Security | Principal Amount (000's omitted) | Value |
Federal National Mortgage Association: (continued) | | | |
Series 2011-49, Class NT, 6.00%, (64.855% - 30-day SOFR Average x 10.00, Cap 6.00%), 6/25/41(5) | $ | 121 | $ 117,484 |
Series 2012-134, Class ZT, 2.00%, 12/25/42 | | 493 | 404,526 |
Series 2013-6, Class TA, 1.50%, 1/25/43 | | 271 | 237,039 |
Series 2015-74, Class SL, 0.00%, (2.282% - 30-day SOFR Average x 0.587, Floor 0.00%), 10/25/45(5) | | 867 | 498,553 |
Series 2017-15, Class LE, 3.00%, 6/25/46 | | 44 | 42,283 |
Interest Only:(4) | | | |
Series 2004-46, Class SI, 0.541%, (5.886% - 30-day SOFR Average), 5/25/34(5) | | 270 | 10,415 |
Series 2005-17, Class SA, 1.241%, (6.586% - 30-day SOFR Average), 3/25/35(5) | | 421 | 39,613 |
Series 2006-42, Class PI, 1.131%, (6.476% - 30-day SOFR Average), 6/25/36(5) | | 567 | 54,474 |
Series 2006-44, Class IS, 1.141%, (6.486% - 30-day SOFR Average), 6/25/36(5) | | 517 | 45,716 |
Series 2007-50, Class LS, 0.991%, (6.336% - 30-day SOFR Average), 6/25/37(5) | | 428 | 38,672 |
Series 2008-26, Class SA, 0.741%, (6.086% - 30-day SOFR Average), 4/25/38(5) | | 543 | 54,350 |
Series 2008-61, Class S, 0.641%, (5.986% - 30-day SOFR Average), 7/25/38(5) | | 830 | 57,541 |
Series 2010-109, Class PS, 1.141%, (6.486% - 30-day SOFR Average), 10/25/40(5) | | 855 | 69,782 |
Series 2010-147, Class KS, 0.491%, (5.836% - 30-day SOFR Average), 1/25/41(5) | | 1,005 | 41,909 |
Series 2012-52, Class AI, 3.50%, 8/25/26 | | 72 | 1,580 |
Series 2012-118, Class IN, 3.50%, 11/25/42 | | 1,139 | 223,493 |
Series 2012-150, Class PS, 0.691%, (6.036% - 30-day SOFR Average), 1/25/43(5) | | 1,798 | 180,742 |
Series 2012-150, Class SK, 0.691%, (6.036% - 30-day SOFR Average), 1/25/43(5) | | 747 | 78,922 |
Series 2013-23, Class CS, 0.791%, (6.136% - 30-day SOFR Average), 3/25/33(5) | | 647 | 39,191 |
Series 2014-32, Class EI, 4.00%, 6/25/44 | | 186 | 31,988 |
Series 2014-55, Class IN, 3.50%, 7/25/44 | | 423 | 80,679 |
Series 2014-80, Class BI, 3.00%, 12/25/44 | | 930 | 152,181 |
Series 2014-89, Class IO, 3.50%, 1/25/45 | | 348 | 67,510 |
Series 2015-14, Class KI, 3.00%, 3/25/45 | | 773 | 125,021 |
Series 2015-52, Class MI, 3.50%, 7/25/45 | | 400 | 77,338 |
Series 2015-57, Class IO, 3.00%, 8/25/45 | | 1,752 | 296,124 |
Series 2015-93, Class BS, 0.691%, (6.036% - 30-day SOFR Average), 8/25/45(5) | | 431 | 22,838 |
Series 2018-21, Class IO, 3.00%, 4/25/48 | | 771 | 136,886 |
Series 2020-23, Class SP, 0.591%, (5.936% - 30-day SOFR Average), 2/25/50(5) | | 1,389 | 180,201 |
Series 2020-45, Class IJ, 2.50%, 7/25/50 | | 1,940 | 274,641 |
Principal Only:(6) Series 2006-8, Class WQ, 0.00%, 3/25/36 | | 377 | 305,258 |