
|
|
Citizens Financial Group Inc 2.638% 9/30/2032
|
35,537,000
|
30,355,898
|
|
Citizens Financial Group Inc 6.645% 4/25/2035 (d)
|
12,127,000
|
13,058,995
|
|
JPMorgan Chase & Co 2.956% 5/13/2031 (d)
|
18,323,000
|
17,107,781
|
|
JPMorgan Chase & Co 2.963% 1/25/2033 (d)
|
17,500,000
|
15,843,603
|
|
JPMorgan Chase & Co 4.203% 7/23/2029 (d)
|
3,000,000
|
2,974,318
|
|
JPMorgan Chase & Co 4.452% 12/5/2029 (d)
|
46,000,000
|
45,739,261
|
|
JPMorgan Chase & Co 4.586% 4/26/2033 (d)
|
70,000,000
|
68,923,723
|
|
JPMorgan Chase & Co 4.898% 1/22/2037 (d)
|
75,200,000
|
73,228,572
|
|
JPMorgan Chase & Co 5.103% 4/22/2031 (d)
|
29,723,000
|
30,058,615
|
|
JPMorgan Chase & Co 5.299% 7/24/2029 (d)
|
15,000,000
|
15,195,302
|
|
JPMorgan Chase & Co 5.336% 1/23/2035 (d)
|
50,000,000
|
50,746,465
|
|
JPMorgan Chase & Co 5.35% 6/1/2034 (d)
|
60,000,000
|
61,006,997
|
|
JPMorgan Chase & Co 5.572% 4/22/2036 (d)
|
35,305,000
|
36,294,882
|
|
Santander Holdings USA Inc 2.49% 1/6/2028 (d)
|
25,589,000
|
25,308,495
|
|
Santander Holdings USA Inc 6.499% 3/9/2029 (d)
|
35,670,000
|
36,593,467
|
|
Synchrony Bank 5.625% 8/23/2027
|
26,739,000
|
27,018,066
|
|
Wells Fargo & Co 3.526% 3/24/2028 (d)
|
42,125,000
|
41,816,405
|
|
Wells Fargo & Co 4.478% 4/4/2031 (d)
|
60,800,000
|
60,144,699
|
|
Wells Fargo & Co 5.15% 4/23/2031 (d)
|
80,251,000
|
81,093,370
|
|
Wells Fargo & Co 5.389% 4/24/2034 (d)
|
30,000,000
|
30,457,368
|
|
Wells Fargo & Co 5.605% 4/23/2036 (d)
|
35,549,000
|
36,438,457
|
|
1,362,293,375
|
|||
Capital Markets - 2.8%
|
|||
Ares Strategic Income Fund 5.45% 9/9/2028
|
24,383,000
|
24,144,606
|
|
Ares Strategic Income Fund 5.55% 4/15/2031
|
40,000,000
|
38,813,673
|
|
Ares Strategic Income Fund 5.7% 3/15/2028
|
29,673,000
|
29,628,688
|
|
Ares Strategic Income Fund 5.8% 9/9/2030
|
19,729,000
|
19,435,743
|
|
Athene Global Funding 5.339% 1/15/2027 (i)
|
56,732,000
|
56,938,204
|
|
Athene Global Funding 5.583% 1/9/2029 (i)
|
36,667,000
|
37,194,427
|
|
Athene Global Funding U.S. SOFR Index + 0.95%, 4.5734% 4/19/2027 (c)(d)(i)
|
42,730,000
|
42,801,003
|
|
Blackstone Private Credit Fund 2.625% 12/15/2026
|
30,000,000
|
29,674,095
|
|
Blackstone Private Credit Fund 7.3% 11/27/2028
|
42,550,000
|
43,901,359
|
|
Equitable America Global Funding 5.125% 6/15/2031 (i)
|
84,787,000
|
85,085,722
|
|
Goldman Sachs Group Inc/The 2.383% 7/21/2032 (d)
|
39,755,000
|
35,135,971
|
|
Goldman Sachs Group Inc/The 3.102% 2/24/2033 (d)
|
47,500,000
|
43,022,596
|
|
Goldman Sachs Group Inc/The 3.691% 6/5/2028 (d)
|
21,000,000
|
20,821,297
|
|
Goldman Sachs Group Inc/The 3.8% 3/15/2030
|
67,720,000
|
65,535,412
|
|
Goldman Sachs Group Inc/The 4.411% 4/23/2039 (d)
|
3,000,000
|
2,712,961
|
|
Goldman Sachs Group Inc/The 5.15% 5/22/2045
|
9,000,000
|
8,201,716
|
|
Goldman Sachs Group Inc/The 6.75% 10/1/2037
|
30,816,000
|
33,606,017
|
|
HPS Corporate Lending Fund 5.45% 1/14/2028
|
77,521,000
|
77,222,477
|
|
Moody's Corp 3.25% 1/15/2028
|
10,681,000
|
10,518,484
|
|
Moody's Corp 3.25% 5/20/2050
|
9,704,000
|
6,516,433
|
|
Morgan Stanley 2.943% 1/21/2033 (d)
|
17,500,000
|
15,735,844
|
|
Morgan Stanley 3.622% 4/1/2031 (d)
|
41,803,000
|
40,033,443
|
|
Morgan Stanley 4.21% 4/20/2028 (d)
|
40,000,000
|
39,917,052
|
|
Morgan Stanley 4.431% 1/23/2030 (d)
|
54,318,000
|
53,821,728
|
|
Morgan Stanley 4.493% 1/16/2032 (d)
|
34,677,000
|
34,002,955
|
|
Morgan Stanley 4.809% 4/16/2032 (d)
|
12,015,000
|
11,921,597
|
|
Morgan Stanley 5.192% 4/17/2031 (d)
|
26,943,000
|
27,226,849
|
|
Morgan Stanley 5.25% 4/21/2034 (d)
|
50,000,000
|
50,314,764
|
|
Morgan Stanley 5.424% 7/21/2034 (d)
|
47,424,000
|
48,159,638
|
|
Morgan Stanley 5.664% 4/17/2036 (d)
|
21,369,000
|
21,937,228
|
|
Morgan Stanley 6.342% 10/18/2033 (d)
|
58,000,000
|
61,833,254
|
|
Morgan Stanley 6.627% 11/1/2034 (d)
|
50,000,000
|
54,258,276
|
|
MSCI Inc 5.15% 3/15/2036
|
8,619,000
|
8,343,032
|
|
MSCI Inc 5.25% 9/1/2035
|
42,087,000
|
41,196,475
|
|
Sixth Street Specialty Lending Inc 6.125% 3/1/2029
|
15,343,000
|
15,518,275
|
|
1,235,131,294
|
|||
Consumer Finance - 0.9%
|
|||
Ally Financial Inc 4.75% 6/9/2027
|
60,000,000
|
60,135,712
|
|
Ally Financial Inc 7.1% 11/15/2027
|
37,620,000
|
38,735,589
|
|
Capital One Financial Corp 3.273% 3/1/2030 (d)
|
32,130,000
|
30,941,481
|
|
Capital One Financial Corp 3.65% 5/11/2027
|
57,194,000
|
56,838,241
|
|
Capital One Financial Corp 4.1% 2/9/2027
|
5,722,000
|
5,713,664
|
|
Capital One Financial Corp 5.247% 7/26/2030 (d)
|
40,470,000
|
40,898,858
|
|
Capital One Financial Corp 5.468% 2/1/2029 (d)
|
26,778,000
|
27,110,736
|
|
Ford Motor Credit Co LLC 4.97% 4/6/2029
|
8,515,000
|
8,428,505
|
|
Ford Motor Credit Co LLC 5.73% 9/5/2030
|
40,000,000
|
40,219,162
|
|
Stellantis Financial Services US Corp 5.4% 6/15/2029 (i)
|
19,565,000
|
19,495,827
|
|
Stellantis Financial Services US Corp 5.8% 6/15/2031 (i)
|
28,291,000
|
27,961,353
|
|
Synchrony Financial 3.95% 12/1/2027
|
30,327,000
|
30,019,295
|
|
Toyota Motor Credit Corp 3.375% 4/1/2030
|
9,583,000
|
9,173,518
|
|
395,671,941
|
|||
Financial Services - 0.5%
|
|||
Corebridge Financial Inc 3.65% 4/5/2027
|
33,012,000
|
32,797,656
|
|
Corebridge Financial Inc 3.85% 4/5/2029
|
13,061,000
|
12,764,688
|
|
Corebridge Financial Inc 3.9% 4/5/2032
|
31,447,000
|
29,508,914
|
|
Corebridge Financial Inc 4.35% 4/5/2042
|
3,537,000
|
2,983,290
|
|
Corebridge Financial Inc 6.05% 9/15/2033
|
10,459,000
|
10,928,125
|
|
Equitable Holdings Inc 4.572% 2/15/2029 (i)
|
7,172,000
|
7,094,459
|
|
Jackson Financial Inc 3.125% 11/23/2031
|
5,636,000
|
5,046,492
|
|
Jackson Financial Inc 5.17% 6/8/2027
|
14,655,000
|
14,713,067
|
|
Jackson Financial Inc 5.67% 6/8/2032
|
27,163,000
|
27,351,359
|
|
Mastercard Inc 3.3% 3/26/2027
|
3,028,000
|
3,009,469
|
|
Mastercard Inc 3.35% 3/26/2030
|
4,213,000
|
4,050,560
|
|
Pine Street Trust II 5.568% 2/15/2049 (i)
|
29,500,000
|
27,402,737
|
|
Sammons Financial Group Inc 5.95% 6/15/2036 (i)
|
22,319,000
|
22,354,351
|
|
Sixth Street Lending Partners 6.125% 7/15/2030
|
26,655,000
|
26,802,640
|
|
226,807,807
|
|||
Insurance - 0.9%
|
|||
AFLAC Inc 3.6% 4/1/2030
|
9,937,000
|
9,586,766
|
|
Five Corners Funding Trust II 2.85% 5/15/2030 (i)
|
48,444,000
|
45,097,938
|
|
Grand River Funding Trust I 6.311% 2/15/2036 (i)
|
33,234,000
|
33,335,040
|
|
Hartford Insurance Group Inc/The 2.8% 8/19/2029
|
7,704,000
|
7,283,129
|
|
Jackson National Life Global Funding 5.25% 6/16/2031 (i)
|
52,527,000
|
52,451,136
|
|
Liberty Mutual Group Inc 3.951% 10/15/2050 (i)
|
4,626,000
|
3,438,409
|
|
Liberty Mutual Group Inc 4.569% 2/1/2029 (i)
|
19,896,000
|
19,789,883
|
|
Liberty Mutual Group Inc 5.25% 5/1/2036 (i)
|
19,536,000
|
19,308,615
|
|
Lincoln National Corp 3.4% 1/15/2031
|
22,645,000
|
21,282,515
|
|
Marsh & McLennan Cos Inc 4.375% 3/15/2029
|
19,688,000
|
19,610,668
|
|
Marsh & McLennan Cos Inc 4.75% 3/15/2039
|
9,035,000
|
8,546,893
|
|
New York Life Insurance Co 3.75% 5/15/2050 (i)
|
7,429,000
|
5,484,957
|
|
Northwestern Mutual Life Insurance Co/The 6.063% 3/30/2040 (i)
|
2,000
|
2,056
|
|
Pacific LifeCorp 5.125% 1/30/2043 (i)
|
15,610,000
|
14,415,749
|
|
Progressive Corp/The 3.2% 3/26/2030
|
3,815,000
|
3,637,169
|
|
Prudential Financial Inc 6% 9/1/2052 (d)
|
55,017,000
|
55,959,331
|
|
Teachers Insurance & Annuity Association of America 3.3% 5/15/2050 (i)
|
16,941,000
|
11,346,114
|
|
Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (i)
|
29,277,000
|
25,941,713
|
|
Unum Group 4% 6/15/2029
|
21,076,000
|
20,623,747
|
|
Unum Group 4.046% 8/15/2041 (i)
|
1,392,000
|
1,126,078
|
|
Unum Group 5.75% 8/15/2042
|
27,888,000
|
27,652,866
|
|
405,920,772
|
|||
TOTAL FINANCIALS
|
3,625,825,189
|
||
Health Care - 1.4%
|
|||
Biotechnology - 0.2%
|
|||
AbbVie Inc 3.2% 11/21/2029
|
17,500,000
|
16,756,960
|
|
Amgen Inc 1.65% 8/15/2028
|
65,000,000
|
61,255,488
|
|
Amgen Inc 5.15% 3/2/2028
|
20,069,000
|
20,260,247
|
|
98,272,695
|
|||
Health Care Equipment & Supplies - 0.1%
|
|||
Medline Borrower LP/Medline Co-Issuer Inc 5% 6/15/2031 (i)
|
40,000,000
|
39,807,745
|
|
Medline Borrower LP/Medline Co-Issuer Inc 5.25% 6/15/2033 (i)
|
19,845,000
|
19,727,385
|
|
59,535,130
|
|||
Health Care Providers & Services - 1.1%
|
|||
Centene Corp 2.45% 7/15/2028
|
32,380,000
|
30,769,800
|
|
Centene Corp 2.625% 8/1/2031
|
15,205,000
|
13,252,365
|
|
Centene Corp 3.375% 2/15/2030
|
17,480,000
|
16,291,081
|
|
Centene Corp 4.25% 12/15/2027
|
10,677,000
|
10,620,929
|
|
Centene Corp 4.625% 12/15/2029
|
30,530,000
|
29,615,512
|
|
Cigna Group/The 3.05% 10/15/2027
|
67,800,000
|
66,622,390
|
|
Cigna Group/The 4.375% 10/15/2028
|
29,050,000
|
28,929,657
|
|
Cigna Group/The 4.8% 8/15/2038
|
18,087,000
|
17,141,175
|
|
Cigna Group/The 5.4% 3/15/2033
|
30,000,000
|
30,758,635
|
|
CVS Health Corp 3% 8/15/2026
|
2,965,000
|
2,959,248
|
|
CVS Health Corp 3.625% 4/1/2027
|
7,479,000
|
7,435,482
|
|
CVS Health Corp 5% 1/30/2029
|
15,279,000
|
15,417,453
|
|
CVS Health Corp 5% 9/15/2032
|
12,070,000
|
12,096,877
|
|
CVS Health Corp 5.25% 1/30/2031
|
6,265,000
|
6,371,152
|
|
CVS Health Corp 5.45% 9/15/2035
|
20,000,000
|
20,258,724
|
|
HCA Inc 3.5% 9/1/2030
|
18,350,000
|
17,407,485
|
|
HCA Inc 3.625% 3/15/2032
|
4,185,000
|
3,895,647
|
|
HCA Inc 5.625% 9/1/2028
|
19,094,000
|
19,389,870
|
|
HCA Inc 5.875% 2/1/2029
|
21,003,000
|
21,484,717
|
|
Humana Inc 5.375% 4/15/2031
|
25,106,000
|
25,444,917
|
|
Sabra Health Care LP 3.2% 12/1/2031
|
39,949,000
|
36,225,375
|
|
Sabra Health Care LP 3.9% 10/15/2029
|
10,094,000
|
9,790,029
|
|
Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028
|
9,969,000
|
9,997,967
|
|
452,176,487
|
|||
Pharmaceuticals - 0.0%
|
|||
Elanco Animal Health Inc 6.65% 8/28/2028 (d)
|
6,362,000
|
6,528,799
|
|
Mylan Inc 4.55% 4/15/2028
|
6,911,000
|
6,867,589
|
|
13,396,388
|
|||
TOTAL HEALTH CARE
|
623,380,700
|
||
Industrials - 0.6%
|
|||
Aerospace & Defense - 0.4%
|
|||
Boeing Co 3.55% 3/1/2038
|
3,337,000
|
2,798,400
|
|
Boeing Co 5.15% 5/1/2030
|
6,621,000
|
6,701,719
|
|
Boeing Co 5.805% 5/1/2050
|
34,788,000
|
34,369,351
|
|
Boeing Co 5.93% 5/1/2060
|
12,640,000
|
12,433,664
|
|
Boeing Co 6.259% 5/1/2027
|
7,761,000
|
7,864,063
|
|
Boeing Co 6.298% 5/1/2029
|
11,086,000
|
11,540,953
|
|
Boeing Co 6.388% 5/1/2031
|
8,397,000
|
8,922,231
|
|
Boeing Co 6.528% 5/1/2034
|
8,987,000
|
9,777,083
|
|
Boeing Co 6.858% 5/1/2054
|
13,529,000
|
15,204,866
|
|
Boeing Co 7.008% 5/1/2064
|
12,768,000
|
14,520,321
|
|
124,132,651
|
|||
Building Products - 0.0%
|
|||
Carrier Global Corp 5.9% 3/15/2034
|
3,574,000
|
3,768,122
|
|
Carrier Global Corp 6.2% 3/15/2054
|
2,214,000
|
2,374,576
|
|
6,142,698
|
|||
Ground Transportation - 0.1%
|
|||
CSX Corp 3.8% 4/15/2050
|
5,875,000
|
4,463,602
|
|
Uber Technologies Inc 4.15% 1/15/2031
|
20,008,000
|
19,537,532
|
|
Uber Technologies Inc 4.8% 9/15/2035
|
15,783,000
|
15,349,799
|
|
39,350,933
|
|||
Machinery - 0.0%
|
|||
Deere & Co 3.1% 4/15/2030
|
9,897,000
|
9,405,480
|
|
Professional Services - 0.0%
|
|||
Paychex Inc 5.1% 4/15/2030
|
3,641,000
|
3,672,346
|
|
Paychex Inc 5.35% 4/15/2032
|
5,068,000
|
5,128,378
|
|
Paychex Inc 5.6% 4/15/2035
|
3,958,000
|
3,999,386
|
|
Verisk Analytics Inc 4.45% 3/15/2031
|
5,721,000
|
5,601,962
|
|
18,402,072
|
|||
Trading Companies & Distributors - 0.1%
|
|||
Sumisho Air Lease Corp 4.4% 3/24/2028 (i)
|
16,102,000
|
16,015,118
|
|
Sumisho Air Lease Corp 4.5% 3/24/2029 (i)
|
15,942,000
|
15,806,746
|
|
Sumisho Air Lease Corp 4.85% 3/24/2031 (i)
|
19,987,000
|
19,778,511
|
|
51,600,375
|
|||
TOTAL INDUSTRIALS
|
249,034,209
|
||
Information Technology - 1.1%
|
|||
Electronic Equipment, Instruments & Components - 0.6%
|
|||
Dell International LLC / EMC Corp 4.5% 2/15/2031
|
39,739,000
|
39,187,303
|
|
Dell International LLC / EMC Corp 4.75% 10/6/2032
|
26,492,000
|
26,179,166
|
|
Dell International LLC / EMC Corp 5% 2/15/2034
|
27,850,000
|
27,489,829
|
|
Dell International LLC / EMC Corp 5.1% 2/15/2036
|
41,980,000
|
41,378,630
|
|
Dell International LLC / EMC Corp 5.25% 2/1/2028
|
28,212,000
|
28,515,251
|
|
Dell International LLC / EMC Corp 5.25% 2/15/2037
|
35,536,000
|
34,982,955
|
|
Dell International LLC / EMC Corp 5.3% 10/1/2029
|
11,000,000
|
11,183,953
|
|
Dell International LLC / EMC Corp 6.1% 7/15/2027
|
9,944,000
|
10,103,299
|
|
Dell International LLC / EMC Corp 6.2% 7/15/2030
|
8,607,000
|
9,031,035
|
|
228,051,421
|
|||
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
Broadcom Inc 1.95% 2/15/2028
|
7,184,000
|
6,911,756
|
|
Broadcom Inc 2.45% 2/15/2031
|
61,131,000
|
55,310,586
|
|
Broadcom Inc 2.6% 2/15/2033
|
61,131,000
|
53,139,182
|
|
Broadcom Inc 3.419% 4/15/2033
|
5,516,000
|
5,028,309
|
|
Broadcom Inc 3.5% 2/15/2041
|
43,849,000
|
35,035,404
|
|
155,425,237
|
|||
Software - 0.2%
|
|||
Oracle Corp 4.45% 9/26/2030
|
15,097,000
|
14,574,129
|
|
Oracle Corp 4.8% 9/26/2032
|
25,181,000
|
23,960,006
|
|
Oracle Corp 5.2% 9/26/2035
|
22,924,000
|
21,461,594
|
|
Oracle Corp 5.875% 9/26/2045
|
14,137,000
|
12,375,143
|
|
Oracle Corp 5.95% 9/26/2055
|
17,723,000
|
15,061,328
|
|
Oracle Corp 6.1% 9/26/2065
|
18,241,000
|
15,261,197
|
|
102,693,397
|
|||
TOTAL INFORMATION TECHNOLOGY
|
486,170,055
|
||
Materials - 0.2%
|
|||
Chemicals - 0.1%
|
|||
Celanese US Holdings LLC 7.35% 11/15/2028 (d)
|
11,633,000
|
12,115,188
|
|
Celanese US Holdings LLC 7.55% 11/15/2030 (d)
|
18,931,000
|
20,066,292
|
|
Celanese US Holdings LLC 7.7% 11/15/2033 (d)
|
11,063,000
|
11,820,076
|
|
44,001,556
|
|||
Construction Materials - 0.1%
|
|||
Amrize Finance US LLC 4.6% 4/7/2027
|
36,803,000
|
36,847,362
|
|
Amrize Finance US LLC 4.7% 4/7/2028
|
26,383,000
|
26,419,451
|
|
63,266,813
|
|||
TOTAL MATERIALS
|
107,268,369
|
||
Real Estate - 2.2%
|
|||
Diversified REITs - 0.3%
|
|||
Piedmont Operating Partnership LP 2.75% 4/1/2032
|
6,300,000
|
5,394,378
|
|
Store Capital LLC 2.75% 11/18/2030
|
8,515,000
|
7,692,459
|
|
Store Capital LLC 4.625% 3/15/2029
|
8,847,000
|
8,748,720
|
|
VICI Properties LP 4.75% 2/15/2028
|
29,291,000
|
29,281,632
|
|
VICI Properties LP 4.75% 4/1/2028
|
6,730,000
|
6,723,632
|
|
VICI Properties LP 4.95% 2/15/2030
|
38,231,000
|
38,126,120
|
|
VICI Properties LP 5.125% 5/15/2032
|
10,549,000
|
10,462,264
|
|
VICI Properties LP 5.75% 4/1/2034
|
5,034,000
|
5,111,546
|
|
WP Carey Inc 3.85% 7/15/2029
|
6,097,000
|
5,959,132
|
|
117,499,883
|
|||
Health Care REITs - 0.8%
|
|||
Alexandria Real Estate Equities Inc 2% 5/18/2032
|
19,486,000
|
16,410,285
|
|
Alexandria Real Estate Equities Inc 4.9% 12/15/2030
|
17,745,000
|
17,710,170
|
|
Healthcare Realty Holdings LP 3.1% 2/15/2030
|
6,066,000
|
5,708,933
|
|
Healthpeak OP LLC 3.25% 7/15/2026
|
2,733,000
|
2,731,827
|
|
Healthpeak OP LLC 3.5% 7/15/2029
|
3,125,000
|
3,016,986
|
|
Omega Healthcare Investors Inc 3.25% 4/15/2033
|
25,245,000
|
22,430,813
|
|
Omega Healthcare Investors Inc 3.375% 2/1/2031
|
11,416,000
|
10,598,755
|
|
Omega Healthcare Investors Inc 3.625% 10/1/2029
|
26,970,000
|
25,867,543
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
86,567,000
|
86,509,803
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
28,933,000
|
28,921,958
|
|
Ventas Realty LP 2.5% 9/1/2031
|
53,031,000
|
47,176,337
|
|
Ventas Realty LP 3% 1/15/2030
|
35,454,000
|
33,445,488
|
|
Ventas Realty LP 4% 3/1/2028
|
10,351,000
|
10,247,970
|
|
Ventas Realty LP 4.375% 2/1/2045
|
3,802,000
|
3,199,205
|
|
Ventas Realty LP 4.75% 11/15/2030
|
41,973,000
|
41,788,702
|
|
355,764,775
|
|||
Industrial REITs - 0.0%
|
|||
LXP Industrial Trust 2.7% 9/15/2030
|
7,890,000
|
7,183,583
|
|
Office REITs - 0.2%
|
|||
Boston Properties LP 3.25% 1/30/2031
|
16,564,000
|
15,367,428
|
|
Boston Properties LP 4.5% 12/1/2028
|
18,628,000
|
18,515,057
|
|
Boston Properties LP 6.75% 12/1/2027
|
24,397,000
|
25,062,159
|
|
COPT Defense Properties LP 2% 1/15/2029
|
2,896,000
|
2,707,689
|
|
COPT Defense Properties LP 2.75% 4/15/2031
|
7,105,000
|
6,444,422
|
|
COPT Defense Properties LP 4.5% 10/15/2030
|
4,024,000
|
3,964,974
|
|
Hudson Pacific Properties LP 4.65% 4/1/2029
|
37,205,000
|
35,241,729
|
|
107,303,458
|
|||
Real Estate Management & Development - 0.4%
|
|||
Brandywine Operating Partnership LP 3.95% 11/15/2027
|
20,195,000
|
19,725,703
|
|
Brandywine Operating Partnership LP 4.55% 10/1/2029
|
27,295,000
|
25,661,632
|
|
Brandywine Operating Partnership LP 8.3% 3/15/2028
|
33,242,000
|
34,615,526
|
|
CBRE Services Inc 2.5% 4/1/2031
|
23,518,000
|
21,115,553
|
|
Tanger Properties LP 2.75% 9/1/2031
|
18,732,000
|
16,838,882
|
|
Tanger Properties LP 3.125% 9/1/2026
|
16,602,000
|
16,564,950
|
|
Tanger Properties LP 3.875% 7/15/2027
|
28,881,000
|
28,692,699
|
|
163,214,945
|
|||
Residential REITs - 0.1%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
3,169,000
|
2,803,344
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
14,296,000
|
13,279,615
|
|
American Homes 4 Rent LP 4.3% 4/15/2052
|
9,909,000
|
7,830,182
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
21,143,000
|
20,122,104
|
|
Sun Communities Operating LP 2.3% 11/1/2028
|
7,110,000
|
6,741,128
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
18,176,000
|
16,360,287
|
|
67,136,660
|
|||
Retail REITs - 0.4%
|
|||
Brixmor Operating Partnership LP 4.05% 7/1/2030
|
22,047,000
|
21,431,605
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
24,028,000
|
23,672,311
|
|
Kite Realty Group LP 5.5% 3/1/2034
|
6,294,000
|
6,387,281
|
|
Kite Realty Group Trust 4.75% 9/15/2030
|
42,235,000
|
42,048,839
|
|
Phillips Edison Grocery Center Operating Partnership I LP 4.75% 3/15/2033
|
11,774,000
|
11,543,657
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
6,358,000
|
6,566,071
|
|
Realty Income Corp 2.2% 6/15/2028
|
3,445,000
|
3,296,827
|
|
Realty Income Corp 2.85% 12/15/2032
|
4,238,000
|
3,769,068
|
|
Realty Income Corp 3.25% 1/15/2031
|
4,502,000
|
4,233,646
|
|
Realty Income Corp 3.4% 1/15/2028
|
7,083,000
|
6,966,174
|
|
Regency Centers LP 3.7% 6/15/2030
|
25,000,000
|
24,119,412
|
|
Simon Property Group LP 2.65% 2/1/2032
|
30,000,000
|
26,798,152
|
|
180,833,043
|
|||
TOTAL REAL ESTATE
|
998,936,347
|
||
Utilities - 1.1%
|
|||
Electric Utilities - 0.7%
|
|||
AEP Texas Inc 5.2% 4/15/2036
|
8,488,000
|
8,372,013
|
|
Alabama Power Co 3.05% 3/15/2032
|
29,471,000
|
27,023,869
|
|
Cleco Corporate Holdings LLC 3.375% 9/15/2029
|
15,724,000
|
14,792,710
|
|
Cleveland Electric Illuminating Co/The 5.95% 12/15/2036
|
1,128,000
|
1,168,044
|
|
Consolidated Edison Co of New York Inc 3.35% 4/1/2030
|
3,290,000
|
3,143,857
|
|
Duke Energy Corp 4.95% 9/15/2035
|
36,862,000
|
36,073,664
|
|
Duquesne Light Holdings Inc 2.532% 10/1/2030 (i)
|
10,574,000
|
9,472,763
|
|
Duquesne Light Holdings Inc 2.775% 1/7/2032 (i)
|
22,503,000
|
19,818,279
|
|
Exelon Corp 2.75% 3/15/2027
|
6,523,000
|
6,451,171
|
|
Exelon Corp 3.35% 3/15/2032
|
7,920,000
|
7,328,323
|
|
Exelon Corp 4.05% 4/15/2030
|
7,291,000
|
7,116,358
|
|
Exelon Corp 4.7% 4/15/2050
|
3,246,000
|
2,728,552
|
|
IPALCO Enterprises Inc 5.75% 4/1/2034
|
43,698,000
|
43,544,203
|
|
Southern Co/The 5.7% 3/15/2034
|
27,735,000
|
28,731,795
|
|
Southwestern Electric Power Co 5.2% 4/1/2036
|
13,758,000
|
13,576,346
|
|
Southwestern Electric Power Co 5.3% 4/1/2033
|
16,634,000
|
16,854,054
|
|
Vistra Operations Co LLC 4.55% 10/30/2028 (i)
|
6,226,000
|
6,185,869
|
|
Vistra Operations Co LLC 5% 4/30/2031 (i)
|
15,293,000
|
15,177,384
|
|
Vistra Operations Co LLC 5.25% 4/30/2033 (i)
|
16,214,000
|
16,094,009
|
|
Vistra Operations Co LLC 5.55% 4/30/2036 (i)
|
29,305,000
|
29,155,231
|
|
312,808,494
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
AES Corp/The 2.45% 1/15/2031
|
19,673,000
|
17,549,118
|
|
AES Corp/The 3.95% 7/15/2030 (i)
|
42,717,000
|
40,920,515
|
|
AES Corp/The 5.2% 7/15/2029
|
6,182,000
|
6,217,084
|
|
64,686,717
|
|||
Multi-Utilities - 0.3%
|
|||
Berkshire Hathaway Energy Co 3.7% 7/15/2030
|
4,149,000
|
4,008,636
|
|
NiSource Inc 2.95% 9/1/2029
|
40,740,000
|
38,693,473
|
|
NiSource Inc 3.6% 5/1/2030
|
22,835,000
|
21,918,156
|
|
NiSource Inc 4.75% 5/18/2031
|
12,604,000
|
12,552,513
|
|
Puget Energy Inc 4.1% 6/15/2030
|
25,767,000
|
24,938,647
|
|
Puget Energy Inc 4.224% 3/15/2032
|
27,319,000
|
26,222,151
|
|
128,333,576
|
|||
TOTAL UTILITIES
|
505,828,787
|
||
TOTAL UNITED STATES
|
8,563,563,746
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $10,111,405,807)
|
9,811,889,006
|
||
U.S. Government Agency - Mortgage Securities - 18.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 18.3%
|
|||
Fannie Mae 3.5% 12/1/2036
|
189,683
|
183,191
|
|
Fannie Mae 3.5% 5/1/2036
|
143,104
|
138,603
|
|
Fannie Mae 6% 12/1/2054
|
6,767,184
|
7,049,889
|
|
Fannie Mae 6.5% 7/1/2054
|
2,669,449
|
2,797,994
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.398%, 5.571% 5/1/2033 (c)(d)
|
1,027
|
1,041
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 5.57% 4/1/2037 (c)(d)
|
13,568
|
13,911
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 5.96% 1/1/2035 (c)(d)
|
2,809
|
2,881
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.475%, 5.85% 5/1/2036 (c)(d)
|
19,702
|
20,199
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 6.105% 7/1/2034 (c)(d)
|
1,743
|
1,781
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.534%, 5.784% 3/1/2036 (c)(d)
|
20,647
|
21,185
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 6.178% 6/1/2036 (c)(d)
|
11,624
|
11,940
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 5.69% 3/1/2037 (c)(d)
|
15,015
|
15,447
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6092%, 6.335% 5/1/2035 (c)(d)
|
16,934
|
17,392
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6287%, 6.245% 7/1/2035 (c)(d)
|
43,724
|
44,991
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 6.315% 9/1/2036 (c)(d)
|
3,304
|
3,406
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.667%, 6.099% 11/1/2036 (c)(d)
|
53,349
|
54,888
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.052% 3/1/2033 (c)(d)
|
7,109
|
7,270
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6784%, 6.072% 7/1/2043 (c)(d)
|
171,285
|
178,130
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.6834%, 5.981% 5/1/2036 (c)(d)
|
10,183
|
10,491
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 5.962% 6/1/2042 (c)(d)
|
15,822
|
16,458
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7394%, 6.079% 3/1/2040 (c)(d)
|
26,643
|
27,696
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.08% 7/1/2035 (c)(d)
|
9,877
|
10,157
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.5% 8/1/2041 (c)(d)
|
47,342
|
49,424
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.071% 1/1/2042 (c)(d)
|
56,789
|
59,298
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.478% 7/1/2041 (c)(d)
|
5,172
|
5,394
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8048%, 6.392% 12/1/2040 (c)(d)
|
463,463
|
484,077
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.06% 12/1/2039 (c)(d)
|
9,599
|
9,990
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 5.963% 2/1/2042 (c)(d)
|
26,291
|
27,452
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.483% 7/1/2041 (c)(d)
|
10,460
|
10,921
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.568% 9/1/2041 (c)(d)
|
8,651
|
9,041
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 6.58% 10/1/2041 (c)(d)
|
3,062
|
3,200
|
|
Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.955%, 6.338% 7/1/2037 (c)(d)
|
60,005
|
62,416
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 5.708% 3/1/2035 (c)(d)
|
10,488
|
10,807
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.2602%, 5.885% 8/1/2036 (c)(d)
|
56,897
|
58,810
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.218% 6/1/2036 (c)(d)
|
19,406
|
20,029
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.275%, 6.377% 10/1/2033 (c)(d)
|
14,355
|
14,772
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.129% 5/1/2035 (c)(d)
|
8,034
|
8,289
|
|
Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 6.309% 7/1/2034 (c)(d)
|
6,038
|
6,204
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036
|
11,801,560
|
10,567,344
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041
|
1,506,061
|
1,271,828
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
16,103,522
|
14,454,630
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
3,571,620
|
3,198,097
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035
|
31,787
|
28,532
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040
|
1,482,585
|
1,253,914
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041
|
16,047,219
|
13,439,275
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
6,873,353
|
6,154,533
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035
|
22,211
|
19,888
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040
|
1,507,361
|
1,273,880
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041
|
1,539,479
|
1,299,038
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051
|
24,482,043
|
18,775,736
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041
|
1,572,086
|
1,325,656
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051
|
1,655,169
|
1,283,345
|
|
Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035
|
6,144,233
|
5,515,105
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037
|
6,023,315
|
5,516,510
|
|
Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051
|
4,996,844
|
4,032,452
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
4,744,251
|
4,088,665
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041
|
16,224
|
14,001
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
8,496,937
|
6,952,617
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
1,475,851
|
1,192,857
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050
|
457,530
|
369,798
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
20,321,855
|
16,609,302
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
13,208,737
|
10,560,382
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
8,603,917
|
7,021,332
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051
|
74,785
|
59,791
|
|
Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052
|
62,511
|
50,052
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
6,054,664
|
5,225,123
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041
|
4,778,940
|
4,123,358
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
4,733,633
|
3,843,709
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
947,771
|
765,147
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050
|
937,979
|
758,122
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
26,184,244
|
21,367,974
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
16,554,546
|
13,468,154
|
|
Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051
|
1,646,536
|
1,338,016
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
1,678,142
|
1,463,700
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040
|
13,621
|
11,844
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
960,399
|
775,041
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
756,825
|
614,542
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050
|
96,116
|
76,845
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
14,019,055
|
11,387,851
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
9,838,089
|
7,997,749
|
|
Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051
|
5,387,148
|
4,399,616
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028
|
2,720,189
|
2,677,796
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041
|
14,615
|
12,684
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
487,361
|
396,346
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
52,402
|
42,420
|
|
Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051
|
12,710
|
10,288
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051
|
88,082
|
71,303
|
|
Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052
|
1,152,016
|
940,117
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041
|
739,561
|
644,133
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
50,332,332
|
40,618,182
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
1,566,680
|
1,263,331
|
|
Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051
|
1,069,069
|
862,071
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
4,630,310
|
3,701,932
|
|
Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051
|
82,913
|
66,289
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
528,615
|
460,322
|
|
Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041
|
16,036
|
13,876
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041
|
5,636,249
|
4,876,783
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
35,286,835
|
28,531,605
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050
|
3,514,318
|
2,863,510
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
2,599,375
|
2,094,446
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
1,845,511
|
1,491,634
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
214,338
|
173,373
|
|
Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051
|
63,144
|
51,076
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050
|
819,476
|
662,597
|
|
Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051
|
421,242
|
343,759
|
|
Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050
|
866,821
|
700,608
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032
|
1,756,046
|
1,684,973
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
4,239,767
|
3,610,001
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
1,227,062
|
1,046,714
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
966,077
|
824,088
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052
|
654,440
|
558,253
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2054
|
21,277,716
|
17,977,534
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2029
|
187,341
|
182,737
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2029
|
18,215
|
17,767
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
1,725,630
|
1,657,982
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
186,101
|
178,904
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
49,542
|
47,626
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
27,297
|
26,227
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031
|
5,075
|
4,879
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032
|
28,350
|
27,068
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051
|
3,049,857
|
2,587,307
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029
|
242,361
|
236,880
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
1,108,242
|
1,064,780
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
57,471
|
55,218
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031
|
54,063
|
51,875
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
447,229
|
427,011
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032
|
4,717
|
4,514
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
8,967,023
|
7,987,681
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
5,556,961
|
4,954,867
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
3,745,781
|
3,340,723
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
1,194,416
|
1,065,829
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
1,146,010
|
1,024,415
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041
|
1,093,282
|
978,044
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
9,968,455
|
8,456,610
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051
|
7,599,031
|
6,446,540
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031
|
3,112,620
|
2,986,651
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
85,615
|
81,702
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032
|
19,407
|
18,520
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033
|
8,210,574
|
7,869,062
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
14,049,688
|
11,962,777
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051
|
74,950
|
63,536
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035
|
929,382
|
892,928
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041
|
3,490,055
|
3,129,221
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2042
|
2,854,699
|
2,555,005
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052
|
688,366
|
586,763
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2033
|
17,538
|
16,755
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040
|
1,108,240
|
999,491
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041
|
981,055
|
885,961
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050
|
4,599,657
|
3,902,059
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052
|
5,538,016
|
4,710,219
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036
|
1,669,332
|
1,602,945
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037
|
7,184,001
|
6,624,081
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041
