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First Trust Low Duration Opportunities ETF (LMBS)
Holdings of the Fund as of 6/20/2018 *

Total Number of Holdings: 1522

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
Fannie Mae TBA, 4.50%, due 09/01/2047 01F042673 74,000,000 $76,896,408.10 5.70%
U.S. Treasury Note, 1.625%, due 08/31/2019 912828D80 40,000,000 $39,621,875.20 2.94%
Fannie Mae TBA, 5%, due 03/01/2036 01F050676 36,000,000 $38,050,432.20 2.82%
iShares 7-10 Year Treasury Bond ETF IEF 298,562 $30,399,582.84 2.25%
iShares 20+ Year Treasury Bond ETF TLT 243,418 $29,188,252.38 2.16%
Freddie Mac FG G60940, 4%, due 09/01/2046 31335BBH8 25,662,298 $26,202,810.80 1.94%
Freddie Mac FH 840359, Variable rate, due 06/01/2046 31347AMG6 25,272,485 $26,089,454.87 1.93%
FREDDIEMAC STRIP Series 343, Class F4, Variable rate, due 10/15/2037 31351DEC1 25,167,457 $25,184,584.13 1.87%
Fannie Mae FN BE2973, 4%, due 01/01/2047 3140FNJT2 23,487,775 $24,000,016.15 1.78%
Freddie Mac FG Q55152, 4.50%, due 04/01/2048 3132XXWN5 21,820,767 $22,804,757.55 1.69%
Oaks Mortgage Trust Series Series 2015-2, Class A8, Variable rate, due 10/25/2045 67400AAH5 22,086,361 $22,133,985.55 1.64%
Fannie Mae FN AL8640, Variable rate, due 12/01/2041 3138ETS64 19,877,276 $20,895,862.30 1.55%
Credit Suisse Mortgage Trust Series 2017-HL2, Class A3, Variable rate, due 10/25/2047 12652CAC3 18,448,315 $18,313,992.60 1.36%
Freddie Mac FG Q53219, 4.50%, due 12/01/2047 3132XVSH7 15,942,242 $16,709,322.77 1.24%
Vericrest Opportunity Loan Transferee Series 2017-NPL3, Class A1, Variable rate, due 03/25/2047 92871YAA6 14,872,311 $14,874,232.22 1.10%
Vericrest Opportunity Loan Transferee Series 2017-NP11, Class A1, Variable rate, due 10/25/2047 91830UAA6 14,215,978 $14,188,071.08 1.05%
Fannie Mae FN BD4533, Variable rate, due 09/01/2044 3140FCBB3 12,123,287 $12,441,606.98 0.92%
Credit-Based Asset Servicing and Securitization Series 2007-MX1, Class A3, Variable rate, due 12/25/2036 1248MPAC8 11,250,000 $11,727,034.88 0.87%
Credit Suisse Mortgage Trust Series 2014-WIN1, Class 1A1, Variable rate, due 08/25/2029 12648XAH3 11,330,866 $11,168,046.66 0.83%
Freddie Mac FG G60921, 4.50%, due 02/01/2047 31335BAW6 10,047,414 $10,504,205.00 0.78%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 97655JBS0 10,566,089 $10,360,874.50 0.77%
Fannie Mae TBA, 4%, due 07/01/2047 01F040677 10,000,000 $10,167,773.20 0.75%
U.S. Treasury Note, 1.25%, due 04/30/2019 912828ST8 10,000,000 $9,907,812.50 0.73%
Freddie Mac FG Q53875, 4%, due 01/01/2048 3132XWJV4 9,340,674 $9,540,180.41 0.71%
Fannie Mae FN AS8982, 4.50%, due 03/01/2047 3138WJ6U7 8,747,113 $9,141,036.98 0.68%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 31394UCM2 8,483,753 $9,144,513.88 0.68%
GNMA Series 2017-131, Class AG, Variable rate, due 12/16/2058 38379R3M3 9,711,709 $9,178,704.35 0.68%
Fannie Mae FN AE0670, 5.50%, due 02/01/2039 31419AW86 7,961,936 $8,634,107.59 0.64%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 64829EAF1 8,053,185 $8,298,052.13 0.61%
Freddie Mac FG Q45763, 4%, due 01/01/2047 3132WKMM7 7,759,861 $7,927,869.32 0.59%
JP Morgan Mortgage Trust Series 2014-5, Class A1, Variable rate, due 10/25/2029 46643KAA9 7,204,290 $7,092,836.35 0.53%
FANNIE MAE Series 2011-30, Class MD, 4%, due 02/25/2039 31397SLF9 6,626,143 $6,721,961.47 0.50%
Winwater Mortgage Loan Trust Series 2015-2, Class A5, Variable rate, due 02/20/2045 97652UAE0 6,791,692 $6,756,674.46 0.50%
Vericrest Opportunity Loan Transferee Series 2017-NPL7, Class A1, Variable rate, due 04/25/2059 92872RAA0 6,613,062 $6,592,974.02 0.49%
Vericrest Opportunity Loan Transferee Series 2017-NPL4, Class A1, Variable rate, due 04/25/2047 92871XAA8 6,520,115 $6,518,637.82 0.48%
Fannie Mae FN A03529, 4%, due 06/01/2042 3138LT4P0 6,204,580 $6,354,655.02 0.47%
Fannie Mae FN AS1719, 5%, due 02/01/2044 3138WA4D6 5,711,178 $6,152,323.33 0.46%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 38379KU30 6,399,716 $6,202,583.65 0.46%
COLT Funding LLC Series 2018-2, Class A1, Variable rate, due 07/27/2048 19687VAA9 6,000,000 $6,015,000.00 0.45%
Freddie Mac FG Q50564, 4.50%, due 09/01/2047 3132XSTW0 5,808,908 $6,043,030.45 0.45%
Freddie Mac FG U79023, 3.50%, due 10/01/2028 3132G5AZ2 5,986,886 $6,057,699.61 0.45%
FREDDIE MAC Series 4619, Class IB, 4%, due 12/15/2047 3137BSCD3 42,975,544 $5,911,148.53 0.44%
Pretium Mortgage Credit Partners LLC Series 2017-NPL4, Class A1, Variable rate, due 08/27/2032 74137FAA5 5,807,339 $5,774,075.45 0.43%
Park Place Securities Inc Series 2004-WCW2, Class M2, Variable rate, due 10/25/2034 70069FAY3 5,669,582 $5,702,612.98 0.42%
RCO Mortgage LLC Series 2018-1, Class A1, Variable rate, due 05/25/2023 74936YAA7 5,417,000 $5,417,000.00 0.40%
Vericrest Opportunity Loan Transferee SEries 2017-NPL9, Class A1, Variable rate, due 09/25/2047 92872FAA6 5,149,154 $5,122,259.91 0.38%
U.S. Treasury Note, 1.625%, due 03/31/2019 912828C65 5,000,000 $4,973,437.50 0.37%
Fannie Mae FN BH2633, 5%, due 08/01/2047 3140GQ4T0 4,471,281 $4,800,894.98 0.36%
FREDDIE MAC Series 4194, Class GI, 4%, due 04/15/2043 3137B1JS2 26,407,589 $4,863,541.21 0.36%
GNMA Series 2017-57, Class IO, 5%, due 04/20/2047 38380B7X7 27,041,058 $4,815,979.96 0.36%
Vendee Mortgage Trust Series 2003-2, Class Z, 5%, due 05/15/2033 911760TM8 4,523,661 $4,799,241.95 0.36%
Vericrest Opportunity Loan Transferee Series 2017-NPL2, Class A1, Variable rate, due 03/25/2047 91831PAA6 4,645,753 $4,640,426.52 0.34%
GNMA Series 2016-110, Class VA, 2.10%, due 01/16/2038 38379UE69 4,974,796 $4,464,624.98 0.33%
Vericrest Opportunity Loan Transferee Series 2017-NPL5, Class A1, Variable rate, due 05/28/2047 91832JAA9 4,306,784 $4,310,671.07 0.32%
GNMA Series 2018-53, Class VA, 3.50%, due 07/20/2029 38380V6H9 4,128,203 $4,180,445.25 0.31%
Fannie Mae FN BM3013, Variable rate, due 07/01/2044 3140J7K38 4,009,933 $4,094,847.65 0.30%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 3136ABFP3 4,561,202 $4,078,546.64 0.30%
Freddie Mac FG U99134, 4%, due 01/01/2046 3132H7EG5 3,973,595 $4,080,050.77 0.30%
FREDDIE MAC Series 4487, Class CB, 3.50%, due 06/15/2045 3137BJZU0 4,011,394 $4,074,281.84 0.30%
Fannie Mae FN AL4703, 3.50%, due 12/01/2028 3138EMGM7 3,714,338 $3,743,584.88 0.28%
Freddie Mac FG U59020, 4%, due 06/01/2035 3132FTAW8 3,693,251 $3,843,097.46 0.28%
Vericrest Opportunity Loan Transferee Series 2017-NPL8, Class A1, Variable rate, due 06/25/2047 92872DAA1 3,818,001 $3,801,757.13 0.28%
Freddie Mac FG Q43309, 4%, due 09/01/2046 3132WGVB0 3,597,599 $3,675,035.32 0.27%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034 3138EQYB2 3,317,657 $3,457,948.89 0.26%
