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First Trust Low Duration Opportunities ETF (LMBS)
Holdings of the Fund as of 12/17/2018 *

Total Number of Holdings: 1542

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
Fannie Mae 5%, due 09/01/2048 01F050627 85,000,000 $88,887,129.05 4.48%
Fannie Mae TBA, 4.50%, due 07/01/2048 01F042616 78,000,000 $80,472,539.16 4.06%
Fannie Mae FN CA2352, 5%, due 09/01/2048 3140Q9TJ2 44,343,178 $46,605,722.51 2.35%
U.S. Treasury Note, 3.375%, due 11/15/2019 912828LY4 40,000,000 $40,236,718.80 2.03%
U.S. Treasury Note, 2.25%, due 02/29/2020 9128283Y4 40,000,000 $39,775,000.00 2.01%
Fannie Mae TBA, 5%, due 08/01/2048 01F050619 36,000,000 $37,691,313.48 1.90%
Freddie Mac FG U69055, 4.50%, due 10/01/2047 3132JGAF9 33,830,825 $35,305,788.46 1.78%
U.S. Treasury Note, 1.75%, due 11/30/2019 9128283H1 35,000,000 $34,701,269.40 1.75%
U.S. Treasury Note, 2.25%, due 03/31/2020 9128284C1 35,000,000 $34,790,820.40 1.75%
Fannie Mae FN BM3980, Variable rate, due 02/01/2043 3140J8M67 31,695,768 $32,998,535.32 1.66%
GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 38380XKW6 26,149,685 $26,250,413.29 1.32%
iShares 7-10 Year Treasury Bond ETF IEF 247,622 $25,470,398.92 1.28%
Fannie Mae FN BM3076, 4.50%, due 07/01/2047 3140J7M28 22,731,484 $23,621,574.66 1.19%
Fannie Mae FN CA1576, 5%, due 01/01/2048 3140Q8XE0 22,394,049 $23,479,197.02 1.18%
Freddie Mac FG G60940, 4%, due 09/01/2046 31335BBH8 23,064,026 $23,444,345.41 1.18%
Freddie Mac FG Q55152, 4.50%, due 04/01/2048 3132XXWN5 21,232,768 $22,031,060.82 1.11%
Fannie Mae FN BE2973, 4%, due 01/01/2047 3140FNJT2 20,492,641 $20,834,277.86 1.05%
FREDDIEMAC STRIP Series 343, Class F4, Variable rate, due 10/15/2037 31351DEC1 20,520,234 $20,605,649.45 1.04%
Freddie Mac FH 840359, Variable rate, due 06/01/2046 31347AMG6 19,102,288 $19,721,935.43 0.99%
Oaks Mortgage Trust Series Series 2015-2, Class A8, Variable rate, due 10/25/2045 67400AAH5 18,967,391 $18,918,621.98 0.95%
JP Morgan Mortgage Trust Series 2014-5, Class A1, Variable rate, due 10/25/2029 46643KAA9 18,198,308 $17,929,337.21 0.90%
Credit Suisse Mortgage Trust Series 2017-HL2, Class A3, Variable rate, due 10/25/2047 12652CAC3 17,465,296 $17,255,259.61 0.87%
Fannie Mae FN AL8640, Variable rate, due 12/01/2041 3138ETS64 15,883,036 $16,553,599.62 0.83%
Freddie Mac FG U69020, 5%, due 07/01/2044 3132FYAW7 15,460,878 $16,474,676.33 0.83%
Freddie Mac FG Q53219, 4.50%, due 12/01/2047 3132XVSH7 14,870,604 $15,451,468.25 0.78%
Fannie Mae FN AL7162, Variable rate, due 09/01/2042 3138EP5Y6 14,342,286 $14,725,982.93 0.74%
U.S. Treasury Note, 1.375%, due 08/31/2020 912828L32 15,000,000 $14,668,066.35 0.74%
GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class A41, Variable rate, due 10/25/2058 36418GAU8 13,994,435 $14,182,350.76 0.72%
Vericrest Opportunity Loan Transferee Series 2018-NPL6, Class A1A, Variable rate, due 09/25/2048 91832WAA0 14,337,639 $14,335,730.63 0.72%
Fannie Mae FN CA1917, 5%, due 06/01/2048 3140Q9DX8 11,184,897 $11,928,331.50 0.60%
FREMF MORTGAGE TRUST Series 2011-K11, Class B, Variable rate, due 12/25/2048 30262BAL9 11,520,000 $11,792,196.86 0.59%
Credit-Based Asset Servicing and Securitization Series 2007-MX1, Class A3, Variable rate, due 12/25/2036 1248MPAC8 11,250,000 $11,562,653.25 0.58%
Towd Point Mortgage Trust Series 2017-5, Class A1, Variable rate, due 02/25/2057 89169EAA7 11,386,667 $11,329,127.46 0.57%
Vericrest Opportunity Loan Transferee Series 2017-NP11, Class A1, Variable rate, due 10/25/2047 91830UAA6 11,348,463 $11,214,464.94 0.57%
Fannie Mae FN BD4533, Variable rate, due 09/01/2044 3140FCBB3 9,984,878 $10,270,177.52 0.52%
Fannie Mae FN BK8883, 5%, due 09/01/2048 3140HN2R2 9,577,864 $10,125,663.33 0.51%
Credit Suisse Mortgage Trust Series 2014-WIN1, Class 1A1, Variable rate, due 08/25/2029 12648XAH3 10,079,152 $9,919,340.95 0.50%
DBCG MORTGAGE TRUST Series 2017-BBG, Class A, Variable rate, due 06/15/2034 233062AA6 10,000,000 $9,888,874.00 0.50%
Freddie Mac FG G60921, 4.50%, due 02/01/2047 31335BAW6 9,464,632 $9,833,816.90 0.50%
Freddie Mac FG Q58363, 5%, due 09/01/2048 3132Y2JH0 9,382,704 $9,834,355.81 0.50%
U.S. Treasury Note, 1.375%, due 07/31/2019 9128282K5 10,000,000 $9,924,414.10 0.50%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 97655JBS0 10,062,456 $9,857,056.01 0.50%