|
3,308,694
|
2,964,142
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042
|
1,179,710
|
1,051,557
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
69,569,135
|
58,778,934
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051
|
23,023,379
|
19,761,820
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
7,052,190
|
6,020,099
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
5,881,126
|
4,989,177
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052
|
1,095,199
|
938,338
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031
|
180,465
|
174,001
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040
|
785,663
|
708,068
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
1,153,812
|
1,034,033
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041
|
878,049
|
790,815
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
183,319
|
163,829
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042
|
67,342
|
60,126
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
26,517,199
|
22,619,823
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
25,279,797
|
21,358,890
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051
|
13,571,500
|
11,589,546
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
27,898,653
|
23,806,955
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051
|
27,489,525
|
23,191,526
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052
|
4,416,127
|
3,771,205
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052
|
3,298,803
|
2,821,176
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
2,331,147
|
2,085,995
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041
|
922,087
|
827,063
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
1,181,458
|
1,136,389
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031
|
256,937
|
247,404
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050
|
15,968,712
|
13,516,909
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
27,292,589
|
23,127,729
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
21,992,327
|
18,636,289
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051
|
21,185,727
|
17,952,777
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2029
|
13,454
|
13,123
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031
|
466,438
|
448,147
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2041
|
7,544,343
|
6,736,922
|
|
Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050
|
3,420,243
|
2,927,171
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033
|
91,712
|
88,520
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
1,547,198
|
1,414,927
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
331,207
|
302,284
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
220,695
|
202,261
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
183,393
|
167,190
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
174,358
|
159,493
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
157,988
|
144,201
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
140,283
|
127,677
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
135,163
|
123,628
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
109,961
|
100,203
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
91,476
|
84,099
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
56,198
|
51,866
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
40,445
|
37,146
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
32,962
|
30,138
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
29,938
|
27,252
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
29,080
|
26,748
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
29,298
|
26,687
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
27,464
|
25,009
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
25,440
|
23,181
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
24,306
|
22,249
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
23,277
|
21,217
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
22,821
|
20,830
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
21,293
|
19,445
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
20,619
|
18,823
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043
|
10,852
|
9,848
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2045
|
129,136
|
118,671
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051
|
6,794,655
|
5,976,561
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
1,147,325
|
1,007,391
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
420,493
|
369,076
|
|
Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052
|
15,498
|
13,603
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
141,338
|
128,824
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042
|
3,171
|
2,915
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046
|
2,618,543
|
2,347,451
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051
|
5,561,426
|
4,886,602
|
|
Fannie Mae Mortgage pass-thru certificates 3% 10/1/2053
|
7,036,891
|
6,172,038
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034
|
544,015
|
529,551
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
771,287
|
706,164
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
118,724
|
108,444
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
79,823
|
73,050
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
55,678
|
50,571
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
27,019
|
24,740
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
23,637
|
21,734
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
23,667
|
21,577
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
21,527
|
19,912
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
20,953
|
19,010
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042
|
8,845
|
8,093
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
3,259,865
|
2,922,379
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046
|
3,175,514
|
2,846,761
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050
|
1,326,680
|
1,168,188
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
17,851,812
|
15,858,611
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
17,552,168
|
15,504,662
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
9,488,547
|
8,393,544
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
96,504
|
85,668
|
|
Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051
|
69,678
|
61,854
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028
|
6,940
|
6,838
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
3,556,571
|
3,451,011
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032
|
1,526,166
|
1,481,408
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
422,460
|
386,941
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
177,419
|
161,897
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
103,995
|
95,078
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
76,421
|
69,417
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
69,091
|
63,096
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
67,998
|
61,880
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
66,287
|
60,599
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
64,981
|
59,337
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
60,318
|
55,211
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
30,095
|
27,758
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
23,021
|
21,081
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
20,426
|
18,687
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
15,109
|
13,717
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
14,739
|
13,454
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
13,308
|
12,252
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
9,143
|
8,429
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
6,066
|
5,537
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042
|
5,057
|
4,619
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2044
|
19,958
|
17,957
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049
|
19,323
|
17,057
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050
|
12,263,098
|
10,786,589
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
6,111,114
|
5,369,591
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
4,120,660
|
3,642,550
|
|
Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051
|
1,937,263
|
1,711,277
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
895,085
|
876,286
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031
|
42,506
|
41,732
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033
|
61,265
|
59,133
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035
|
379,485
|
369,974
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
1,166,221
|
1,062,980
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
854,090
|
778,498
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
651,670
|
595,845
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
509,780
|
465,191
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
405,840
|
370,053
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
221,841
|
202,251
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
211,489
|
193,426
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
191,803
|
174,539
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
121,136
|
111,001
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
99,896
|
91,138
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
79,948
|
72,562
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
51,773
|
47,054
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
16,729
|
15,190
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
14,913
|
13,617
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
7,783
|
7,093
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043
|
6,773
|
6,351
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050
|
7,611,819
|
6,761,939
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051
|
5,818,880
|
5,174,642
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (e)
|
21,697,977
|
19,126,168
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
5,542,910
|
4,885,923
|
|
Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052
|
356,353
|
314,116
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033
|
129,590
|
125,597
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
355,539
|
325,075
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
91,641
|
83,625
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
62,556
|
57,050
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
27,225
|
24,797
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
21,047
|
19,198
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
15,202
|
13,869
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043
|
12,357
|
11,280
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2044
|
96,315
|
87,077
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
259,791
|
235,632
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2045
|
103,745
|
93,180
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047
|
1,149,566
|
1,030,554
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
9,987,260
|
8,766,042
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
9,517,283
|
8,445,731
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
8,079,521
|
7,091,576
|
|
Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052
|
5,130,142
|
4,558,951
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
301,500
|
273,754
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
229,090
|
208,950
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
49,472
|
45,144
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
47,729
|
43,451
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
44,399
|
40,495
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
41,521
|
37,844
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
15,959
|
14,548
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
15,878
|
14,456
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043
|
9,092
|
8,286
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046
|
1,073,307
|
965,737
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2049
|
41,150
|
36,568
|
|
Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052
|
8,039,983
|
7,149,835
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
1,141,356
|
1,039,140
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
928,786
|
847,150
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
142,369
|
129,783
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
84,839
|
77,347
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
65,239
|
59,408
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
58,738
|
53,509
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
33,605
|
30,643
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
17,068
|
15,567
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
15,025
|
13,620
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043
|
1,494
|
1,365
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
1,423,497
|
1,282,584
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
97,348
|
88,249
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045
|
52,580
|
48,151
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046
|
1,055,498
|
949,473
|
|
Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052
|
13,356,143
|
11,856,547
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
20,494
|
18,544
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
14,609
|
13,290
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
11,646
|
10,592
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043
|
10,616
|
9,629
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2044
|
900,164
|
820,633
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2045
|
100,752
|
91,033
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051
|
6,086,925
|
5,397,793
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
28,140,688
|
24,805,240
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
13,143,881
|
11,610,613
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
4,615,361
|
4,104,371
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
3,616,494
|
3,194,621
|
|
Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052
|
2,884,392
|
2,576,764
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034
|
1,077,884
|
1,052,515
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2036
|
12,693
|
11,927
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
221,103
|
202,481
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042
|
48,546
|
44,332
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
3,988,360
|
3,623,540
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
22,397
|
20,376
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043
|
16,980
|
15,561
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
538,988
|
487,841
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2045
|
495,534
|
448,265
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046
|
9,403,538
|
8,415,320
|
|
Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050
|
3,940,992
|
3,497,275
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2029
|
32,294
|
31,727
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
616,779
|
561,022
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
271,811
|
247,057
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043
|
35,718
|
32,438
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
2,860,424
|
2,573,943
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
270,918
|
243,883
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045
|
106,831
|
95,694
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049
|
14,075,433
|
12,468,686
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049
|
247,613
|
216,871
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050
|
80,486
|
70,946
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
5,648,187
|
5,001,666
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051
|
42,418
|
37,271
|
|
Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052
|
13,079,275
|
11,599,239
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035
|
2,379,650
|
2,308,896
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
737,188
|
672,526
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
114,272
|
103,904
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
97,635
|
88,632
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
41,699
|
37,962
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043
|
5,072
|
4,615
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050
|
94,844
|
83,603
|
|
Fannie Mae Mortgage pass-thru certificates 3% 9/1/2050
|
20,722
|
18,130
|
|
Fannie Mae Mortgage pass-thru certificates 3.25% 12/1/2041
|
13,493
|
12,708
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 8/1/2042
|
165,433
|
153,695
|
|
Fannie Mae Mortgage pass-thru certificates 3.4% 9/1/2042
|
77,821
|
72,210
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2038
|
27,789
|
26,674
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2041
|
15,788
|
14,903
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
750,992
|
704,162
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043
|
120,252
|
112,740
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
7,024,452
|
6,514,240
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
110,376
|
102,359
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
44,968
|
41,702
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
10,433
|
9,675
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047
|
454
|
422
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048
|
3,349,903
|
3,108,681
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052
|
2,043,969
|
1,871,875
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033
|
3,151
|
3,055
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2035
|
112,408
|
108,323
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040
|
22,881
|
21,591
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
1,481,270
|
1,389,365
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
528,970
|
498,377
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
497,037
|
466,191
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
140,001
|
131,318
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
84,617
|
79,389
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
39,169
|
36,887
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
23,394
|
21,920
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042
|
4,081
|
3,829
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045
|
365,618
|
339,917
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046
|
231,790
|
215,099
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047
|
3,038,951
|
2,820,120
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049
|
7,528
|
6,965
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2051
|
2,156,593
|
1,972,320
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2041
|
3,524
|
3,316
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
237,230
|
221,845
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
155,969
|
146,115
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
76,270
|
71,416
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
70,745
|
66,054
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
44,129
|
41,371
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042
|
22,847
|
21,376
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
65,876
|
61,747
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
21,002
|
19,489
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045
|
4,664
|
4,331
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048
|
41,867,994
|
38,910,012
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
235,799
|
215,651
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
101,934
|
93,160
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051
|
86,003
|
78,600
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041
|
11,846
|
11,163
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
179,531
|
168,767
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
104,227
|
97,944
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042
|
37,403
|
34,974
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2044
|
19,027
|
17,743
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045
|
51,087
|
47,768
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
1,644,602
|
1,525,149
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046
|
460,171
|
426,747
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047
|
773,803
|
715,664
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
264,096
|
246,761
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
102,186
|
95,766
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043
|
58,394
|
54,447
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047
|
12,531
|
11,621
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2051
|
44,800
|
41,042
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052
|
3,936,106
|
3,599,780
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
289,480
|
271,062
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043
|
289,907
|
270,798
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052
|
6,883,018
|
6,279,834
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2039
|
174,156
|
166,949
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
327,296
|
307,246
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
217,820
|
204,476
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
16,489
|
15,463
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042
|
3,971
|
3,736
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
1,310,875
|
1,226,421
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
754,747
|
705,688
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
133,007
|
124,540
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
92,891
|
86,775
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043
|
29,306
|
27,455
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
2,156,430
|
2,000,830
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046
|
592,202
|
549,301
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049
|
4,366
|
4,016
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2051
|
442,712
|
405,161
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2038
|
100,931
|
96,754
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
638,463
|
600,028
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
92,877
|
86,951
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
4,661
|
4,380
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042
|
3,393
|
3,188
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
1,050,543
|
982,520
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
600,267
|
561,585
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043
|
19,503
|
18,178
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2044
|
9,412
|
8,855
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046
|
1,058,716
|
982,107
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051
|
910,633
|
833,392
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2051
|
29,094
|
26,626
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2038
|
115,808
|
111,015
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
696,663
|
654,314
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
29,562
|
27,758
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042
|
16,361
|
15,345
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
956,242
|
894,398
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043
|
14,641
|
13,743
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052
|
14,006,698
|
12,879,913
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042
|
44,300
|
41,531
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042
|
3,697
|
3,471
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043
|
91,904
|
85,824
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
2,661,646
|
2,469,984
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
1,601,847
|
1,486,500
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046
|
181,789
|
168,699
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047
|
8,586,964
|
8,053,808
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051
|
2,868,894
|
2,624,654
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052
|
4,170,353
|
3,825,742
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
822,717
|
771,906
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
205,817
|
193,597
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042
|
122,964
|
115,181
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
919,847
|
863,948
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
116,490
|
109,304
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
21,947
|
20,538
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043
|
3,653
|
3,421
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044
|
40,147
|
37,399
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
467,404
|
433,747
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046
|
15,421
|
14,310
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049
|
9,645,186
|
8,878,310
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051
|
515,985
|
469,477
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051
|
258,624
|
236,606
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052
|
3,066,050
|
2,789,695
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2037
|
7,164
|
6,881
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
338,405
|
317,258
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
317,487
|
297,834
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
167,824
|
157,298
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
111,416
|
104,464
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
102,530
|
96,525
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
62,608
|
58,917
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
58,321
|
54,702
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
30,162
|
28,282
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042
|
29,010
|
27,292
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045
|
776,058
|
721,805
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045
|
23,581
|
21,924
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
5,635,836
|
5,226,759
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046
|
9,786
|
9,081
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
1,992,076
|
1,850,497
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047
|
55,464
|
51,297
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
1,783,660
|
1,628,466
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
359,619
|
329,004
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
28,447
|
26,017
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051
|
15,680
|
14,340
|
|
Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2052
|
4,662,178
|
4,287,123
|
|
Fannie Mae Mortgage pass-thru certificates 3.65% 5/1/2042
|
18,934
|
17,873
|
|
Fannie Mae Mortgage pass-thru certificates 3.65% 8/1/2042
|
49,862
|
46,995
|
|
Fannie Mae Mortgage pass-thru certificates 3.9% 4/1/2042
|
23,584
|
22,651
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
2,627,882
|
2,539,186
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
336,168
|
324,459
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
109,323
|
105,555
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
102,976
|
99,487
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
71,309
|
68,936
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
44,129
|
42,615
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
28,420
|
27,438
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
22,828
|
22,035
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
12,686
|
12,295
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
12,483
|
12,065
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
10,963
|
10,613
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
9,081
|
8,793
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
8,328
|
8,047
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041
|
7,892
|
7,620
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
1,674,843
|
1,617,418
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
120,169
|
115,849
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
82,615
|
79,457
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042
|
4,358
|
4,315
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043
|
237,646
|
229,185
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2044
|
127,487
|
122,511
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2045
|
975,384
|
932,903
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046
|
252,311
|
241,780
|
|
Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048
|
54,553
|
51,773
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039
|
378,088
|
365,634
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039
|
81,940
|
79,164
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
265,028
|
256,242
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
151,348
|
145,943
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
80,576
|
78,045
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
51,826
|
50,089
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
32,924
|
31,843
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
19,091
|
18,489
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
17,275
|
16,726
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040
|
933
|
901
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
1,412,177
|
1,363,042
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
916,210
|
884,086
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
56,839
|
54,790
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
25,067
|
24,213
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
17,228
|
16,632
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041
|
5,009
|
4,895
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043
|
469,874
|
453,548
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
153,556
|
147,309
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045
|
52,269
|
49,880
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046
|
2,647,268
|
2,522,293
|
|
Fannie Mae Mortgage pass-thru certificates 4% 10/1/2050
|
10,468,333
|
9,918,521
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2038
|
240,839
|
232,969
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
2,364,866
|
2,285,307
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
302,922
|
292,924
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
218,999
|
212,090
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
199,001
|
192,073
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
186,215
|
179,606
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
175,405
|
169,404
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
169,416
|
163,849
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
150,075
|
145,036
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
144,685
|
139,480
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
130,032
|
125,506
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
127,652
|
123,446
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
123,748
|
119,386
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
113,556
|
109,753
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
86,934
|
83,820
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
84,072
|
81,036
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
73,556
|
71,234
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
71,682
|
69,282
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
66,545
|
64,139
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
59,165
|
57,034
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
48,763
|
47,369
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
36,809
|
35,342
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
32,021
|
30,948
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
25,385
|
24,518
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
21,773
|
21,066
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
21,042
|
20,401
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
11,366
|
10,990
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
2,972
|
2,866
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040
|
795
|
769
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
1,748,253
|
1,687,491
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
468,768
|
452,326