Freddie Mac FG U64762, 4.50%, due 10/01/2045 3132MQFB7 3,268,767 $3,434,546.47 0.25%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 38380ASK4 18,571,160 $3,427,327.96 0.25%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 3138MFN52 3,253,074 $3,250,830.79 0.24%
Fannie Mae FN AR7582, 3.50%, due 03/01/2033 3138W5M88 3,177,113 $3,202,383.13 0.24%
FANNIE MAE Series 2012-28, Class PT, 4%, due 03/25/2042 3136A33E9 3,268,381 $3,305,213.80 0.24%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 31398KP61 2,931,540 $3,179,222.68 0.24%
FREDDIE MAC Series 4780, Class VA, 4%, due 05/15/2029 3137F44W9 3,113,330 $3,229,956.69 0.24%
COLT Funding LLC Series 2017-1, Class A2, Variable rate, due 05/27/2047 19687TAB2 3,171,183 $3,156,285.45 0.23%
FREDDIE MAC Series 3951, Class AO, 0%, due 03/15/2032 3137AHTV0 3,212,339 $2,854,986.86 0.21%
Credit Suisse Mortgage Trust Series 2017-HL1, Class A3, Variable rate, due 06/25/2047 12594XAC8 2,654,422 $2,632,932.37 0.20%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040 31416YJD1 2,548,117 $2,655,735.83 0.20%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047 3138ER2K5 2,562,145 $2,679,582.08 0.20%
GNMA G2 AI6317, 4.50%, due 06/20/2044 36198TAS1 2,628,028 $2,732,947.97 0.20%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 38375GGT2 19,511,002 $2,727,335.60 0.20%
Winwater Mortgage Loan Trust Series 2014-1, Class A4, Variable rate, due 06/20/2044 97652PAD3 2,640,180 $2,637,299.80 0.20%
Fannie Mae FN AI9124, 4%, due 08/01/2042 3138APD62 2,493,302 $2,560,177.32 0.19%
Fannie Mae FN AS9194, 4.50%, due 12/01/2044 3138WKGC3 2,392,652 $2,502,656.04 0.19%
Fannie Mae FN MA2695, 4%, due 07/01/2046 31418B7H3 2,455,083 $2,514,729.36 0.19%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 38374UNN7 2,090,554 $2,625,188.96 0.19%
GNMA Series 2010-46, Class FC, Variable rate, due 03/20/2035 38376YAL5 2,514,334 $2,578,798.48 0.19%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 3140HBD62 2,252,968 $2,386,377.43 0.18%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 3136AKVK6 2,268,648 $2,436,214.19 0.18%
Freddie Mac FG U91619, 4%, due 06/01/2043 3132HBVL6 2,362,037 $2,425,432.55 0.18%
GNMA G2 BB1216, 4.50%, due 06/20/2047 3617ARK55 2,272,837 $2,402,185.54 0.18%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 38374VSP5 2,300,422 $2,464,126.98 0.18%
JP Morgan Mortgage Trust Series 2015-3, Class A5, Variable rate, due 05/25/2045 46644MAU0 2,411,295 $2,394,340.81 0.18%
Fannie Mae FN AQ4086, 4%, due 06/01/2043 3138MKRG3 2,210,395 $2,264,256.85 0.17%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048 3132XXS34 2,195,548 $2,322,949.05 0.17%
Fannie Mae FN MA0443, 5%, due 05/01/2030 31417YP50 2,091,899 $2,215,227.00 0.16%
Fannie Mae FN MA1217, 4%, due 10/01/2042 31418AK72 2,116,580 $2,167,757.42 0.16%
Freddie Mac FG U90690, 3.50%, due 06/01/2042 3132H3XT5 2,124,196 $2,118,413.86 0.16%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 2,156,542 $2,164,211.85 0.16%
Fannie Mae FN AP2109, 4%, due 08/01/2032 3138M5KX6 1,966,836 $2,024,297.31 0.15%
GNMA GN 737673, 4.50%, due 11/15/2040 3620ARQ20 1,948,439 $2,060,438.87 0.15%
BNC Mortgage Loan Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 05569GAC0 1,846,367 $1,850,394.02 0.14%
Fannie Mae FN AB2506, 5%, due 03/01/2041 31416XYC8 1,745,300 $1,873,115.92 0.14%
Fannie Mae FN AB8289. 4.50%, due 04/01/2042 31417FF78 1,789,860 $1,873,365.84 0.14%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041 3138APE87 1,726,099 $1,940,395.42 0.14%
FANNIE MAE Series 2007-28, Class ZA, 6%, due 04/25/2037 31396VKM9 1,761,618 $1,899,591.58 0.14%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 31398SKS1 1,821,000 $1,874,381.52 0.14%
FANNIEMAE WHOLE LOAN Series 2004-W10, Class A6, 5.75%, due 08/25/2034 31394ALV6 1,750,000 $1,901,211.90 0.14%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 31398KRU6 1,937,505 $1,943,143.20 0.14%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 38378F3M0 2,223,000 $1,922,178.53 0.14%
JP Morgan Mortgage Trust Series 2016-3, Class 1A3, Variable rate, due 10/25/2046 46647EAC5 1,900,382 $1,881,712.31 0.14%
Fannie Mae FN 890556, 4.50%, due 10/01/2043 31410LMD1 1,621,209 $1,711,188.23 0.13%
Fannie Mae FN AS5515, 3.50%, due 06/01/2030 3138WFDV5 1,763,722 $1,785,622.24 0.13%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 3140HBDE5 1,656,202 $1,754,270.59 0.13%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 31396QLV9 1,631,071 $1,785,819.19 0.13%
FANNIE MAE Series 2015-97, Class AI, 4%, due 09/25/2041 3136AQE63 10,716,296 $1,791,244.90 0.13%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 31393LYD9 1,667,000 $1,809,908.57 0.13%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 31393RFB1 1,581,000 $1,699,725.82 0.13%
FREDDIE MAC Series 3300, Class XO, 0%, due 03/15/2037 31397GRV4 1,964,599 $1,755,721.07 0.13%
FREDDIE MAC Series 3764, Class QA, 4%, due 10/15/2029 3137A2DR9 1,700,436 $1,728,072.99 0.13%
FREDDIE MAC Series 3841, Class JZ, 5%, due 04/15/2041 3137A8S41 1,572,865 $1,693,557.88 0.13%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 3137AFGX4 1,546,170 $1,700,886.34 0.13%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 3137ALYJ2 1,678,000 $1,819,187.59 0.13%
Popular ABS Mortgage Pass-Through Trust Series 2005-3, Class AV1A, Variable rate, due 07/25/2035 73316PDY3 1,686,729 $1,690,188.54 0.13%
Fannie Mae FN AL5315, 4%, due 06/01/2042 3138EM3Z2 1,563,965 $1,603,390.70 0.12%
Fannie Mae FN AQ1584, 4%, due 11/01/2042 3138MGXN0 1,521,212 $1,567,955.18 0.12%
Fannie Mae FN MA2024, 4%, due 07/01/2029 31418BHA7 1,484,799 $1,552,964.04 0.12%
Fannie Mae FN MA2099, 3.50%, due 11/01/2029 31418BKM7 1,575,329 $1,594,952.58 0.12%
Fannie Mae FN MA3205, 5%, due 10/01/2047 31418CR30 1,581,839 $1,677,251.28 0.12%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 3136A2PK3 12,830,933 $1,598,759.89 0.12%
Freddie Mac FG G60168, 4.50%, due 07/01/2045 31335AFH6 1,565,400 $1,640,247.56 0.12%
Freddie Mac FG G60762, 5%, due 07/01/2041 31335AZ35 1,542,524 $1,645,260.11 0.12%
FREDDIE MAC Series 4213, Class MZ, 4%, due 06/15/2043 3137B32Z0 1,587,295 $1,627,898.82 0.12%
GNMA G2 MA4076, 7%, due 01/20/2039 36179SQ59 1,461,851 $1,650,715.07 0.12%
Popular ABS Mortgage Pass-Through Trust Series 2005-1, Class AV1A, Variable rate, due 05/25/2035 73316PBP4 1,614,779 $1,618,824.96 0.12%
Fannie Mae FN 890736, 5%, due 07/01/2030 31410LSZ6 1,413,228 $1,503,684.83 0.11%
Fannie Mae FN AL2392, 3.50%, due 08/01/2042 3138EJUS5 1,499,622 $1,498,587.85 0.11%