New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056 64829FAA9 9,544,573 $9,500,654.01 0.48%
Freddie Mac FG U69041, 5%, due 11/01/2043 3132FYBK2 8,729,784 $9,301,069.37 0.47%
Freddie Mac FG Q53875, 4%, due 01/01/2048 3132XWJV4 9,062,741 $9,207,782.16 0.46%
GNMA G2 784063, 5%, due 09/20/2045 3622A2QQ8 8,515,537 $9,057,319.39 0.46%
GNMA Series 2017-131, Class AG, Variable rate, due 12/16/2058 38379R3M3 9,662,104 $9,014,069.29 0.45%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 31394UCM2 8,092,863 $8,726,712.09 0.44%
Towd Point Mortgage Trust Series 2015-4, Class A1, Variable rate, due 04/25/2055 89171UAA7 8,839,954 $8,804,805.58 0.44%
Fannie Mae FN AS8982, 4.50%, due 03/01/2047 3138WJ6U7 7,963,758 $8,236,483.08 0.42%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 64829EAF1 7,809,677 $8,067,699.63 0.41%
Fannie Mae FN A03529, 4%, due 06/01/2042 3138LT4P0 7,495,364 $7,639,321.57 0.39%
Freddie Mac FG Q45763, 4%, due 01/01/2047 3132WKMM7 7,308,918 $7,429,793.77 0.37%
Vericrest Opportunity Loan Transferee Series 2018-NPL5, Class A1A, Variable rate, due 08/25/2048 92872HAA2 7,000,000 $7,008,537.20 0.35%
Sequoia Mortgage Trust Series 2018-CH3, Class A10, Variable rate, due 08/25/2048 81746WAK4 6,683,826 $6,799,825.08 0.34%
Fannie Mae FN AL6356, 4.50%, due 03/01/2045 3138EPHN7 6,200,100 $6,455,316.08 0.33%
MORGAN STANLEY CAPITAL I TRUST Series 2017-CLS, Class A, Variable rate, due 11/15/2034 61691LAA7 6,509,000 $6,495,007.61 0.33%
Freddie Mac FG Q56260, 5%, due 05/01/2048 3132XY5W3 5,680,451 $6,020,377.35 0.30%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 38379KU30 6,221,181 $6,006,197.78 0.30%
Winwater Mortgage Loan Trust Series 2015-2, Class A5, Variable rate, due 02/20/2045 97652UAE0 5,844,589 $5,786,593.81 0.29%
Fannie Mae FN AS1719, 5%, due 02/01/2044 3138WA4D6 5,279,947 $5,621,863.68 0.28%
Freddie Mac FG Q50564, 4.50%, due 09/01/2047 3132XSTW0 5,390,413 $5,567,496.14 0.28%
Freddie Mac FG U79023, 3.50%, due 10/01/2028 3132G5AZ2 5,443,457 $5,488,166.52 0.28%
GNMA GN 784573, 5%, due 12/15/2043 3622A3CJ7 5,302,499 $5,622,224.24 0.28%
GNMA Series 2010-6, Class PD, 5%, due 03/16/2038 38376TSW3 5,453,129 $5,479,306.43 0.28%
JP Morgan Mortgage Trust Series 2018-9, Class A15, Variable rate 46649YAQ8 5,389,166 $5,431,486.94 0.27%
FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039 31398FDQ1 4,957,144 $5,156,102.03 0.26%
FREDDIE MAC Series 4619, Class IB, 4%, due 12/15/2047 3137BSCD3 38,281,157 $5,110,588.02 0.26%
FANNIE MAE Series 2011-30, Class MD, 4%, due 02/25/2039 31397SLF9 4,877,208 $4,923,239.62 0.25%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 59166DAA5 4,845,308 $4,859,586.79 0.25%
Park Place Securities Inc Series 2004-WCW2, Class M2, Variable rate, due 10/25/2034 70069FAY3 4,850,421 $4,867,785.63 0.25%
RCO Mortgage LLC Series 2018-1, Class A1, Variable rate, due 05/25/2023 74936YAA7 4,866,131 $4,871,687.73 0.25%
Sequoia Mortgage Trust Series 2018-CH4, Class A10, Variable rate, due 10/25/2048 81747LAK7 4,801,081 $4,895,882.68 0.25%
U.S. Treasury Note, 1.50%, due 10/31/2019 912828F62 5,000,000 $4,949,609.40 0.25%
U.S. Treasury Note, 1.625%, due 03/31/2019 912828C65 5,000,000 $4,988,286.55 0.25%
Vericrest Opportunity Loan Transferee Series 2017-NPL7, Class A1, Variable rate, due 04/25/2059 92872RAA0 4,951,076 $4,925,991.86 0.25%
COLT Funding LLC Series 2018-2, Class A1, Variable rate, due 07/27/2048 19687VAA9 4,788,027 $4,794,964.71 0.24%
Fannie Mae FN AL6513, 5%, due 07/01/2044 3138EPGX6 4,459,521 $4,724,549.53 0.24%
Pretium Mortgage Credit Partners LLC Series 2017-NPL4, Class A1, Variable rate, due 08/27/2032 74137FAA5 4,804,374 $4,763,519.30 0.24%
FREDDIE MAC Series 4194, Class GI, 4%, due 04/15/2043 3137B1JS2 24,265,762 $4,480,044.50 0.23%
Vericrest Opportunity Loan Transferee Series 2017-NPL9, Class A1, Variable rate, due 09/25/2047 92872FAA6 4,620,194 $4,587,533.15 0.23%
Fannie Mae FN BH2633, 5%, due 08/01/2047 3140GQ4T0 4,124,850 $4,386,254.44 0.22%
GNMA Series 2016-110, Class VA, 2.10%, due 01/16/2038 38379UE69 4,875,358 $4,409,198.85 0.22%
GNMA Series 2017-57, Class IO, 5%, due 04/20/2047 38380B7X7 23,784,699 $4,407,316.60 0.22%
GNMA Series 2018-120, Class G, 3.50%, due 07/01/2048 38380YUT0 4,406,931 $4,350,418.72 0.22%