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
384,278
|
370,626
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041
|
19,054
|
18,327
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042
|
32,321
|
31,186
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045
|
586,719
|
560,815
|
|
Fannie Mae Mortgage pass-thru certificates 4% 11/1/2052 (b)
|
9,292,092
|
8,775,021
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2038
|
463,754
|
448,673
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2039
|
234,484
|
226,498
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
452,734
|
437,130
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
80,338
|
77,670
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
71,163
|
68,757
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
33,487
|
32,332
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
13,833
|
13,440
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
13,038
|
12,626
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
11,176
|
10,829
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
10,345
|
9,951
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
9,291
|
8,972
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
6,601
|
6,383
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
4,637
|
4,477
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,790
|
3,672
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,265
|
3,156
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
3,035
|
2,933
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
1,394
|
1,347
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040
|
614
|
594
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
322,249
|
310,598
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
195,758
|
188,797
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
36,878
|
35,581
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041
|
24,700
|
23,818
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042
|
54,736
|
52,826
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043
|
63,323
|
60,866
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
608,024
|
582,580
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044
|
89,993
|
86,214
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
465,236
|
445,985
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
230,260
|
219,804
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045
|
9,557
|
9,119
|
|
Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047
|
454,564
|
431,826
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
2,145,722
|
2,073,517
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
132,411
|
127,943
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
35,482
|
34,276
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
14,044
|
13,531
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
10,826
|
10,454
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
9,395
|
9,072
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
8,251
|
7,975
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
7,377
|
7,127
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041
|
1,524
|
1,472
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
1,162,505
|
1,120,916
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
215,272
|
207,146
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
108,632
|
104,950
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
48,426
|
47,049
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
38,389
|
37,120
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
32,710
|
31,509
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
10,304
|
9,924
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042
|
4,645
|
4,477
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046
|
12,681
|
12,129
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047
|
294,970
|
281,137
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048
|
514,283
|
487,754
|
|
Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048
|
18,275
|
17,361
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036
|
29,557
|
28,821
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
861,370
|
834,060
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
327,988
|
317,503
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039
|
72,548
|
70,273
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
129,527
|
125,524
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
54,666
|
52,677
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
50,234
|
48,489
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
29,506
|
28,494
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
22,323
|
21,564
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
19,879
|
19,160
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
11,140
|
10,803
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
6,965
|
6,735
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
6,526
|
6,304
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
3,204
|
3,092
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041
|
1,709
|
1,653
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
999,780
|
963,076
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
132,835
|
128,171
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
102,802
|
99,037
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
96,002
|
92,525
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
81,098
|
78,174
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
52,265
|
50,418
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042
|
21,991
|
21,219
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
2,304,927
|
2,214,804
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
812,420
|
779,607
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045
|
147,727
|
141,673
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
1,812,745
|
1,737,886
|
|
Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046
|
120,408
|
114,879
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
863,402
|
832,816
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
289,352
|
279,052
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
278,082
|
268,257
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
173,582
|
167,327
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
130,487
|
125,722
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
57,083
|
54,894
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
49,493
|
47,634
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
45,082
|
43,442
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
32,193
|
31,181
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042
|
19,286
|
18,585
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044
|
404,532
|
388,715
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045
|
138,502
|
132,507
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046
|
106,243
|
101,527
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
2,415,541
|
2,297,732
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
593,345
|
563,295
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048
|
546,256
|
518,590
|
|
Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052
|
2,522,279
|
2,382,712
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2039
|
217,385
|
210,133
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047
|
2,445,571
|
2,328,590
|
|
Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048
|
989,943
|
939,806
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
560,836
|
542,639
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
429,977
|
416,385
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039
|
1,186
|
1,152
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041
|
237,261
|
229,145
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044
|
197,516
|
189,851
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2044
|
18,218
|
17,512
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045
|
302,893
|
289,777
|
|
Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046
|
1,934,408
|
1,848,398
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
55,135
|
53,593
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
3,590
|
3,484
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039
|
1,005
|
973
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042
|
43,473
|
41,868
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043
|
27,257
|
26,171
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046
|
2,994,236
|
2,854,753
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
1,593,204
|
1,515,501
|
|
Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047
|
1,343,891
|
1,278,348
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
110,352
|
106,636
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
10,442
|
10,106
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039
|
9,655
|
9,366
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
83,327
|
80,064
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
27,894
|
26,781
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043
|
23,603
|
22,656
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
326,241
|
311,830
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
199,668
|
191,378
|
|
Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045
|
197,632
|
188,678
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2038
|
307,506
|
298,727
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
564,129
|
547,722
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039
|
51,759
|
50,254
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
53,129
|
51,283
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040
|
25,296
|
24,416
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
63,560
|
61,319
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
27,199
|
26,173
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
23,117
|
22,284
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
15,402
|
14,920
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041
|
6,470
|
6,248
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2043
|
13,701
|
13,148
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046
|
3,538,408
|
3,373,575
|
|
Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047
|
28,348
|
26,974
|
|
Fannie Mae Mortgage pass-thru certificates 4.25% 11/1/2041
|
43,928
|
42,874
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034
|
3,683
|
3,660
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044
|
19,947
|
19,684
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
461,246
|
449,425
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
64,097
|
62,454
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048
|
42,252
|
41,248
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049
|
28,937
|
28,096
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039
|
26,909
|
26,645
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2043
|
3,029
|
2,985
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044
|
1,313,114
|
1,294,363
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
185,559
|
180,803
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047
|
6,857
|
6,695
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2053
|
5,672,804
|
5,495,950
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034
|
3,057
|
3,036
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
432,718
|
428,705
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
27,950
|
27,676
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039
|
16,878
|
16,716
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
133,019
|
131,689
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040
|
7,557
|
7,500
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
3,409,068
|
3,375,444
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042
|
96,466
|
95,315
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
176,224
|
174,016
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044
|
30,871
|
30,378
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045
|
320,656
|
317,435
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
63,326
|
61,782
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047
|
19,709
|
19,204
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033
|
47,900
|
47,602
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038
|
12,208
|
12,131
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039
|
262,292
|
259,895
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
54,678
|
54,132
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
53,747
|
53,245
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
8,681
|
8,595
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040
|
7,663
|
7,589
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2041
|
293,754
|
290,026
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043
|
11,571
|
11,409
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
22,574
|
22,230
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044
|
5,834
|
5,765
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046
|
160,998
|
157,475
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2047
|
27,937
|
27,273
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2033
|
13,348
|
13,270
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
634,786
|
628,613
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
14,879
|
14,731
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
11,475
|
11,361
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041
|
1,109
|
1,099
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045
|
464,658
|
458,046
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046
|
887,203
|
878,342
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
235,702
|
229,661
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048
|
175,367
|
170,872
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049
|
83,630
|
81,147
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
2,575,215
|
2,547,843
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039
|
98,464
|
97,840
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041
|
1,562
|
1,554
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044
|
21,026
|
20,832
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045
|
184,896
|
181,428
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046
|
148,400
|
145,385
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
148,427
|
145,133
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047
|
36,333
|
35,527
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
264,240
|
257,467
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048
|
56,540
|
55,038
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
1,678,390
|
1,667,482
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
466,324
|
463,365
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
302,412
|
300,524
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
8,457
|
8,379
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039
|
635
|
629
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
67,252
|
66,420
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
17,334
|
17,158
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041
|
1,807
|
1,789
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
110,410
|
109,501
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044
|
53,614
|
52,901
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045
|
54,742
|
53,860
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
172,099
|
168,280
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
150,035
|
146,565
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
94,153
|
91,857
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
42,618
|
41,698
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
37,192
|
36,367
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047
|
33,202
|
32,465
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048
|
180,262
|
175,473
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034
|
273
|
272
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
4,577,577
|
4,528,923
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039
|
3,788
|
3,753
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040
|
8,895
|
8,810
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041
|
102,823
|
101,766
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041
|
10,156
|
10,053
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
129,247
|
126,096
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
51,314
|
50,176
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047
|
23,400
|
22,881
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
1,334,016
|
1,319,420
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039
|
1,562
|
1,548
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
1,615,899
|
1,599,613
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041
|
458,399
|
455,332
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044
|
486,881
|
479,955
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045
|
148,934
|
146,141
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046
|
29,351
|
28,755
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
2,393,564
|
2,340,448
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
72,802
|
71,187
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
41,622
|
40,607
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047
|
24,260
|
23,722
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
4,448
|
4,423
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033
|
1,944
|
1,936
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
341,670
|
338,534
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
46,751
|
46,330
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
13,634
|
13,510
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
7,475
|
7,404
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039
|
1,908
|
1,891
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040
|
10,590
|
10,464
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041
|
15,674
|
15,486
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045
|
74,690
|
73,724
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
2,051,305
|
2,005,784
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047
|
303,051
|
295,663
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
62,509
|
62,136
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
34,459
|
34,246
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
30,493
|
30,309
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
23,165
|
23,018
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
16,985
|
16,881
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
10,475
|
10,411
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
10,162
|
10,099
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
5,252
|
5,221
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
5,209
|
5,181
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033
|
2,455
|
2,440
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2037
|
8,329
|
8,283
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
3,479,952
|
3,441,877
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
310,204
|
307,142
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
3,169
|
3,140
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
3,094
|
3,066
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039
|
2,086
|
2,066
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040
|
1,334
|
1,322
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
35,170
|
34,826
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041
|
10,005
|
9,884
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044
|
9,335
|
9,199
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2047
|
15,996
|
15,606
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
73,696
|
73,241
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
34,713
|
34,497
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
33,194
|
32,988
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
26,992
|
26,826
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
12,541
|
12,461
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033
|
11,175
|
11,105
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
172,412
|
171,229
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035
|
72,340
|
71,880
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039
|
4,396
|
4,368
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
18,098
|
17,938
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040
|
4,927
|
4,867
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041
|
29,104
|
28,748
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042
|
724,435
|
717,289
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2043
|
46,797
|
46,399
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
322,143
|
314,289
|
|
Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047
|
74,541
|
72,630
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2029
|
2,853
|
2,860
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2035
|
7,623
|
7,654
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041
|
580,341
|
582,876
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
16,206,662
|
16,177,954
|
|
Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052
|
10,745,058
|
10,705,877
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044
|
2,130,455
|
2,137,612
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
8,503,900
|
8,488,836
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
5,683,469
|
5,657,416
|
|
Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052
|
5,111,895
|
5,106,035
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2043
|
6,520
|
6,549
|
|
Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052
|
5,999,316
|
5,986,814
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035
|
1,469,010
|
1,473,953
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
586,600
|
591,070
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038
|
259,366
|
260,338
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2056
|
749,999
|
737,304
|
|
Fannie Mae Mortgage pass-thru certificates 5% 2/1/2056
|
439,784
|
432,339
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044
|
27,501
|
27,595
|
|
Fannie Mae Mortgage pass-thru certificates 5% 3/1/2056
|
749,001
|
736,568
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041
|
116,549
|
117,061
|
|
Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041
|
30,620
|
30,752
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044
|
30,317
|
30,448
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2052
|
2,239,378
|
2,242,409
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2056
|
12,005,287
|
11,802,066
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2056
|
3,845,533
|
3,780,437
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2056
|
474,296
|
466,267
|
|
Fannie Mae Mortgage pass-thru certificates 5% 5/1/2056
|
470,295
|
462,335
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
3,646,707
|
3,658,749
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039
|
537,846
|
539,654
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
54,798
|
55,039
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
46,105
|
46,304
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041
|
33,111
|
33,250
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044
|
21,788
|
21,869
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2052
|
830,858
|
831,982
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2056
|
10,999,997
|
10,813,794
|
|
Fannie Mae Mortgage pass-thru certificates 5% 6/1/2056
|
2,627,696
|
2,583,733
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033
|
55,649
|
55,807
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035
|
924,368
|
927,899
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035
|
15,791
|
15,857
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039
|
9,343
|
9,384
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040
|
43,857
|
44,048
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040
|
12,507
|
12,562
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041
|
23,186
|
23,290
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041
|
15,883
|
15,953
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
45,989
|
46,155
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044
|
21,551
|
21,648
|
|
Fannie Mae Mortgage pass-thru certificates 5% 7/1/2056
|
1,100,778
|
1,082,144
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041
|
9,699
|
9,742
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
52,095
|
52,269
|
|
Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044
|
18,003
|
18,068
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040
|
11,979
|
12,034
|
|
Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052
|
13,698,721
|
13,738,668
|
|
Fannie Mae Mortgage pass-thru certificates 5.309% 8/1/2041 (d)
|
443,506
|
443,199
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055
|
1,858,941
|
1,869,097
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048
|
959,308
|
990,031
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048
|
301,900
|
311,569
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2048
|
1,585,611
|
1,636,392
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053
|
2,505,424
|
2,539,468
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2056
|
11,498,435
|
11,708,577
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2049
|
960,237
|
990,390
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2056
|
18,417,033
|
18,782,394
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
351,726
|
362,771
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
79,071
|
81,554
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049
|
61,961
|
63,868
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054
|
388,596
|
391,205
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2056
|
3,099,228
|
3,160,711
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2056
|
3,015,707
|
3,078,360
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2048
|
348,562
|
357,765
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049
|
357,267
|
368,262
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053
|
5,708,367
|
5,793,069
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
5,350,241
|
5,454,708
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053
|
5,058,795
|
5,141,763
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2056
|
42,438,565
|
43,240,683
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054
|
8,127,268
|
8,247,862
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2048
|
237,560
|
243,832
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053
|
18,053,906
|
18,406,421
|
|
Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054
|
7,336,481
|
7,488,901
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.313%, 5.438% 5/1/2034 (c)(d)
|
23,164
|
23,535
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.42%, 5.373% 9/1/2033 (c)(d)
|
57,787
|
58,608
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 5.755% 1/1/2035 (c)(d)
|
3,649
|
3,730
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 5.76% 2/1/2033 (c)(d)
|
65
|
66
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.704% 12/1/2034 (c)(d)
|
10,646
|
10,885
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 5.785% 3/1/2035 (c)(d)
|
9,008
|
9,214
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 5.574% 10/1/2033 (c)(d)
|
1,375
|
1,403
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 5.744% 7/1/2035 (c)(d)
|
1,989
|
2,039
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 5.96% 9/1/2035 (c)(d)
|
3,623
|
3,751
|
|
Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 2.5%, 6.625% 3/1/2036 (c)(d)
|
38,599
|
40,338
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
7,227
|
7,449
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036
|
1,290
|
1,328
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2037
|
1,057,371
|
1,091,554
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038
|
316,866
|
327,746
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040
|
320,569
|
331,920
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042
|
26,190
|
27,178
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055
|
415,811
|
430,128
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055
|
175,418
|
181,705
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
10,261,909
|
10,620,057
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
7,900,851
|
8,193,880
|
|
Fannie Mae Mortgage pass-thru certificates 6% 1/1/2056
|
7,933,215
|
8,185,200
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
163,325
|
167,747
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034
|
53,512
|
55,069
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
8,075
|
8,332
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
7,854
|
8,027
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
7,349
|
7,582
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
5,197
|
5,367
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
1,612
|
1,661
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
1,211
|
1,242
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
818
|
844
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
621
|
640
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035
|
294
|
303
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037
|
312,846
|
323,187
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2038
|
91,225
|
94,393
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2040
|
2,858,003
|
2,936,598
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2040
|
204,551
|
210,176
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053
|
3,571,124
|
3,734,515
|
|
Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054
|
10,842,614
|
11,264,232
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
483,730
|
496,695
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
40,507
|
41,399
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
39,865
|
41,064
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
18,347
|
18,862
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
2,385
|
2,463
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
1,749
|
1,806
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
743
|
767
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035
|
657
|
678
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037
|
21,892
|
22,699
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038
|
1,031
|
1,067
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2038
|
672
|
697
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
7,064,660
|
7,334,955
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
2,614,631
|
2,715,484
|
|
Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054
|
1,054,172
|
1,096,811
|
|
Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038
|
55,600
|
57,681
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038
|
1,020
|
1,055
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038
|
636
|
658
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
10,736,793
|
11,120,743
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
1,667,107
|
1,734,668
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
147,017
|
152,828
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
142,768
|
148,274
|
|
Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055
|
134,677
|
139,761
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2035
|
568
|
582
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036
|
135,037
|
138,587
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037
|
42,937
|
44,290
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
116,094
|
120,263
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038
|
15,260
|
15,726
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039
|
3,954
|
4,096
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054
|
5,989,140
|
6,150,440
|
|
Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055
|
13,472,012
|
13,987,454
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040
|
44,167
|
45,716
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
25,551,420
|
26,554,972
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
11,870,653
|
12,235,797
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
9,662,910
|
10,009,213
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
7,731,160
|
8,044,471
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
7,536,281
|
7,848,760
|
|
Fannie Mae Mortgage pass-thru certificates 6% 4/1/2056
|
3,628,786
|
3,782,649
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2032