Fannie Mae FN AL7637, 5%, due 01/01/2042 3138EQPX4 1,357,078 $1,429,355.56 0.11%
Fannie Mae FN AS9244, 4.50%, due 08/01/2039 3138WKHW8 1,354,305 $1,418,266.77 0.11%
Freddie Mac FG G14348, 4%, due 10/01/2026 3128MDBR3 1,398,748 $1,435,851.52 0.11%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 3137B4HE9 1,450,000 $1,551,629.34 0.11%
GNMA G2 726317, 4.25%, due 06/20/2036 3620AQAS2 1,380,722 $1,442,209.32 0.11%
GNMA Series 2004-92, Class BZ, 5.50%, due 11/16/2034 38374J4D5 1,359,790 $1,503,526.61 0.11%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 38377LBY3 1,378,692 $1,496,819.14 0.11%
GNMA Series 2011-71, Class ZC, 5.50%, due 07/16/2034 38377V3U8 1,375,761 $1,493,314.79 0.11%
JP Morgan Mortgage Trust Series 2016-1, Class A5, Variable rate, due 05/25/2046 46646BAE8 1,428,465 $1,417,556.44 0.11%
Credit-Based Asset Servicing and Securitization Series 2007-MX1, Class A2, Variable rate, due 12/25/2036 1248MPAB0 1,391,315 $1,405,805.41 0.10%
Fannie Mae FN AL6948, 5%, due 09/01/2025 3138EPWJ9 1,264,382 $1,312,373.89 0.10%
Fannie Mae FN AO8106, 4%, due 08/01/2042 3138M0AG5 1,362,461 $1,395,619.40 0.10%
Fannie Mae FN AQ0535, 3%, due 11/01/2042 3138MFSZ1 1,385,092 $1,348,943.43 0.10%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 3140HBDR6 1,327,935 $1,406,577.37 0.10%
FANNIE MAE Series 2004-18, Class EZ, 6%, due 04/25/2034 31393XSX6 1,263,735 $1,365,177.37 0.10%
FHLMC STRUCTURED PASS THROUGH SECURITIES Series T-21, Class A, Variable rate, due 10/25/2029 3133TMGL4 1,305,519 $1,296,745.38 0.10%
Freddie Mac FG Q00841, 4.50%, due 05/01/2041 3132GD5A6 1,298,963 $1,364,948.31 0.10%
FREDDIE MAC Series 3240, Class GO, 0%, due 11/15/2036 31397CFR5 1,576,851 $1,403,029.90 0.10%
FREDDIE MAC Series 3860, Class PZ, 5%, due 05/15/2041 3137AAYT4 1,238,832 $1,344,847.28 0.10%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 3137BLDP0 1,250,879 $1,331,968.21 0.10%
GNMA G2 BB4731, 4%, due 07/20/2047 3617AVHG6 1,376,883 $1,414,435.16 0.10%
GNMA GN 711563, 4.50%, due 03/15/2041 36297GQQ6 1,214,524 $1,289,229.70 0.10%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 38373SV20 1,193,454 $1,306,579.47 0.10%
Adjustable Rate Mortgage Trust Series 2005-5, Class 6A21, Variable rate, due 09/25/2035 007036LX2 1,250,240 $1,250,813.20 0.09%
Fannie Mae FN AB9551, 3%, due 06/01/2043 31417GTH9 1,227,929 $1,194,281.61 0.09%
Fannie Mae FN AC2946, 5%, due 09/01/2039 31417MHY2 1,140,382 $1,220,477.34 0.09%
Fannie Mae FN AJ9332, 4%, due 01/01/2042 3138E2LN3 1,232,506 $1,265,167.36 0.09%
Fannie Mae FN AL8174, 3.50%, due 02/01/2046 3138ETCL8 1,156,191 $1,149,809.08 0.09%
Fannie Mae FN BE3631, 4.50%, due 05/01/2047 3140FPA90 1,117,519 $1,164,138.99 0.09%
FANNIE MAE Series 2009-106, Class PO, 0%, due 01/25/2040 31398GUT4 1,343,617 $1,205,475.81 0.09%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 3136A2HE6 1,073,885 $1,153,065.78 0.09%
FANNIE MAE Series 2014-91, Class PB, 3%, due 02/25/2038 3136AL7B1 1,196,921 $1,197,843.70 0.09%
FANNIEMAE STRIP Series 417, Class C21, 4%, due 12/25/2042 31395QE48 6,467,038 $1,258,747.16 0.09%
FANNIEMAE WHOLE LOAN Series 2004-W4, Class A7, 5.50%, due 06/25/2034 31393X3L9 1,135,869 $1,206,775.20 0.09%
Freddie Mac FG G60114, 5.50%, due 06/01/2041 31335ADT2 1,126,287 $1,223,278.38 0.09%
Freddie Mac FG J10827, 4.50%, due 10/01/2024 3128PP4L4 1,167,345 $1,212,435.70 0.09%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048 3132XXEZ8 1,199,297 $1,269,333.41 0.09%
FREDDIE MAC Series 3607, Class OP, 0%, due 07/15/2037 31398LQS0 1,497,989 $1,279,749.79 0.09%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 3137ALAF6 1,150,139 $1,233,088.43 0.09%
GNMA G2 AK2389, 4.50%, due 11/20/2044 36183KUN6 1,205,184 $1,268,716.53 0.09%
GNMA G2 BF0415, 5%, due 06/20/2035 3617G6N86 1,101,991 $1,167,372.94 0.09%
GNMA Series 2010-42, Class CO, 0%, due 06/16/2039 38377EGU2 1,333,831 $1,231,355.52 0.09%
Fannie Mae FN AB5500, 3.50%, due 07/01/2042 31417CDE2 1,062,406 $1,061,673.62 0.08%
Fannie Mae FN AL5760, 4%, due 09/01/2043 3138ENMJ5 1,082,915 $1,111,507.35 0.08%
Fannie Mae FN AL7449, 8.50%, due 12/01/2037 3138EQH39 883,928 $1,043,591.47 0.08%
Fannie Mae FN AL8743, 4.50%, due 06/01/2046 3138ETWD4 1,088,767 $1,140,469.55 0.08%
Fannie Mae FN AQ1534, 3.50%, due 10/01/2032 3138MGV44 1,120,831 $1,129,703.61 0.08%
Fannie Mae FN AS7211, 3%, due 04/01/2046 3138WHAM4 1,178,925 $1,140,049.61 0.08%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047 3138WLC43 1,012,299 $1,054,779.65 0.08%
Fannie Mae FN AT6303, 4%, due 06/01/2043 3138WUAD5 999,091 $1,029,781.24 0.08%
Fannie Mae FN MA1866, 4.50%, due 04/01/2044 31418BCC8 1,093,718 $1,145,294.66 0.08%
FANNIE MAE Series 2006-56, Class OM, 0%, due 07/25/2036 31395NXP7 1,284,406 $1,128,837.56 0.08%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 31394ERF7 861,750 $1,031,576.97 0.08%
FANNIE MAE Series 2006-80, Class PH, 6%, due 08/25/2036 31396KEK4 936,995 $1,028,685.85 0.08%
FANNIE MAE Series 2012-118, Class DI, 3.50%, due 01/25/2040 3136A94D7 9,288,834 $1,140,484.91 0.08%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 3136AHG38 1,003,000 $1,060,692.26 0.08%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 3136AUKR1 1,015,027 $1,017,297.43 0.08%
Freddie Mac FG G07100, 5.50%, due 07/01/2040 3128M9GH9 998,530 $1,089,158.49 0.08%
FREDDIE MAC Series 2923, Class PO, 0%, due 01/15/2035 31395LF71 1,227,880 $1,065,661.41 0.08%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 31398EDX9 1,020,686 $1,123,192.41 0.08%
FREDDIE MAC Series 3632, Class BS, Variable rate, due 02/15/2040 31398WRF3 879,736 $1,023,580.04 0.08%
FREDDIE MAC Series 4615, Class GT, Variable rate, due 10/15/2042 3137BRYL3 1,393,442 $1,139,926.25 0.08%
FREDDIE MAC Series 4650, Class JH, 3%, due 01/15/2047 3137BUSM1 1,173,000 $1,027,986.70 0.08%
FREDDIE MAC Seroes 3591, Class PO, 0%, due 10/15/2039 31398KKY5 1,254,731 $1,123,211.59 0.08%
GNMA G2 BB4757, 4%, due 08/20/2047 3617AVJA7 1,094,317 $1,129,563.02 0.08%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 38377NF41 1,370,221 $1,116,599.21 0.08%
GNMA Series 2016-89, Class HI, 3.50%, due 07/20/2046 38379XRX0 6,435,479 $1,089,794.97 0.08%
New Residential Mortgage Loan Series 2014-2A, Class A3, Variable rate, due 05/25/2054 64828YAR2 1,049,611 $1,055,559.65 0.08%
Towd Point Mortgage Trust Series 2017-5, Class A1, Variable rate, due 02/25/2057 89169EAA7 1,106,836 $1,111,121.47 0.08%
Fannie Mae AH0979, 3.50%, due 01/01/2041 3138A2CR8 914,295 $909,153.33 0.07%
Fannie Mae FN 890561, 4.50%, due 01/01/2027 31410LMJ8 947,532 $973,838.96 0.07%