Towd Point Mortgage Trust Series 2016-2, Class A1A, Variable rate, due 08/25/2055 89172PAJ8 4,463,006 $4,355,702.71 0.22%
Vendee Mortgage Trust Series 2003-2, Class Z, 5%, due 05/15/2033 911760TM8 4,132,086 $4,400,684.90 0.22%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 3136ABFP3 4,588,463 $4,095,981.10 0.21%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 38374VSP5 3,732,615 $4,126,255.86 0.21%
GNMA Series 2018-53, Class VA, 3.50%, due 07/20/2029 38380V6H9 3,999,909 $4,071,893.70 0.21%
JP Morgan Mortgage Trust Series 2014-5, Class A2, Variable rate, due 10/25/2029 46643KAC5 4,200,690 $4,080,326.72 0.21%
Mill City Mortgage Trust Series 2018-4, Class A1A, Variable rate, due 04/25/2066 59980YAA3 4,183,000 $4,170,900.25 0.21%
FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036 31396L4R8 4,008,472 $3,983,968.27 0.20%
Sequoia Mortgage Trust Series 2018-CH2, Class A12, Variable rate, due 06/25/2048 81747EAM9 3,996,057 $4,023,813.49 0.20%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 31396QLV9 3,343,000 $3,759,351.93 0.19%
Freddie Mac FG U99134, 4%, due 01/01/2046 3132H7EG5 3,748,843 $3,821,606.63 0.19%
Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 89172RAR6 3,779,598 $3,711,783.66 0.19%
Fannie Mae FN AL4703, 3.50%, due 12/01/2028 3138EMGM7 3,489,894 $3,506,531.56 0.18%
Fannie Mae FN BD4509, Variable rate, due 01/01/2044 3140FCAK4 3,450,399 $3,511,010.78 0.18%
FANNIE MAE Series 2010-55, Class YP, 4.50%, due 10/25/2038 31398RKJ3 3,576,681 $3,646,897.28 0.18%
FANNIE MAE Variable rate, due 09/25/2045 3136AP6K3 26,169,389 $3,394,630.29 0.17%
Freddie Mac FG U59020, 4%, due 06/01/2035 3132FTAW8 3,329,508 $3,447,827.33 0.17%
Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 89171VAK3 3,489,545 $3,439,881.95 0.17%
Fannie Mae FN AJ2311, 5%, due 10/01/2041 3138ATR93 2,986,279 $3,172,618.56 0.16%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034 3138EQYB2 2,972,032 $3,077,134.57 0.16%
Freddie Mac FG Q43309, 4%, due 09/01/2046 3132WGVB0 3,095,992 $3,144,582.65 0.16%
Freddie Mac FG U64762, 4.50%, due 10/01/2045 3132MQFB7 3,039,117 $3,170,053.70 0.16%
FREDDIE MAC Series 4487, Class CB, 3.50%, due 06/15/2045 3137BJZU0 3,142,846 $3,178,843.94 0.16%
FREDDIE MAC Series 4780, Class VA, 4%, due 05/15/2029 3137F44W9 2,998,279 $3,121,962.65 0.16%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 38380ASK4 17,675,282 $3,197,930.36 0.16%
JP Morgan Mortgage Trust Series 2015-3, Class A5, Variable rate, due 05/25/2045 46644MAU0 3,298,790 $3,259,994.56 0.16%
Towd Point Mortgage Trust Series 2017-3, Class A4, Variable rate, due 07/25/2057 89169DAL5 3,179,669 $3,091,635.11 0.16%
Credit Suisse Mortgage Trust Series 2017-HL1, Class A3, Variable rate, due 06/25/2047 12594XAC8 3,029,312 $2,988,782.31 0.15%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 3138MFN52 3,041,978 $3,037,951.55 0.15%
Fannie Mae FN AR7582, 3.50%, due 03/01/2033 3138W5M88 2,860,933 $2,877,484.76 0.15%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 31398KP61 2,676,948 $2,920,891.93 0.15%
Morgan Stanley Mortgage Loan Trust Series 2005-6AR, Class 1M1, Variable rate, due 11/25/2035 61748HMW8 3,000,000 $2,994,276.60 0.15%
COLT Funding LLC Series 2018-3, Class A1, Variable rate, due 10/26/2048 12596DAA4 2,866,086 $2,874,321.08 0.14%
Fannie Mae FN AO5527, 4%, due 07/01/2042 3138LWD99 2,681,316 $2,733,338.37 0.14%
FANNIE MAE Series 2012-28, Class PT, 4%, due 03/25/2042 3136A33E9 2,714,925 $2,808,975.36 0.14%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 38374UNN7 2,164,799 $2,716,565.70 0.14%
COLT Funding LLC Series 2017-1, Class A1, Variable rate, due 05/27/2047 19687TAA4 2,595,688 $2,580,714.33 0.13%
FREDDIE MAC Series 3951, Class AO, 0%, due 03/15/2032 3137AHTV0 2,932,468 $2,616,838.34 0.13%
GNMA Series 2010-46, Class FC, Variable rate, due 03/20/2035 38376YAL5 2,512,247 $2,574,498.71 0.13%
GNMA Series 2015-30, Class IO, Variable rate, due 07/16/2056 38379KAJ7 40,082,360 $2,571,936.75 0.13%
Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 89171UAU3 2,573,866 $2,539,192.26 0.13%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040 31416YJD1 2,318,725 $2,430,633.98 0.12%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047 3138ER2K5 2,297,379 $2,384,570.22 0.12%