|
2,220
|
2,273
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
2,505
|
2,582
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036
|
693
|
717
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037
|
8,547
|
8,825
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
421,998
|
436,739
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
399,823
|
410,818
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040
|
132,481
|
136,125
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054
|
17,909,659
|
18,392,003
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
11,900,494
|
12,311,183
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055
|
8,721,167
|
9,035,763
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2056
|
9,660,737
|
10,061,304
|
|
Fannie Mae Mortgage pass-thru certificates 6% 5/1/2056
|
6,040,497
|
6,294,731
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
40,846
|
41,984
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
5,821
|
6,007
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
3,293
|
3,392
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
162
|
167
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035
|
82
|
84
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036
|
145,800
|
150,335
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2040
|
23,165
|
23,802
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053
|
10,630,784
|
11,024,231
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054
|
19,502,004
|
20,015,045
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
|
5,011,429
|
5,207,865
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055
|
361,148
|
375,304
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2056
|
35,311,144
|
36,811,122
|
|
Fannie Mae Mortgage pass-thru certificates 6% 6/1/2056
|
8,071,191
|
8,424,135
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
55,588
|
57,266
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
8,154
|
8,389
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
8,078
|
8,319
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
1,081
|
1,112
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
487
|
501
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035
|
398
|
410
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2036
|
196
|
200
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038
|
52,564
|
54,462
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039
|
12,558
|
12,903
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2040
|
1,345,528
|
1,382,530
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2040
|
466,099
|
478,917
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2040
|
164,467
|
168,990
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041
|
298,821
|
309,348
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053
|
6,204,485
|
6,447,686
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053
|
1,973,192
|
2,046,220
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
15,640,244
|
16,243,530
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054
|
5,564,240
|
5,785,823
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
17,831,042
|
18,299,112
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
13,738,186
|
14,208,001
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
3,882,125
|
4,002,753
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
335,942
|
348,748
|
|
Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055
|
159,918
|
166,014
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
14,295
|
14,714
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
5,417
|
5,580
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
3,617
|
3,727
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
1,798
|
1,851
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
280
|
288
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035
|
168
|
173
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037
|
677,598
|
694,820
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2038
|
177
|
183
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054
|
8,178,144
|
8,506,376
|
|
Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055
|
5,143,732
|
5,326,081
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029
|
6,526
|
6,670
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
74,116
|
76,373
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
9,135
|
9,399
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
2,711
|
2,800
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
1,437
|
1,482
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
1,161
|
1,195
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035
|
150
|
153
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037
|
25,145
|
26,032
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2038
|
28,955
|
30,035
|
|
Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054
|
91,292
|
95,179
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036
|
576
|
601
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036
|
464
|
481
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055
|
2,371,841
|
2,493,318
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035
|
10,154
|
10,597
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032
|
2,756
|
2,851
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035
|
27,183
|
28,118
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036
|
1,479
|
1,546
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
5,648,266
|
5,930,489
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053
|
2,015,072
|
2,116,639
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036
|
507
|
527
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037
|
3,125
|
3,262
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2054
|
9,302,074
|
9,746,517
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054
|
3,332,058
|
3,455,337
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2055
|
4,083,623
|
4,287,667
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2037
|
1,094
|
1,145
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2056
|
36,645,650
|
38,491,015
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2056
|
708,455
|
741,695
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2035
|
1,590
|
1,645
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053
|
9,373,222
|
9,844,497
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
5,120,631
|
5,312,882
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054
|
4,392,285
|
4,611,751
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2055
|
3,161,245
|
3,320,436
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
8,316
|
8,603
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032
|
1,946
|
2,013
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
3,298
|
3,412
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035
|
712
|
743
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
22,426,786
|
23,540,364
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
5,702,488
|
5,916,586
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054
|
2,649,677
|
2,773,791
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055
|
3,884,643
|
4,083,904
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
5,908
|
6,165
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035
|
1,275
|
1,330
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
25,211
|
26,079
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
19,740
|
20,420
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036
|
4,318
|
4,467
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054
|
3,775,499
|
3,963,675
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
5,892,627
|
6,189,362
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055
|
4,377,930
|
4,603,861
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035
|
428
|
447
|
|
Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053
|
6,601,461
|
6,923,061
|
|
Fannie Mae Mortgage pass-thru certificates 6.781% 2/1/2039 (d)
|
102,937
|
105,968
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027
|
276
|
276
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
106
|
112
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028
|
20
|
21
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029
|
73
|
77
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
1,094
|
1,154
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
253
|
267
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032
|
156
|
164
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2053
|
161,380
|
173,069
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054
|
4,484,164
|
4,804,414
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2055
|
868,547
|
926,642
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2055
|
628,826
|
671,967
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2055
|
456,666
|
487,532
|
|
Fannie Mae Mortgage pass-thru certificates 7% 1/1/2056
|
129,544
|
138,063
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026
|
98
|
98
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2027
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
7,599
|
8,019
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
1,620
|
1,709
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
499
|
526
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
51
|
53
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028
|
29
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
5,171
|
5,457
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
425
|
448
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
169
|
179
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029
|
123
|
130
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031
|
230
|
243
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
429
|
453
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032
|
305
|
322
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2055
|
228,655
|
244,663
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2055
|
182,471
|
194,793
|
|
Fannie Mae Mortgage pass-thru certificates 7% 10/1/2055
|
94,773
|
100,416
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
376
|
397
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
195
|
206
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027
|
103
|
109
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
99
|
99
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
76
|
80
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028
|
65
|
69
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029
|
1,203
|
1,270
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2031
|
8,451
|
8,918
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2054
|
83,870
|
89,546
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
289,941
|
307,251
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
174,629
|
186,855
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
147,013
|
156,421
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
124,023
|
131,686
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
116,409
|
123,975
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
112,280
|
119,124
|
|
Fannie Mae Mortgage pass-thru certificates 7% 11/1/2055
|
110,006
|
116,505
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026
|
89
|
89
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
921
|
972
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031
|
535
|
565
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2032
|
269
|
284
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
3,337,625
|
3,581,467
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053
|
59,903
|
63,855
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2055
|
175,504
|
186,656
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2055
|
168,558
|
179,556
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2055
|
112,678
|
120,465
|
|
Fannie Mae Mortgage pass-thru certificates 7% 12/1/2055
|
106,136
|
112,447
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2027
|
17
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
2,383
|
2,515
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
481
|
508
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028
|
106
|
111
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029
|
3,614
|
3,813
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
579
|
611
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030
|
22
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2032
|
300
|
317
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033
|
2,002
|
2,113
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2053
|
151,672
|
162,362
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2054
|
179,533
|
191,062
|
|
Fannie Mae Mortgage pass-thru certificates 7% 2/1/2054
|
82,545
|
88,178
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2027
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028
|
21
|
22
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2029
|
163
|
172
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
7,925
|
8,363
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
481
|
507
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
228
|
240
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032
|
94
|
100
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2053
|
54,294
|
58,243
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2054
|
119,052
|
126,842
|
|
Fannie Mae Mortgage pass-thru certificates 7% 3/1/2055
|
110,395
|
117,900
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2028
|
61
|
64
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2031
|
237
|
250
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
665
|
701
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032
|
39
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2053
|
121,367
|
129,959
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2054
|
96,429
|
102,798
|
|
Fannie Mae Mortgage pass-thru certificates 7% 4/1/2055
|
384,788
|
409,238
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2027
|
8
|
7
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
4,243
|
4,477
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029
|
122
|
128
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030
|
10,340
|
10,912
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
359
|
379
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
335
|
354
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032
|
72
|
76
|
|
Fannie Mae Mortgage pass-thru certificates 7% 5/1/2053
|
43,441
|
46,489
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
1,890
|
1,994
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028
|
8
|
8
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029
|
1,229
|
1,297
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
7,547
|
7,964
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
2,740
|
2,891
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
1,519
|
1,603
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
685
|
723
|
|
Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032
|
372
|
393
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2027
|
3
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
2,021
|
2,133
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028
|
19
|
19
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
529
|
558
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
148
|
157
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
417
|
441
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031
|
155
|
164
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
984
|
1,039
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
948
|
1,000
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
215
|
227
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032
|
106
|
112
|
|
Fannie Mae Mortgage pass-thru certificates 7% 7/1/2037
|
3,795
|
4,011
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026
|
71
|
71
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027
|
474
|
476
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028
|
213
|
225
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
253
|
267
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029
|
75
|
79
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
589
|
622
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031
|
86
|
91
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
12,693
|
13,394
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032
|
3,185
|
3,361
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054
|
87,374
|
93,492
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2055
|
154,976
|
164,785
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2055
|
150,761
|
160,392
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2055
|
140,162
|
149,920
|
|
Fannie Mae Mortgage pass-thru certificates 7% 8/1/2055
|
119,382
|
128,113
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026
|
202
|
202
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
278
|
280
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027
|
3
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
503
|
530
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
436
|
460
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028
|
252
|
266
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029
|
2,465
|
2,601
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029
|
81
|
86
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030
|
1,940
|
2,048
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
3,102
|
3,273
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
281
|
296
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
139
|
147
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031
|
53
|
54
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2032
|
2,601
|
2,744
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054
|
89,351
|
95,403
|
|
Fannie Mae Mortgage pass-thru certificates 7% 9/1/2055
|
101,024
|
107,230
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
193
|
192
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027
|
3
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
653
|
660
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
601
|
605
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
466
|
471
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
230
|
233
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
198
|
201
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
120
|
121
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
72
|
73
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
52
|
52
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
19
|
20
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2030
|
401
|
413
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
3
|
2
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
224
|
226
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
50
|
51
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
47
|
48
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027
|
5
|
4
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028
|
28
|
29
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
7,078
|
7,239
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
2,300
|
2,375
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029
|
278
|
286
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
611
|
615
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
142
|
143
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
125
|
127
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
32
|
33
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
31
|
31
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027
|
11
|
11
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028
|
49
|
50
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
145
|
149
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029
|
44
|
45
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031
|
15,659
|
16,221
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
640
|
649
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
218
|
221
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
152
|
154
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027
|
10
|
10
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028
|
285
|
289
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029
|
155
|
158
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030
|
1,107
|
1,152
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
148
|
148
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027
|
142
|
142
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
116
|
118
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
35
|
35
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028
|
13
|
13
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
2,221
|
2,292
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
888
|
914
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030
|
50
|
52
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2031
|
469
|
488
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
700
|
704
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028
|
184
|
187
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029
|
186
|
187
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028
|
277
|
281
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029
|
12
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
583
|
587
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
40
|
40
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
28
|
28
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027
|
12
|
12
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028
|
433
|
438
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028
|
71
|
72
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029
|
497
|
510
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
194
|
195
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027
|
24
|
24
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028
|
988
|
1,006
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2029
|
2,451
|
2,521
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
78
|
79
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
77
|
77
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027
|
25
|
25
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
1,391
|
1,424
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029
|
113
|
115
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
72
|
73
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
23
|
23
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
15
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027
|
2
|
1
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
93
|
94
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028
|
5
|
5
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
4,673
|
4,805
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
2,943
|
3,028
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
2,202
|
2,270
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
1,984
|
2,037
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
1,500
|
1,546
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
1,176
|
1,209
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
1,063
|
1,096
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
683
|
701
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
191
|
193
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
129
|
131
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
35
|
36
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029
|
31
|
32
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
8,272
|
8,377
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030
|
267
|
276
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026
|
39
|
39
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
456
|
461
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
41
|
42
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027
|
17
|
17
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
773
|
795
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
621
|
641
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
364
|
374
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
58
|
60
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
53
|
55
|
|
Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029
|
15
|
15
|
|
Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037
|
7,708
|
8,174
|
|
Federal Home Loan Bank 5% 12/1/2055
|
124,693
|
122,592
|
|
Freddie Mac 7% 1/1/2055
|
115,871
|
123,657
|
|
Freddie Mac Gold Pool 1.5% 1/1/2036
|
6,841,718
|
6,126,207
|
|
Freddie Mac Gold Pool 1.5% 1/1/2051
|
1,075,319
|
829,387
|
|
Freddie Mac Gold Pool 1.5% 10/1/2035
|
9,200,410
|
8,258,351
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
8,013,115
|
7,192,627
|
|
Freddie Mac Gold Pool 1.5% 11/1/2035
|
7,662,467
|
6,877,882
|
|
Freddie Mac Gold Pool 1.5% 11/1/2050
|
684,713
|
530,041
|
|
Freddie Mac Gold Pool 1.5% 12/1/2035
|
14,892,121
|
13,334,693
|
|
Freddie Mac Gold Pool 1.5% 12/1/2040
|
896,574
|
757,685
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
444,221
|
343,874
|
|
Freddie Mac Gold Pool 1.5% 12/1/2050
|
103,733
|
80,398
|
|
Freddie Mac Gold Pool 1.5% 2/1/2041
|
1,558,166
|
1,314,705
|
|
Freddie Mac Gold Pool 1.5% 2/1/2051
|
30,559,102
|
23,436,347
|
|
Freddie Mac Gold Pool 1.5% 3/1/2041
|
1,573,860
|
1,326,946
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
8,903,737
|
6,828,442
|
|
Freddie Mac Gold Pool 1.5% 3/1/2051
|
177,089
|
137,307
|
|
Freddie Mac Gold Pool 1.5% 4/1/2041
|
1,609,716
|
1,356,206
|
|
Freddie Mac Gold Pool 1.5% 6/1/2051
|
394,946
|
306,224
|
|
Freddie Mac Gold Pool 1.5% 7/1/2035
|
9,397,835
|
8,444,371
|
|
Freddie Mac Gold Pool 1.5% 8/1/2035
|
6,451,450
|
5,796,914
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
2,032,056
|
1,639,869
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
984,289
|
794,321
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
521,640
|
417,051
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
464,939
|
377,385
|
|
Freddie Mac Gold Pool 2% 1/1/2051
|
324,128
|
263,090
|
|
Freddie Mac Gold Pool 2% 10/1/2041
|
8,517,469
|
7,345,967
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
27,368,615
|
22,240,415
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
3,538,276
|
2,887,453
|
|
Freddie Mac Gold Pool 2% 10/1/2051
|
1,340,635
|
1,090,690
|
|
Freddie Mac Gold Pool 2% 11/1/2041
|
5,244,160
|
4,520,812
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
17,246,466
|
13,939,453
|
|
Freddie Mac Gold Pool 2% 11/1/2050
|
17,202
|
13,909
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
23,805,908
|
19,345,271
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
15,060,042
|
12,209,926
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,775,419
|
1,444,414
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
1,084,941
|
882,667
|
|
Freddie Mac Gold Pool 2% 11/1/2051
|
527,690
|
421,723
|
|
Freddie Mac Gold Pool 2% 12/1/2050
|
505,082
|
403,813
|
|
Freddie Mac Gold Pool 2% 2/1/2041
|
2,767,791
|
2,401,918
|
|
Freddie Mac Gold Pool 2% 2/1/2042
|
989,126
|
851,146
|
|
Freddie Mac Gold Pool 2% 2/1/2051
|
32,612,648
|
26,318,400
|
|
Freddie Mac Gold Pool 2% 2/1/2052
|
36,079,363
|
29,307,711
|
|
Freddie Mac Gold Pool 2% 3/1/2041
|
1,698,227
|
1,480,549
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
37,522,053
|
30,280,289
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
1,270,558
|
1,015,811
|
|
Freddie Mac Gold Pool 2% 3/1/2051
|
350,644
|
283,408
|
|
Freddie Mac Gold Pool 2% 3/1/2052
|
62,670,313
|
50,085,318
|
|
Freddie Mac Gold Pool 2% 5/1/2041
|
2,604,630
|
2,255,142
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
77,250,284
|
63,137,607
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
5,914,164
|
4,769,033
|
|
Freddie Mac Gold Pool 2% 5/1/2051
|
531,999
|
430,321
|
|
Freddie Mac Gold Pool 2% 6/1/2041
|
4,339,487
|
3,756,923
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
87,629,753
|
70,854,115
|
|
Freddie Mac Gold Pool 2% 6/1/2050
|
18,685,687
|
15,225,327
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
20,477,762
|
17,736,478
|
|
Freddie Mac Gold Pool 2% 7/1/2041
|
15,941
|
13,782
|
|
Freddie Mac Gold Pool 2% 7/1/2051
|
1,646,015
|
1,326,276
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
86,689,831
|
70,094,129
|
|
Freddie Mac Gold Pool 2% 8/1/2050
|
641,933
|
522,253
|
|
Freddie Mac Gold Pool 2% 8/1/2051
|
1,175,356
|
949,981
|
|
Freddie Mac Gold Pool 2% 9/1/2050
|
48,918,520
|
39,538,384
|
|
Freddie Mac Gold Pool 2.5% 1/1/2031
|
43,344
|
41,850
|
|
Freddie Mac Gold Pool 2.5% 1/1/2033
|
42,532
|
40,591
|
|
Freddie Mac Gold Pool 2.5% 1/1/2042
|
8,648,447
|
7,701,772
|
|
Freddie Mac Gold Pool 2.5% 1/1/2051
|
15,331,538
|
12,958,401
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
5,119,538
|
4,359,093
|
|
Freddie Mac Gold Pool 2.5% 1/1/2052
|
976,263
|
832,471
|
|
Freddie Mac Gold Pool 2.5% 10/1/2029
|
282,657
|
275,707
|
|
Freddie Mac Gold Pool 2.5% 10/1/2031
|
240,468
|
231,571
|
|
Freddie Mac Gold Pool 2.5% 10/1/2041
|
4,182,524
|
3,729,526
|
|
Freddie Mac Gold Pool 2.5% 10/1/2050
|
39,437,601
|
33,764,486
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
1,437,853
|
1,381,436
|
|
Freddie Mac Gold Pool 2.5% 11/1/2031
|
234,763
|
225,421
|
|
Freddie Mac Gold Pool 2.5% 11/1/2032
|
51,335
|
49,013
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
5,852,641
|
5,224,309
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
1,563,457
|
1,397,485
|
|
Freddie Mac Gold Pool 2.5% 11/1/2041
|
778,054
|
694,673
|
|
Freddie Mac Gold Pool 2.5% 11/1/2050
|
73,584,874
|
62,838,694
|
|
Freddie Mac Gold Pool 2.5% 11/1/2051
|
2,240,155
|
1,913,007
|
|
Freddie Mac Gold Pool 2.5% 12/1/2031
|
1,634,143
|
1,570,058
|
|
Freddie Mac Gold Pool 2.5% 12/1/2031
|
28,962
|
27,811
|
|
Freddie Mac Gold Pool 2.5% 12/1/2032
|
18,910
|
18,045
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
12,212,037
|
10,359,924
|
|
Freddie Mac Gold Pool 2.5% 12/1/2051
|
1,239,207
|
1,057,074
|
|
Freddie Mac Gold Pool 2.5% 2/1/2032
|
23,677
|
22,719
|
|
Freddie Mac Gold Pool 2.5% 2/1/2033
|
20,888
|
19,911
|
|
Freddie Mac Gold Pool 2.5% 2/1/2042
|
1,083,262
|
971,277
|
|
Freddie Mac Gold Pool 2.5% 2/1/2051
|
24,710,266
|
21,132,518
|
|
Freddie Mac Gold Pool 2.5% 3/1/2051
|
4,866,629
|
4,128,542
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
327,499
|
312,351
|
|
Freddie Mac Gold Pool 2.5% 4/1/2033
|
157,010
|
149,427
|
|
Freddie Mac Gold Pool 2.5% 4/1/2042
|
1,089,914
|
971,077
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
13,454,135
|
11,443,072
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
2,463,956
|
2,101,815
|
|
Freddie Mac Gold Pool 2.5% 4/1/2052
|
2,084,892
|
1,781,722
|
|
Freddie Mac Gold Pool 2.5% 5/1/2030
|
17,705
|
17,199
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
3,214,680
|
2,880,150
|
|
Freddie Mac Gold Pool 2.5% 5/1/2041
|
2,298,430
|
2,073,042
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
21,181,584
|
18,088,270
|
|
Freddie Mac Gold Pool 2.5% 5/1/2051
|
2,340,283
|
1,999,976
|
|
Freddie Mac Gold Pool 2.5% 6/1/2030
|
20,877
|
20,254
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
385,382
|
371,327
|
|
Freddie Mac Gold Pool 2.5% 6/1/2031
|
146,738
|
141,672
|
|
Freddie Mac Gold Pool 2.5% 6/1/2041
|
1,284,591
|
1,147,876
|
|
Freddie Mac Gold Pool 2.5% 7/1/2031
|
660,824
|
637,095
|
|
Freddie Mac Gold Pool 2.5% 7/1/2032
|
1,871,717
|
1,792,004
|
|
Freddie Mac Gold Pool 2.5% 7/1/2033
|
580,894
|
552,837
|
|
Freddie Mac Gold Pool 2.5% 8/1/2031
|
1,115,946
|
1,075,256
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
6,747,824
|
6,022,912
|
|
Freddie Mac Gold Pool 2.5% 8/1/2041
|
628,677
|
562,035
|
|
Freddie Mac Gold Pool 2.5% 8/1/2050
|
6,565,567
|
5,619,056
|
|
Freddie Mac Gold Pool 2.5% 9/1/2032
|
255,464
|
244,290
|
|
Freddie Mac Gold Pool 2.5% 9/1/2032
|
168,625
|
163,146
|
|
Freddie Mac Gold Pool 2.5% 9/1/2041
|
1,370,836
|
1,230,263
|
|
Freddie Mac Gold Pool 3% 1/1/2033
|
457,592
|
441,052
|
|
Freddie Mac Gold Pool 3% 1/1/2034
|
129,785
|
124,990
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
141,670
|
128,681
|
|
Freddie Mac Gold Pool 3% 1/1/2043
|
117,158
|
107,100
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
4,346,748
|
3,816,597
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
1,412,758
|
1,240,451
|
|
Freddie Mac Gold Pool 3% 1/1/2052
|
212,574
|
186,647
|
|
Freddie Mac Gold Pool 3% 10/1/2042
|
45,914
|
41,885
|
|
Freddie Mac Gold Pool 3% 10/1/2045
|
11,822
|
10,620
|
|
Freddie Mac Gold Pool 3% 10/1/2049
|
4,130,866
|
3,659,317
|
|
Freddie Mac Gold Pool 3% 10/1/2049
|
121,057
|
107,238
|
|
