Security | Principal Amount (000's omitted) | Value |
Federal National Mortgage Association: (continued) | | | |
Series 2007-74, Class AC, 5.00%, 8/25/37 | $ | 405 | $ 405,055 |
Series 2011-49, Class NT, 6.00%, (64.855% - 30-day SOFR Average x 10.00, Cap 6.00%), 6/25/41(6) | | 115 | 112,131 |
Series 2012-134, Class ZT, 2.00%, 12/25/42 | | 498 | 387,478 |
Series 2013-6, Class TA, 1.50%, 1/25/43 | | 263 | 229,169 |
Series 2015-74, Class SL, 0.00%, (2.282% - 30-day SOFR Average x 0.587, Floor 0.00%), 10/25/45(6) | | 867 | 506,924 |
Series 2017-15, Class LE, 3.00%, 6/25/46 | | 39 | 38,075 |
Interest Only:(5) | | | |
Series 2004-46, Class SI, 0.538%, (5.886% - 30-day SOFR Average), 5/25/34(6) | | 225 | 8,089 |
Series 2005-17, Class SA, 1.238%, (6.586% - 30-day SOFR Average), 3/25/35(6) | | 394 | 36,528 |
Series 2006-42, Class PI, 1.128%, (6.476% - 30-day SOFR Average), 6/25/36(6) | | 493 | 45,240 |
Series 2006-44, Class IS, 1.138%, (6.486% - 30-day SOFR Average), 6/25/36(6) | | 476 | 40,878 |
Series 2007-50, Class LS, 0.988%, (6.336% - 30-day SOFR Average), 6/25/37(6) | | 388 | 35,126 |
Series 2008-26, Class SA, 0.738%, (6.086% - 30-day SOFR Average), 4/25/38(6) | | 497 | 47,071 |
Series 2008-61, Class S, 0.638%, (5.986% - 30-day SOFR Average), 7/25/38(6) | | 745 | 48,819 |
Series 2010-109, Class PS, 1.138%, (6.486% - 30-day SOFR Average), 10/25/40(6) | | 781 | 61,658 |
Series 2010-147, Class KS, 0.488%, (5.836% - 30-day SOFR Average), 1/25/41(6) | | 855 | 32,822 |
Series 2012-52, Class AI, 3.50%, 8/25/26 | | 45 | 727 |
Series 2012-118, Class IN, 3.50%, 11/25/42 | | 1,084 | 209,896 |
Series 2012-150, Class PS, 0.688%, (6.036% - 30-day SOFR Average), 1/25/43(6) | | 1,712 | 179,954 |
Series 2012-150, Class SK, 0.688%, (6.036% - 30-day SOFR Average), 1/25/43(6) | | 722 | 80,065 |
Series 2013-23, Class CS, 0.788%, (6.136% - 30-day SOFR Average), 3/25/33(6) | | 567 | 32,606 |
Series 2014-32, Class EI, 4.00%, 6/25/44 | | 173 | 31,792 |
Series 2014-55, Class IN, 3.50%, 7/25/44 | | 398 | 75,210 |
Series 2014-80, Class BI, 3.00%, 12/25/44 | | 909 | 147,083 |
Series 2014-89, Class IO, 3.50%, 1/25/45 | | 329 | 63,226 |
Series 2015-14, Class KI, 3.00%, 3/25/45 | | 734 | 114,162 |
Series 2015-52, Class MI, 3.50%, 7/25/45 | | 390 | 74,879 |
Series 2015-57, Class IO, 3.00%, 8/25/45 | | 1,528 | 254,159 |
Series 2015-93, Class BS, 0.688%, (6.036% - 30-day SOFR Average), 8/25/45(6) | | 408 | 29,207 |
Series 2018-21, Class IO, 3.00%, 4/25/48 | | 738 | 118,858 |
Series 2020-23, Class SP, 0.588%, (5.936% - 30-day SOFR Average), 2/25/50(6) | | 1,339 | 175,860 |
Series 2020-45, Class IJ, 2.50%, 7/25/50 | | 1,831 | 263,612 |
Principal Only:(7) Series 2006-8, Class WQ, 0.00%, 3/25/36 | | 348 | 282,821 |