Fannie Mae FN BM3013, Variable rate, due 07/01/2044 3140J7K38 2,399,770 $2,451,886.34 0.12%
Fannie Mae FN MA2695, 4%, due 07/01/2046 31418B7H3 2,311,001 $2,355,846.90 0.12%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K005, Class A2, 4.317%, due 11/25/2019 31398WD35 2,400,000 $2,420,402.17 0.12%
GNMA G2 769102, 4.50%, due 07/20/2041 36176LGK5 2,343,044 $2,419,437.24 0.12%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 38375GGT2 18,027,449 $2,464,292.85 0.12%
COLT Funding LLC Series 2017-1, Class A2, Variable rate, due 05/27/2047 19687TAB2 2,234,423 $2,212,546.44 0.11%
Fannie Mae FN AI9124, 4%, due 08/01/2042 3138APD62 2,110,104 $2,156,143.64 0.11%
Fannie Mae FN AO8106, 4%, due 08/01/2042 3138M0AG5 2,152,924 $2,194,696.53 0.11%
Fannie Mae FN AQ4086, 4%, due 06/01/2043 3138MKRG3 2,105,711 $2,146,493.83 0.11%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 3140HBD62 2,026,038 $2,124,380.37 0.11%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 3136AKVK6 2,038,803 $2,197,777.56 0.11%
FANNIE MAE Series 2018-19, Class MA, 3%, due 03/25/2029 3136B1QA5 2,265,039 $2,258,025.36 0.11%
Fieldstone Mortgage Investment Corp. Series 2005-3, Class 2A2, Variable rate, due 02/25/2036 31659TEG6 2,140,302 $2,121,366.70 0.11%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048 3132XXS34 2,015,309 $2,110,176.46 0.11%
Freddie Mac FG U90690, 3.50%, due 06/01/2042 3132H3XT5 2,157,078 $2,146,482.77 0.11%
Freddie Mac FG U91619, 4%, due 06/01/2043 3132HBVL6 2,190,891 $2,233,613.83 0.11%
FREDDIE MAC Series 4203, Class US, Variable rate, due 05/15/2033 3137B2EV8 2,381,119 $2,099,098.25 0.11%
GNMA G2 AI6317, 4.50%, due 06/20/2044 36198TAS1 2,188,570 $2,263,135.05 0.11%
Towd Point Mortgage Trust Series 2015-3, Class A1B, Variable rate, due 03/25/2054 89172HAK3 2,180,710 $2,160,351.21 0.11%
Towd Point Mortgage Trust Series 2017-2, Class A1, Variable rate, due 04/25/2057 89173HAA4 2,159,193 $2,107,546.16 0.11%
Fannie Mae FN MA0443, 5%, due 05/01/2030 31417YP50 1,917,095 $2,009,859.87 0.10%
Fannie Mae FN MA1217, 4%, due 10/01/2042 31418AK72 1,932,559 $1,969,806.08 0.10%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 31398SKS1 1,821,000 $1,885,873.49 0.10%
FANNIEMAE WHOLE LOAN Series 2004-W10, Class A6, 5.75%, due 08/25/2034 31394ALV6 1,750,000 $1,887,221.35 0.10%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K004, Class A3, 4.241%, due 08/25/2019 31398JZT3 2,000,000 $2,007,468.40 0.10%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 31393RFB1 1,853,000 $1,970,338.79 0.10%
FREDDIE MAC Series 3820, Class GZ, 5%, due 03/15/2041 3137A85T1 1,788,752 $1,992,120.19 0.10%
GNMA G2 783009, 6.10%, due 12/20/2033 36241LKW5 1,774,642 $1,918,661.37 0.10%
GNMA G2 BB1216, 4.50%, due 06/20/2047 3617ARK55 1,975,629 $2,075,143.92 0.10%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 38377LBY3 1,779,798 $1,976,929.46 0.10%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 38378F3M0 2,223,000 $1,939,717.11 0.10%
Towd Point Mortgage Trust Series 2015-5, Class A1, Variable rate, due 05/25/2055 89171VAA5 2,080,535 $2,072,238.22 0.10%
Winwater Mortgage Loan Trust Series 2014-1, Class A4, Variable rate, due 06/20/2044 97652PAD3 2,061,492 $2,050,707.44 0.10%
Fannie Mae FN AB8289. 4.50%, due 04/01/2042 31417FF78 1,768,509 $1,844,010.46 0.09%
Fannie Mae FN AK0765, 4%, due 03/01/2042 3138E4Z79 1,782,048 $1,810,929.46 0.09%
Fannie Mae FN AP2109, 4%, due 08/01/2032 3138M5KX6 1,744,092 $1,786,462.22 0.09%
FANNIE MAE Variable rate, due 11/25/2042 3136A9PC6 2,277,477 $1,747,508.59 0.09%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 31393LYD9 1,720,000 $1,869,475.04 0.09%
FREDDIE MAC Series 3841, Class JZ, 5%, due 04/15/2041 3137A8S41 1,612,599 $1,781,567.88 0.09%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 3137AFGX4 1,581,286 $1,751,325.56 0.09%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 3137ALYJ2 1,678,000 $1,832,161.22 0.09%
GNMA GN 737673, 4.50%, due 11/15/2040 3620ARQ20 1,750,537 $1,828,087.37 0.09%
JP Morgan Mortgage Trust Series 2016-1, Class A5, Variable rate, due 05/25/2046 46646BAE8 1,821,028 $1,798,656.19 0.09%
JP Morgan Mortgage Trust Series 2016-3, Class 1A3, Variable rate, due 10/25/2046 46647EAC5 1,828,754 $1,804,206.73 0.09%