Freddie Mac Gold Pool 3% 10/1/2051
|
12,914,433
|
11,407,931
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
118,146
|
108,122
|
|
Freddie Mac Gold Pool 3% 11/1/2042
|
31,326
|
28,841
|
|
Freddie Mac Gold Pool 3% 11/1/2045
|
677,147
|
607,762
|
|
Freddie Mac Gold Pool 3% 11/1/2045
|
237,732
|
213,592
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
8,234,776
|
7,325,635
|
|
Freddie Mac Gold Pool 3% 11/1/2049
|
251,598
|
221,934
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
5,970,876
|
5,315,407
|
|
Freddie Mac Gold Pool 3% 11/1/2050
|
908,434
|
799,908
|
|
Freddie Mac Gold Pool 3% 11/1/2051
|
2,045,021
|
1,796,878
|
|
Freddie Mac Gold Pool 3% 12/1/2030
|
288,397
|
280,876
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
398,402
|
386,717
|
|
Freddie Mac Gold Pool 3% 12/1/2032
|
75,891
|
73,402
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
1,986,062
|
1,818,408
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
178,331
|
163,147
|
|
Freddie Mac Gold Pool 3% 12/1/2042
|
65,654
|
59,907
|
|
Freddie Mac Gold Pool 3% 12/1/2045
|
364,372
|
326,429
|
|
Freddie Mac Gold Pool 3% 12/1/2046
|
4,431,809
|
3,971,074
|
|
Freddie Mac Gold Pool 3% 12/1/2049
|
434,420
|
383,201
|
|
Freddie Mac Gold Pool 3% 12/1/2049
|
5,290
|
4,666
|
|
Freddie Mac Gold Pool 3% 12/1/2050
|
7,404,857
|
6,520,235
|
|
Freddie Mac Gold Pool 3% 2/1/2033
|
275,813
|
269,041
|
|
Freddie Mac Gold Pool 3% 2/1/2034
|
16,113
|
15,468
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
566,659
|
535,537
|
|
Freddie Mac Gold Pool 3% 2/1/2037
|
30,064
|
28,459
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
633,937
|
581,417
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
136,516
|
125,282
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
105,047
|
95,975
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
99,770
|
91,055
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
67,800
|
62,039
|
|
Freddie Mac Gold Pool 3% 2/1/2043
|
67,624
|
61,685
|
|
Freddie Mac Gold Pool 3% 2/1/2050
|
9,385,882
|
8,337,924
|
|
Freddie Mac Gold Pool 3% 2/1/2052
|
756,830
|
665,942
|
|
Freddie Mac Gold Pool 3% 3/1/2033
|
94,684
|
91,403
|
|
Freddie Mac Gold Pool 3% 3/1/2043
|
69,219
|
63,300
|
|
Freddie Mac Gold Pool 3% 3/1/2045
|
21,339
|
19,193
|
|
Freddie Mac Gold Pool 3% 3/1/2050
|
7,446,036
|
6,568,129
|
|
Freddie Mac Gold Pool 3% 3/1/2051
|
34,335
|
30,223
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
15,111,095
|
13,414,458
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
5,253,757
|
4,652,385
|
|
Freddie Mac Gold Pool 3% 3/1/2052
|
2,209,132
|
1,939,005
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
46,297
|
45,013
|
|
Freddie Mac Gold Pool 3% 4/1/2032
|
15,431
|
14,997
|
|
Freddie Mac Gold Pool 3% 4/1/2034
|
954,252
|
918,204
|
|
Freddie Mac Gold Pool 3% 4/1/2043
|
28,867
|
26,392
|
|
Freddie Mac Gold Pool 3% 4/1/2045
|
168,517
|
152,536
|
|
Freddie Mac Gold Pool 3% 4/1/2045
|
13,817
|
12,411
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
258,155
|
231,588
|
|
Freddie Mac Gold Pool 3% 4/1/2046
|
233,124
|
209,607
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
13,457,543
|
11,954,974
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
7,539,654
|
6,650,709
|
|
Freddie Mac Gold Pool 3% 4/1/2050
|
8,398
|
7,408
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
96,909
|
87,379
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
96,631
|
87,117
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
55,420
|
50,030
|
|
Freddie Mac Gold Pool 3% 5/1/2045
|
32,874
|
29,638
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
4,011,390
|
3,602,951
|
|
Freddie Mac Gold Pool 3% 5/1/2046
|
633,188
|
568,287
|
|
Freddie Mac Gold Pool 3% 5/1/2051
|
1,931,603
|
1,700,240
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
343,560
|
334,321
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
131,745
|
128,268
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
77,164
|
75,053
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
43,774
|
42,684
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
42,859
|
41,653
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
33,145
|
32,201
|
|
Freddie Mac Gold Pool 3% 6/1/2031
|
28,157
|
27,470
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
664,275
|
600,100
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
231,740
|
210,037
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
91,559
|
82,974
|
|
Freddie Mac Gold Pool 3% 6/1/2045
|
29,891
|
27,090
|
|
Freddie Mac Gold Pool 3% 6/1/2046
|
4,048,627
|
3,630,294
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
13,726,215
|
12,197,937
|
|
Freddie Mac Gold Pool 3% 6/1/2050
|
26,159
|
23,074
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
7,108,705
|
6,239,470
|
|
Freddie Mac Gold Pool 3% 6/1/2052
|
2,451,084
|
2,162,095
|
|
Freddie Mac Gold Pool 3% 7/1/2032
|
69,376
|
67,265
|
|
Freddie Mac Gold Pool 3% 7/1/2043
|
2,886,641
|
2,635,819
|
|
Freddie Mac Gold Pool 3% 7/1/2043
|
732,358
|
667,829
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
204,401
|
184,592
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
163,170
|
146,892
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
72,463
|
65,155
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
70,045
|
64,540
|
|
Freddie Mac Gold Pool 3% 7/1/2045
|
26,992
|
24,454
|
|
Freddie Mac Gold Pool 3% 7/1/2051
|
643,163
|
565,925
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
103,062
|
99,890
|
|
Freddie Mac Gold Pool 3% 8/1/2032
|
60,074
|
58,223
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
26,371
|
24,211
|
|
Freddie Mac Gold Pool 3% 8/1/2042
|
20,418
|
18,654
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
174,186
|
157,003
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
104,128
|
94,368
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
101,485
|
91,533
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
71,598
|
65,131
|
|
Freddie Mac Gold Pool 3% 8/1/2045
|
31,029
|
28,056
|
|
Freddie Mac Gold Pool 3% 8/1/2052
|
18,434,765
|
16,364,954
|
|
Freddie Mac Gold Pool 3% 8/1/2052
|
7,246,694
|
6,428,523
|
|
Freddie Mac Gold Pool 3% 9/1/2049
|
58,425
|
52,066
|
|
Freddie Mac Gold Pool 3% 9/1/2051
|
1,858,171
|
1,632,700
|
|
Freddie Mac Gold Pool 3.5% 1/1/2043
|
17,407
|
16,258
|
|
Freddie Mac Gold Pool 3.5% 1/1/2044
|
3,241,504
|
3,047,824
|
|
Freddie Mac Gold Pool 3.5% 1/1/2044
|
1,638,869
|
1,537,008
|
|
Freddie Mac Gold Pool 3.5% 1/1/2045
|
216,052
|
202,866
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
510,036
|
473,533
|
|
Freddie Mac Gold Pool 3.5% 1/1/2046
|
133,022
|
123,750
|
|
Freddie Mac Gold Pool 3.5% 1/1/2048
|
24,094
|
22,359
|
|
Freddie Mac Gold Pool 3.5% 1/1/2052
|
384,525
|
351,188
|
|
Freddie Mac Gold Pool 3.5% 10/1/2034
|
2,236,879
|
2,168,560
|
|
Freddie Mac Gold Pool 3.5% 10/1/2040
|
197,240
|
185,703
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
372,813
|
350,138
|
|
Freddie Mac Gold Pool 3.5% 10/1/2042
|
53,075
|
49,790
|
|
Freddie Mac Gold Pool 3.5% 10/1/2047
|
97,031
|
90,044
|
|
Freddie Mac Gold Pool 3.5% 10/1/2050
|
330,649
|
302,706
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
8,089,295
|
7,398,095
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
2,673,134
|
2,451,408
|
|
Freddie Mac Gold Pool 3.5% 10/1/2051
|
887,468
|
806,645
|
|
Freddie Mac Gold Pool 3.5% 11/1/2033
|
4,084,942
|
3,948,640
|
|
Freddie Mac Gold Pool 3.5% 11/1/2040
|
409,975
|
386,893
|
|
Freddie Mac Gold Pool 3.5% 11/1/2045
|
53,268
|
49,644
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
709,131
|
658,067
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
569,093
|
528,424
|
|
Freddie Mac Gold Pool 3.5% 11/1/2047
|
213,550
|
196,821
|
|
Freddie Mac Gold Pool 3.5% 12/1/2029
|
8,334
|
8,254
|
|
Freddie Mac Gold Pool 3.5% 12/1/2033
|
526,666
|
512,250
|
|
Freddie Mac Gold Pool 3.5% 12/1/2040
|
392,547
|
370,348
|
|
Freddie Mac Gold Pool 3.5% 12/1/2046
|
435,202
|
404,101
|
|
Freddie Mac Gold Pool 3.5% 12/1/2047
|
164,063
|
152,249
|
|
Freddie Mac Gold Pool 3.5% 12/1/2051
|
1,399,882
|
1,278,517
|
|
Freddie Mac Gold Pool 3.5% 2/1/2030
|
20,585
|
20,349
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
6,152,128
|
5,985,721
|
|
Freddie Mac Gold Pool 3.5% 2/1/2034
|
3,241,452
|
3,120,379
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
4,354,800
|
4,086,648
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
656,305
|
617,348
|
|
Freddie Mac Gold Pool 3.5% 2/1/2043
|
245,542
|
231,663
|
|
Freddie Mac Gold Pool 3.5% 2/1/2045
|
35,786
|
33,549
|
|
Freddie Mac Gold Pool 3.5% 2/1/2046
|
7,070
|
6,564
|
|
Freddie Mac Gold Pool 3.5% 2/1/2051
|
505,041
|
461,572
|
|
Freddie Mac Gold Pool 3.5% 2/1/2052
|
3,422,236
|
3,134,097
|
|
Freddie Mac Gold Pool 3.5% 3/1/2032
|
3,070,067
|
3,002,166
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
1,108,558
|
1,033,890
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
307,857
|
287,567
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
243,336
|
227,024
|
|
Freddie Mac Gold Pool 3.5% 3/1/2045
|
94,760
|
89,030
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
2,334,103
|
2,176,544
|
|
Freddie Mac Gold Pool 3.5% 3/1/2046
|
20,313
|
18,860
|
|
Freddie Mac Gold Pool 3.5% 3/1/2050
|
8,477
|
7,710
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
14,321,709
|
13,111,400
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
8,042,584
|
7,364,173
|
|
Freddie Mac Gold Pool 3.5% 3/1/2052
|
7,414,553
|
6,778,691
|
|
Freddie Mac Gold Pool 3.5% 4/1/2040
|
486,189
|
459,274
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
5,291,622
|
4,994,858
|
|
Freddie Mac Gold Pool 3.5% 4/1/2042
|
136,588
|
128,576
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
869,609
|
815,578
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
371,832
|
348,833
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
292,378
|
274,489
|
|
Freddie Mac Gold Pool 3.5% 4/1/2043
|
26,312
|
24,583
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
1,484,068
|
1,379,795
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
1,469,232
|
1,364,132
|
|
Freddie Mac Gold Pool 3.5% 4/1/2046
|
67,814
|
63,027
|
|
Freddie Mac Gold Pool 3.5% 4/1/2047
|
4,949,773
|
4,539,208
|
|
Freddie Mac Gold Pool 3.5% 4/1/2050
|
16,383
|
14,999
|
|
Freddie Mac Gold Pool 3.5% 4/1/2052
|
5,164,933
|
4,755,890
|
|
Freddie Mac Gold Pool 3.5% 5/1/2030
|
38,240
|
37,767
|
|
Freddie Mac Gold Pool 3.5% 5/1/2030
|
21,569
|
21,294
|
|
Freddie Mac Gold Pool 3.5% 5/1/2030
|
11,318
|
11,181
|
|
Freddie Mac Gold Pool 3.5% 5/1/2034
|
618,686
|
600,600
|
|
Freddie Mac Gold Pool 3.5% 5/1/2038
|
455,683
|
436,825
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
894,557
|
845,613
|
|
Freddie Mac Gold Pool 3.5% 5/1/2040
|
133,498
|
126,114
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
3,241,865
|
3,018,528
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
147,675
|
137,554
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
74,428
|
69,430
|
|
Freddie Mac Gold Pool 3.5% 5/1/2045
|
32,811
|
30,883
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
11,374,089
|
10,590,893
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
24,667
|
22,931
|
|
Freddie Mac Gold Pool 3.5% 5/1/2046
|
6,930
|
6,437
|
|
Freddie Mac Gold Pool 3.5% 5/1/2047
|
3,076,173
|
2,819,094
|
|
Freddie Mac Gold Pool 3.5% 6/1/2030
|
21,990
|
21,704
|
|
Freddie Mac Gold Pool 3.5% 6/1/2030
|
13,857
|
13,664
|
|
Freddie Mac Gold Pool 3.5% 6/1/2032
|
5,262,162
|
5,141,254
|
|
Freddie Mac Gold Pool 3.5% 6/1/2040
|
818,549
|
774,689
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
4,324,580
|
4,036,216
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
3,856,307
|
3,594,040
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
628,942
|
586,771
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
236,402
|
220,825
|
|
Freddie Mac Gold Pool 3.5% 6/1/2045
|
44,632
|
41,645
|
|
Freddie Mac Gold Pool 3.5% 6/1/2050
|
6,482,495
|
5,934,668
|
|
Freddie Mac Gold Pool 3.5% 6/1/2051
|
546,294
|
499,786
|
|
Freddie Mac Gold Pool 3.5% 7/1/2032
|
680,095
|
664,671
|
|
Freddie Mac Gold Pool 3.5% 7/1/2040
|
78,384
|
73,935
|
|
Freddie Mac Gold Pool 3.5% 7/1/2042
|
2,774,655
|
2,604,796
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
142,636
|
132,532
|
|
Freddie Mac Gold Pool 3.5% 7/1/2046
|
35,505
|
32,965
|
|
Freddie Mac Gold Pool 3.5% 7/1/2047
|
1,692,736
|
1,572,431
|
|
Freddie Mac Gold Pool 3.5% 7/1/2051
|
21,034,107
|
19,243,395
|
|
Freddie Mac Gold Pool 3.5% 7/1/2052
|
9,314,961
|
8,556,875
|
|
Freddie Mac Gold Pool 3.5% 8/1/2034
|
1,052,920
|
1,021,609
|
|
Freddie Mac Gold Pool 3.5% 8/1/2040
|
525,339
|
496,366
|
|
Freddie Mac Gold Pool 3.5% 8/1/2042
|
174,557
|
163,931
|
|
Freddie Mac Gold Pool 3.5% 8/1/2045
|
4,370
|
4,062
|
|
Freddie Mac Gold Pool 3.5% 8/1/2046
|
13,836
|
12,856
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
2,636,461
|
2,449,084
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
315,344
|
292,933
|
|
Freddie Mac Gold Pool 3.5% 8/1/2047
|
197,974
|
183,904
|
|
Freddie Mac Gold Pool 3.5% 8/1/2051
|
3,625,031
|
3,325,481
|
|
Freddie Mac Gold Pool 3.5% 8/1/2051
|
634,810
|
580,766
|
|
Freddie Mac Gold Pool 3.5% 9/1/2040
|
356,547
|
337,700
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
6,161,211
|
5,779,078
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
3,436,807
|
3,222,119
|
|
Freddie Mac Gold Pool 3.5% 9/1/2042
|
21,240
|
19,922
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
9,782,245
|
9,109,676
|
|
Freddie Mac Gold Pool 3.5% 9/1/2046
|
1,152,384
|
1,070,752
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
53,041
|
49,271
|
|
Freddie Mac Gold Pool 3.5% 9/1/2047
|
43,775
|
40,664
|
|
Freddie Mac Gold Pool 3.5% 9/1/2051
|
2,661,239
|
2,433,846
|
|
Freddie Mac Gold Pool 4% 1/1/2036
|
3,587,916
|
3,520,346
|
|
Freddie Mac Gold Pool 4% 1/1/2039
|
112,305
|
109,172
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
1,307,266
|
1,264,835
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
63,625
|
61,705
|
|
Freddie Mac Gold Pool 4% 1/1/2041
|
16,306
|
15,767
|
|
Freddie Mac Gold Pool 4% 1/1/2042
|
460,010
|
444,146
|
|
Freddie Mac Gold Pool 4% 1/1/2043
|
34,860
|
33,523
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
104,274
|
100,008
|
|
Freddie Mac Gold Pool 4% 1/1/2044
|
80,417
|
77,298
|
|
Freddie Mac Gold Pool 4% 10/1/2040
|
20,789
|
20,104
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
1,502,973
|
1,452,046
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
149,214
|
144,216
|
|
Freddie Mac Gold Pool 4% 10/1/2041
|
111,874
|
108,165
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
52,984
|
51,100
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
25,644
|
24,911
|
|
Freddie Mac Gold Pool 4% 10/1/2042
|
18,351
|
17,648
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
260,926
|
250,747
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
87,334
|
83,779
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
37,495
|
35,974
|
|
Freddie Mac Gold Pool 4% 10/1/2043
|
34,151
|
32,929
|
|
Freddie Mac Gold Pool 4% 10/1/2044
|
185,075
|
177,301
|
|
Freddie Mac Gold Pool 4% 10/1/2045
|
68,414
|
65,745
|
|
Freddie Mac Gold Pool 4% 10/1/2052
|
2,682,303
|
2,536,396
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
589,226
|
568,594
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
16,779
|
16,337
|
|
Freddie Mac Gold Pool 4% 11/1/2041
|
7,636
|
7,380
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
2,886,814
|
2,790,490
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
1,801,678
|
1,740,209
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
219,706
|
211,947
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
199,412
|
191,967
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
122,865
|
118,544
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
68,339
|
65,744
|
|
Freddie Mac Gold Pool 4% 11/1/2042
|
5,696
|
5,586
|
|
Freddie Mac Gold Pool 4% 11/1/2043
|
5,112
|
4,928
|
|
Freddie Mac Gold Pool 4% 11/1/2047
|
1,427,173
|
1,355,268
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
65,480
|
63,361
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
31,918
|
30,929
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
12,603
|
12,196
|
|
Freddie Mac Gold Pool 4% 12/1/2040
|
5,282
|
5,114
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
100,103
|
96,308
|
|
Freddie Mac Gold Pool 4% 12/1/2042
|
43,821
|
42,339
|
|
Freddie Mac Gold Pool 4% 12/1/2045
|
17,984
|
17,219
|
|
Freddie Mac Gold Pool 4% 12/1/2047
|
2,228,040
|
2,115,784
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
1,234,318
|
1,193,566
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
1,143,058
|
1,106,326
|
|
Freddie Mac Gold Pool 4% 2/1/2041
|
350,628
|
338,814
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
468,117
|
451,742
|
|
Freddie Mac Gold Pool 4% 2/1/2042
|
189,149
|
182,929
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
185,942
|
178,995
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
142,495
|
137,028
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
112,344
|
107,922
|
|
Freddie Mac Gold Pool 4% 2/1/2043
|
61,663
|
59,273
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
112,157
|
107,822
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
57,301
|
55,174
|
|
Freddie Mac Gold Pool 4% 2/1/2044
|
39,773
|
38,130
|
|
Freddie Mac Gold Pool 4% 2/1/2045
|
2,227,480
|
2,143,067
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
525,359
|
504,102
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
22,072
|
21,218
|
|
Freddie Mac Gold Pool 4% 2/1/2046
|
11,600
|
11,292
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
1,437,778
|
1,366,237
|
|
Freddie Mac Gold Pool 4% 2/1/2048
|
159,343
|
151,465
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
201,887
|
194,708
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
196,528
|
189,794
|
|
Freddie Mac Gold Pool 4% 3/1/2042
|
19,313
|
18,586
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
58,146
|
56,173
|
|
Freddie Mac Gold Pool 4% 3/1/2043
|
37,710
|
36,257
|
|
Freddie Mac Gold Pool 4% 3/1/2044
|
124,379
|
119,325
|
|
Freddie Mac Gold Pool 4% 4/1/2040
|
2,343
|
2,287
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
1,189,858
|
1,147,888
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
946,515
|
914,313
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
36,632
|
35,253
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
35,835
|
34,487
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
25,667
|
24,847
|
|
Freddie Mac Gold Pool 4% 4/1/2042
|
19,319
|
18,599
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
3,022,369
|
2,915,344
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
99,016
|
95,425
|
|
Freddie Mac Gold Pool 4% 4/1/2043
|
34,000
|
33,023
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
757,352
|
724,836
|
|
Freddie Mac Gold Pool 4% 4/1/2046
|
161,650
|
154,590
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
508,403
|
482,788
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
402,164
|
381,902
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
236,505
|
224,589
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
87,687
|
83,269
|
|
Freddie Mac Gold Pool 4% 4/1/2048
|
26,205
|
24,884
|
|
Freddie Mac Gold Pool 4% 5/1/2042
|
148,595
|
143,773
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
108,237
|
104,057
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
42,323
|
40,627
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
41,273
|
39,636
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
38,257
|
36,731
|
|
Freddie Mac Gold Pool 4% 5/1/2043
|
12,586
|
12,111
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
729,876
|
705,281
|
|
Freddie Mac Gold Pool 4% 5/1/2045
|
196,036
|
187,534
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
58,183
|
56,650
|
|
Freddie Mac Gold Pool 4% 6/1/2038
|
43,230
|
42,091
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
48,793
|
47,139
|
|
Freddie Mac Gold Pool 4% 6/1/2041
|
7,062
|
6,945
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
111,172
|
107,481
|
|
Freddie Mac Gold Pool 4% 6/1/2043
|
63,404
|
60,894
|
|
Freddie Mac Gold Pool 4% 6/1/2044
|
44,289
|
42,628
|
|
Freddie Mac Gold Pool 4% 6/1/2045
|
128,741
|
123,709
|
|
Freddie Mac Gold Pool 4% 7/1/2041
|
177,295
|
171,145
|
|
Freddie Mac Gold Pool 4% 7/1/2042
|
1,843,692
|
1,776,203
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
239,911
|
230,659
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
197,504
|
190,220
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
108,859
|
104,856
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
69,278
|
66,515
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
61,274
|
58,807
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
51,864
|
49,786
|
|
Freddie Mac Gold Pool 4% 7/1/2043
|
22,842
|
21,932
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
137,551
|
133,003
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
94,511
|
90,889
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
93,568
|
89,914
|
|
Freddie Mac Gold Pool 4% 7/1/2044
|
23,966
|
23,026
|
|
Freddie Mac Gold Pool 4% 7/1/2045
|
318,646
|
306,056
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
271,499
|
264,350
|
|
Freddie Mac Gold Pool 4% 8/1/2038
|
217,401
|
211,676
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
115,538
|
110,997
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
93,342
|
90,221
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
68,346
|
66,108
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
33,747
|
32,505
|
|
Freddie Mac Gold Pool 4% 8/1/2043
|
20,881
|
20,043
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
28,533
|
27,532
|
|
Freddie Mac Gold Pool 4% 8/1/2044
|
27,837
|
26,705
|
|
Freddie Mac Gold Pool 4% 9/1/2040
|
32,804
|
31,740
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
261,054
|
252,305
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
255,095
|
246,471
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
140,168
|
135,712
|
|
Freddie Mac Gold Pool 4% 9/1/2041
|
36,545
|
35,423
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
763,285
|
736,500
|
|
Freddie Mac Gold Pool 4% 9/1/2042
|
143,771
|
139,101
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
185,430
|
178,431
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
174,027
|
167,355
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
166,135
|
159,870
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
146,712
|
140,988
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
117,532
|
112,813
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
100,091
|
96,335
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
50,674
|
48,609
|
|
Freddie Mac Gold Pool 4% 9/1/2043
|
3,985
|
3,908
|
|
Freddie Mac Gold Pool 4% 9/1/2044
|
105,572
|
101,396
|
|
Freddie Mac Gold Pool 4.5% 1/1/2040
|
41,578
|
41,253
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
611,909
|
606,789
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
62,879
|
62,382
|
|
Freddie Mac Gold Pool 4.5% 1/1/2041
|
36,739
|
36,432
|
|
Freddie Mac Gold Pool 4.5% 1/1/2042
|
1,245,926
|
1,235,327
|
|
Freddie Mac Gold Pool 4.5% 1/1/2045
|
47,436
|
46,878
|
|
Freddie Mac Gold Pool 4.5% 1/1/2047
|
115,902
|
113,511
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
253,060
|
251,042
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
62,889
|
62,360
|
|
Freddie Mac Gold Pool 4.5% 10/1/2039
|
24,311
|
24,119
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
125,607
|
124,512
|
|
Freddie Mac Gold Pool 4.5% 10/1/2040
|
111,617
|
110,436
|
|
Freddie Mac Gold Pool 4.5% 10/1/2041
|
603,922
|
597,703
|
|
Freddie Mac Gold Pool 4.5% 10/1/2043
|
74,722
|
73,721
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
1,049,843
|
1,027,527
|
|
Freddie Mac Gold Pool 4.5% 10/1/2048
|
410,828
|
399,784
|
|
Freddie Mac Gold Pool 4.5% 11/1/2031
|
7,146
|
7,132
|
|
Freddie Mac Gold Pool 4.5% 11/1/2039
|
1,991
|
1,975
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
29,196
|
28,947
|
|
Freddie Mac Gold Pool 4.5% 11/1/2040
|
5,786
|
5,738
|
|
Freddie Mac Gold Pool 4.5% 11/1/2044
|
391,492
|
385,819
|
|
Freddie Mac Gold Pool 4.5% 11/1/2044
|
14,679
|
14,478
|
|
Freddie Mac Gold Pool 4.5% 12/1/2039
|
1,041
|
1,033
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
47,620
|
47,197
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
41,417
|
40,977
|
|
Freddie Mac Gold Pool 4.5% 12/1/2040
|
2,632
|
2,605
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
88,915
|
87,615
|
|
Freddie Mac Gold Pool 4.5% 12/1/2044
|
14,891
|
14,687
|
|
Freddie Mac Gold Pool 4.5% 12/1/2045
|
351,560
|
348,802
|
|
Freddie Mac Gold Pool 4.5% 12/1/2046
|
117,756
|
115,327
|
|
Freddie Mac Gold Pool 4.5% 12/1/2048
|
2,226,475
|
2,174,279
|
|
Freddie Mac Gold Pool 4.5% 12/1/2052 (b)
|
19,422,855
|
18,884,098
|
|
Freddie Mac Gold Pool 4.5% 2/1/2037
|
2,817
|
2,800
|
|
Freddie Mac Gold Pool 4.5% 2/1/2040
|
7,955
|
7,892
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
186,487
|
184,927
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
134,897
|
133,740
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
126,711
|
125,630
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
96,674
|
95,878
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
93,113
|
92,102
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
82,546
|
81,900
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
58,267
|
57,646
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
54,445
|
53,861
|
|
Freddie Mac Gold Pool 4.5% 2/1/2041
|
9,842
|
9,764
|
|
Freddie Mac Gold Pool 4.5% 2/1/2044
|
36,132
|
35,677
|
|
Freddie Mac Gold Pool 4.5% 2/1/2047
|
448,015
|
438,772
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
713,218
|
706,998
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
511,240
|
506,759
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
116,127
|
114,902
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
73,412
|
72,777
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
53,089
|
52,649
|
|
Freddie Mac Gold Pool 4.5% 3/1/2041
|
13,960
|
13,840
|
|
Freddie Mac Gold Pool 4.5% 3/1/2042
|
5,022
|
4,979
|
|
Freddie Mac Gold Pool 4.5% 3/1/2044
|
28,007
|
27,632
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
1,208,399
|
1,197,954
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
978,450
|
969,994
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
126,870
|
125,477
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
123,033
|
121,733
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
7,774
|
7,688
|
|
Freddie Mac Gold Pool 4.5% 4/1/2041
|
2,589
|
2,562
|
|
Freddie Mac Gold Pool 4.5% 4/1/2048
|
311,283
|
303,013
|
|
Freddie Mac Gold Pool 4.5% 5/1/2035
|
21,329
|
21,208
|
|
Freddie Mac Gold Pool 4.5% 5/1/2039
|
301,747
|
299,478
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
6,338
|
6,286
|
|
Freddie Mac Gold Pool 4.5% 5/1/2040
|
3,852
|
3,824
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
132,821
|
131,358
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
88,359
|
87,588
|
|
Freddie Mac Gold Pool 4.5% 5/1/2041
|
29,269
|
29,017
|
|
Freddie Mac Gold Pool 4.5% 5/1/2045
|
416,384
|
409,095
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
1,355,843
|
1,327,446
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
998,314
|
977,717
|
|
Freddie Mac Gold Pool 4.5% 5/1/2047
|
467,892
|
458,239
|
|
Freddie Mac Gold Pool 4.5% 6/1/2038
|
25,707
|
25,560
|
|
Freddie Mac Gold Pool 4.5% 6/1/2039
|
8,707
|
8,636
|
|
Freddie Mac Gold Pool 4.5% 6/1/2040
|
13,317
|
13,208
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
121,055
|
120,102
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
94,592
|
93,576
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
58,957
|
58,335
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
49,548
|
49,148
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
40,048
|
39,759
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
22,089
|
21,855
|
|
Freddie Mac Gold Pool 4.5% 6/1/2041
|
5,711
|
5,651
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
1,942,390
|
1,901,710
|
|
Freddie Mac Gold Pool 4.5% 6/1/2047
|
261,659
|
256,179
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
93,595
|
92,829
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
43,558
|
43,177
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
36,641
|
36,332
|
|
Freddie Mac Gold Pool 4.5% 7/1/2040
|
1,623
|
1,609
|
|
Freddie Mac Gold Pool 4.5% 7/1/2041
|
26,221
|
25,994
|
|
Freddie Mac Gold Pool 4.5% 7/1/2044
|
8,545
|
8,425
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
825,075
|
807,795
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
466,250
|
456,777
|
|
Freddie Mac Gold Pool 4.5% 7/1/2047
|
214,652
|
210,156
|
|
Freddie Mac Gold Pool 4.5% 8/1/2033
|
9,457
|
9,411
|
|
Freddie Mac Gold Pool 4.5% 8/1/2035
|
2,543
|
2,529
|
|
Freddie Mac Gold Pool 4.5% 8/1/2035
|
308
|
307
|
|
Freddie Mac Gold Pool 4.5% 8/1/2039
|
1,597
|
1,584
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
32,563
|
32,289
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
19,755
|
19,586
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
5,138
|
5,094
|
|
Freddie Mac Gold Pool 4.5% 8/1/2040
|
3,059
|
3,033
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
408,750
|
405,245
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
36,267
|
35,967
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
34,881
|
34,505
|
|
Freddie Mac Gold Pool 4.5% 8/1/2041
|
32,752
|
32,472
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
122,856
|
122,025
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
1,889
|
1,874
|
|
Freddie Mac Gold Pool 4.5% 9/1/2039
|
368
|
365
|
|
Freddie Mac Gold Pool 4.5% 9/1/2040
|
60,123
|
59,616
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
750,645
|
744,068
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
589,731
|
584,668
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
545,210
|
540,745
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
46,468
|
46,075
|
|
Freddie Mac Gold Pool 4.5% 9/1/2041
|
28,940
|
28,690
|
|
Freddie Mac Gold Pool 5% 1/1/2035
|
221,178
|
222,214
|
|
Freddie Mac Gold Pool 5% 1/1/2037
|
9,891
|
9,944
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
152,648
|
153,504
|
|
Freddie Mac Gold Pool 5% 1/1/2040
|
47,732
|
48,099
|
|
Freddie Mac Gold Pool 5% 1/1/2041
|
21,006
|
21,128
|
|
Freddie Mac Gold Pool 5% 1/1/2053
|
7,033,480
|
6,999,041
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
26,456
|
26,580
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
18,921
|
19,006
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
819
|
823
|
|
Freddie Mac Gold Pool 5% 10/1/2033
|
250
|
251
|
|
Freddie Mac Gold Pool 5% 10/1/2052
|
13,743,170
|
13,718,825
|
|
Freddie Mac Gold Pool 5% 11/1/2034
|
84
|
84
|
|
Freddie Mac Gold Pool 5% 11/1/2035
|
15,770
|
15,856
|
|
Freddie Mac Gold Pool 5% 11/1/2037
|
1,239
|
1,246
|
|
Freddie Mac Gold Pool 5% 11/1/2040
|
14,802
|
14,889
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
15,704,274
|
15,671,548
|
|
Freddie Mac Gold Pool 5% 11/1/2052
|
3,081,645
|
3,078,112
|
|
Freddie Mac Gold Pool 5% 11/1/2055
|
136,509
|
134,209
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
11,987
|
12,045
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
8,796
|
8,837
|
|
Freddie Mac Gold Pool 5% 12/1/2033
|
3,034
|
3,047
|
|
Freddie Mac Gold Pool 5% 12/1/2034
|
1,283
|
1,290
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
2,236,904
|
2,259,681
|
|
Freddie Mac Gold Pool 5% 12/1/2035
|
40,712
|
40,939
|
|
Freddie Mac Gold Pool 5% 12/1/2039
|
3,704
|
3,725
|
|
Freddie Mac Gold Pool 5% 12/1/2052 (e)
|
7,146,906
|
7,132,013
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
2,085,772
|
2,076,211
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,835,085
|
1,831,261
|
|
Freddie Mac Gold Pool 5% 12/1/2052
|
1,674,885
|
1,667,208
|
|
Freddie Mac Gold Pool 5% 2/1/2035
|
24,960
|
25,068
|
|
Freddie Mac Gold Pool 5% 2/1/2040
|
12,955
|
13,030
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
47,323
|
47,599
|
|
Freddie Mac Gold Pool 5% 2/1/2041
|
17,383
|
17,484
|
|
Freddie Mac Gold Pool 5% 3/1/2038
|
1,746,549
|
1,765,970
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
98,020
|
98,592
|
|
Freddie Mac Gold Pool 5% 3/1/2041
|
96,330
|
96,885
|
|
Freddie Mac Gold Pool 5% 3/1/2056
|
71,698,310
|
70,484,629
|
|
Freddie Mac Gold Pool 5% 4/1/2034
|
8,914
|
8,959
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
60,392
|
60,685
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
23,530
|
23,657
|
|
Freddie Mac Gold Pool 5% 4/1/2035
|
15,568
|