Fannie Mae FN AK3103, 4%, due 02/01/2042 3138E7NV2 871,746 $893,734.40 0.07%
Fannie Mae FN AL1850, 5.50%, due 07/01/2040 3138EJBU1 827,260 $902,663.54 0.07%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043 3138EKNK7 943,734 $942,211.76 0.07%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043 3138ENRL5 846,717 $888,397.52 0.07%
Fannie Mae FN AO8167, 4%, due 09/01/2042 3138M0CD0 894,886 $916,674.57 0.07%
Fannie Mae FN AQ1607, 3.50%, due 11/01/2032 3138MGYD1 952,373 $959,913.18 0.07%
Fannie Mae FN AT1747, 3%, due 04/01/2043 3138WN5H8 921,193 $896,379.96 0.07%
Fannie Mae FN AU6278, 5%, due 11/01/2043 3138X56Q5 828,961 $881,661.61 0.07%
Fannie Mae FN BA4113, 3%, due 04/01/2046 3140E8SB5 942,629 $911,843.00 0.07%
Fannie Mae FN MA1900, 4.50%, due 04/01/2044 31418BDE3 897,722 $939,954.50 0.07%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047 31418CNT7 842,656 $878,761.33 0.07%
FANNIE MAE Series 2007-30, Class WO, 0%, due 04/25/2037 31396VJA7 1,058,238 $921,873.80 0.07%
FANNIE MAE Series 2007-36, Class PO, 0%, due 04/25/2037 31396VRB6 1,122,157 $978,858.53 0.07%
FANNIE MAE Series 2007-39, Class LO, 0%, due 05/25/2037 31396VSZ2 1,046,700 $933,117.33 0.07%
FANNIE MAE Series 2009-64, Class ZD, 8%, due 08/25/2039 31396QUL1 719,782 $884,359.59 0.07%
FANNIE MAE Series 2009-86, Class OT, 0%, due 10/25/2037 31398FRT0 1,071,417 $945,506.75 0.07%
FANNIE MAE Series 2010-120, Class PO, 4%, due 02/25/2039 31398NRG1 888,808 $900,676.15 0.07%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 3136AAFH3 1,060,535 $954,653.62 0.07%
FANNIE MAE Seris 2013-94, Class CA, 3.50%, due 08/25/2038 3136AGJV5 888,958 $896,523.46 0.07%
Freddie Mac FG G05275, 5.50%, due 02/01/2039 3128M7FQ4 887,346 $958,502.89 0.07%
Freddie Mac FG U90316, 4%, due 10/01/2042 3132H3K51 956,965 $982,400.63 0.07%
Freddie Mac FG U90490, 4%, due 06/01/2042 3132H3RK1 924,351 $949,090.83 0.07%
Freddie Mac FG U92432, 4%, due 02/01/2044 3132HCSV6 938,916 $964,083.94 0.07%
Freddie Mac FG V80910, 4%, due 12/01/2043 3132L6AK7 867,446 $888,678.95 0.07%
FREDDIE MAC Series 3391, Class PO, 0%, due 04/15/2037 31397P6U9 1,047,521 $943,506.73 0.07%
FREDDIE MAC Series 3820, Class GZ, 5%, due 03/15/2041 3137A85T1 883,177 $976,936.64 0.07%
FREDDIE MAC Series 3827, Class BM, 5.50%, due 08/15/2039 3137A7XV7 907,681 $938,960.06 0.07%
FREDDIE MAC Series 3884, Class DL, 3%, due 02/15/2025 3137ABVV0 905,555 $908,207.06 0.07%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 3137ACW96 845,000 $924,369.83 0.07%
FREDDIE MAC Series 3960, Class BU, 3.50%, due 02/15/2030 3137AJDZ4 962,183 $977,641.23 0.07%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 3137ANZG3 947,304 $1,007,929.01 0.07%
FREDDIE MAC Series 4132, Class AI, 4%, due 10/15/2042 3137AVUB1 4,007,471 $882,777.00 0.07%
GNMA G2 AR8421, 5%, due 10/20/2041 36193FLA3 904,522 $950,920.21 0.07%
GNMA G2 BB4769, 4%, due 08/20/2047 3617AVJN9 909,706 $939,012.87 0.07%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 38375L4C1 895,061 $973,824.61 0.07%
GNMA Series 2009-61, Class OW, 0%, due 11/16/2035 38376FEG3 1,073,305 $912,357.10 0.07%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 38373AM52 844,124 $980,652.16 0.07%
GNMA Series 2010-129, Class PQ, 3%, due 04/20/2039 38377MEL6 906,345 $906,708.92 0.07%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 38377FVF5 705,461 $931,279.72 0.07%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 38379CA89 846,564 $910,388.90 0.07%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 38379XH60 848,988 $920,599.21 0.07%
Homebanc Mortgage Trust Series 2005-2, Class M1, Variable rate, due 05/25/2025 43739EBA4 921,835 $924,807.33 0.07%
Renaissance Home Equity Loan Trust Series 2005-4, Class A3, Variable rate, due 02/25/2036 759950FX1 1,001,441 $1,002,117.68 0.07%
SEQUOIA MORTGAGE TRUST Series 4, Class A, Variable rate, due 11/22/2024 81743TAA6 1,002,825 $1,000,707.05 0.07%
Towd Point Mortgage Trust Series 2017-2, Class A1, Variable rate, due 04/25/2057 89173HAA4 891,793 $877,639.11 0.07%
CREDIT SUISSE MORTGAGE TRUST Series 2010-9R, Class 30A4, Variable rate, due 10/27/2036 12644NUG9 754,439 $754,856.39 0.06%
Fannie Mae FN 735415, 6.50%, due 12/01/2032 31402RAQ2 773,921 $862,436.34 0.06%
Fannie Mae FN 758670, 6%, due 09/01/2034 31403U2B6 736,181 $819,348.03 0.06%
Fannie Mae FN 788149, 5.50%, due 05/01/2033 31405FTE2 682,287 $743,583.49 0.06%
Fannie Mae FN 889610, 5.50%, due 06/01/2038 31410KKX1 750,810 $815,057.00 0.06%
Fannie Mae FN AB1801, 4%, due 11/01/2040 31416XAB6 824,402 $845,193.84 0.06%
Fannie Mae FN AD0889, 6%, due 09/01/2024 31418M7B2 829,410 $866,085.19 0.06%
Fannie Mae FN AD4317, 4%, due 04/01/2040 31418RYP0 752,694 $771,676.25 0.06%
Fannie Mae FN AE9959, 5%, due 03/01/2041 31419MB59 731,549 $777,526.76 0.06%
Fannie Mae FN AL2551, 3.50%, due 10/01/2042 3138EJZR2 762,626 $761,942.72 0.06%
Fannie Mae FN AT3892, 3%, due 06/01/2043 3138WRKE9 829,221 $807,309.96 0.06%
Fannie Mae FN BD8660, Variable rate, due 12/01/2045 3140FGTS8 828,350 $829,501.27 0.06%
Fannie Mae FN MA1125, 4%, due 07/01/2042 31418AHB7 763,689 $782,131.47 0.06%
Fannie Mae FN MA1510, 4%, due 07/01/2043 31418AVC9 828,113 $848,119.69 0.06%
Fannie Mae FN MA1629, 4.50%, due 10/01/2043 31418AY36 837,504 $876,869.63 0.06%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 31396WKF2 704,654 $753,218.63 0.06%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 31398GJE0 636,839 $789,911.79 0.06%
FANNIE MAE Series 2011-103, Class JL, 6.50%, due 11/25/2029 3136A1BP9 784,187 $818,830.14 0.06%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 3136A1MS1 750,000 $776,087.55 0.06%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 3136A4N88 776,952 $813,684.27 0.06%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 3136ANAM9 875,000 $828,039.80 0.06%
Freddie Mac FG A7828, 3.50%, due 08/01/2035 3128K8VV5 775,685 $776,868.86 0.06%
Freddie Mac FG G06359, 4%, due 02/01/2041 3128M8MG6 749,547 $769,196.74 0.06%
Freddie Mac FG G07329, 4%, due 01/01/2043 3128M9PN6 746,640 $765,530.67 0.06%
Freddie Mac FG G07683, 4%, due 03/01/2044 3128M92Q4 814,525 $835,839.62 0.06%
Freddie Mac FG G14995, 5.50%, due 12/01/2024 3128MDXY4 743,745 $766,248.01 0.06%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042 3132HQPT3 800,167 $802,594.43 0.06%
Freddie Mac FG U50165, 4%, due 05/01/2032 3132GHBH5 753,454 $784,046.48 0.06%
FREDDIE MAC Series 2586, Class TG, 5.50%, due 03/15/2023 31393MVJ7 776,829 $809,779.98 0.06%
FREDDIE MAC Series 3117, Class SO, 0%, due 02/15/2036 31396HWH8 976,189 $769,016.98 0.06%