New Residential Mortgage Loan Trust Series 2017-5A, Class A1, Variable rate, due 06/25/2057 64828NAA3 1,664,723 $1,695,338.96 0.09%
Fannie Mae FN 890556, 4.50%, due 10/01/2043 31410LMD1 1,491,268 $1,560,335.93 0.08%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041 3138APE87 1,388,341 $1,580,534.55 0.08%
Fannie Mae FN AL8743, 4.50%, due 06/01/2046 3138ETWD4 1,435,124 $1,493,313.77 0.08%
Fannie Mae FN AQ1584, 4%, due 11/01/2042 3138MGXN0 1,476,575 $1,514,701.94 0.08%
Fannie Mae FN AS5515, 3.50%, due 06/01/2030 3138WFDV5 1,618,672 $1,633,762.95 0.08%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 3140HBDE5 1,492,960 $1,564,429.39 0.08%
Fannie Mae FN MA1629, 4.50%, due 10/01/2043 31418AY36 1,604,435 $1,672,549.36 0.08%
FANNIE MAE Series 2007-28, Class ZA, 6%, due 04/25/2037 31396VKM9 1,440,294 $1,546,881.17 0.08%
FANNIE MAE Series 2015-97, Class AI, 4%, due 09/25/2041 3136AQE63 9,455,785 $1,523,910.42 0.08%
Freddie Mac FG G60762, 5%, due 07/01/2041 31335AZ35 1,418,938 $1,502,553.11 0.08%
FREDDIE MAC Series 3300, Class XO, 0%, due 03/15/2037 31397GRV4 1,807,108 $1,618,412.79 0.08%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 31398KRU6 1,591,530 $1,595,909.76 0.08%
FREDDIE MAC Series 4213, Class MZ, 4%, due 06/15/2043 3137B32Z0 1,619,307 $1,685,176.28 0.08%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 3137B4HE9 1,450,000 $1,559,121.78 0.08%
FREMF MORTGAGE TRUST Series 2013-K712, Class B, Variable rate, due 05/25/2045 30291EAE4 1,561,000 $1,558,909.66 0.08%
GNMA Series 2004-92, Class BZ, 5.50%, due 11/16/2034 38374J4D5 1,391,239 $1,534,173.97 0.08%
Towd Point Mortgage Trust Series 2017-1, Class A1, Variable rate, due 10/25/2056 89173FAA8 1,633,833 $1,594,168.36 0.08%
Fannie Mae FN 890736, 5%, due 07/01/2030 31410LSZ6 1,309,343 $1,380,257.26 0.07%
Fannie Mae FN AL2392, 3.50%, due 08/01/2042 3138EJUS5 1,417,023 $1,415,147.90 0.07%
Fannie Mae FN AL5315, 4%, due 06/01/2042 3138EM3Z2 1,455,407 $1,487,142.79 0.07%
Fannie Mae FN AL8174, 3.50%, due 02/01/2046 3138ETCL8 1,381,457 $1,372,575.47 0.07%
Fannie Mae FN AS9244, 4.50%, due 08/01/2039 3138WKHW8 1,326,400 $1,382,834.36 0.07%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 3140HBDR6 1,314,256 $1,377,182.00 0.07%
Fannie Mae FN MA2099, 3.50%, due 11/01/2029 31418BKM7 1,434,308 $1,447,699.60 0.07%
Fannie Mae FN MA3205, 5%, due 10/01/2047 31418CR30 1,250,407 $1,311,791.64 0.07%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 3136A2PK3 11,652,923 $1,383,013.24 0.07%
Freddie Mac FG G60168, 4.50%, due 07/01/2045 31335AFH6 1,418,851 $1,472,824.37 0.07%
FREDDIE MAC Series 3240, Class GO, 0%, due 11/15/2036 31397CFR5 1,450,752 $1,292,983.13 0.07%
FREDDIE MAC Series 3764, Class QA, 4%, due 10/15/2029 3137A2DR9 1,411,707 $1,427,730.08 0.07%
FREDDIE MAC Series 3860, Class PZ, 5%, due 05/15/2041 3137AAYT4 1,270,127 $1,402,804.80 0.07%
GNMA G2 BB4731, 4%, due 07/20/2047 3617AVHG6 1,363,916 $1,393,221.92 0.07%
GNMA G2 MA4076, 7%, due 01/20/2039 36179SQ59 1,249,444 $1,405,201.42 0.07%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 38373SV20 1,222,323 $1,334,526.18 0.07%
GNMA Series 2011-71, Class ZC, 5.50%, due 07/16/2034 38377V3U8 1,288,357 $1,403,608.82 0.07%
Towd Point Mortgage Trust Series 2015-4, Class A2A, Variable rate, due 04/25/2055 89171UCS6 1,500,000 $1,484,955.30 0.07%
Fannie Mae FN AB2506, 5%, due 03/01/2041 31416XYC8 1,206,296 $1,270,173.48 0.06%
Fannie Mae FN AB9551, 3%, due 06/01/2043 31417GTH9 1,150,969 $1,118,257.02 0.06%
Fannie Mae FN AC2946, 5%, due 09/01/2039 31417MHY2 1,069,462 $1,134,643.73 0.06%
Fannie Mae FN AJ9332, 4%, due 01/01/2042 3138E2LN3 1,145,793 $1,170,786.89 0.06%
Fannie Mae FN AL5760, 4%, due 09/01/2043 3138ENMJ5 1,071,721 $1,095,005.25 0.06%
Fannie Mae FN AL7637, 5%, due 01/01/2042 3138EQPX4 1,076,568 $1,128,088.90 0.06%
Fannie Mae FN AQ0535, 3%, due 11/01/2042 3138MFSZ1 1,299,072 $1,263,568.12 0.06%
Fannie Mae FN AS7211, 3%, due 04/01/2046 3138WHAM4 1,166,839 $1,125,314.82 0.06%
Fannie Mae FN MA2024, 4%, due 07/01/2029 31418BHA7 1,119,372 $1,142,382.63 0.06%
FANNIE MAE Series 2004-18, Class EZ, 6%, due 04/25/2034 31393XSX6 1,159,979 $1,271,321.77 0.06%
FANNIE MAE Series 2009-106, Class PO, 0%, due 01/25/2040 31398GUT4 1,218,160 $1,094,761.85 0.06%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 3136A2HE6 1,098,275 $1,187,251.78 0.06%