15,651
|
|
Freddie Mac Gold Pool 5% 4/1/2036
|
134,745
|
135,482
|
|
Freddie Mac Gold Pool 5% 4/1/2038
|
156,870
|
157,769
|
|
Freddie Mac Gold Pool 5% 4/1/2040
|
243,260
|
244,654
|
|
Freddie Mac Gold Pool 5% 4/1/2041
|
33,293
|
33,488
|
|
Freddie Mac Gold Pool 5% 4/1/2056
|
750,000
|
737,452
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
10,494
|
10,543
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
5,171
|
5,195
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
3,820
|
3,840
|
|
Freddie Mac Gold Pool 5% 5/1/2034
|
708
|
711
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
58,391
|
58,702
|
|
Freddie Mac Gold Pool 5% 5/1/2035
|
1,439
|
1,445
|
|
Freddie Mac Gold Pool 5% 5/1/2040
|
34,623
|
34,817
|
|
Freddie Mac Gold Pool 5% 5/1/2041
|
85,355
|
85,854
|
|
Freddie Mac Gold Pool 5% 5/1/2052
|
363,361
|
363,852
|
|
Freddie Mac Gold Pool 5% 5/1/2056
|
26,599,823
|
26,149,552
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
10,911
|
10,966
|
|
Freddie Mac Gold Pool 5% 6/1/2035
|
4,910
|
4,937
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
3,315
|
3,334
|
|
Freddie Mac Gold Pool 5% 6/1/2038
|
2,737
|
2,753
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
134,146
|
134,909
|
|
Freddie Mac Gold Pool 5% 6/1/2040
|
91,167
|
91,684
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
3,749,322
|
3,770,949
|
|
Freddie Mac Gold Pool 5% 6/1/2041
|
106,314
|
106,937
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
6,723,720
|
6,724,417
|
|
Freddie Mac Gold Pool 5% 6/1/2052
|
998,072
|
999,423
|
|
Freddie Mac Gold Pool 5% 6/1/2056
|
20,935,336
|
20,581,768
|
|
Freddie Mac Gold Pool 5% 7/1/2034
|
141
|
142
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
379,564
|
381,511
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
52,165
|
52,449
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
2,899
|
2,915
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
1,901
|
1,911
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
903
|
908
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
569
|
573
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
475
|
478
|
|
Freddie Mac Gold Pool 5% 7/1/2035
|
321
|
323
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
17,863
|
17,967
|
|
Freddie Mac Gold Pool 5% 7/1/2040
|
1,002
|
1,008
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
95,952
|
96,513
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
69,273
|
69,674
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
65,803
|
66,188
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
43,944
|
44,198
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
42,986
|
43,234
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
38,968
|
39,126
|
|
Freddie Mac Gold Pool 5% 7/1/2041
|
24,572
|
24,701
|
|
Freddie Mac Gold Pool 5% 7/1/2056
|
11,298,904
|
11,107,641
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
6,358
|
6,389
|
|
Freddie Mac Gold Pool 5% 8/1/2033
|
2,019
|
2,028
|
|
Freddie Mac Gold Pool 5% 8/1/2034
|
93,126
|
93,583
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
6,881
|
6,916
|
|
Freddie Mac Gold Pool 5% 8/1/2035
|
1,011
|
1,017
|
|
Freddie Mac Gold Pool 5% 8/1/2036
|
1,128
|
1,134
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
35,651,309
|
35,847,206
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
191,015
|
192,141
|
|
Freddie Mac Gold Pool 5% 8/1/2040
|
3,844
|
3,866
|
|
Freddie Mac Gold Pool 5% 9/1/2033
|
21,231
|
21,327
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
38,820
|
39,034
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
2,262
|
2,274
|
|
Freddie Mac Gold Pool 5% 9/1/2035
|
249
|
250
|
|
Freddie Mac Gold Pool 5% 9/1/2052
|
1,438,613
|
1,430,670
|
|
Freddie Mac Gold Pool 5.5% 1/1/2055
|
2,227,962
|
2,240,134
|
|
Freddie Mac Gold Pool 5.5% 1/1/2056
|
29,978,028
|
30,516,529
|
|
Freddie Mac Gold Pool 5.5% 2/1/2054
|
1,620,423
|
1,633,833
|
|
Freddie Mac Gold Pool 5.5% 3/1/2053 (g)(h)
|
29,818,063
|
30,437,554
|
|
Freddie Mac Gold Pool 5.5% 5/1/2053
|
5,355,059
|
5,434,519
|
|
Freddie Mac Gold Pool 5.5% 5/1/2055
|
390,983
|
393,449
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
261
|
266
|
|
Freddie Mac Gold Pool 6% 1/1/2029
|
51
|
52
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
5,275
|
5,391
|
|
Freddie Mac Gold Pool 6% 1/1/2032
|
3,239
|
3,310
|
|
Freddie Mac Gold Pool 6% 10/1/2032
|
2,575
|
2,637
|
|
Freddie Mac Gold Pool 6% 10/1/2039
|
914,339
|
939,484
|
|
Freddie Mac Gold Pool 6% 10/1/2039
|
521,171
|
535,503
|
|
Freddie Mac Gold Pool 6% 10/1/2040
|
7,176,158
|
7,373,503
|
|
Freddie Mac Gold Pool 6% 11/1/2029
|
210
|
215
|
|
Freddie Mac Gold Pool 6% 11/1/2031
|
3,456
|
3,532
|
|
Freddie Mac Gold Pool 6% 11/1/2032
|
29,017
|
29,682
|
|
Freddie Mac Gold Pool 6% 12/1/2032
|
1,355
|
1,386
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
80,847
|
83,900
|
|
Freddie Mac Gold Pool 6% 12/1/2037
|
22,042
|
22,833
|
|
Freddie Mac Gold Pool 6% 12/1/2039
|
199,355
|
204,838
|
|
Freddie Mac Gold Pool 6% 12/1/2052
|
1,207,432
|
1,252,120
|
|
Freddie Mac Gold Pool 6% 12/1/2055
|
8,359,043
|
8,648,168
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
149
|
152
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
113
|
115
|
|
Freddie Mac Gold Pool 6% 2/1/2029
|
62
|
63
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
11,917,579
|
12,411,721
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
5,392,405
|
5,603,774
|
|
Freddie Mac Gold Pool 6% 2/1/2055
|
3,611,689
|
3,752,131
|
|
Freddie Mac Gold Pool 6% 2/1/2056
|
8,021,608
|
8,277,303
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
202
|
206
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
59
|
60
|
|
Freddie Mac Gold Pool 6% 3/1/2029
|
48
|
49
|
|
Freddie Mac Gold Pool 6% 3/1/2040
|
63,492
|
65,239
|
|
Freddie Mac Gold Pool 6% 3/1/2040
|
51,333
|
52,745
|
|
Freddie Mac Gold Pool 6% 3/1/2056
|
1,519,949
|
1,572,521
|
|
Freddie Mac Gold Pool 6% 4/1/2029
|
24
|
25
|
|
Freddie Mac Gold Pool 6% 4/1/2031
|
2,665
|
2,723
|
|
Freddie Mac Gold Pool 6% 4/1/2033
|
8,865
|
9,074
|
|
Freddie Mac Gold Pool 6% 4/1/2040
|
7,868,603
|
8,081,922
|
|
Freddie Mac Gold Pool 6% 4/1/2040
|
4,013,931
|
4,124,314
|
|
Freddie Mac Gold Pool 6% 4/1/2054 (f)
|
11,195,508
|
11,634,347
|
|
Freddie Mac Gold Pool 6% 4/1/2054
|
547,646
|
564,265
|
|
Freddie Mac Gold Pool 6% 5/1/2029
|
80
|
82
|
|
Freddie Mac Gold Pool 6% 5/1/2033
|
61,624
|
62,981
|
|
Freddie Mac Gold Pool 6% 5/1/2040
|
2,740,879
|
2,816,254
|
|
Freddie Mac Gold Pool 6% 5/1/2040
|
79,575
|
81,764
|
|
Freddie Mac Gold Pool 6% 5/1/2054
|
16,661,589
|
17,325,098
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
1,013
|
1,036
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
195
|
200
|
|
Freddie Mac Gold Pool 6% 6/1/2029
|
68
|
70
|
|
Freddie Mac Gold Pool 6% 6/1/2031
|
938
|
958
|
|
Freddie Mac Gold Pool 6% 6/1/2040
|
4,582,885
|
4,708,915
|
|
Freddie Mac Gold Pool 6% 6/1/2040
|
319,887
|
328,683
|
|
Freddie Mac Gold Pool 6% 6/1/2040
|
221,524
|
227,615
|
|
Freddie Mac Gold Pool 6% 6/1/2056
|
34,557,042
|
35,871,101
|
|
Freddie Mac Gold Pool 6% 7/1/2028
|
15
|
15
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
341
|
348
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
183
|
187
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
158
|
162
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
153
|
157
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
149
|
152
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
108
|
111
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
21
|
21
|
|
Freddie Mac Gold Pool 6% 7/1/2029
|
17
|
17
|
|
Freddie Mac Gold Pool 6% 7/1/2032
|
6,910
|
7,062
|
|
Freddie Mac Gold Pool 6% 7/1/2033
|
9,037
|
9,269
|
|
Freddie Mac Gold Pool 6% 7/1/2037
|
11,667
|
12,087
|
|
Freddie Mac Gold Pool 6% 7/1/2039
|
19,346,449
|
19,889,071
|
|
Freddie Mac Gold Pool 6% 8/1/2037
|
180,527
|
186,679
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
16,498,568
|
17,136,251
|
|
Freddie Mac Gold Pool 6% 8/1/2055
|
13,539,600
|
14,032,241
|
|
Freddie Mac Gold Pool 6% 9/1/2033
|
53,680
|
55,009
|
|
Freddie Mac Gold Pool 6% 9/1/2039
|
29,900
|
30,722
|
|
Freddie Mac Gold Pool 6% 9/1/2054
|
9,956,327
|
10,352,814
|
|
Freddie Mac Gold Pool 6.5% 1/1/2032
|
21,714
|
22,461
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
13,075,260
|
13,708,154
|
|
Freddie Mac Gold Pool 6.5% 1/1/2054
|
4,760,554
|
4,991,132
|
|
Freddie Mac Gold Pool 6.5% 10/1/2032
|
16,298
|
16,859
|
|
Freddie Mac Gold Pool 6.5% 10/1/2053
|
3,641,267
|
3,818,656
|
|
Freddie Mac Gold Pool 6.5% 10/1/2055
|
3,193,249
|
3,349,062
|
|
Freddie Mac Gold Pool 6.5% 11/1/2055
|
751,087
|
784,860
|
|
Freddie Mac Gold Pool 6.5% 12/1/2053
|
1,916,580
|
2,013,183
|
|
Freddie Mac Gold Pool 6.5% 2/1/2037
|
1,241
|
1,284
|
|
Freddie Mac Gold Pool 6.5% 2/1/2056
|
10,569,280
|
11,118,031
|
|
Freddie Mac Gold Pool 6.5% 3/1/2032
|
49
|
51
|
|
Freddie Mac Gold Pool 6.5% 3/1/2036
|
179,984
|
186,179
|
|
Freddie Mac Gold Pool 6.5% 3/1/2037
|
2,113
|
2,215
|
|
Freddie Mac Gold Pool 6.5% 4/1/2032
|
1,969
|
2,037
|
|
Freddie Mac Gold Pool 6.5% 4/1/2056
|
20,075,993
|
21,119,896
|
|
Freddie Mac Gold Pool 6.5% 5/1/2054
|
8,172,804
|
8,570,954
|
|
Freddie Mac Gold Pool 6.5% 5/1/2055
|
30,359,321
|
31,828,830
|
|
Freddie Mac Gold Pool 6.5% 6/1/2054
|
11,584,495
|
12,163,330
|
|
Freddie Mac Gold Pool 6.5% 7/1/2032
|
519
|
537
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
7,527
|
7,786
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
5,332
|
5,516
|
|
Freddie Mac Gold Pool 6.5% 8/1/2032
|
5,120
|
5,296
|
|
Freddie Mac Gold Pool 6.5% 9/1/2039
|
449,022
|
471,004
|
|
Freddie Mac Gold Pool 6.5% 9/1/2053
|
490,871
|
515,398
|
|
Freddie Mac Gold Pool 7% 1/1/2036
|
10,657
|
11,246
|
|
Freddie Mac Gold Pool 7% 1/1/2054
|
152,464
|
162,638
|
|
Freddie Mac Gold Pool 7% 10/1/2055
|
177,052
|
189,310
|
|
Freddie Mac Gold Pool 7% 10/1/2055
|
125,361
|
134,089
|
|
Freddie Mac Gold Pool 7% 10/1/2055
|
92,589
|
99,036
|
|
Freddie Mac Gold Pool 7% 11/1/2026
|
109
|
109
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
18,009
|
19,004
|
|
Freddie Mac Gold Pool 7% 11/1/2034
|
15,809
|
16,682
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
1,025,512
|
1,099,553
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
850,761
|
912,983
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
699,483
|
752,281
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
425,281
|
458,179
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
185,838
|
197,963
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
183,764
|
195,550
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
174,308
|
185,385
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
105,154
|
111,382
|
|
Freddie Mac Gold Pool 7% 11/1/2055
|
95,682
|
101,951
|
|
Freddie Mac Gold Pool 7% 12/1/2053
|
87,648
|
93,662
|
|
Freddie Mac Gold Pool 7% 12/1/2053
|
72,073
|
76,937
|
|
Freddie Mac Gold Pool 7% 12/1/2054
|
124,974
|
132,408
|
|
Freddie Mac Gold Pool 7% 12/1/2055
|
125,051
|
132,516
|
|
Freddie Mac Gold Pool 7% 3/1/2054
|
109,785
|
116,632
|
|
Freddie Mac Gold Pool 7% 3/1/2054
|
82,813
|
88,152
|
|
Freddie Mac Gold Pool 7% 3/1/2054
|
81,562
|
86,833
|
|
Freddie Mac Gold Pool 7% 4/1/2032
|
6,153
|
6,493
|
|
Freddie Mac Gold Pool 7% 5/1/2055
|
135,335
|
144,047
|
|
Freddie Mac Gold Pool 7% 7/1/2029
|
24,175
|
25,510
|
|
Freddie Mac Gold Pool 7% 7/1/2054
|
72,121
|
76,816
|
|
Freddie Mac Gold Pool 7% 7/1/2054
|
65,660
|
70,025
|
|
Freddie Mac Gold Pool 7% 8/1/2026
|
37
|
37
|
|
Freddie Mac Gold Pool 7% 8/1/2054
|
184,033
|
195,888
|
|
Freddie Mac Gold Pool 7% 9/1/2026
|
350
|
350
|
|
Freddie Mac Gold Pool 7% 9/1/2035
|
45,165
|
47,660
|
|
Freddie Mac Gold Pool 7% 9/1/2055
|
117,505
|
125,806
|
|
Freddie Mac Gold Pool 7.5% 1/1/2027
|
541
|
543
|
|
Freddie Mac Gold Pool 7.5% 10/1/2027
|
39
|
39
|
|
Freddie Mac Gold Pool 7.5% 10/1/2030
|
71
|
74
|
|
Freddie Mac Gold Pool 7.5% 11/1/2029
|
4,823
|
4,973
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
6,572
|
6,747
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
249
|
260
|
|
Freddie Mac Gold Pool 7.5% 11/1/2030
|
8
|
9
|
|
Freddie Mac Gold Pool 7.5% 11/1/2031
|
355
|
372
|
|
Freddie Mac Gold Pool 7.5% 12/1/2029
|
885
|
908
|
|
Freddie Mac Gold Pool 7.5% 3/1/2027
|
5
|
5
|
|
Freddie Mac Gold Pool 7.5% 4/1/2028
|
49
|
49
|
|
Freddie Mac Gold Pool 7.5% 5/1/2031
|
240
|
249
|
|
Freddie Mac Gold Pool 7.5% 6/1/2027
|
53
|
54
|
|
Freddie Mac Gold Pool 7.5% 6/1/2032
|
4,279
|
4,485
|
|
Freddie Mac Gold Pool 7.5% 9/1/2030
|
277
|
287
|
|
Freddie Mac Gold Pool 7.5% 9/1/2030
|
36
|
37
|
|
Freddie Mac Gold Pool 7.5% 9/1/2031
|
5,615
|
5,856
|
|
Freddie Mac Gold Pool 8% 11/1/2031
|
758
|
787
|
|
Freddie Mac Gold Pool 8% 12/1/2026
|
13
|
13
|
|
Freddie Mac Gold Pool 8% 2/1/2030
|
59
|
61
|
|
Freddie Mac Gold Pool 8% 4/1/2032
|
99
|
103
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
1,648
|
1,701
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
57
|
59
|
|
Freddie Mac Gold Pool 8% 8/1/2030
|
20
|
21
|
|
Freddie Mac Gold Pool 8% 9/1/2030
|
48
|
49
|
|
Freddie Mac Gold Pool 8.5% 1/1/2028
|
4
|
4
|
|
Freddie Mac Gold Pool 8.5% 12/1/2027
|
5
|
5
|
|
Freddie Mac Gold Pool 8.5% 5/1/2027
|
7
|
7
|
|
Freddie Mac Gold Pool 8.5% 8/1/2026
|
3
|
3
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
319
|
322
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
172
|
174
|
|
Freddie Mac Gold Pool 8.5% 8/1/2027
|
3
|
3
|
|
Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055
|
4,795,007
|
4,967,976
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
2,326,539
|
2,442,788
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
2,160,812
|
2,271,481
|
|
Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055
|
636,580
|
671,820
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 5.616% 1/1/2036 (c)(d)
|
8,073
|
8,206
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 5.979% 3/1/2036 (c)(d)
|
24,428
|
24,951
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 5.85% 3/1/2036 (c)(d)
|
31,200
|
31,953
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.211% 12/1/2040 (c)(d)
|
255,734
|
265,831
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.375% 7/1/2041 (c)(d)
|
26,280
|
27,314
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.433% 9/1/2041 (c)(d)
|
71,170
|
74,082
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.18% 5/1/2035 (c)(d)
|
61,705
|
63,486
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 5.989% 4/1/2036 (c)(d)
|
22,050
|
22,765
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.005% 4/1/2041 (c)(d)
|
1,799
|
1,870
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.63% 9/1/2041 (c)(d)
|
9,764
|
10,197
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.134% 5/1/2041 (c)(d)
|
22,586
|
23,519
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.202% 5/1/2041 (c)(d)
|
13,700
|
14,271
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.296% 6/1/2041 (c)(d)
|
24,704
|
25,749
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 6.535% 6/1/2041 (c)(d)
|
1,975
|
2,061
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.9458%, 6.49% 10/1/2042 (c)(d)
|
29,359
|
30,672
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 6.227% 4/1/2038 (c)(d)
|
18,130
|
18,839
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 6.658% 3/1/2033 (c)(d)
|
287
|
293
|
|
Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 6.641% 7/1/2036 (c)(d)
|
15,123
|
15,683
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 5.611% 6/1/2033 (c)(d)
|
29,944
|
30,549
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.2477%, 5.872% 1/1/2035 (c)(d)
|
1,787
|
1,839
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.2598%, 5.864% 6/1/2033 (c)(d)
|
42,248
|
43,209
|
|
Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 6.306% 3/1/2035 (c)(d)
|
85,854
|
88,326
|
|
Freddie Mac Non Gold Pool 3.5% 5/1/2049
|
966,264
|
890,268
|
|
Freddie Mac Non Gold Pool 4% 9/1/2040
|
11,433
|
11,069
|
|
Freddie Mac Non Gold Pool 5.5% 1/1/2055
|
284,286
|
286,017
|
|
Freddie Mac Non Gold Pool 5.5% 11/1/2054
|
10,711,779
|
10,780,343
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
11,468,420
|
11,674,431
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
3,603,807
|
3,662,912
|
|
Freddie Mac Non Gold Pool 5.5% 8/1/2053
|
3,539,097
|
3,602,670
|
|
Freddie Mac Non Gold Pool 5.5% 9/1/2054
|
9,407,551
|
9,547,142
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 5.375% 8/1/2037 (c)(d)
|
12,317
|
12,473
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.655%, 5.681% 4/1/2035 (c)(d)
|
33,030
|
33,874
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 5.702% 10/1/2036 (c)(d)
|
20,960
|
21,458
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.993%, 6.064% 10/1/2035 (c)(d)
|
24,438
|
25,101
|
|
Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.135% 6/1/2037 (c)(d)
|
11,211
|
11,621
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
5,174,360
|
5,365,864
|
|
Freddie Mac Non Gold Pool 6% 6/1/2053
|
4,981,729
|
5,139,639
|
|
Freddie Mac Non Gold Pool 6% 7/1/2053
|
5,048,677
|
5,235,529
|
|
Freddie Mac Non Gold Pool 6.5% 1/1/2055
|
3,994,392
|
4,185,240
|
|
Freddie Mac Non Gold Pool 7% 1/1/2055
|
133,436
|
142,247
|
|
Freddie Mac Non Gold Pool 7% 1/1/2055
|
72,860
|
77,539
|
|
Freddie Mac Non Gold Pool 7% 10/1/2055
|
103,013
|
110,450
|
|
Freddie Mac Non Gold Pool 7% 11/1/2055
|
393,433
|
418,335
|
|
Freddie Mac Non Gold Pool 7% 12/1/2053
|
167,635
|
178,737
|
|
Freddie Mac Non Gold Pool 7% 12/1/2054
|
95,230
|
102,046
|
|
Freddie Mac Non Gold Pool 7% 3/1/2055
|
229,661
|
244,126
|
|
Freddie Mac Non Gold Pool 7% 7/1/2055
|
109,827
|
117,756
|
|
Freddie Mac Non Gold Pool 7% 9/1/2055
|
88,391
|
93,707
|
|
Ginnie Mae I Pool 2% 11/20/2052
|
999,733
|
821,288
|
|
Ginnie Mae I Pool 2.5% 1/20/2052
|
8,005,178
|
6,828,376
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
12,246,800
|
10,438,804
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
8,210,839
|
6,988,408
|
|
Ginnie Mae I Pool 2.5% 12/20/2051
|
6,494,938
|
5,540,149
|
|
Ginnie Mae I Pool 2.5% 12/20/2052
|
17,953
|
15,366
|
|
Ginnie Mae I Pool 2.5% 8/20/2051
|
45,467,252
|
38,726,500
|
|
Ginnie Mae I Pool 3% 1/20/2050
|
98,019
|
87,263
|
|
Ginnie Mae I Pool 3% 1/20/2050
|
73,320
|
65,274
|
|
Ginnie Mae I Pool 3% 12/15/2042
|
478,141
|
435,446
|
|
Ginnie Mae I Pool 3% 12/20/2042
|
585,014
|
530,807
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
262,798
|
237,583
|
|
Ginnie Mae I Pool 3% 2/15/2045
|
211,155
|
190,451
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
7,554,183
|
6,725,225
|
|
Ginnie Mae I Pool 3% 2/20/2050
|
750,154
|
665,726
|
|
Ginnie Mae I Pool 3% 3/15/2045
|
423,621
|
382,210
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
385,352
|
349,808
|
|
Ginnie Mae I Pool 3% 3/20/2043
|
158,051
|
143,634
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
54,822
|
49,767
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
44,042
|
40,124
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
4,990
|
4,548
|
|
Ginnie Mae I Pool 3% 4/15/2043
|
4,926
|
4,547
|
|
Ginnie Mae I Pool 3% 4/15/2045
|
156,092
|
140,649
|
|
Ginnie Mae I Pool 3% 5/15/2042
|
65,033
|
59,512
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
53,395
|
48,111
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
40,768
|
37,195
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
40,357
|
36,714
|
|
Ginnie Mae I Pool 3% 5/15/2043
|
15,519
|
14,079
|
|
Ginnie Mae I Pool 3% 5/15/2045
|
2,607
|
2,347
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
58,795
|
53,643
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
53,415
|
48,439
|
|
Ginnie Mae I Pool 3% 6/15/2043
|
24,461
|
22,488
|
|
Ginnie Mae I Pool 3.5% 1/15/2041
|
69,011
|
65,011
|
|
Ginnie Mae I Pool 3.5% 1/15/2041
|
15,049
|
14,143
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
207,347
|
193,523
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
149,766
|
139,919
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
35,827
|
33,626
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
4,339
|
4,069
|
|
Ginnie Mae I Pool 3.5% 1/15/2042
|
1,989
|
1,863
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
240,897
|
225,113
|
|
Ginnie Mae I Pool 3.5% 1/15/2043
|
6,567
|
6,146
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
71,149
|
65,194
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
43,103
|
39,630
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
41,933
|
38,514
|
|
Ginnie Mae I Pool 3.5% 1/20/2050
|
12,003
|
11,009
|
|
Ginnie Mae I Pool 3.5% 10/20/2052
|
5,241,348
|
4,762,081
|
|
Ginnie Mae I Pool 3.5% 11/15/2040
|
28,562
|
26,834
|
|
Ginnie Mae I Pool 3.5% 11/15/2041
|
243,491
|
229,379
|
|
Ginnie Mae I Pool 3.5% 11/15/2041
|
104,257
|
97,876
|
|
Ginnie Mae I Pool 3.5% 11/15/2041
|
2,600
|
2,434
|
|
Ginnie Mae I Pool 3.5% 11/15/2042
|
531,269
|
496,708
|
|
Ginnie Mae I Pool 3.5% 11/20/2049
|
277,779
|
255,048
|
|
Ginnie Mae I Pool 3.5% 11/20/2049
|
87,897
|
80,539
|
|
Ginnie Mae I Pool 3.5% 12/15/2040
|
5,560
|
5,227
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
205,850
|
192,556
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
193,891
|
181,187
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
119,108
|
111,794
|
|
Ginnie Mae I Pool 3.5% 12/15/2041
|
17,349
|
16,309
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
389,525
|
366,067
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
267,183
|
250,935
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
224,494
|
210,320
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
215,001
|
202,183
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
190,024
|
177,485
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
140,929
|
131,565
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
125,024
|
117,396
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
76,387
|
71,582
|
|
Ginnie Mae I Pool 3.5% 2/15/2042
|
9,036
|
8,464
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
1,029,922
|
964,645
|
|
Ginnie Mae I Pool 3.5% 2/15/2043
|
38,623
|
36,119
|
|
Ginnie Mae I Pool 3.5% 2/15/2044
|
161,781
|
150,223
|
|
Ginnie Mae I Pool 3.5% 2/20/2043
|
709,951
|
662,132
|
|
Ginnie Mae I Pool 3.5% 2/20/2050
|
417,182
|
382,262
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
196,707
|
185,019
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
111,487
|
104,841
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
31,837
|
29,875
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
18,296
|
17,172
|
|
Ginnie Mae I Pool 3.5% 3/15/2042
|
17,503
|
16,393
|
|
Ginnie Mae I Pool 3.5% 3/15/2043
|
7,148
|
6,678
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
311,284
|
290,316
|
|
Ginnie Mae I Pool 3.5% 3/20/2043
|
259,798
|
242,118
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
877,848
|
822,422
|
|
Ginnie Mae I Pool 3.5% 4/15/2043
|
171,281
|
159,555
|
|
Ginnie Mae I Pool 3.5% 4/20/2043
|
276,788
|
257,616
|
|
Ginnie Mae I Pool 3.5% 4/20/2043
|
111,017
|
103,404
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
299,816
|
281,642
|
|
Ginnie Mae I Pool 3.5% 5/15/2042
|
214,135
|
201,240
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
32,660
|
30,646
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
31,563
|
29,423
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
29,138
|
27,305
|
|
Ginnie Mae I Pool 3.5% 5/15/2043
|
12,695
|
11,878
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
209,936
|
193,710
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
124,901
|
115,165
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
110,145
|
101,337
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
104,779
|
96,711
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
90,557
|
83,426
|
|
Ginnie Mae I Pool 3.5% 5/20/2046
|
56,485
|
51,972
|
|
Ginnie Mae I Pool 3.5% 6/15/2042
|
6,862
|
6,414
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
70,505
|
65,678
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
61,787
|
57,490
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
43,621
|
40,783
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
30,888
|
29,100
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
23,708
|
22,111
|
|
Ginnie Mae I Pool 3.5% 6/15/2043
|
4,602
|
4,292
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
493,841
|
453,584
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
141,785
|
130,227
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
132,296
|
122,012
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
121,949
|
112,178
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
110,966
|
101,920
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
71,530
|
65,920
|
|
Ginnie Mae I Pool 3.5% 6/20/2046
|
47,622
|
43,784
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
149,123
|
139,457
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
49,971
|
46,744
|
|
Ginnie Mae I Pool 3.5% 7/15/2042
|
12,538
|
11,719
|
|
Ginnie Mae I Pool 3.5% 7/15/2043
|
26,939
|
25,125
|
|
Ginnie Mae I Pool 3.5% 7/20/2043
|
276,367
|
256,509
|
|
Ginnie Mae I Pool 3.5% 7/20/2046
|
5,826,318
|
5,372,680
|
|
Ginnie Mae I Pool 3.5% 8/15/2042
|
12,813
|
11,976
|
|
Ginnie Mae I Pool 3.5% 8/15/2043
|
18,561
|
17,295
|
|
Ginnie Mae I Pool 3.5% 8/20/2052
|
16,606,674
|
15,093,356
|
|
Ginnie Mae I Pool 3.5% 9/15/2041
|
1,768
|
1,661
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
35,410
|
33,041
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
18,025
|
16,835
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
16,611
|
15,629
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
9,638
|
8,995
|
|
Ginnie Mae I Pool 3.5% 9/15/2042
|
2,030
|
1,897
|
|
Ginnie Mae I Pool 3.5% 9/15/2043
|
10,591
|
9,885
|
|
Ginnie Mae I Pool 3.5% 9/20/2052
|
24,366,984
|
22,146,492
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
37,078
|
35,726
|
|
Ginnie Mae I Pool 4% 1/15/2040
|
35,565
|
34,170
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
187,968
|
180,399
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
26,087
|
25,028
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
7,312
|
7,017
|
|
Ginnie Mae I Pool 4% 1/15/2041
|
3,352
|
3,215
|
|
Ginnie Mae I Pool 4% 1/15/2042
|
25,105
|
24,046
|
|
Ginnie Mae I Pool 4% 1/15/2043
|
93,079
|
88,968
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
388,749
|
368,343
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
375,617
|
355,901
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
289,205
|
274,024
|
|
Ginnie Mae I Pool 4% 1/15/2047
|
137,741
|
130,511
|
|
Ginnie Mae I Pool 4% 10/15/2039
|
43,429
|
41,830
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
222,953
|
214,041
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
187,174
|
179,864
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
181,275
|
174,084
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
23,213
|
22,299
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
19,505
|
18,737
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
10,949
|
10,532
|
|
Ginnie Mae I Pool 4% 10/15/2040
|
8,957
|
8,610
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
978,871
|
937,734
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
365,107
|
350,137
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
244,461
|
234,509
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
195,233
|
187,285
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
127,611
|
122,324
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
95,410
|
91,684
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
82,674
|
79,074
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
60,601
|
58,082
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
45,021
|
43,195
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
37,949
|
36,438
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
21,594
|
20,741
|
|
Ginnie Mae I Pool 4% 10/15/2041
|
12,720
|
12,166
|
|
Ginnie Mae I Pool 4% 10/20/2042
|
692,783
|
660,591
|
|
Ginnie Mae I Pool 4% 11/15/2039
|
31,650
|
30,502
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
55,673
|
53,423
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
12,422
|
11,947
|
|
Ginnie Mae I Pool 4% 11/15/2040
|
5,292
|
5,089
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
626,463
|
600,597
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
60,254
|
57,683
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
6,887
|
6,604
|
|
Ginnie Mae I Pool 4% 11/15/2041
|
3,252
|
3,121
|
|
Ginnie Mae I Pool 4% 11/15/2042
|
31,219
|
29,854
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
108,054
|
103,850
|
|
Ginnie Mae I Pool 4% 12/15/2039
|
18,400
|
17,690
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
1,256,509
|
1,205,725
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
25,862
|
24,919
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
16,706
|
16,041
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
12,762
|
12,232
|
|
Ginnie Mae I Pool 4% 12/15/2040
|
8,650
|
8,293
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
252,840
|
242,621
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
204,474
|
195,848
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
132,442
|
126,918
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
73,365
|
70,304
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
14,301
|
13,749
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
10,678
|
10,237
|
|
Ginnie Mae I Pool 4% 12/15/2041
|
9,996
|
9,571
|
|
Ginnie Mae I Pool 4% 12/15/2042
|
23,877
|
22,862
|
|
Ginnie Mae I Pool 4% 12/15/2046
|
73,001
|
69,215
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
163,641
|
157,150
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
91,918
|
88,401
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
90,157
|
86,595
|
|
Ginnie Mae I Pool 4% 2/15/2040
|
17,032
|
16,365
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
78,900
|
75,770
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
27,896
|
26,728
|
|
Ginnie Mae I Pool 4% 2/15/2041
|
6,006
|
5,768
|
|
Ginnie Mae I Pool 4% 2/15/2042
|
92,463
|
88,577
|
|
Ginnie Mae I Pool 4% 2/15/2045
|
183,849
|
175,104
|
|
Ginnie Mae I Pool 4% 3/15/2040
|
804,979
|
773,292
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
406,756
|
390,620
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
27,973
|
26,872
|
|
Ginnie Mae I Pool 4% 3/15/2041
|
13,715
|
13,134
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
307,662
|
294,633
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
50,724
|
48,499
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
22,716
|
21,765
|
|
Ginnie Mae I Pool 4% 3/15/2042
|
5,488
|
5,254
|
|
Ginnie Mae I Pool 4% 3/20/2047
|
1,872,627
|
1,780,170
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
63,429
|
60,884
|
|
Ginnie Mae I Pool 4% 4/15/2040
|
28,076
|
27,015
|
|
Ginnie Mae I Pool 4% 4/15/2041
|
83,797
|
80,435
|
|
Ginnie Mae I Pool 4% 4/15/2042
|
57,975
|
55,396
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
133,620
|
127,718
|
|
Ginnie Mae I Pool 4% 4/15/2043
|
16,377
|
15,686
|
|
Ginnie Mae I Pool 4% 4/15/2046
|
2,784,228
|
2,649,870
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
856,053
|
808,169
|
|
Ginnie Mae I Pool 4% 4/20/2048
|
844,890
|
797,631
|
|
Ginnie Mae I Pool 4% 5/15/2040
|
55,056
|
52,847
|
|
Ginnie Mae I Pool 4% 5/15/2041
|
5,474
|
5,283
|
|
Ginnie Mae I Pool 4% 5/15/2041
|
1,504
|
1,443
|
|
Ginnie Mae I Pool 4% 5/15/2043
|
24,987
|
23,831
|
|
Ginnie Mae I Pool 4% 5/15/2045
|
152,727
|
145,213
|
|
Ginnie Mae I Pool 4% 5/20/2041
|
20,363
|
19,558
|
|
Ginnie Mae I Pool 4% 5/20/2049
|
156,086
|
146,770
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
53,556
|
51,360
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
28,536
|
27,510
|
|
Ginnie Mae I Pool 4% 6/15/2041
|
27,236
|
26,078
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
34,205
|
32,673
|
|
Ginnie Mae I Pool 4% 6/15/2042
|
1,604
|
1,533
|
|
Ginnie Mae I Pool 4% 6/15/2043
|
145,513
|
138,996
|
|
Ginnie Mae I Pool 4% 6/15/2043
|
6,236
|
5,970
|
|
Ginnie Mae I Pool 4% 6/15/2045
|
45,935
|
43,776
|
|
Ginnie Mae I Pool 4% 7/15/2039
|
40,980
|
39,412
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
37,098
|
35,561
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
29,815
|
28,619
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
19,826
|
18,966
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
18,977
|
18,156
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
10,305
|
9,875
|
|
Ginnie Mae I Pool 4% 7/15/2041
|
6,515
|
6,247
|
|
Ginnie Mae I Pool 4% 7/15/2042
|
92,088
|
87,921
|
|
Ginnie Mae I Pool 4% 7/15/2045
|
125,052
|
118,900
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
261,682
|
248,209
|