FREDDIE MAC Series 3153, Class EO, 0%, due 05/15/2036 31396RKM8 987,522 $825,534.92 0.06%
FREDDIE MAC Series 3384, Class TO, 0%, due 11/15/2037 31397PD49 867,471 $782,861.97 0.06%
FREDDIE MAC Series 3393, Class JO, 0%, due 09/15/2032 31397PGA2 983,365 $862,551.17 0.06%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 31397PRT9 737,654 $763,176.00 0.06%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 3137AT7D8 747,000 $769,069.07 0.06%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 3137B1HG0 826,035 $841,733.46 0.06%
FREDDIE MAC Series 4337, Class TV, 4%, due 10/15/2045 3137BBB41 835,213 $846,792.52 0.06%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 3137BDZM1 10,146,752 $750,774.40 0.06%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 3137BQPQ4 3,880,804 $750,283.58 0.06%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 3137BQXX0 771,702 $749,885.06 0.06%
GNMA G2 3345, 5%, due 02/20/2033 36202DWE7 706,660 $764,255.77 0.06%
GNMA GN AN4469, 5%, due 12/15/2040 36186G6E9 802,469 $844,557.85 0.06%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 38373SM61 703,449 $771,382.53 0.06%
GNMA Series 2005-7, Class MA, Variable rate, due 12/17/2034 38374KG64 742,640 $824,451.89 0.06%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 38375XBM5 681,000 $751,088.11 0.06%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 38376PWN6 732,000 $802,353.40 0.06%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 38377UAJ7 771,202 $833,698.98 0.06%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 38378TLD0 953,680 $801,689.44 0.06%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 38379AVB3 8,412,693 $752,033.31 0.06%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 38380AAW7 883,411 $854,924.53 0.06%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 38380CYG2 787,393 $846,146.88 0.06%
JP Morgan ReRemic Class 2009-7, Class 17A1, Variable rate, due 07/27/2037 46633PBG6 792,943 $802,278.78 0.06%
Fannie Mae FN 827948, 5.50%, due 05/01/2035 31407DZM0 563,641 $609,532.11 0.05%
Fannie Mae FN 850000, 5.50%, due 01/01/2036 31408FKM0 664,608 $722,146.66 0.05%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042 31417FUA4 661,735 $652,938.11 0.05%
Fannie Mae FN AB9615, 4%, due 06/01/2033 31417GVH6 592,548 $609,891.17 0.05%
Fannie Mae FN AI4268, 5%, due 06/01/2041 3138AHW69 612,380 $655,541.45 0.05%
Fannie Mae FN AI8448, 4.50%, due 08/01/2041 3138ANL68 657,742 $691,123.16 0.05%
Fannie Mae FN AL6031, 4%, due 10/01/2044 3138ENVZ9 659,020 $676,634.45 0.05%
Fannie Mae FN AQ3310, 4%, due 11/01/2042 3138MJVC0 710,627 $727,765.71 0.05%
Fannie Mae FN AQ9999, 3%, due 02/01/2043 3138MSDD8 634,845 $617,176.65 0.05%
Fannie Mae FN AS5236, 4%, due 05/01/2045 3138WEZA0 673,413 $680,880.59 0.05%
Fannie Mae FN MA2454, 3.50%, due 09/01/2030 31418BWQ5 705,180 $713,983.70 0.05%
FANNIE MAE Series 2005-52, Class PO, 0%, due 06/25/2035 31394DYK0 740,622 $659,908.80 0.05%
FANNIE MAE Series 2006-69, Class GO, 0%, due 08/25/2036 31396KNY4 725,230 $610,628.32 0.05%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 31396WK70 505,051 $614,880.70 0.05%
FANNIE MAE Series 2011-17, Class CJ, 2.75%, due 03/25/2021 31397QC22 632,328 $632,128.18 0.05%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 31397QNH7 575,551 $619,200.14 0.05%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 3136ADR35 750,000 $682,431.90 0.05%
Freddie Mac FG A92197, 5%, due 05/01/2040 312940NN5 581,752 $622,368.17 0.05%
Freddie Mac FG C91366, 4.50%, due 04/01/2031 3128P7QT3 678,053 $707,597.46 0.05%
Freddie Mac FG G02017, 5%, due 12/01/2035 3128LXG20 586,451 $630,673.16 0.05%
Freddie Mac FG G05792, 4.50%, due 02/01/2040 3128M7XV3 618,593 $650,012.51 0.05%
Freddie Mac FG G18264, 5%, due 07/01/2023 3128MMJJ3 620,420 $642,652.61 0.05%
Freddie Mac FG N70081, 5.50%, due 07/01/2038 31281LCS5 656,377 $717,804.24 0.05%
Freddie Mac FG U91254, 4%, due 04/01/2043 3132HBH73 653,206 $670,442.25 0.05%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 31393L2Q5 662,360 $718,216.57 0.05%
FREDDIE MAC Series 2771, Class NL, 6%, due 03/15/2034 31394RR35 617,344 $676,923.94 0.05%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 31394YH98 608,166 $643,180.82 0.05%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 31395K2B8 482,438 $637,914.91 0.05%
FREDDIE MAC Series 3223, Class FC, Variable rate, due 04/15/2032 31397BZ87 664,935 $673,243.40 0.05%
FREDDIE MAC Series 3522, Class SE, Variable rate, due 04/15/2039 31398CFG8 5,569,730 $719,615.80 0.05%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 31398QFX0 661,000 $694,640.93 0.05%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 3137A62R2 600,000 $658,666.56 0.05%
FREDDIE MAC Series 3808, Class BQ, 5.50%, due 08/15/2025 3137A6UM2 655,293 $659,639.13 0.05%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 3137B0PK4 655,000 $682,929.92 0.05%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 3137B16B3 702,650 $665,085.91 0.05%
FREDDIE MAC Series 4613, Class AF, Variable rate, due 11/15/2037 3137BRZK4 677,234 $696,623.37 0.05%
FREDDIEMAC STRIP Series 233, Class 12, 5%, due 09/15/2035 31282YDX4 2,681,175 $630,201.37 0.05%
GNMA G2 4029, 6.50%, due 09/20/2037 36202EPN3 621,525 $709,289.08 0.05%
GNMA G2 745478, 5%, due 08/20/2040 3620C1FT8 641,839 $678,668.99 0.05%
GNMA G2 AD0026, 3.50%, due 06/20/2033 36180BA35 680,761 $689,482.77 0.05%
GNMA G2 MA2829, 5%, due 05/20/2045 36179REA3 674,383 $718,582.93 0.05%
GNMA G2 MA2966, 6%, due 09/20/2039 36179RJK6 582,787 $639,344.62 0.05%
GNMA G2 MA3941, 5.50%, due 09/20/2046 36179SLW5 613,581 $660,214.68 0.05%
GNMA Series 2009-14, Class KF, Variable rate, due 03/20/2039 38374XBR5 633,474 $644,481.99 0.05%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 38376FUK6 494,593 $609,798.63 0.05%
GNMA Series 2012-143, Class IB, 3.50%, due 12/20/2039 38378GRH3 8,671,987 $664,089.46 0.05%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 38378PXC7 688,000 $695,398.41 0.05%
GNMA Series 2013-32, Class A, 1.90%, due 06/16/2036 38378KAW9 695,830 $689,191.13 0.05%
GNMA Series 2013-53, Class OI, 3.50%, due 04/20/2043 38378MVC6 4,084,135 $616,989.01 0.05%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 38380VVB4 819,558 $618,369.76 0.05%
Impac CMB Trust Series 2004-6, Class M3, Variable rate, due 10/25/2034 45254NJZ1 682,513 $644,816.29 0.05%
Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 89171UAU3 677,752 $671,487.78 0.05%
Banc of America Mortgage Securities Variable rate, due 02/25/2035 05949AH94 513,934 $510,620.83 0.04%