FANNIEMAE STRIP Series 417, Class C21, 4%, due 12/25/2042 31395QE48 5,923,696 $1,194,780.54 0.06%
FHLMC STRUCTURED PASS THROUGH SECURITIES Series T-21, Class A, Variable rate, due 10/25/2029 3133TMGL4 1,195,806 $1,188,393.74 0.06%
Freddie Mac FG G14348, 4%, due 10/01/2026 3128MDBR3 1,225,025 $1,252,198.86 0.06%
Freddie Mac FG G60114, 5.50%, due 06/01/2041 31335ADT2 1,024,764 $1,104,694.49 0.06%
Freddie Mac FG Q00841, 4.50%, due 05/01/2041 3132GD5A6 1,208,727 $1,262,198.34 0.06%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048 3132XXEZ8 1,123,518 $1,176,782.63 0.06%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 31398EDX9 1,046,471 $1,162,423.41 0.06%
FREDDIE MAC Series 3607, Class OP, 0%, due 07/15/2037 31398LQS0 1,292,850 $1,109,015.83 0.06%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 1,182,287 $1,183,462.09 0.06%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 3137BLDP0 1,090,127 $1,169,046.75 0.06%
FREDDIE MAC Series 4615, Class GT, Variable rate, due 10/15/2042 3137BRYL3 1,385,470 $1,154,274.77 0.06%
FREMF MORTGAGE TRUST Variable rate, due 04/25/2046 30261UAJ3 1,100,000 $1,096,521.69 0.06%
GNMA G2 726317, 4.25%, due 06/20/2036 3620AQAS2 1,218,642 $1,266,281.80 0.06%
GNMA G2 BB4757, 4%, due 08/20/2047 3617AVJA7 1,081,241 $1,109,806.25 0.06%
GNMA GN 711563, 4.50%, due 03/15/2041 36297GQQ6 1,170,129 $1,229,539.03 0.06%
GNMA Series 2010-42, Class CO, 0%, due 06/16/2039 38377EGU2 1,203,757 $1,114,986.97 0.06%
Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 89172EAU8 1,296,493 $1,278,023.04 0.06%
Fannie Mae FN AB0460, 5.50%, due 02/01/2037 31416VQN7 880,753 $960,817.74 0.05%
Fannie Mae FN AB5500, 3.50%, due 07/01/2042 31417CDE2 998,384 $997,063.12 0.05%
Fannie Mae FN AL6948, 5%, due 09/01/2025 3138EPWJ9 910,556 $931,858.48 0.05%
Fannie Mae FN AL7449, 8.50%, due 12/01/2037 3138EQH39 782,156 $918,356.27 0.05%
Fannie Mae FN AQ1534, 3.50%, due 10/01/2032 3138MGV44 1,023,701 $1,029,583.63 0.05%
Fannie Mae FN AQ1607, 3.50%, due 11/01/2032 3138MGYD1 894,265 $899,416.68 0.05%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047 3138WLC43 940,156 $971,723.90 0.05%
Fannie Mae FN AT6303, 4%, due 06/01/2043 3138WUAD5 924,334 $948,192.86 0.05%
Fannie Mae FN BA4113, 3%, due 04/01/2046 3140E8SB5 932,240 $899,974.50 0.05%
Fannie Mae FN BE3631, 4.50%, due 05/01/2047 3140FPA90 1,041,541 $1,076,554.60 0.05%
Fannie Mae FN MA1866, 4.50%, due 04/01/2044 31418BCC8 999,880 $1,042,121.55 0.05%
FANNIE MAE Series 2006-56, Class OM, 0%, due 07/25/2036 31395NXP7 1,145,935 $1,009,589.81 0.05%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 31394ERF7 887,928 $1,064,307.63 0.05%
FANNIE MAE Series 2006-80, Class PH, 6%, due 08/25/2036 31396KEK4 866,123 $937,120.60 0.05%
FANNIE MAE Series 2009-64, Class ZD, 8%, due 08/25/2039 31396QUL1 749,058 $926,048.69 0.05%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 3136AHG38 1,003,000 $1,065,839.55 0.05%
FANNIE MAE Series 2014-91, Class PB, 3%, due 02/25/2038 3136AL7B1 1,015,531 $1,013,012.91 0.05%
Freddie Mac FG G05275, 5.50%, due 02/01/2039 3128M7FQ4 837,129 $896,358.26 0.05%
Freddie Mac FG G07100, 5.50%, due 07/01/2040 3128M9GH9 896,988 $971,668.60 0.05%
Freddie Mac FG J10827, 4.50%, due 10/01/2024 3128PP4L4 1,016,462 $1,047,531.93 0.05%
Freddie Mac FG U90316, 4%, due 10/01/2042 3132H3K51 876,994 $894,036.38 0.05%
Freddie Mac FG U92432, 4%, due 02/01/2044 3132HCSV6 893,400 $910,743.09 0.05%
Freddie Mac FG V80910, 4%, due 12/01/2043 3132L6AK7 937,686 $954,135.00 0.05%
FREDDIE MAC Series 2923, Class PO, 0%, due 01/15/2035 31395LF71 1,146,423 $999,276.03 0.05%
FREDDIE MAC Series 3632, Class BS, Variable rate, due 02/15/2040 31398WRF3 801,647 $929,690.81 0.05%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 3137ACW96 845,000 $932,203.40 0.05%
FREDDIE MAC Series 3960, Class BU, 3.50%, due 02/15/2030 3137AJDZ4 930,825 $943,228.36 0.05%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 3137ALAF6 1,008,934 $1,088,777.00 0.05%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 3137ANZG3 968,820 $1,044,007.14 0.05%
FREDDIE MAC Series 4154, Class IB, 3.50%, due 01/15/2028 3137AXRR6 9,832,198 $925,233.43 0.05%
FREDDIE MAC Series 4650, Class JH, 3%, due 01/15/2047 3137BUSM1 1,173,000 $1,018,245.64 0.05%