|
Ginnie Mae I Pool 4% 7/15/2046
|
209,610
|
199,026
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
29,696
|
28,599
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
17,227
|
16,557
|
|
Ginnie Mae I Pool 4% 8/15/2039
|
13,063
|
12,546
|
|
Ginnie Mae I Pool 4% 8/15/2040
|
8,701
|
8,363
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
53,722
|
51,535
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
37,333
|
35,870
|
|
Ginnie Mae I Pool 4% 8/15/2041
|
5,817
|
5,595
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
89,961
|
85,946
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
13,589
|
13,044
|
|
Ginnie Mae I Pool 4% 8/15/2042
|
3,788
|
3,639
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
35,339
|
33,678
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
24,832
|
23,662
|
|
Ginnie Mae I Pool 4% 8/15/2043
|
9,384
|
8,971
|
|
Ginnie Mae I Pool 4% 9/15/2039
|
26,901
|
25,953
|
|
Ginnie Mae I Pool 4% 9/15/2040
|
12,955
|
12,449
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
280,276
|
268,704
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
44,914
|
43,126
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
44,630
|
42,813
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
20,336
|
19,447
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
12,997
|
12,446
|
|
Ginnie Mae I Pool 4% 9/15/2041
|
5,457
|
5,255
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
20,544
|
20,215
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
14,073
|
13,873
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
3,727
|
3,675
|
|
Ginnie Mae I Pool 4.5% 10/15/2039
|
3,471
|
3,421
|
|
Ginnie Mae I Pool 4.5% 10/15/2040
|
3,388
|
3,337
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
127,509
|
125,478
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
48,535
|
47,802
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
40,221
|
39,625
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
35,732
|
35,208
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
26,364
|
25,976
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
24,420
|
24,091
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
18,117
|
17,853
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
14,834
|
14,619
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
3,919
|
3,863
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
3,710
|
3,658
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
2,832
|
2,791
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
2,102
|
2,070
|
|
Ginnie Mae I Pool 4.5% 11/15/2039
|
1,727
|
1,702
|
|
Ginnie Mae I Pool 4.5% 12/15/2039
|
35,169
|
34,702
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
96,669
|
95,053
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
88,594
|
87,295
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
63,211
|
62,311
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
55,441
|
54,639
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
48,888
|
48,183
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
36,056
|
35,578
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
30,877
|
30,428
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
28,562
|
28,143
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
13,834
|
13,636
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
5,697
|
5,614
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
5,090
|
5,017
|
|
Ginnie Mae I Pool 4.5% 2/15/2040
|
934
|
920
|
|
Ginnie Mae I Pool 4.5% 2/15/2041
|
23,112
|
22,743
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
240,428
|
236,918
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
22,440
|
22,101
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
15,997
|
15,764
|
|
Ginnie Mae I Pool 4.5% 3/15/2040
|
11,213
|
11,048
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
1,481,822
|
1,458,236
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
744,534
|
733,444
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
203,014
|
200,026
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
23,585
|
23,235
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
3,302
|
3,251
|
|
Ginnie Mae I Pool 4.5% 3/15/2041
|
796
|
784
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
106,725
|
105,219
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
67,851
|
66,860
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
51,902
|
51,060
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
39,412
|
38,793
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
22,220
|
21,866
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
9,276
|
9,121
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
9,080
|
8,929
|
|
Ginnie Mae I Pool 4.5% 4/15/2040
|
6,182
|
6,092
|
|
Ginnie Mae I Pool 4.5% 4/15/2041
|
60,607
|
59,669
|
|
Ginnie Mae I Pool 4.5% 5/15/2039
|
32,410
|
31,959
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
115,869
|
114,178
|
|
Ginnie Mae I Pool 4.5% 5/15/2040
|
12,317
|
12,123
|
|
Ginnie Mae I Pool 4.5% 5/15/2041
|
59
|
59
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
63,438
|
62,583
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
59,651
|
58,802
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
11,158
|
11,001
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
8,711
|
8,589
|
|
Ginnie Mae I Pool 4.5% 6/15/2039
|
7,694
|
7,588
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
474,904
|
467,203
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
266,974
|
263,092
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
144,277
|
142,145
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
126,702
|
124,808
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
69,658
|
68,642
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
69,510
|
68,487
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
59,878
|
59,000
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
54,692
|
53,881
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
7,782
|
7,668
|
|
Ginnie Mae I Pool 4.5% 6/15/2040
|
5,494
|
5,409
|
|
Ginnie Mae I Pool 4.5% 6/15/2041
|
881,368
|
867,786
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
47,569
|
46,910
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
19,212
|
18,941
|
|
Ginnie Mae I Pool 4.5% 7/15/2039
|
1,725
|
1,700
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
202,653
|
199,682
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
185,817
|
183,093
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
142,301
|
140,249
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
108,124
|
106,545
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
100,090
|
98,629
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
92,156
|
90,778
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
14,844
|
14,622
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
8,595
|
8,465
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
3,460
|
3,409
|
|
Ginnie Mae I Pool 4.5% 7/15/2040
|
621
|
612
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
520,401
|
513,059
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
334,815
|
330,091
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
274,361
|
270,542
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
104,987
|
103,479
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
48,838
|
48,168
|
|
Ginnie Mae I Pool 4.5% 8/15/2039
|
9,158
|
9,028
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
62,430
|
61,511
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
14,306
|
14,061
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
5,823
|
5,732
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
5,737
|
5,650
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
4,344
|
4,281
|
|
Ginnie Mae I Pool 4.5% 8/15/2040
|
1,488
|
1,466
|
|
Ginnie Mae I Pool 4.5% 8/15/2041
|
11,359
|
11,195
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
96,157
|
94,788
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
49,773
|
49,077
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
18,727
|
18,460
|
|
Ginnie Mae I Pool 4.5% 9/15/2039
|
16,480
|
16,251
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
16,409
|
16,177
|
|
Ginnie Mae I Pool 4.5% 9/15/2040
|
7,252
|
7,143
|
|
Ginnie Mae I Pool 5% 1/15/2034
|
3,576
|
3,597
|
|
Ginnie Mae I Pool 5% 1/15/2040
|
1,680
|
1,693
|
|
Ginnie Mae I Pool 5% 1/15/2040
|
1,399
|
1,405
|
|
Ginnie Mae I Pool 5% 10/15/2033
|
1,920
|
1,931
|
|
Ginnie Mae I Pool 5% 10/15/2034
|
2,716
|
2,732
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
78,703
|
79,310
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
37,580
|
37,865
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
23,481
|
23,671
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
11,992
|
12,083
|
|
Ginnie Mae I Pool 5% 10/15/2039
|
7,206
|
7,264
|
|
Ginnie Mae I Pool 5% 11/15/2033
|
1,278
|
1,286
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
36,704
|
36,989
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
23,485
|
23,673
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
14,435
|
14,547
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
14,207
|
14,317
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
3,272
|
3,297
|
|
Ginnie Mae I Pool 5% 11/15/2039
|
2,672
|
2,693
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
45,962
|
46,320
|
|
Ginnie Mae I Pool 5% 11/15/2040
|
17,096
|
17,216
|
|
Ginnie Mae I Pool 5% 12/15/2032
|
489
|
491
|
|
Ginnie Mae I Pool 5% 12/15/2037
|
12,393
|
12,491
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
38,065
|
38,361
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
18,201
|
18,340
|
|
Ginnie Mae I Pool 5% 12/15/2039
|
14,445
|
14,559
|
|
Ginnie Mae I Pool 5% 2/15/2039
|
6,907
|
6,959
|
|
Ginnie Mae I Pool 5% 2/15/2040
|
2,669
|
2,690
|
|
Ginnie Mae I Pool 5% 3/15/2039
|
29,054
|
29,286
|
|
Ginnie Mae I Pool 5% 3/15/2040
|
5,159
|
5,200
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
30,709
|
30,921
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
11,176
|
11,263
|
|
Ginnie Mae I Pool 5% 3/15/2041
|
2,390
|
2,408
|
|
Ginnie Mae I Pool 5% 4/15/2033
|
3,405
|
3,422
|
|
Ginnie Mae I Pool 5% 4/15/2039
|
5,619
|
5,663
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
358,359
|
361,138
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
254,006
|
255,963
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
15,423
|
15,544
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
5,482
|
5,525
|
|
Ginnie Mae I Pool 5% 4/15/2040
|
1,645
|
1,658
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
48,427
|
48,759
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
26,680
|
26,863
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
11,922
|
12,004
|
|
Ginnie Mae I Pool 5% 4/15/2041
|
11,688
|
11,778
|
|
Ginnie Mae I Pool 5% 4/20/2048
|
2,547,757
|
2,559,228
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
87,040
|
87,744
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
38,268
|
38,559
|
|
Ginnie Mae I Pool 5% 5/15/2039
|
2,622
|
2,643
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
23,813
|
24,004
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
15,330
|
15,450
|
|
Ginnie Mae I Pool 5% 5/15/2040
|
3,333
|
3,360
|
|
Ginnie Mae I Pool 5% 6/15/2033
|
265
|
266
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
10,023
|
10,103
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
5,387
|
5,430
|
|
Ginnie Mae I Pool 5% 6/15/2039
|
955
|
962
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
788,281
|
794,394
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
54,844
|
55,271
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
19,988
|
20,151
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
14,592
|
14,708
|
|
Ginnie Mae I Pool 5% 6/15/2040
|
1,654
|
1,667
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
36,643
|
36,934
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
5,229
|
5,264
|
|
Ginnie Mae I Pool 5% 6/15/2041
|
4,843
|
4,882
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
155,353
|
156,603
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
36,863
|
37,144
|
|
Ginnie Mae I Pool 5% 7/15/2039
|
1,315
|
1,326
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
90,918
|
91,626
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
90,506
|
91,201
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
55,697
|
56,134
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
40,113
|
40,426
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
24,555
|
24,751
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
16,621
|
16,753
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
11,334
|
11,422
|
|
Ginnie Mae I Pool 5% 7/15/2040
|
2,646
|
2,667
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
74,977
|
75,549
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
74,698
|
75,271
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
32,555
|
32,819
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
23,012
|
23,190
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
7,406
|
7,464
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
4,895
|
4,933
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
4,399
|
4,433
|
|
Ginnie Mae I Pool 5% 8/15/2039
|
2,643
|
2,664
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
153,290
|
154,491
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
143,953
|
145,074
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
51,522
|
51,929
|
|
Ginnie Mae I Pool 5% 8/15/2040
|
14,833
|
14,950
|
|
Ginnie Mae I Pool 5% 8/15/2041
|
8,283
|
8,347
|
|
Ginnie Mae I Pool 5% 9/15/2037
|
2,004
|
2,020
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
210,526
|
212,235
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
71,762
|
72,313
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
42,045
|
42,367
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
26,670
|
26,873
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
25,422
|
25,616
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
13,929
|
14,037
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
12,812
|
12,912
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
11,108
|
11,192
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
10,816
|
10,899
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
10,077
|
10,158
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
8,809
|
8,877
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
3,714
|
3,742
|
|
Ginnie Mae I Pool 5% 9/15/2039
|
3,585
|
3,612
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
86,195
|
86,865
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
57,513
|
57,971
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
32,748
|
33,004
|
|
Ginnie Mae I Pool 5% 9/15/2040
|
12,100
|
12,185
|
|
Ginnie Mae I Pool 5% 9/15/2041
|
657,413
|
662,464
|
|
Ginnie Mae I Pool 5.5% 1/15/2034
|
448
|
457
|
|
Ginnie Mae I Pool 5.5% 1/15/2039
|
36,022
|
36,793
|
|
Ginnie Mae I Pool 5.5% 10/15/2035
|
28,722
|
29,379
|
|
Ginnie Mae I Pool 5.5% 11/15/2033
|
244
|
248
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
67,051
|
68,532
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
26,804
|
27,415
|
|
Ginnie Mae I Pool 5.5% 12/15/2038
|
1,787
|
1,823
|
|
Ginnie Mae I Pool 5.5% 2/15/2037
|
135
|
138
|
|
Ginnie Mae I Pool 5.5% 3/15/2034
|
1,853
|
1,890
|
|
Ginnie Mae I Pool 5.5% 3/15/2034
|
294
|
300
|
|
Ginnie Mae I Pool 5.5% 3/15/2038
|
48,087
|
49,183
|
|
Ginnie Mae I Pool 5.5% 3/15/2039
|
5,410
|
5,524
|
|
Ginnie Mae I Pool 5.5% 4/15/2034
|
1,850
|
1,886
|
|
Ginnie Mae I Pool 5.5% 4/15/2034
|
323
|
329
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
7,144
|
7,295
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
1,996
|
2,035
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
769
|
784
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
525
|
536
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
448
|
457
|
|
Ginnie Mae I Pool 5.5% 5/15/2034
|
320
|
325
|
|
Ginnie Mae I Pool 5.5% 5/15/2037
|
183
|
187
|
|
Ginnie Mae I Pool 5.5% 5/15/2039
|
20,635
|
21,077
|
|
Ginnie Mae I Pool 5.5% 6/15/2039
|
1,588
|
1,620
|
|
Ginnie Mae I Pool 5.5% 7/15/2033
|
1,768
|
1,803
|
|
Ginnie Mae I Pool 5.5% 7/15/2037
|
1,983
|
2,023
|
|
Ginnie Mae I Pool 5.5% 7/15/2037
|
373
|
381
|
|
Ginnie Mae I Pool 5.5% 7/15/2038
|
5,664
|
5,771
|
|
Ginnie Mae I Pool 5.5% 7/15/2038
|
381
|
389
|
|
Ginnie Mae I Pool 5.5% 7/15/2039
|
6,991
|
7,149
|
|
Ginnie Mae I Pool 5.5% 8/15/2033
|
5,449
|
5,558
|
|
Ginnie Mae I Pool 5.5% 8/15/2038
|
42,508
|
43,440
|
|
Ginnie Mae I Pool 5.5% 9/15/2038
|
51,871
|
52,965
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
178,835
|
182,810
|
|
Ginnie Mae I Pool 5.5% 9/15/2039
|
115,729
|
118,292
|
|
Ginnie Mae I Pool 6% 10/15/2030
|
7,718
|
7,880
|
|
Ginnie Mae I Pool 6% 10/15/2039
|
5,125
|
5,289
|
|
Ginnie Mae I Pool 6% 11/15/2037
|
477
|
491
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
14,751
|
15,233
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
5,568
|
5,744
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
5,191
|
5,360
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
3,170
|
3,269
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
2,710
|
2,796
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
2,001
|
2,063
|
|
Ginnie Mae I Pool 6% 11/15/2039
|
1,385
|
1,430
|
|
Ginnie Mae I Pool 6% 12/15/2034
|
1,534
|
1,579
|
|
Ginnie Mae I Pool 6% 5/15/2040
|
450,518
|
463,918
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
17,860
|
18,678
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
2,352
|
2,451
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
1,127
|
1,181
|
|
Ginnie Mae I Pool 6.5% 10/15/2034
|
240
|
250
|
|
Ginnie Mae I Pool 6.5% 10/15/2035
|
11,735
|
12,342
|
|
Ginnie Mae I Pool 6.5% 10/15/2036
|
3,782
|
3,954
|
|
Ginnie Mae I Pool 6.5% 11/15/2034
|
4,139
|
4,291
|
|
Ginnie Mae I Pool 6.5% 6/15/2037
|
4,504
|
4,750
|
|
Ginnie Mae I Pool 6.5% 7/15/2035
|
1,365
|
1,430
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
18,736
|
19,573
|
|
Ginnie Mae I Pool 6.5% 8/15/2034
|
423
|
438
|
|
Ginnie Mae I Pool 6.5% 8/15/2036
|
3,368
|
3,521
|
|
Ginnie Mae I Pool 6.5% 9/15/2034
|
7,973
|
8,320
|
|
Ginnie Mae I Pool 6.5% 9/15/2035
|
256
|
265
|
|
Ginnie Mae I Pool 7% 1/15/2027
|
2
|
1
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
235
|
236
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
162
|
163
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
149
|
150
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
126
|
126
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
124
|
124
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
99
|
99
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7% 1/15/2028
|
22
|
22
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
902
|
912
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
477
|
484
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
327
|
331
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
231
|
233
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
183
|
185
|
|
Ginnie Mae I Pool 7% 1/15/2029
|
59
|
60
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
1,505
|
1,526
|
|
Ginnie Mae I Pool 7% 1/15/2030
|
126
|
128
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
1,677
|
1,708
|
|
Ginnie Mae I Pool 7% 1/15/2031
|
960
|
980
|
|
Ginnie Mae I Pool 7% 1/15/2032
|
3,601
|
3,678
|
|
Ginnie Mae I Pool 7% 10/15/2027
|
576
|
579
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
1,257
|
1,271
|
|
Ginnie Mae I Pool 7% 10/15/2028
|
218
|
220
|
|
Ginnie Mae I Pool 7% 10/15/2029
|
334
|
339
|
|
Ginnie Mae I Pool 7% 10/15/2029
|
74
|
75
|
|
Ginnie Mae I Pool 7% 10/15/2030
|
422
|
429
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
2,930
|
2,998
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
1,014
|
1,023
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
857
|
876
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
823
|
841
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
698
|
712
|
|
Ginnie Mae I Pool 7% 10/15/2031
|
26
|
27
|
|
Ginnie Mae I Pool 7% 11/15/2027
|
29
|
29
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
478
|
485
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
233
|
236
|
|
Ginnie Mae I Pool 7% 11/15/2028
|
37
|
37
|
|
Ginnie Mae I Pool 7% 11/15/2029
|
1,360
|
1,382
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
1,528
|
1,552
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
802
|
817
|
|
Ginnie Mae I Pool 7% 11/15/2031
|
679
|
694
|
|
Ginnie Mae I Pool 7% 11/15/2032
|
354
|
361
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
307
|
309
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
240
|
242
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
80
|
80
|
|
Ginnie Mae I Pool 7% 12/15/2027
|
36
|
37
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
499
|
505
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
221
|
224
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
136
|
137
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
65
|
66
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
27
|
27
|
|
Ginnie Mae I Pool 7% 12/15/2028
|
9
|
9
|
|
Ginnie Mae I Pool 7% 12/15/2030
|
1,642
|
1,676
|
|
Ginnie Mae I Pool 7% 12/15/2030
|
755
|
770
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
2,763
|
2,823
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
972
|
994
|
|
Ginnie Mae I Pool 7% 12/15/2031
|
127
|
130
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
729
|
735
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
444
|
448
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
133
|
133
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
124
|
124
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
104
|
104
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
66
|
66
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
23
|
23
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
21
|
21
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
19
|
20
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
16
|
16
|
|
Ginnie Mae I Pool 7% 2/15/2028
|
7
|
6
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
103
|
104
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
56
|
56
|
|
Ginnie Mae I Pool 7% 2/15/2029
|
54
|
54
|
|
Ginnie Mae I Pool 7% 2/15/2031
|
6,449
|
6,584
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
4,386
|
4,490
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
3,541
|
3,619
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
2,198
|
2,231
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
1,203
|
1,229
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
433
|
443
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
286
|
292
|
|
Ginnie Mae I Pool 7% 2/15/2032
|
284
|
287
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
424
|
427
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
247
|
249
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
183
|
184
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
103
|
103
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
92
|
92
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
78
|
79
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
78
|
79
|
|
Ginnie Mae I Pool 7% 3/15/2028
|
45
|
45
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
296
|
300
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
156
|
158
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
64
|
65
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
38
|
38
|
|
Ginnie Mae I Pool 7% 3/15/2029
|
35
|
35
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
6,954
|
7,087
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
670
|
676
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
272
|
277
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
254
|
259
|
|
Ginnie Mae I Pool 7% 3/15/2031
|
191
|
195
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
1,729
|
1,770
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
750
|
767
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
602
|
616
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
271
|
276
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
170
|
173
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
140
|
143
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
95
|
97
|
|
Ginnie Mae I Pool 7% 3/15/2032
|
22
|
23
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
429
|
433
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
267
|
269
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
193
|
195
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
154
|
156
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
83
|
84
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
59
|
60
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
41
|
41
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
13
|
13
|
|
Ginnie Mae I Pool 7% 4/15/2028
|
10
|
10
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
424
|
429
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
42
|
43
|
|
Ginnie Mae I Pool 7% 4/15/2029
|
19
|
19
|
|
Ginnie Mae I Pool 7% 4/15/2030
|
416
|
423
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
2,343
|
2,390
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
813
|
830
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
473
|
483
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
196
|
200
|
|
Ginnie Mae I Pool 7% 4/15/2031
|
104
|
106
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
9,519
|
9,717
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
2,700
|
2,766
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
1,382
|
1,412
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
1,157
|
1,183
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
962
|
985
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
410
|
418
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
364
|
372
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
247
|
253
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
219
|
224
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
206
|
210
|
|
Ginnie Mae I Pool 7% 4/15/2032
|
79
|
80
|
|
Ginnie Mae I Pool 7% 4/20/2032
|
34,448
|
35,503
|
|
Ginnie Mae I Pool 7% 5/15/2027
|
4
|
3
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
736
|
741
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
581
|
586
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
279
|
280
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
269
|
271
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
50
|
51
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
30
|
30
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
17
|
18
|
|
Ginnie Mae I Pool 7% 5/15/2028
|
16
|
16
|
|
Ginnie Mae I Pool 7% 5/15/2029
|
301
|
305
|
|
Ginnie Mae I Pool 7% 5/15/2030
|
227
|
230
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
10,585
|
10,805
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
797
|
810
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
420
|
429
|
|
Ginnie Mae I Pool 7% 5/15/2031
|
142
|
143
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
13,630
|
13,961
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
3,315
|
3,387
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,636
|
1,676
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,467
|
1,500
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
1,344
|
1,377
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
734
|
751
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
732
|
745
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
709
|
721
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
432
|
437
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
383
|
389
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
342
|
350
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
294
|
301
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
248
|
252
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
88
|
90
|
|
Ginnie Mae I Pool 7% 5/15/2032
|
45
|
46
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
2,852
|
2,872
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
1,224
|
1,234
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
432
|
436
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
431
|
435
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
365
|
369
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
291
|
294
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
204
|
205
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
177
|
178
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
156
|
158
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
126
|
127
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
115
|
116
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
106
|
107
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
53
|
54
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
50
|
50
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
49
|
50
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
33
|
33
|
|
Ginnie Mae I Pool 7% 6/15/2028
|
6
|
5
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
2,498
|
2,535
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
207
|
210
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
149
|
151
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
104
|
106
|
|
Ginnie Mae I Pool 7% 6/15/2029
|
101
|
103
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
20,064
|
20,496
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
2,638
|
2,695
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
1,114
|
1,138
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
526
|
538
|
|
Ginnie Mae I Pool 7% 6/15/2031
|
23
|
23
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
1,728
|
1,764
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
896
|
913
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
482
|
494
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
422
|
429
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
310
|
316
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
275
|
281
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
271
|
278
|
|
Ginnie Mae I Pool 7% 6/15/2032
|
67
|
69
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
493
|
497
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
259
|
262
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
253
|
255
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
99
|
100
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
80
|
80
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
71
|
71
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
63
|
64
|
|
Ginnie Mae I Pool 7% 7/15/2028
|
29
|
29
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
592
|
601
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
441
|
447
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
312
|
315
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
219
|
222
|
|
Ginnie Mae I Pool 7% 7/15/2029
|
29
|
29
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
11,515
|
11,758
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
8,272
|
8,450
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
3,473
|
3,540
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
1,831
|
1,871
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
1,132
|
1,155
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
451
|
459
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
247
|
250
|
|
Ginnie Mae I Pool 7% 7/15/2031
|
4
|
3
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
5,898
|
6,030
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
635
|
647
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
512
|
525
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
505
|
515
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
481
|
493
|
|
Ginnie Mae I Pool 7% 7/15/2032
|
106
|
109
|
|
Ginnie Mae I Pool 7% 8/15/2028
|
25
|
25
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
73
|
74
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
20
|
20
|
|
Ginnie Mae I Pool 7% 8/15/2029
|
16
|
16
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
1,356
|
1,385
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
872
|
892
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
638
|
651
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
447
|
457
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
346
|
354
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
260
|
266
|
|
Ginnie Mae I Pool 7% 8/15/2031
|
223
|
228
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
24,183
|
24,723
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
743
|
757
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
451
|
460
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
