Security
| Principal
Amount
(000's omitted)
| Value
|
Interest Only: (continued)
|
|
|
|
Series 4110, Class SA, 0.938%, (5.536% - 30-day SOFR Average), 9/15/42(5)
| $
| 1,583
| $ 93,128
|
Series 4149, Class S, 1.538%, (6.136% - 30-day SOFR Average), 1/15/33(5)
|
| 978
| 56,985
|
Series 4188, Class AI, 3.50%, 4/15/28
|
| 185
| 4,027
|
Series 4203, Class QS, 1.538%, (6.136% - 30-day SOFR Average), 5/15/43(5)
|
| 1,870
| 122,814
|
Series 4408, Class IP, 3.50%, 4/15/44
|
| 1,268
| 156,562
|
Series 4435, Class BI, 3.50%, 7/15/44
|
| 2,365
| 336,121
|
Series 4629, Class QI, 3.50%, 11/15/46
|
| 1,089
| 199,200
|
Series 4644, Class TI, 3.50%, 1/15/45
|
| 1,121
| 142,914
|
Series 4744, Class IO, 4.00%, 11/15/47
|
| 1,840
| 392,687
|
Series 4749, Class IL, 4.00%, 12/15/47
|
| 819
| 175,029
|
Series 4793, Class SD, 1.488%, (6.086% - 30-day SOFR Average), 6/15/48(5)
|
| 3,838
| 427,112
|
Series 4966, Class SY, 1.367%, (5.936% - 30-day SOFR Average), 4/25/50(5)
|
| 10,265
| 1,234,215
|
Principal Only:(7)
|
|
|
|
Series 242, Class PO, 0.00%, 11/15/36
|
| 1,525
| 1,220,226
|
Series 259, Class PO, 0.00%, 4/15/39
|
| 989
| 775,434
|
Series 3606, Class PO, 0.00%, 12/15/39
|
| 970
| 741,906
|
Series 4417, Class KO, 0.00%, 12/15/43
|
| 184
| 123,593
|
Series 4478, Class PO, 0.00%, 5/15/45
|
| 539
| 385,463
|
Federal National Mortgage Association:
|
|
|
|
Series 1996-57, Class Z, 7.00%, 12/25/26
|
| 29
| 29,420
|
Series 1997-77, Class Z, 7.00%, 11/18/27
|
| 31
| 32,189
|
Series 1998-44, Class ZA, 6.50%, 7/20/28
|
| 42
| 43,026
|
Series 1999-45, Class ZG, 6.50%, 9/25/29
|
| 13
| 12,846
|
Series 2000-22, Class PN, 6.00%, 7/25/30
|
| 183
| 185,619
|
Series 2002-21, Class PE, 6.50%, 4/25/32
|
| 141
| 145,110
|
Series 2005-75, Class CS, 5.467%, (23.742% - 30-day SOFR Average x 4.00), 9/25/35(5)
|
| 454
| 486,658
|
Series 2007-74, Class AC, 5.00%, 8/25/37
|
| 1,676
| 1,667,162
|
Series 2011-49, Class NT, 6.00%, (64.855% - 30-day SOFR Average x 10.00, Cap 6.00%), 6/25/41(5)
|
| 183
| 174,854
|
Series 2012-134, Class ZT, 2.00%, 12/25/42
|
| 1,324
| 1,004,141
|
Series 2013-6, Class TA, 1.50%, 1/25/43
|
| 986
| 847,023
|
Series 2013-67, Class NF, 5.00%, (30-day SOFR Average + 1.114%, Cap 5.00%), 7/25/43(2)
|
| 947
| 890,106
|
Series 2017-15, Class LE, 3.00%, 6/25/46
|
| 371
| 362,063
|
Series 2017-48, Class LG, 2.75%, 5/25/47
|
| 1,239
| 1,072,042
|
Series 2019-29, Class WC, 1.352%, 6/25/48(4)
|
| 843
| 0
|
Series 2024-90, Class ES, 5.569%, (15.620% - 30-day SOFR Average x 2.20), 10/25/54(5)
|
| 9,990
| 10,231,052
|
Series 2024-98, Class J, 0.125%, 12/25/53
|
| 20,000
| 15,832,934
|
Interest Only:(6)
|
|
|
|
Series 2011-101, Class IC, 3.50%, 10/25/26
|
| 425
| 6,048
|
Series 2011-101, Class IE, 3.50%, 10/25/26
|
| 138
|
1,948
|