FREDDIE MAC Seroes 3591, Class PO, 0%, due 10/15/2039 31398KKY5 1,105,705 $992,204.30 0.05%
GNMA G2 3428, 5%, due 08/20/2033 36202DYZ8 923,464 $991,527.84 0.05%
GNMA G2 AK2389, 4.50%, due 11/20/2044 36183KUN6 892,200 $927,380.89 0.05%
GNMA G2 BB4769, 4%, due 08/20/2047 3617AVJN9 900,135 $923,916.58 0.05%
GNMA G2 BD0483, 4.50%, due 11/20/2047 3617BFRC8 997,924 $1,041,169.52 0.05%
GNMA G2 BF0415, 5%, due 06/20/2035 3617G6N86 935,475 $981,940.37 0.05%
GNMA G2 MA3459, 6%, due 08/20/2039 36179RZY8 863,534 $938,282.85 0.05%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 38375L4C1 922,251 $1,001,481.41 0.05%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 38373AM52 869,767 $1,004,655.30 0.05%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 38377NF41 1,284,809 $1,050,193.75 0.05%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 38377FVF5 728,701 $965,104.67 0.05%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 38379CA89 865,791 $938,406.22 0.05%
GNMA Series 2016-89, Class HI, 3.50%, due 07/20/2046 38379XRX0 6,081,415 $1,015,166.34 0.05%
New Residential Mortgage Loan Series 2014-2A, Class A3, Variable rate, due 05/25/2054 64828YAR2 955,110 $954,139.56 0.05%
Adjustable Rate Mortgage Trust Series 2005-5, Class 6A21, Variable rate, due 09/25/2035 007036LX2 701,038 $699,324.16 0.04%
COLT Funding LLC Series 2016-2, Class A1, Variable rate, due 09/25/2046 12594LAA8 868,503 $866,463.91 0.04%
Fannie Mae AH0979, 3.50%, due 01/01/2041 3138A2CR8 835,857 $831,388.88 0.04%
Fannie Mae FN 735415, 6.50%, due 12/01/2032 31402RAQ2 703,278 $789,162.88 0.04%
Fannie Mae FN 889610, 5.50%, due 06/01/2038 31410KKX1 678,160 $725,895.85 0.04%
Fannie Mae FN 890561, 4.50%, due 01/01/2027 31410LMJ8 733,960 $750,859.03 0.04%
Fannie Mae FN AB1801, 4%, due 11/01/2040 31416XAB6 773,970 $790,855.01 0.04%
Fannie Mae FN AD4317, 4%, due 04/01/2040 31418RYP0 731,324 $747,277.84 0.04%
Fannie Mae FN AE9959, 5%, due 03/01/2041 31419MB59 721,349 $765,745.91 0.04%
Fannie Mae FN AK3103, 4%, due 02/01/2042 3138E7NV2 836,070 $854,310.17 0.04%
Fannie Mae FN AL1850, 5.50%, due 07/01/2040 3138EJBU1 742,529 $798,756.45 0.04%
Fannie Mae FN AL2551, 3.50%, due 10/01/2042 3138EJZR2 711,897 $710,954.65 0.04%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043 3138EKNK7 879,461 $878,297.87 0.04%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043 3138ENRL5 747,069 $780,443.24 0.04%
Fannie Mae FN AL6031, 4%, due 10/01/2044 3138ENVZ9 686,942 $701,871.05 0.04%
Fannie Mae FN AL9143, 3.50%, due 09/01/2036 3138ERER7 728,952 $733,615.15 0.04%
Fannie Mae FN AO8167, 4%, due 09/01/2042 3138M0CD0 775,157 $789,973.95 0.04%
Fannie Mae FN AT1747, 3%, due 04/01/2043 3138WN5H8 862,233 $838,158.69 0.04%
Fannie Mae FN AT3892, 3%, due 06/01/2043 3138WRKE9 816,369 $793,841.31 0.04%
Fannie Mae FN AU6278, 5%, due 11/01/2043 3138X56Q5 799,572 $842,854.79 0.04%
Fannie Mae FN MA1125, 4%, due 07/01/2042 31418AHB7 700,513 $714,006.80 0.04%
Fannie Mae FN MA1510, 4%, due 07/01/2043 31418AVC9 762,015 $776,662.65 0.04%
Fannie Mae FN MA1664, 4.50%, due 11/01/2043 31418AZ68 695,814 $725,401.35 0.04%
Fannie Mae FN MA1900, 4.50%, due 04/01/2044 31418BDE3 835,874 $871,492.38 0.04%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047 31418CNT7 778,049 $804,814.98 0.04%
FANNIE MAE Series 2007-30, Class WO, 0%, due 04/25/2037 31396VJA7 949,091 $828,166.77 0.04%
FANNIE MAE Series 2007-36, Class PO, 0%, due 04/25/2037 31396VRB6 1,016,209 $888,732.83 0.04%
FANNIE MAE Series 2007-39, Class LO, 0%, due 05/25/2037 31396VSZ2 948,205 $848,119.81 0.04%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 31396WKF2 721,556 $775,649.45 0.04%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 31398GJE0 656,184 $850,051.81 0.04%
FANNIE MAE Series 2009-86, Class OT, 0%, due 10/25/2037 31398FRT0 972,152 $859,454.85 0.04%
FANNIE MAE Series 2010-120, Class PO, 4%, due 02/25/2039 31398NRG1 705,334 $711,939.33 0.04%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 3136A1MS1 750,000 $783,620.70 0.04%
FANNIE MAE Series 2012-118, Class DI, 3.50%, due 01/25/2040 3136A94D7 8,192,636 $858,347.44 0.04%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 3136AAFH3 916,860 $832,990.11 0.04%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 3136A4N88 776,952 $817,754.57 0.04%