443
|
454
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
358
|
367
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
304
|
310
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
214
|
219
|
|
Ginnie Mae I Pool 7% 8/15/2032
|
81
|
82
|
|
Ginnie Mae I Pool 7% 9/15/2027
|
22
|
22
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
457
|
463
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
97
|
98
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
65
|
65
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
40
|
41
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
39
|
39
|
|
Ginnie Mae I Pool 7% 9/15/2028
|
20
|
21
|
|
Ginnie Mae I Pool 7% 9/15/2029
|
34
|
34
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,806
|
1,846
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,502
|
1,535
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
1,187
|
1,213
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
586
|
599
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
436
|
445
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
147
|
150
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
121
|
124
|
|
Ginnie Mae I Pool 7% 9/15/2031
|
59
|
60
|
|
Ginnie Mae I Pool 7% 9/15/2032
|
62,521
|
63,763
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
246
|
253
|
|
Ginnie Mae I Pool 7.5% 1/15/2031
|
73
|
76
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
496
|
501
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
380
|
381
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
356
|
359
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
335
|
338
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
106
|
107
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
68
|
69
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
50
|
50
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
24
|
24
|
|
Ginnie Mae I Pool 7.5% 10/15/2027
|
23
|
23
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
47
|
47
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
31
|
32
|
|
Ginnie Mae I Pool 7.5% 11/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
258
|
261
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
199
|
201
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
171
|
172
|
|
Ginnie Mae I Pool 7.5% 12/15/2027
|
18
|
18
|
|
Ginnie Mae I Pool 7.5% 2/15/2027
|
38
|
38
|
|
Ginnie Mae I Pool 7.5% 3/15/2028
|
199
|
201
|
|
Ginnie Mae I Pool 7.5% 3/15/2031
|
1,037
|
1,072
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
221
|
221
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
94
|
94
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
47
|
47
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
42
|
42
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
38
|
39
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
28
|
28
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
18
|
18
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
10
|
10
|
|
Ginnie Mae I Pool 7.5% 4/15/2027
|
4
|
3
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
44
|
44
|
|
Ginnie Mae I Pool 7.5% 5/15/2027
|
3
|
2
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
289
|
291
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
190
|
191
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
79
|
79
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
52
|
52
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
23
|
23
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
19
|
19
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
9
|
9
|
|
Ginnie Mae I Pool 7.5% 6/15/2027
|
7
|
6
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
560
|
565
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
472
|
475
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
192
|
193
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
176
|
177
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
124
|
125
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
119
|
120
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
117
|
117
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
40
|
40
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
15
|
15
|
|
Ginnie Mae I Pool 7.5% 7/15/2027
|
14
|
14
|
|
Ginnie Mae I Pool 7.5% 7/15/2028
|
1,198
|
1,217
|
|
Ginnie Mae I Pool 7.5% 7/15/2029
|
194
|
198
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
632
|
637
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
271
|
273
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
195
|
196
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
92
|
93
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
29
|
29
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
26
|
26
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
17
|
17
|
|
Ginnie Mae I Pool 7.5% 8/15/2027
|
5
|
4
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
592
|
602
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
395
|
400
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
318
|
323
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
241
|
245
|
|
Ginnie Mae I Pool 7.5% 8/15/2028
|
95
|
97
|
|
Ginnie Mae I Pool 7.5% 8/15/2029
|
52
|
53
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
632
|
638
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
46
|
46
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
31
|
32
|
|
Ginnie Mae I Pool 7.5% 9/15/2027
|
7
|
6
|
|
Ginnie Mae I Pool 7.5% 9/15/2028
|
737
|
749
|
|
Ginnie Mae I Pool 7.5% 9/15/2031
|
1,957
|
2,013
|
|
Ginnie Mae I Pool 8% 1/15/2028
|
376
|
381
|
|
Ginnie Mae I Pool 8% 10/15/2029
|
125
|
128
|
|
Ginnie Mae I Pool 8% 11/15/2027
|
68
|
69
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
386
|
389
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
118
|
119
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
76
|
77
|
|
Ginnie Mae I Pool 8% 12/15/2027
|
38
|
39
|
|
Ginnie Mae I Pool 8% 7/15/2027
|
108
|
108
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 8% 8/15/2027
|
25
|
25
|
|
Ginnie Mae I Pool 8% 9/15/2029
|
64
|
65
|
|
Ginnie Mae I Pool 8.5% 1/15/2031
|
2,390
|
2,462
|
|
Ginnie Mae I Pool 8.5% 11/15/2027
|
32
|
32
|
|
Ginnie Mae I Pool 8.5% 11/15/2031
|
71
|
73
|
|
Ginnie Mae I Pool 8.5% 12/15/2029
|
117
|
119
|
|
Ginnie Mae I Pool 8.5% 4/15/2030
|
520
|
531
|
|
Ginnie Mae I Pool 8.5% 7/15/2030
|
3,186
|
3,270
|
|
Ginnie Mae I Pool 8.5% 8/15/2029
|
650
|
663
|
|
Ginnie Mae II Pool 2% 1/20/2051
|
114,967,048
|
94,356,468
|
|
Ginnie Mae II Pool 2% 1/20/2052
|
62,118,810
|
50,943,711
|
|
Ginnie Mae II Pool 2% 12/20/2051
|
120,710
|
98,995
|
|
Ginnie Mae II Pool 2% 2/20/2052
|
53,783,995
|
44,108,319
|
|
Ginnie Mae II Pool 2% 3/20/2051
|
563,121
|
461,992
|
|
Ginnie Mae II Pool 2% 3/20/2052
|
46,290,614
|
37,962,988
|
|
Ginnie Mae II Pool 2% 5/20/2051
|
5,780,483
|
4,742,387
|
|
Ginnie Mae II Pool 2% 7/20/2051
|
7,938,780
|
6,510,603
|
|
Ginnie Mae II Pool 2% 8/20/2050
|
1,015,640
|
833,563
|
|
Ginnie Mae II Pool 2% 8/20/2051
|
103,422,599
|
84,816,998
|
|
Ginnie Mae II Pool 2% 9/20/2050
|
18,514,486
|
15,195,324
|
|
Ginnie Mae II Pool 2% 9/20/2051
|
227,087
|
186,234
|
|
Ginnie Mae II Pool 2.5% 1/20/2052
|
29,081,009
|
24,851,392
|
|
Ginnie Mae II Pool 2.5% 10/20/2051
|
12,480,589
|
10,669,280
|
|
Ginnie Mae II Pool 2.5% 11/20/2051
|
2,081,268
|
1,778,563
|
|
Ginnie Mae II Pool 2.5% 12/20/2051
|
70,240,484
|
60,024,525
|
|
Ginnie Mae II Pool 2.5% 2/20/2052
|
144,447
|
123,439
|
|
Ginnie Mae II Pool 2.5% 4/20/2052
|
79,096,314
|
67,592,340
|
|
Ginnie Mae II Pool 2.5% 6/20/2051
|
15,618,104
|
13,351,447
|
|
Ginnie Mae II Pool 2.5% 7/20/2051
|
169,585
|
144,973
|
|
Ginnie Mae II Pool 2.5% 8/20/2050
|
3,172,991
|
2,712,432
|
|
Ginnie Mae II Pool 2.5% 8/20/2051
|
38,399,041
|
32,826,184
|
|
Ginnie Mae II Pool 3% 1/20/2032
|
2,269,230
|
2,198,649
|
|
Ginnie Mae II Pool 3% 10/20/2031
|
749,560
|
727,140
|
|
Ginnie Mae II Pool 3% 10/20/2049
|
72,371
|
64,723
|
|
Ginnie Mae II Pool 3% 11/20/2031
|
809,976
|
785,100
|
|
Ginnie Mae II Pool 3% 12/20/2031
|
1,220,733
|
1,183,734
|
|
Ginnie Mae II Pool 3% 12/20/2046
|
4,910,581
|
4,422,359
|
|
Ginnie Mae II Pool 3% 2/20/2031
|
92,797
|
90,357
|
|
Ginnie Mae II Pool 3% 3/20/2031
|
188,668
|
183,610
|
|
Ginnie Mae II Pool 3% 3/20/2050
|
3,641,797
|
3,243,302
|
|
Ginnie Mae II Pool 3% 4/20/2031
|
699,200
|
680,095
|
|
Ginnie Mae II Pool 3% 4/20/2052
|
19,875,536
|
17,651,016
|
|
Ginnie Mae II Pool 3% 5/20/2031
|
1,530,119
|
1,487,518
|
|
Ginnie Mae II Pool 3% 5/20/2050
|
1,373,115
|
1,222,865
|
|
Ginnie Mae II Pool 3% 5/20/2051
|
3,052,661
|
2,712,908
|
|
Ginnie Mae II Pool 3% 5/20/2052
|
65,051,790
|
57,771,031
|
|
Ginnie Mae II Pool 3% 6/20/2050
|
25,217
|
22,458
|
|
Ginnie Mae II Pool 3% 6/20/2051
|
808,900
|
718,871
|
|
Ginnie Mae II Pool 3% 7/20/2031
|
20,135
|
19,557
|
|
Ginnie Mae II Pool 3% 7/20/2051
|
1,023,216
|
909,015
|
|
Ginnie Mae II Pool 3% 8/20/2031
|
236,272
|
229,396
|
|
Ginnie Mae II Pool 3% 8/20/2051
|
1,216,891
|
1,081,074
|
|
Ginnie Mae II Pool 3% 9/20/2031
|
95,184
|
92,376
|
|
Ginnie Mae II Pool 3% 9/20/2051
|
15,911
|
14,136
|
|
Ginnie Mae II Pool 3.5% 1/20/2042
|
12,549
|
11,788
|
|
Ginnie Mae II Pool 3.5% 1/20/2044
|
18,566
|
17,335
|
|
Ginnie Mae II Pool 3.5% 10/20/2040
|
5,103
|
4,805
|
|
Ginnie Mae II Pool 3.5% 10/20/2041
|
8,722
|
8,194
|
|
Ginnie Mae II Pool 3.5% 10/20/2043
|
3,747
|
3,502
|
|
Ginnie Mae II Pool 3.5% 11/20/2041
|
1,060,904
|
996,809
|
|
Ginnie Mae II Pool 3.5% 11/20/2043
|
7,849
|
7,334
|
|
Ginnie Mae II Pool 3.5% 12/20/2040
|
2,023
|
1,905
|
|
Ginnie Mae II Pool 3.5% 12/20/2041
|
5,019,323
|
4,716,133
|
|
Ginnie Mae II Pool 3.5% 2/20/2043
|
145,762
|
136,497
|
|
Ginnie Mae II Pool 3.5% 3/20/2043
|
178,786
|
167,385
|
|
Ginnie Mae II Pool 3.5% 4/20/2043
|
320,906
|
300,375
|
|
Ginnie Mae II Pool 3.5% 4/20/2044
|
4,059
|
3,787
|
|
Ginnie Mae II Pool 3.5% 5/20/2043
|
5,285,169
|
4,925,210
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
216,196
|
199,081
|
|
Ginnie Mae II Pool 3.5% 5/20/2046
|
50,482
|
46,845
|
|
Ginnie Mae II Pool 3.5% 7/20/2043
|
110,851
|
103,731
|
|
Ginnie Mae II Pool 3.5% 8/20/2043
|
5,301
|
4,957
|
|
Ginnie Mae II Pool 3.5% 9/20/2040
|
9,166
|
8,628
|
|
Ginnie Mae II Pool 3.5% 9/20/2043
|
4,276,397
|
3,996,796
|
|
Ginnie Mae II Pool 4% 1/20/2041
|
1,067,236
|
1,025,741
|
|
Ginnie Mae II Pool 4% 1/20/2042
|
1,131,043
|
1,085,187
|
|
Ginnie Mae II Pool 4% 1/20/2045
|
364,575
|
347,807
|
|
Ginnie Mae II Pool 4% 1/20/2046
|
43,334
|
41,243
|
|
Ginnie Mae II Pool 4% 10/20/2040
|
706,304
|
679,014
|
|
Ginnie Mae II Pool 4% 10/20/2041
|
3,015,808
|
2,894,689
|
|
Ginnie Mae II Pool 4% 11/20/2040
|
2,797,080
|
2,688,256
|
|
Ginnie Mae II Pool 4% 11/20/2041
|
98,513
|
94,532
|
|
Ginnie Mae II Pool 4% 12/20/2040
|
57,902
|
55,659
|
|
Ginnie Mae II Pool 4% 12/20/2041
|
850,777
|
816,281
|
|
Ginnie Mae II Pool 4% 2/20/2041
|
85,996
|
82,639
|
|
Ginnie Mae II Pool 4% 3/20/2041
|
186,884
|
179,584
|
|
Ginnie Mae II Pool 4% 3/20/2046
|
13,594
|
12,941
|
|
Ginnie Mae II Pool 4% 3/20/2047
|
126,378
|
120,139
|
|
Ginnie Mae II Pool 4% 4/20/2042
|
599,915
|
575,327
|
|
Ginnie Mae II Pool 4% 4/20/2047
|
3,582,406
|
3,405,532
|
|
Ginnie Mae II Pool 4% 5/20/2046
|
3,344,278
|
3,181,942
|
|
Ginnie Mae II Pool 4% 6/20/2042
|
8,233
|
7,893
|
|
Ginnie Mae II Pool 4% 8/20/2041
|
20,681
|
19,852
|
|
Ginnie Mae II Pool 4% 8/20/2043
|
284,181
|
271,834
|
|
Ginnie Mae II Pool 4% 9/20/2040
|
820,398
|
788,666
|
|
Ginnie Mae II Pool 4.5% 1/20/2041
|
204,244
|
201,015
|
|
Ginnie Mae II Pool 4.5% 10/20/2035
|
2,275
|
2,248
|
|
Ginnie Mae II Pool 4.5% 10/20/2039
|
32,168
|
31,143
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
452,528
|
438,009
|
|
Ginnie Mae II Pool 4.5% 10/20/2040
|
43,634
|
42,954
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
190,482
|
184,144
|
|
Ginnie Mae II Pool 4.5% 11/20/2040
|
43,907
|
43,218
|
|
Ginnie Mae II Pool 4.5% 11/20/2054
|
43,374,365
|
41,801,042
|
|
Ginnie Mae II Pool 4.5% 12/20/2039
|
178,828
|
173,206
|
|
Ginnie Mae II Pool 4.5% 12/20/2040
|
90,908
|
87,893
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
1,073,756
|
1,056,778
|
|
Ginnie Mae II Pool 4.5% 2/20/2041
|
7,819
|
7,560
|
|
Ginnie Mae II Pool 4.5% 3/20/2036
|
15,420
|
15,239
|
|
Ginnie Mae II Pool 4.5% 3/20/2041
|
69,910
|
68,804
|
|
Ginnie Mae II Pool 4.5% 4/20/2040
|
85,196
|
82,427
|
|
Ginnie Mae II Pool 4.5% 4/20/2041
|
441,551
|
434,542
|
|
Ginnie Mae II Pool 4.5% 5/20/2040
|
75,794
|
74,633
|
|
Ginnie Mae II Pool 4.5% 5/20/2041
|
4,446,029
|
4,375,196
|
|
Ginnie Mae II Pool 4.5% 6/20/2033
|
6,862
|
6,797
|
|
Ginnie Mae II Pool 4.5% 6/20/2039
|
35,256
|
34,166
|
|
Ginnie Mae II Pool 4.5% 6/20/2040
|
82,393
|
79,810
|
|
Ginnie Mae II Pool 4.5% 6/20/2041
|
1,203,513
|
1,184,204
|
|
Ginnie Mae II Pool 4.5% 7/20/2039
|
6,398
|
6,319
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
84,356
|
83,049
|
|
Ginnie Mae II Pool 4.5% 7/20/2040
|
7,242
|
7,013
|
|
Ginnie Mae II Pool 4.5% 8/20/2040
|
9,130
|
8,989
|
|
Ginnie Mae II Pool 4.5% 9/20/2040
|
792,751
|
780,392
|
|
Ginnie Mae II Pool 5% 12/20/2054
|
7,731,920
|
7,640,658
|
|
Ginnie Mae II Pool 5% 7/1/2056 (b)
|
294,300,000
|
290,114,436
|
|
Ginnie Mae II Pool 5% 8/1/2056 (b)
|
155,800,000
|
153,425,966
|
|
Ginnie Mae II Pool 5% 9/20/2033
|
302,695
|
303,696
|
|
Ginnie Mae II Pool 5.5% 12/20/2054
|
5,856,012
|
5,907,568
|
|
Ginnie Mae II Pool 5.5% 7/1/2056 (b)
|
556,200,000
|
558,903,522
|
|
Ginnie Mae II Pool 5.5% 8/1/2056 (b)
|
300,625,000
|
301,675,234
|
|
Ginnie Mae II Pool 6% 11/20/2031
|
8,073
|
8,242
|
|
Ginnie Mae II Pool 6% 12/20/2054
|
5,390,828
|
5,536,543
|
|
Ginnie Mae II Pool 6% 5/20/2032
|
38,397
|
39,201
|
|
Ginnie Mae II Pool 6% 7/1/2056 (b)
|
135,850,000
|
138,603,204
|
|
Ginnie Mae II Pool 6.5% 1/20/2032
|
336
|
348
|
|
Ginnie Mae II Pool 6.5% 11/20/2031
|
1,500
|
1,555
|
|
Ginnie Mae II Pool 6.5% 3/20/2031
|
1,738
|
1,801
|
|
Ginnie Mae II Pool 6.5% 4/20/2031
|
204
|
211
|
|
Ginnie Mae II Pool 6.5% 6/20/2031
|
197
|
204
|
|
Ginnie Mae II Pool 6.5% 7/1/2056 (b)
|
35,825,000
|
37,124,996
|
|
Ginnie Mae II Pool 6.5% 7/20/2031
|
243
|
252
|
|
Ginnie Mae II Pool 6.5% 8/20/2031
|
239
|
248
|
|
Ginnie Mae II Pool 7% 2/20/2032
|
10,230
|
10,543
|
|
Ginnie Mae II Pool 7% 3/20/2032
|
5,310
|
5,473
|
|
Uniform Mortgage Backed Securities 2% 7/1/2056 (b)
|
743,650,000
|
593,467,578
|
|
Uniform Mortgage Backed Securities 2% 8/1/2056 (b)
|
532,800,000
|
425,095,333
|
|
Uniform Mortgage Backed Securities 3% 7/1/2056 (b)
|
119,300,000
|
104,042,651
|
|
Uniform Mortgage Backed Securities 3.5% 7/1/2056 (b)
|
6,025,000
|
5,469,335
|
|
Uniform Mortgage Backed Securities 4% 7/1/2056 (b)
|
7,775,000
|
7,263,854
|
|
Uniform Mortgage Backed Securities 4.5% 7/1/2056 (b)
|
52,425,000
|
50,244,036
|
|
Uniform Mortgage Backed Securities 5% 7/1/2041 (b)
|
71,550,000
|
71,821,110
|
|
Uniform Mortgage Backed Securities 5% 7/1/2056 (b)
|
105,725,000
|
103,878,946
|
|
Uniform Mortgage Backed Securities 5.5% 7/1/2056 (b)
|
67,375,000
|
67,598,705
|
|
Uniform Mortgage Backed Securities 6% 7/1/2056 (b)
|
137,700,000
|
140,669,156
|
|
Uniform Mortgage Backed Securities 6% 8/1/2056 (b)
|
58,475,000
|
59,546,280
|
|
Uniform Mortgage Backed Securities 6.5% 7/1/2056 (b)
|
38,900,000
|
40,234,149
|
|
TOTAL UNITED STATES
|
8,211,128,190
|
||
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
(Cost $8,382,159,078)
|
8,211,128,190
|
||
U.S. Treasury Obligations - 48.6%
|
||||
Yield (%) (o)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 1.875% 11/15/2051
|
2.09 to 2.15
|
120,053,000
|
65,982,255
|
|
US Treasury Bonds 2% 8/15/2051
|
1.95 to 1.99
|
693,544,000
|
394,832,435
|
|
US Treasury Bonds 2.875% 5/15/2052
|
2.97 to 3.16
|
556,400,000
|
384,894,045
|
|
US Treasury Bonds 3% 2/15/2049
|
2.93 to 3.06
|
241,460,000
|
176,039,431
|
|
US Treasury Bonds 3.625% 2/15/2053
|
3.80 to 3.81
|
193,384,000
|
154,646,768
|
|
US Treasury Bonds 3.625% 5/15/2053
|
3.92 to 4.31
|
192,000,000
|
153,442,500
|
|
US Treasury Bonds 4% 11/15/2052
|
4.95 to 5.00
|
129,398,000
|
110,716,164
|
|
US Treasury Bonds 4.125% 8/15/2053
|
4.20 to 5.00
|
522,303,000
|
456,239,829
|
|
US Treasury Bonds 4.25% 2/15/2054 (e)
|
4.36 to 4.53
|
1,126,475,000
|
1,005,114,914
|
|
US Treasury Bonds 4.25% 8/15/2054
|
4.63 to 4.65
|
110,733,000
|
98,863,807
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.71 to 4.76
|
423,952,000
|
403,748,038
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.61 to 5.12
|
72,320,000
|
69,695,575
|
|
US Treasury Bonds 4.625% 11/15/2045
|
4.65
|
170,000
|
163,279
|
|
US Treasury Bonds 4.625% 11/15/2055
|
4.79
|
81,000,000
|
77,063,906
|
|
US Treasury Bonds 4.75% 2/15/2056
|
4.94 to 4.99
|
91,970,000
|
89,340,233
|
|
US Treasury Bonds 4.75% 5/15/2055
|
4.83 to 4.98
|
281,659,000
|
273,220,232
|
|
US Treasury Bonds 4.75% 8/15/2055
|
4.69 to 4.92
|
183,780,000
|
178,316,853
|
|
US Treasury Bonds 4.875% 8/15/2045
|
4.53 to 4.75
|
679,898,000
|
674,719,088
|
|
US Treasury Bonds 5% 5/15/2056
|
4.88 to 5.12
|
340,000,000
|
343,612,500
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.47 to 2.67
|
20,664,145
|
19,025,227
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056
|
2.62 to 2.72
|
10,059,812
|
9,273,608
|
|
US Treasury Notes 2.75% 8/15/2032
|
2.75 to 2.79
|
813,762,000
|
747,357,751
|
|
US Treasury Notes 2.875% 5/15/2032
|
2.96 to 3.16
|
763,588,000
|
708,913,908
|
|
US Treasury Notes 3.375% 5/15/2033
|
3.79 to 3.98
|
465,000,000
|
439,188,868
|
|
US Treasury Notes 3.5% 2/15/2029
|
3.47 to 3.60
|
62,751,000
|
61,711,687
|
|
US Treasury Notes 3.5% 2/15/2033
|
3.92 to 3.94
|
470,900,000
|
449,286,425
|
|
US Treasury Notes 3.5% 3/15/2029
|
3.82 to 3.87
|
10,160,000
|
9,988,947
|
|
US Treasury Notes 3.625% 8/31/2030
|
3.59 to 3.61
|
251,500,000
|
246,047,558
|
|
US Treasury Notes 3.625% 9/30/2031
|
3.93 to 3.95
|
609,000,000
|
591,967,031
|
|
US Treasury Notes 3.75% 1/31/2031
|
3.65
|
63,000,000
|
61,811,367
|
|
US Treasury Notes 3.75% 10/31/2032
|
3.95
|
177,500,000
|
172,251,270
|
|
US Treasury Notes 3.75% 2/28/2033
|
3.92
|
9,150,000
|
8,862,275
|
|
US Treasury Notes 3.75% 5/31/2030
|
4.00 to 4.01
|
414,100,000
|
407,548,810
|
|
US Treasury Notes 3.75% 6/30/2030
|
3.91 to 4.12
|
543,000,000
|
534,176,250
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.59
|
205,000,000
|
200,515,625
|
|
US Treasury Notes 3.875% 12/31/2032
|
3.94 to 3.95
|
514,500,000
|
502,401,214
|
|
US Treasury Notes 3.875% 4/15/2029
|
3.80 to 3.86
|
72,820,000
|
72,268,161
|
|
US Treasury Notes 3.875% 4/30/2031
|
4.18
|
313,000,000
|
308,500,625
|
|
US Treasury Notes 3.875% 8/15/2033
|
4.02 to 4.77
|
1,134,063,000
|
1,102,787,675
|
|
US Treasury Notes 3.875% 8/15/2034
|
4.27 to 4.28
|
197,400,000
|
190,645,209
|
|
US Treasury Notes 4% 1/31/2033
|
4.07
|
204,200,000
|
200,714,243
|
|
US Treasury Notes 4% 11/15/2035
|
4.14 to 4.17
|
390,170,000
|
377,428,511
|
|
US Treasury Notes 4% 4/30/2032
|
4.26 to 4.27
|
313,000,000
|
308,879,649
|
|
US Treasury Notes 4% 7/31/2030
|
4.15 to 4.64
|
1,606,800,000
|
1,595,125,602
|
|
US Treasury Notes 4% 7/31/2032
|
3.92 to 3.93
|
392,000,000
|
386,334,377
|
|
US Treasury Notes 4.125% 10/31/2031
|
4.39
|
574,600,000
|
571,749,444
|
|
US Treasury Notes 4.125% 11/15/2032
|
3.73 to 3.75
|
825,807,000
|
818,387,636
|
|
US Treasury Notes 4.125% 2/15/2036
|
4.39 to 4.61
|
1,482,427,000
|
1,446,292,842
|
|
US Treasury Notes 4.125% 4/30/2033
|
4.21 to 4.24
|
644,870,000
|
637,816,734
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.05
|
8,625,000
|
8,563,680
|
|
US Treasury Notes 4.125% 7/31/2031
|
4.03
|
75,000,000
|
74,683,590
|
|
US Treasury Notes 4.25% 11/15/2034
|
4.18
|
419,800,000
|
415,700,393
|
|
US Treasury Notes 4.25% 5/31/2033
|
4.33 to 4.37
|
263,900,000
|
262,910,375
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.04 to 4.26
|
1,542,250,000
|
1,522,610,402
|
|
US Treasury Notes 4.375% 5/15/2036
|
4.45 to 4.59
|
332,300,000
|
330,534,656
|
|
US Treasury Notes 4.5% 11/15/2033
|
4.27 to 4.29
|
355,600,000
|
359,169,890
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.24
|
423,050,000
|
429,790,160
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.85 to 4.96
|
25,740,000
|
25,177,943
|
|
US Treasury Notes Inflation-Indexed 1.875% 1/15/2036
|
2.21 to 2.25
|
23,090,546
|
22,424,245
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $22,817,746,013)
|
21,749,475,715
|
|||
Money Market Funds - 0.9%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (p)
(Cost $415,215,430)
|
3.69
|
415,135,278
|
415,218,305
|
|
Purchased Swaptions - 0.0%
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions - 0.0%
|
||||
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
|
25,580,000
|
1,446,492
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 4.06% and receive annually a floating rate based on US SOFR Index, expiring June 2037
|
6/2027
|
68,200,000
|
1,696,138
|
|
Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035
|
4/2030
|
29,420,000
|
888,463
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.887% and receive annually a floating rate based on US SOFR Index, expiring September 2035
|
9/2030
|
12,870,000
|
443,929
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.7375% and receive annually a floating rate based on US SOFR Index, expiring September 2036
|
9/2026
|
46,310,000
|
1,225,745
|
|
Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.373% and receive annually a floating rate based on US SOFR Index, expiring March 2041
|
3/2031
|
35,600,000
|
1,976,193
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.8% and receive annually a floating rate based on US SOFR Index, expiring August 2036
|
8/2026
|
27,050,000
|
547,883
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.94% and receive annually a floating rate based on US SOFR Index, expiring June 2028
|
6/2027
|
161,100,000
|
654,731
|
|
Option on an interest rate swap with JPMorgan Chase Bank NA to pay annually a fixed rate of 3.988% and receive annually a floating rate based on US SOFR Index, expiring June 2029
|
6/2028
|
61,960,000
|
284,072
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 4.509% and receive annually a floating rate based on US SOFR Index, expiring May 2041
|
5/2031
|
67,470,000
|
3,543,906
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.565% and receive annually a floating rate based on US SOFR Index, expiring September 2036
|
9/2026
|
15,730,000
|
619,057
|
|
Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 4.3625% and receive annually a floating rate based on US SOFR Index, expiring April 2041
|
3/2031
|
59,420,000
|
3,324,578
|
|
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
|
25,870,000
|
1,444,132
|
|
TOTAL PURCHASED SWAPTIONS
(Cost $19,334,197)
|
18,095,319
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 106.8%
(Cost $49,399,205,067)
|
47,796,108,209
|
NET OTHER ASSETS (LIABILITIES) - (6.8)%
|
(3,003,075,980)
|
NET ASSETS - 100.0%
|
44,793,032,229
|
TBA Sale Commitments
|
||
Principal
Amount (a)
|
Value ($)
|
|
U.S. Government Agency - Mortgage Securities
|
||
Ginnie Mae II Pool 4% 7/1/2056
|
(10,900,000)
|
(10,120,394)
|
Ginnie Mae II Pool 5% 7/1/2056
|
(155,800,000)
|
(153,584,197)
|
Ginnie Mae II Pool 5.5% 7/1/2056
|
(300,625,000)
|
(302,086,248)
|
Uniform Mortgage Backed Securities 2% 7/1/2056
|
(602,300,000)
|
(480,663,649)
|
Uniform Mortgage Backed Securities 3% 7/1/2056
|
(115,200,000)
|
(100,467,003)
|
Uniform Mortgage Backed Securities 3.5% 7/1/2056
|
(6,025,000)
|
(5,469,335)
|
Uniform Mortgage Backed Securities 4% 7/1/2056
|
(7,775,000)
|
(7,263,854)
|
Uniform Mortgage Backed Securities 4.5% 7/1/2056
|
(46,025,000)
|
(44,110,286)
|
Uniform Mortgage Backed Securities 5% 7/1/2056
|
(51,175,000)
|
(50,281,438)
|
Uniform Mortgage Backed Securities 6% 7/1/2056
|
(100,775,000)
|
(102,947,961)
|
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
|
(1,256,994,365)
|
|
TOTAL TBA SALE COMMITMENTS
(Proceeds $1,257,248,577)
|
(1,256,994,365)
|
|
Written Swaptions
|
||||
Expiration
Date
|
Notional
Amount
|
Value ($)
|
||
Put Swaptions
|
||||
Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.34% and pay annually a floating rate based on US SOFR Index, expiring March 2041
|
3/2031
|
16,190,000
|
(915,982)
|
|
Call Swaptions
|
||||
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
|
21,100,000
|
(1,247,075)
|
|
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
|
16,190,000
|
(942,818)
|
|
Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.45% and receive annually a floating rate based on US SOFR Index, expiring May 2041
|
5/2031
|
67,000,000
|
(4,188,128)
|
|
TOTAL CALL SWAPTIONS
|
(6,378,021)
|
|||
TOTAL WRITTEN SWAPTIONS
(Premiums Received $(7,489,543))
|
(7,294,003)
|
|||
Futures Contracts
|
||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value and Unrealized
Appreciation/
(Depreciation) ($)
|
|
LONG
|
||||
CBOT 10Y US Treasury Notes Contracts (United States)
|
601
|
9/2026
|
65,959,750
|
217,966
|
CBOT 2Y US Treasury Notes Contracts (United States)
|
6,256
|
9/2026
|
1,289,322,500
|
(1,104,683)
|
CBOT 5Y US Treasury Notes Contracts (United States)
|
5,206
|
9/2026
|
556,919,984
|
682,468
|
CBOT US Treasury Ultra Bond Contracts (United States)
|
568
|
9/2026
|
65,639,500
|
1,023,189
|
TOTAL LONG
|
818,940
|
|||
Credit Default Swaps
|
||||||||||
Underlying Reference
|
Rating(2)
|
Maturity
Date
|
Clearinghouse /
Counterparty
|
Fixed
Payment
Received/
(Paid)
|
Payment
Frequency
|
Notional
Amount(3)(1)
|
Value ($)(2)
|
Upfront
Premium
Received/
(Paid) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Buy Protection
|
||||||||||
CMBX AAA Series 13 Index
|
12/2072
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
13,100,000
|
(94,985)
|
(200,538)
|
(295,523)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
17,690,000
|
(128,267)
|
(151,784)
|
(280,051)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Morgan Stanley Capital Services LLC
|
(0.5%)
|
Monthly
|
16,000,000
|
(116,013)
|
(102,098)
|
(218,111)
|
||
CMBX AAA Series 13 Index
|
12/2072
|
Citigroup Global Markets Ltd
|
(0.5%)
|
Monthly
|
10,070,000
|
(73,016)
|
(103,504)
|
(176,520)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
20,000
|
3,844
|
(4,803)
|
(959)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
700,000
|
134,530
|
(174,756)
|
(40,226)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
580,000
|
111,468
|
(157,438)
|
(45,970)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
550,000
|
105,702
|
(158,073)
|
(52,371)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
450,000
|
86,483
|
(112,895)
|
(26,412)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
20,000
|
3,844
|
(5,221)
|
(1,377)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
590,000
|
113,389
|
(132,485)
|
(19,096)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
130,000
|
24,984
|
(28,408)
|
(3,424)
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
240,000
|
46,125
|
(38,394)
|
7,731
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
370,000
|
71,109
|
(57,889)
|
13,220
|
||
CMBX BBB- Series 16 Index
|
4/2065
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
400,000
|
76,874
|
(59,791)
|
17,083
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
1,300,000
|
105,116
|
(48,149)
|
56,967
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,300,000
|
105,116
|
(49,532)
|
55,584
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
1,100,000
|
88,944
|
(41,292)
|
47,652
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
1,400,000
|
113,201
|
(52,553)
|
60,648
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
1,000,000
|
80,858
|
(48,054)
|
32,804
|
||
CMBX BBB Series 15 Index
|
11/2064
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
800,000
|
110,772
|
(124,833)
|
(14,061)
|
||
CMBX BB Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(5%)
|
Monthly
|
2,000,000
|
318,373
|
(289,059)
|
29,314
|
||
CMBX BB Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
400,000
|
63,675
|
(57,084)
|
6,591
|
||
CMBX BB Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(5%)
|
Monthly
|
300,000
|
47,756
|
(41,988)
|
5,768
|
||
CMBX BBB- Series 19 Index
|
12/2058
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
1,400,000
|
99,174
|
(99,125)
|
49
|
||
CMBX BBB- Series 19 Index
|
12/2058
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
2,350,000
|
166,471
|
(176,650)
|
(10,179)
|
||
CMBX BBB- Series 19 Index
|
12/2058
|
Citigroup Global Markets Ltd
|
(3%)
|
Monthly
|
1,850,000
|
131,052
|
(145,969)
|
(14,917)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
300,000
|
24,257
|
(26,370)
|
(2,113)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Goldman Sachs & Co LLC
|
(3%)
|
Monthly
|
400,000
|
32,343
|
(35,160)
|
(2,817)
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
Morgan Stanley Capital Services LLC
|
(3%)
|
Monthly
|
500,000
|
40,429
|
(36,668)
|
3,761
|
||
CMBX BBB- Series 18 Index
|
12/2057
|
JPMorgan Securities LLC
|
(3%)
|
Monthly
|
3,800,000
|
307,261
|
(294,896)
|
12,365
|
||
TOTAL BUY PROTECTION
|
2,200,869
|
(3,055,459)
|
(854,590)
|
|||||||
Sell Protection
|
||||||||||
CMBX AAA Series 13 Index
|
NR
|
12/2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
35,930,000
|
260,521
|
779,338
|
1,039,859
|
|
CMBX AAA Series 13 Index
|
NR
|
12/2072
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
20,930,000
|
151,759
|
466,879
|
618,638
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
14,100,000
|
(124,995)
|
231,720
|
106,725
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
2,400,000
|
(21,276)
|
37,251
|
15,975
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
100,000
|
(886)
|
1,248
|
362
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
0.5%
|
Monthly
|
2,450,000
|
(21,719)
|
35,750
|
14,031
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
14,200,000
|
(125,882)
|
236,594
|
110,712
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
22,900,000
|
(203,006)
|
381,824
|
178,818
|
|
CMBX AAA Series 16 Index
|
NR
|
4/2065
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
1,747,205
|
(2,913)
|
14,398
|
11,485
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
1,200,000
|
(279,260)
|
251,311
|
(27,949)
|
|
CMBX BB Series 15 Index
|
NR
|
11/2064
|
Morgan Stanley Capital Services LLC
|
5%
|
Monthly
|
1,500,000
|
(311,177)
|
357,609
|
46,432
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
5%
|
Monthly
|
900,000
|
(209,445)
|
192,794
|
(16,651)
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Morgan Stanley Capital Services LLC
|
5%
|
Monthly
|
600,000
|
(139,630)
|
127,515
|
(12,115)
|
|
CMBX BB Series 17 Index
|
NR
|
12/2056
|
Goldman Sachs & Co LLC
|
5%
|
Monthly
|
1,900,000
|
(442,161)
|
398,468
|
(43,693)
|
|
CMBX AAA Series 17 Index
|
NR
|
12/2056
|
Citigroup Global Markets Ltd
|
0.5%
|
Monthly
|
17,875,000
|
(158,460)
|
163,968
|
5,508
|
|
TOTAL SELL PROTECTION
|
(1,628,530)
|
3,676,667
|
2,048,137
|
|||||||
TOTAL CREDIT DEFAULT SWAPS
|
572,339
|
621,208
|
1,193,547
|
|||||||
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) ($)
|
|
3.75%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
9/2036
|
56,334,000
|
203,836
|
0
|
203,836
|
|
U.S. SOFR Index(4)
|
Annual
|
3%
|
Annual
|
LCH
|
9/2028
|
1,498,481,000
|
(271,911)
|
0
|
(271,911)
|
|
3.5%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
9/2033
|
4,530,000
|
26,771
|
0
|
26,771
|
|
4%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
9/2046
|
5,352,000
|
70,780
|
0
|
70,780
|
|
4%
|
Annual
|
U.S. SOFR Index(4)
|
Annual
|
LCH
|
9/2056
|
35,477,000
|
550,284
|
0
|
550,284
|
|
TOTAL INTEREST RATE SWAPS
|
579,760
|
0
|
579,760
|
|||||||
(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 futures contracts. At period end, the value of securities pledged amounted to $19,497,708.
|
(f)
|
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 $193,819.
|
(g)
|
Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $3,314,313.
|
(h)
|
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 $22,431,067.
|
(i)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $7,675,930,280 or 17.1% of net assets.
|
(j)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(k)
|
Level 3 security.
|
(l)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(m)
|
Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
|
(n)
|
Principal Only Strips represent the right to receive the monthly principal payments.
|
(o)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(p)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
517,949,578
|
8,041,316,641
|
8,144,036,468
|
24,111,046
|
(13,731)
|
2,285
|
415,218,305
|
415,135,278
|
0.6%
|
Fidelity Securities Lending Cash Central Fund
|
-
|
4,379,138,577
|
4,379,174,818
|
335,769
|
36,241
|
-
|
-
|
-
|
0.0%
|
Total
|
517,949,578
|
12,420,455,218
|
12,523,211,286
|
24,446,815
|
22,510
|
2,285
|
415,218,305
|
||