CREDIT SUISSE MORTGAGE TRUST Series 2009-12R, Class 15A1, 6%, due 05/27/2036 12642MBN9 526,751 $528,075.38 0.04%
Fannie Mae FN 734922, 4.50%, due 09/01/2033 31402QPF2 573,423 $601,167.45 0.04%
Fannie Mae FN 889834, 5%, due 12/01/2035 31410KSX3 524,853 $565,002.03 0.04%
Fannie Mae FN AH0943, 4%, due 12/01/2040 3138A2BM0 569,743 $584,821.95 0.04%
Fannie Mae FN AI9114, 4%, due 06/01/2042 3138APDU9 476,252 $489,026.28 0.04%
Fannie Mae FN AL7231, 3.50%, due 08/01/2045 3138EQA93 507,415 $505,815.63 0.04%
Fannie Mae FN AP7963, 4%, due 09/01/2042 3138MBZ58 507,592 $522,423.09 0.04%
Fannie Mae FN AR7961, 3.50%, due 03/01/2033 3138W5Z35 484,487 $488,343.52 0.04%
Fannie Mae FN AT4180, 3.50%, due 05/01/2033 3138WRUE8 520,662 $524,814.85 0.04%
Fannie Mae FN BC4490, 5%, due 05/01/2039 3140EY7C9 523,397 $558,151.87 0.04%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 31393CSV6 468,410 $508,045.06 0.04%
FANNIE MAE Series 2003-63, Class IP, 6%, due 07/25/2033 31393DRH6 2,224,015 $525,212.31 0.04%
FANNIE MAE Series 2005-104, Class UE, 5.50%, due 12/25/2035 31394U2K7 440,000 $485,274.72 0.04%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 31394CCK6 3,900,834 $552,471.95 0.04%
FANNIE MAE Series 2006-116, Class ES, Variable rate, due 12/25/2036 31396LA59 3,796,093 $583,520.57 0.04%
FANNIE MAE Series 2006-59, Class KO, 0%, due 07/25/2036 31395N2M8 651,004 $575,396.89 0.04%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 31396X7A6 550,984 $595,947.09 0.04%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 31396WSC1 458,150 $497,363.27 0.04%
FANNIE MAE Series 2009-113, Class A, 3.50%, due 12/25/2023 31398GWA3 534,871 $534,839.97 0.04%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 31398NNU4 596,313 $492,376.76 0.04%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 31398PHK8 500,000 $546,508.75 0.04%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 31397QQC5 507,000 $601,558.14 0.04%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 31397S7M0 489,327 $520,882.43 0.04%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 3136ADZ44 2,432,507 $599,098.27 0.04%
FANNIE MAE Series 2012-79, Class QA, 2%, due 03/25/2042 3136A7LJ9 520,447 $510,069.39 0.04%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 3136ALK26 506,350 $522,464.15 0.04%
FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 3136AQGL8 3,945,476 $505,226.83 0.04%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 3136AWC96 597,364 $513,808.01 0.04%
FANNIEMAE STRIP Series 397, Class 2, 5%, due 09/25/2039 3136FGRS8 2,694,382 $540,028.71 0.04%
Freddie Mac FG A47937, 5.50%, due 08/01/2035 3128K8ZA7 461,908 $502,182.58 0.04%
Freddie Mac FG A95441, 4%, due 12/01/2040 312944BJ9 492,544 $505,662.98 0.04%
Freddie Mac FG C91167, 5%, due 04/01/2028 3128P7JL8 464,238 $490,068.27 0.04%
Freddie Mac FG G04593, 5.50%, due 01/01/2037 3128M6NJ3 540,165 $586,978.19 0.04%
Freddie Mac FG G05927, 4.50%, due 07/01/2040 3128M74L7 481,491 $505,948.84 0.04%
Freddie Mac FG G07806, 5%, due 06/01/2041 3128MAAF6 487,917 $520,695.51 0.04%
Freddie Mac FG G15019, 4.50%, due 07/01/2026 3128MDYQ0 539,497 $546,057.39 0.04%
Freddie Mac FG G15957, 5.50%, due 12/01/2024 3128MEZW4 576,135 $592,553.81 0.04%
Freddie Mac FG G18287, 5.50%, due 12/01/2023 3128MMJ95 475,349 $496,423.06 0.04%
Freddie Mac FG G60194, 3.50%, due 08/01/2045 31335AGB8 498,495 $496,514.43 0.04%
Freddie Mac FG G60737, 4.50%, due 08/01/2042 31335AZA9 524,202 $549,336.54 0.04%
Freddie Mac FG G60808, 3%, due 10/01/2046 31335A3R7 580,487 $560,679.69 0.04%
Freddie Mac FG J09465, 4%, due 04/01/2024 3128PMQS2 485,243 $497,781.10 0.04%
FREDDIE MAC Series 1710, Class G, Variable rate, due 04/15/2024 3133T5AR4 500,390 $510,154.90 0.04%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 31395KL92 559,878 $556,469.62 0.04%
FREDDIE MAC Series 2980, Class AO, 0%, due 11/15/2034 31395UDB4 704,646 $581,951.60 0.04%
FREDDIE MAC Series 3218, Class AO, 0%, due 09/15/2036 31397BHE4 756,437 $585,290.55 0.04%
FREDDIE MAC Series 3252, Class LO, 0%, due 12/15/2036 31397CYS2 561,867 $479,519.55 0.04%
FREDDIE MAC Series 3376, Class OX, 0%, due 10/15/2037 31397KZY0 540,090 $483,169.81 0.04%
FREDDIE MAC Series 3419, Class LO, 0%, due 07/15/2037 31397R5K8 621,261 $536,949.94 0.04%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 31397RDR4 466,611 $505,025.36 0.04%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 31398JGX5 466,161 $530,766.16 0.04%
FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039 31398JSS3 5,192,847 $513,990.60 0.04%
FREDDIE MAC Series 3819, Class ZQ, 6%, due 04/15/2036 3137A8N20 482,469 $530,448.12 0.04%
FREDDIE MAC Series 3890, Class ME, 5%, due 07/15/2041 3137ADLC9 525,000 $588,476.49 0.04%
FREDDIE MAC Series 4077, Class TS, Variable rate, due 05/15/2041 3137ASD43 4,371,202 $515,431.55 0.04%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 3137AT5V0 552,839 $586,465.60 0.04%
FREDDIE MAC Series 4249, Class KO, 0%, due 11/15/2042 3137B4TE6 620,089 $490,566.04 0.04%
FREDDIE MAC Series 4522, Class JZ, 2%, due 01/15/2045 3137BLNQ7 521,616 $474,672.70 0.04%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 3137BYGP9 600,000 $514,296.66 0.04%
FREDDIEMAC STRIP Series 201, Class PO, 0%, due 01/01/2029 31351B7M1 685,247 $602,218.86 0.04%
GNMA G2 4251, 5.50%, due 10/20/2023 36202EWL9 575,933 $598,482.64 0.04%
GNMA G2 MA3249, 6%, due 04/20/2040 36179RTE9 530,895 $578,374.25 0.04%
GNMA G2 MA3459, 6%, due 08/20/2039 36179RZY8 501,738 $556,668.80 0.04%
GNMA G2 MA3525, 5.50%, due 03/20/2046 36179R4J5 499,826 $545,005.19 0.04%
GNMA GN 723216, 4.50%, due 08/15/2040 3620A9N98 570,007 $602,774.43 0.04%
GNMA GN 724230, 5%, due 08/15/2039 3620AAST6 526,435 $562,932.76 0.04%
GNMA GN 783760, 5%, due 02/15/2042 3622A2E99 466,140 $498,794.10 0.04%
GNMA Series 2002-75, Class PJ, 5.50%, due 11/20/2032 38373V8R4 478,369 $512,078.84 0.04%
GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033 38374CYN5 448,116 $480,595.30 0.04%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 38374NPM3 500,000 $576,531.35 0.04%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 38376CKS7 455,000 $516,219.16 0.04%
GNMA Series 2011-69, Class HC, 2.25%, due 05/20/2038 38377VK96 591,084 $588,051.61 0.04%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 38380CAX1 464,000 $525,330.22 0.04%
GSR Mortgage Loan Trust Series 2004-12, Class 3A6, Variable rate, due 12/25/2034 36242DLF8 475,111 $480,035.47 0.04%
RBSSP RESECURITIZATION TRUST Series 2009-6, Class 9A4, Variable rate, due 11/26/2036 74928XCD1 600,906 $594,599.23 0.04%
