Security | Principal Amount (000's omitted) | Value |
Government National Mortgage Association: (continued) | | | |
Series 2020-76, Class ZL, 2.75%, 5/20/50 | $ | 318 | $ 179,365 |
Series 2021-1, Class ZD, 3.00%, 1/20/51 | | 1,623 | 1,215,557 |
Series 2021-8, Class ZG, 2.50%, 1/20/51 | | 3,301 | 1,795,729 |
Series 2021-24, Class EZ, 2.50%, 1/20/51 | | 3,584 | 1,970,893 |
Series 2021-24, Class KZ, 2.50%, 2/20/51 | | 3,665 | 2,259,883 |
Series 2021-25, Class JZ, 2.50%, 2/20/51 | | 2,040 | 1,009,341 |
Series 2021-49, Class VZ, 2.50%, 3/20/51 | | 21 | 9,608 |
Series 2021-77, Class ZG, 3.00%, 7/20/50 | | 363 | 209,208 |
Series 2021-86, Class ZJ, 1.50%, 5/20/51 | | 288 | 121,548 |
Series 2021-97, Class MZ, 3.00%, 8/20/50 | | 5,920 | 3,790,344 |
Series 2021-97, Class ZC, 3.00%, 8/20/50 | | 7,588 | 4,933,468 |
Series 2021-105, Class MZ, 3.00%, 6/20/51 | | 4,842 | 3,073,374 |
Series 2021-105, Class ZH, 1.50%, 6/20/51 | | 1,503 | 750,009 |
Series 2021-107, Class GZ, 3.00%, 6/20/51 | | 2,465 | 1,608,732 |
Series 2021-114, Class JZ, 3.00%, 6/20/51 | | 2,114 | 1,293,369 |
Series 2021-118, Class EZ, 2.50%, 7/20/51 | | 7,218 | 4,459,601 |
Series 2021-121, Class ZE, 2.50%, 7/20/51 | | 129 | 68,453 |
Series 2021-131, Class ZN, 3.00%, 7/20/51 | | 2,663 | 1,775,161 |
Series 2021-136, Class WZ, 3.00%, 8/20/51 | | 6,237 | 3,952,994 |
Series 2021-136, Class Z, 2.50%, 8/20/51 | | 10,999 | 6,616,535 |
Series 2021-137, Class GZ, 2.50%, 8/20/51 | | 1,268 | 780,792 |
Series 2021-138, Class Z, 2.50%, 8/20/51 | | 11,715 | 7,405,401 |
Series 2021-154, Class ZC, 2.50%, 9/20/51 | | 6,322 | 3,830,394 |
Series 2021-156, Class ZQ, 2.50%, 9/20/51 | | 5,018 | 3,130,059 |
Series 2021-159, Class ZJ, 2.50%, 9/20/51 | | 8,394 | 5,201,883 |
Series 2021-159, Class ZP, 2.00%, 9/20/51 | | 7,744 | 4,554,126 |
Series 2021-160, Class NZ, 3.00%, 9/20/51 | | 2,633 | 1,553,623 |
Series 2021-172, Class ZA, 3.00%, 9/20/51 | | 1,637 | 1,032,587 |
Series 2021-177, Class JZ, 3.00%, 10/20/51 | | 4,983 | 3,386,988 |
Series 2021-182, Class KZ, 3.00%, 10/20/51 | | 1,361 | 802,045 |
Series 2021-194, Class HZ, 3.00%, 11/20/51 | | 9,529 | 6,875,617 |
Series 2021-199, Class ZM, 3.00%, 11/20/51 | | 3,905 | 2,450,068 |
Series 2021-213, Class NZ, 3.00%, 12/20/51 | | 7,822 | 5,446,624 |
Series 2021-214, Class LZ, 3.00%, 12/20/51 | | 10,649 | 7,579,171 |
Series 2022-31, Class ZD, 3.00%, 2/20/52 | | 812 | 334,103 |
Series 2022-189, Class US, 3.138%, (22.733% - 30-day SOFR Average x 3.667), 11/20/52(2) | | 11,189 | 11,929,866 |
Series 2022-195, Class AS, 3.352%, (23.125% - 30-day SOFR Average x 3.70), 11/20/52(2) | | 3,511 | 3,854,279 |
Series 2022-197, Class SW, 3.494%, (16.32% - 30-day SOFR Average x 2.40), 11/20/52(2) | | 5,994 | 5,981,409 |
Series 2022-208, Class YF, 6.344%, (30-day SOFR Average + 1.00%), 12/20/52(1) | | 32,485 | 32,173,664 |
Series 2022-211, Class HF, 6.344%, (30-day SOFR Average + 1.00%), 12/20/52(1) | | 129,942 | 129,445,344 |
Series 2023-53, Class AL, 5.50%, 4/20/53 | | 26,000 | 26,019,419 |