Wells Fargo Mortgage Backed Securities Trust Series 2005-AR4, Class 1A3, Variable rate, due 04/25/2035 94981NAC9 595,520 $607,040.68 0.04%
COLT Funding LLC Series 2018-1, Class A3, Variable rate, due 02/25/2048 19687UAC7 400,865 $400,242.29 0.03%
Fannie Mae FN 683246, 5.50%, due 02/01/2033 31400CBP8 407,541 $451,032.42 0.03%
Fannie Mae FN 725014, 5.50%, due 12/01/2033 31402CN73 366,205 $400,895.53 0.03%
Fannie Mae FN 812741, 5.50%, due 02/01/2035 31406K5A4 388,881 $419,788.88 0.03%
Fannie Mae FN 905917, 5.50%, due 01/01/2037 31411EPA9 308,553 $341,268.98 0.03%
Fannie Mae FN 995252, 5%, due 12/01/2023 31416BTH1 403,630 $417,697.79 0.03%
Fannie Mae FN AB0731, 4%, due 06/01/2039 31416VY57 374,143 $383,502.25 0.03%
Fannie Mae FN AB6671, 3%, due 10/01/2042 31417DMV2 367,245 $357,567.09 0.03%
Fannie Mae FN AB7765, 3%, due 02/01/2043 31417ETX9 438,735 $427,019.60 0.03%
Fannie Mae FN AC3267, 5.50%, due 09/01/2039 31417MTZ6 421,403 $458,500.50 0.03%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036 31419AEK9 451,312 $471,957.91 0.03%
Fannie Mae FN AH1089, 4%, due 11/01/2040 3138A2F79 434,917 $448,447.50 0.03%
Fannie Mae FN AH7192, 5%, due 02/01/2041 3138A87E0 418,902 $443,598.76 0.03%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031 3138AKXX2 356,079 $371,684.50 0.03%
Fannie Mae FN AL0241, 4%, due 04/01/2041 3138EGHT4 388,151 $397,933.02 0.03%
Fannie Mae FN AL2589, 5.50%, due 05/01/2025 3138EJ2X5 436,340 $451,041.18 0.03%
Fannie Mae FN AL7306, 4.50%, due 09/01/2042 3138EQDL3 395,836 $415,952.79 0.03%
Fannie Mae FN AS9994, 4.50%, due 04/01/2047 3138WLC84 351,543 $365,932.27 0.03%
Fannie Mae FN AX5443, 5%, due 11/01/2044 3138Y7BM3 375,494 $397,631.47 0.03%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045 3138YDAP4 373,539 $390,666.19 0.03%
Fannie Mae FN MA0575, 4.50%, due 11/01/2030 31417YT98 392,349 $409,610.94 0.03%
Fannie Mae FN MA0633, 5%, due 01/01/2041 31417YV38 406,187 $435,812.65 0.03%
Fannie Mae FN MA3123, 5%, due 08/01/2047 31418CPH1 365,471 $387,021.31 0.03%
FANNIE MAE Series 1994-61, Class FG, Variable rate, due 04/25/2024 31359HUV4 383,629 $392,166.49 0.03%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 31393EHE2 355,000 $368,073.98 0.03%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 31393XRL3 345,394 $375,532.74 0.03%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 31393XSN8 326,646 $357,445.43 0.03%
FANNIE MAE Series 2006-114, Class AO, 0%, due 12/25/2036 31396L2T6 383,305 $346,102.42 0.03%
FANNIE MAE Series 2006-128, Class PO, 0%, due 01/25/2037 31396PEM9 398,589 $342,369.55 0.03%
FANNIE MAE Series 2006-42, Class EI, Variable rate, due 06/25/2036 31395DWA3 3,185,923 $408,344.50 0.03%
FANNIE MAE Series 2006-60, Class OG, 0%, due 07/25/2036 31395NUR6 496,766 $408,531.22 0.03%
FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037 31396YBM3 352,606 $359,937.69 0.03%
FANNIE MAE Series 2007-44, Class LO, 0%, due 05/25/2037 31396VWA2 426,387 $371,566.54 0.03%
FANNIE MAE Series 2007-44, Class OB, 0%, due 05/25/2037 31396VWU8 526,475 $464,542.80 0.03%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 31396PSA0 313,274 $349,654.72 0.03%
FANNIE MAE Series 2008-65, Class PE, 5.75%, due 08/25/2038 31397MLR6 431,967 $468,333.30 0.03%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 31398FTF8 433,755 $445,546.24 0.03%
FANNIE MAE Series 2010-147, Class KS, Variable rate, due 01/25/2041 31397QZ92 4,180,816 $401,149.74 0.03%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 31398PEC9 400,000 $423,842.16 0.03%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 31398PMS5 317,000 $367,738.23 0.03%
FANNIE MAE Series 2010-68, Class CO, 0%, due 07/25/2040 31398TGY1 494,553 $435,930.75 0.03%
FANNIE MAE Series 2011-123, Class ZP, 4.50%, due 12/25/2041 3136A2PF4 315,854 $340,085.61 0.03%
FANNIE MAE Series 2012-111, Class B, 7%, due 10/25/2042 3136A9EA2 348,305 $397,974.54 0.03%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 3136AGPZ9 379,979 $379,000.82 0.03%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 3136AGQC9 504,573 $442,323.23 0.03%
FANNIE MAE Series 2013-75, Class FC, Variable rate, due 07/25/2042 3136AFNZ3 385,644 $385,380.66 0.03%
FANNIE MAE Series 2014-44, Class NI, 4.50%, due 08/25/2029 3136AKSQ7 3,676,898 $420,398.09 0.03%
FANNIEMAE GRANTOR TRUST Series 2002-T7, Class A1, Variable rate, due 07/25/2032 31392DQH8 479,655 $463,537.21 0.03%
Freddie Mac FG A47829, 4%, due 08/01/2035 3128K8VW3 433,172 $442,427.89 0.03%
Freddie Mac FG G07925, 5%, due 02/01/2042 3128M9D66 416,090 $442,821.15 0.03%
Freddie Mac FG G15949, 4%, due 01/01/2029 3128MEZN4 346,125 $355,183.09 0.03%
Freddie Mac FG G60806, 5%, due 12/01/2044 31335A3P1 396,412 $424,241.52 0.03%
Freddie Mac FG N70075, 5%, due 01/01/2035 31281LCL0 352,888 $370,763.25 0.03%
Freddie Mac FG U99096, 4.50%, due 05/01/2044 3132H7DA9 416,136 $438,010.13 0.03%
FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035 31395TYA6 407,000 $463,192.54 0.03%
FREDDIE MAC Series 3200, Class PO, 0%, due 08/15/2036 31397AJ95 415,183 $355,552.67 0.03%
FREDDIE MAC Series 3210, Class SA, Variable rate, due 09/15/2036 31397BDZ1 2,844,463 $372,303.75 0.03%
FREDDIE MAC Series 3244, Class QO, 0%, due 11/15/2036 31397CD63 398,567 $363,296.13 0.03%
FREDDIE MAC Series 3261. Class OA, 0%, due 01/15/2037 31397EPT6 448,811 $379,684.33 0.03%
FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037 31397HM70 485,880 $447,231.48 0.03%
FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 31397KDY4 355,445 $379,420.83 0.03%
FREDDIE MAC Series 3387, Class PO, 0%, due 11/15/2037 31397PFH8 494,901 $411,904.69 0.03%
FREDDIE MAC Series 3469, Class EO, 0%, due 07/15/2038 31397WUK9 527,080 $457,746.24 0.03%
FREDDIE MAC Series 3606, Class BO, 0%, due 12/15/2039 31398LNX2 404,551 $363,829.69 0.03%
FREDDIE MAC Series 3607, Class BO, 0%, due 04/15/2036 31398LQM3 418,079 $355,807.03 0.03%
FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040 31398LXJ2 400,000 $434,716.24 0.03%
FREDDIE MAC Series 3632, Class PA, 4.50%, due 05/15/2037 31398WS47 460,001 $460,426.00 0.03%
FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040 3137A0XA8 400,000 $432,928.56 0.03%
FREDDIE MAC Series 3726, Class BI, 6%, due 07/15/2030 3137GA5J2 6,612,841 $411,437.07 0.03%
FREDDIE MAC Series 3844, Class PC, 5%, due 04/15/2041 3137A8VQ8 300,000 $340,112.28 0.03%
FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027 3137APVG2 4,782,484 $378,331.77 0.03%
FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043 3137B22X7 500,000 $454,182.85 0.03%
FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043 3137B3FV5 456,498 $400,892.49 0.03%
FREDDIE MAC Series 4503, Class MI, 5%, due 08/15/2045 3137BL2K3 1,658,460 $374,689.50 0.03%
FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046 3137BMNX0 397,848 $385,034.82 0.03%
FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043 3137BR2M6 442,247 $366,088.45 0.03%
FREDDIE MAC Seroes 3256, Class PO, 0%, due 12/15/2036 31397EBP9 447,330 $374,921.59 0.03%
FREDDIEMAC STRIP Series 304, Class C40, 3.50%, due 09/15/2026 31325UPV2 5,486,073 $395,082.64 0.03%
GNMA G2 3428, 5%, due 08/20/2033 36202DYZ8 403,798 $436,802.20 0.03%
GNMA G2 MA2077, 5.50%, due 07/20/2044 36179QJW2 434,661 $468,204.36 0.03%
GNMA GN 615403, 4.50%, due 08/15/2033 36290RU43 430,054 $455,150.19 0.03%
GNMA GN 658324, 5.50%, due 03/15/2037 36294SLD7 399,109 $432,823.26 0.03%
GNMA GN 677190, 5%, due 06/15/2038 36295QKB5 350,397 $374,824.80 0.03%
GNMA GN 711483, 4%, due 01/15/2040 36297GM80 455,720 $471,054.22 0.03%
GNMA GN 724340, 4.50%, due 09/15/2039 3620AAV96 397,878 $420,521.52 0.03%
GNMA GN 733595, 4.50%, due 04/15/2040 3620AL7G3 409,778 $433,124.53 0.03%
GNMA GN 737996, 4%, due 02/15/2041 3620AR3D1 407,821 $422,487.99 0.03%
GNMA GN 743673, 4.50%, due 07/15/2040 3620AYFN1 332,778 $353,227.71 0.03%
GNMA GN 783375, 5%, due 08/15/2041 36241LXC5 330,137 $353,134.56 0.03%
GNMA GN 784343, 5%, due 02/15/2041 3622A2ZG0 399,167 $427,028.89 0.03%
GNMA Series 2005-7, Class KA, Variable rate, due 12/17/2034 38374KF99 354,410 $382,398.29 0.03%
GNMA Series 2005-93, Class PO, 0%, due 06/20/2035 38374MLY3 510,310 $448,057.33 0.03%
GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037 38373MC32 353,622 $405,412.58 0.03%
GNMA Series 2009-87, Class EI, 5.50%, due 08/20/2039 38376KVU2 2,063,574 $368,213.24 0.03%
GNMA Series 2010-7, Class BC, 4%, due 09/16/2024 38376TRM6 369,474 $374,263.46 0.03%
GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037 38374Y6D0 2,717,644 $363,906.07 0.03%
GNMA Series 2011-137, Class WA, Variable rate, due 07/20/2040 38377YX39 343,014 $373,626.80 0.03%
GNMA Series 2011-19, Class MI, 5%, due 06/16/2040 38377TB75 3,417,162 $359,507.34 0.03%
GNMA Series 2011-50, Class PZ, 5%, due 04/20/2041 38377UD88 427,183 $471,859.31 0.03%
GNMA Series 2012-10, Class LI, 3.50%, due 07/20/2040 38378CFS1 3,967,682 $448,645.29 0.03%
GNMA Series 2013-57, Class D, Variable rate, due 06/16/2046 38378KGY9 532,000 $446,869.89 0.03%
GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034 38379QT54 440,297 $463,717.22 0.03%
GNMA Series 2015-3, Class ZD, 4%, due 01/20/2045 38379H8G3 434,103 $450,064.76 0.03%
GNMA Series 2016-118, Class GI, 4.50%, due 02/16/2040 38380AVQ7 1,822,114 $367,533.39 0.03%
GNMS Series 2003-4, Class MZ, 5.50%, due 01/20/2033 38373YD92 404,138 $433,914.99 0.03%
GNNA Series 2009-32, Class SZ, 5.50%, due 05/16/2039 38374UCB5 329,514 $378,355.12 0.03%
MASTR Asset Securitization Trust Series 2003-12, Class 1A1, 5.25%, due 12/25/2024 55265K3J6 458,248 $465,303.27 0.03%
Ace Securities Corp. Series 2005-HE5, Class M2, Variable rate, due 08/25/2035 004421RF2 244,116 $244,922.04 0.02%
COUNTRYWIDE HOME LOANS Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 12669FZW6 216,834 $218,574.28 0.02%
CREDIT SUISSE MORTGAGE TRUST 6%, due 05/27/2037 12642MAU4 328,957 $335,315.38 0.02%
Fannie Mae FN 256181, 5.50%, due 03/01/2036 31371MRA7 276,187 $291,661.48 0.02%
Fannie Mae FN 256576, 5.50%, due 01/01/2037 31371M6M4 200,312 $209,285.94 0.02%
Fannie Mae FN 888001, 5.50%, due 10/01/2036 31410FRW7 268,295 $297,218.37 0.02%
Fannie Mae FN 888163, 7%, due 12/01/2033 31410FWY7 210,836 $238,489.81 0.02%
Fannie Mae FN 890314, 5.50%, due 12/01/2022 31410LDT6 290,401 $297,880.42 0.02%
Fannie Mae FN 931565, 5%, due 07/01/2039 31412P6A4 233,551 $250,083.41 0.02%
Fannie Mae FN 931808, 5.50%, due 08/01/2039 31412QGR4 229,317 $248,559.02 0.02%
Fannie Mae FN 953115, 5.50%, due 11/01/2038 31413RK47 207,735 $222,833.79 0.02%
Fannie Mae FN 962556, 5%, due 04/01/2023 31414CZV3 268,635 $279,817.42 0.02%
Fannie Mae FN 995149, 6.50%, due 10/01/2038 31416BQA9 187,358 $207,962.23 0.02%
Fannie Mae FN AB0460, 5.50%, due 02/01/2037 31416VQN7 304,897 $325,249.68 0.02%
Fannie Mae FN AB2265, 4%, due 02/01/2041 31416XQT0 250,581 $257,858.07 0.02%
Fannie Mae FN AB7859, 3.50%, due 02/01/2043 31417EWV9 315,674 $315,131.07 0.02%
Fannie Mae FN AB8143, 5%, due 01/01/2038 31417FBM9 229,287 $244,531.07 0.02%
Fannie Mae FN AE0504, 4.50%, due 11/01/2040 31419AR25 302,427 $317,681.57 0.02%
Fannie Mae FN AE7005, 4%, due 10/01/2040 31419HYB2 233,407 $239,291.37 0.02%
Fannie Mae FN AH1141, 4.50%, due 12/01/2040 3138A2HT9 199,710 $209,881.05 0.02%
Fannie Mae FN AH4404, 4%, due 01/01/2041 3138A53N0 216,216 $221,652.88 0.02%
Fannie Mae FN AH8871, 5%, due 04/01/2041 3138AA2D2 260,567 $275,928.54 0.02%
Fannie Mae FN AI8779, 4%, due 11/01/2041 3138ANXH1 238,680 $244,701.44 0.02%
Fannie Mae FN AK4520, 4%, due 03/01/2042 3138E9AW0 298,406 $305,923.78 0.02%
Fannie Mae FN AK5555, 4%, due 04/01/2042 3138EAE52 249,872 $256,166.77 0.02%
Fannie Mae FN AL5616, 5.50%, due 09/01/2041 3138ENG29 236,720 $256,499.14 0.02%
Fannie Mae FN AL8139, 4%, due 02/01/2032 3138ETBH8 232,296 $236,516.17 0.02%
Fannie Mae FN AL9226, 5.50%, due 12/01/2041 3138ERHC7 261,775 $290,668.28 0.02%
Fannie Mae FN AO6713, 4%, due 06/01/2042 3138LXN70 266,194 $273,249.93 0.02%
Fannie Mae FN AP0495, 3.50%, due 08/01/2042 3138M3RR7 299,437 $299,169.32 0.02%
Fannie Mae FN AP1197, 3.50%, due 09/01/2042 3138M4KK7 302,829 $302,619.78 0.02%
Fannie Mae FN AT2887, 3.50%, due 04/01/2043 3138WQF56 256,774 $256,279.46 0.02%
Fannie Mae FN AU3751, 4%, due 08/01/2043 3138X3EZ1 307,511 $314,991.66 0.02%
Fannie Mae FN AU5787, 4.50%, due 09/01/2043 3138X5ND5 211,906 $223,196.77 0.02%
Fannie Mae FN AX5312, 4%, due 01/01/2042 3138Y63W2 270,182 $276,992.98 0.02%
FANNIE MAE Series 1993-169, Class L, 6.50%, due 09/25/2023 31359DMP5 243,780 $257,824.45 0.02%
FANNIE MAE Series 2001-46, Class F, Variable rate, due 09/18/2031 313920ZH6 247,620 $248,700.79 0.02%
FANNIE MAE Series 2002-41, Class PO, 0%, due 07/25/2032 31392DRN4 284,499 $238,979.96 0.02%
FANNIE MAE Series 2004-10, Class ZB, 6%, due 02/25/2034 31393XCU9 213,805 $244,649.40 0.02%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 31394AWK8 244,039 $268,649.06 0.02%
FANNIE MAE Series 2004-61, Class DO, 0%, due 05/25/2033 31394ASK3 242,798 $212,289.31 0.02%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 31394DYA2 233,526 $309,245.22 0.02%
FANNIE MAE Series 2005-56, Class PO, 0%, due 07/25/2035 31394D6L9 358,507 $312,551.06 0.02%