FANNIE MAE Series 2013-117, Class AC, 2.50%, due 04/25/2036 3136AGY89 848,103 $838,189.83 0.04%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 3136ANAM9 875,000 $828,780.14 0.04%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 3136AUKR1 879,682 $881,981.47 0.04%
FANNIE MAE Seris 2013-94, Class CA, 3.50%, due 08/25/2038 3136AGJV5 735,046 $739,322.75 0.04%
Freddie Mac FG A7828, 3.50%, due 08/01/2035 3128K8VV5 727,349 $726,790.35 0.04%
Freddie Mac FG G06359, 4%, due 02/01/2041 3128M8MG6 694,386 $709,816.62 0.04%
Freddie Mac FG G07329, 4%, due 01/01/2043 3128M9PN6 704,845 $719,635.63 0.04%
Freddie Mac FG G07683, 4%, due 03/01/2044 3128M92Q4 772,279 $787,091.84 0.04%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042 3132HQPT3 757,440 $756,991.48 0.04%
Freddie Mac FG U50165, 4%, due 05/01/2032 3132GHBH5 697,408 $722,309.98 0.04%
Freddie Mac FG U90490, 4%, due 06/01/2042 3132H3RK1 847,820 $864,210.69 0.04%
FREDDIE MAC Series 3117, Class SO, 0%, due 02/15/2036 31396HWH8 938,148 $751,620.96 0.04%
FREDDIE MAC Series 3153, Class EO, 0%, due 05/15/2036 31396RKM8 901,838 $755,726.24 0.04%
FREDDIE MAC Series 3384, Class TO, 0%, due 11/15/2037 31397PD49 800,181 $723,316.55 0.04%
FREDDIE MAC Series 3391, Class PO, 0%, due 04/15/2037 31397P6U9 968,544 $874,828.94 0.04%
FREDDIE MAC Series 3393, Class JO, 0%, due 09/15/2032 31397PGA2 901,748 $797,319.49 0.04%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 31397PRT9 676,163 $702,525.55 0.04%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 31398QFX0 661,000 $699,157.94 0.04%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 3137AT7D8 747,000 $774,142.62 0.04%
FREDDIE MAC Series 4132, Class AI, 4%, due 10/15/2042 3137AVUB1 3,720,512 $825,124.69 0.04%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 3137B1HG0 826,035 $844,831.51 0.04%
FREDDIE MAC Series 4261, Class GS, Variable rate, due 01/15/2041 3137B4Z25 877,343 $853,022.16 0.04%
FREDDIE MAC Series 4337, Class TV, 4%, due 10/15/2045 3137BBB41 763,445 $788,860.50 0.04%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 3137BQPQ4 3,617,231 $699,949.30 0.04%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 3137BQXX0 771,702 $755,033.93 0.04%
GNMA G2 AR8421, 5%, due 10/20/2041 36193FLA3 783,497 $817,677.86 0.04%
GNMA GN AN4469, 5%, due 12/15/2040 36186G6E9 783,182 $831,698.69 0.04%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 38373SM61 644,133 $707,767.83 0.04%
GNMA Series 2005-7, Class MA, Variable rate, due 12/17/2034 38374KG64 655,372 $719,447.91 0.04%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 38375XBM5 703,000 $779,124.07 0.04%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 38376PWN6 732,000 $806,980.81 0.04%
GNMA Series 2009-61, Class OW, 0%, due 11/16/2035 38376FEG3 1,013,436 $862,308.24 0.04%
GNMA Series 2010-129, Class PQ, 3%, due 04/20/2039 38377MEL6 724,723 $724,411.02 0.04%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 38377UAJ7 771,202 $836,309.03 0.04%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 38378PXC7 688,000 $702,394.68 0.04%
GNMA Series 2013-32, Class A, 1.90%, due 06/16/2036 38378KAW9 718,827 $704,621.34 0.04%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 38378TLD0 953,680 $810,166.13 0.04%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 38380AAW7 898,984 $882,229.14 0.04%
GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031 38379WTL6 760,795 $806,713.87 0.04%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 38379XH60 752,709 $821,192.44 0.04%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 38380CYG2 805,276 $875,988.90 0.04%
Fannie Mae FN 734922, 4.50%, due 09/01/2033 31402QPF2 532,354 $554,257.36 0.03%
Fannie Mae FN 788149, 5.50%, due 05/01/2033 31405FTE2 623,102 $668,855.49 0.03%
Fannie Mae FN 827948, 5.50%, due 05/01/2035 31407DZM0 549,568 $589,642.33 0.03%
Fannie Mae FN 850000, 5.50%, due 01/01/2036 31408FKM0 482,395 $514,260.50 0.03%
Fannie Mae FN 889834, 5%, due 12/01/2035 31410KSX3 482,732 $513,956.62 0.03%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042 31417FUA4 653,313 $655,709.38 0.03%
Fannie Mae FN AB9615, 4%, due 06/01/2033 31417GVH6 511,167 $523,496.96 0.03%
Fannie Mae FN AD0889, 6%, due 09/01/2024 31418M7B2 640,567 $662,636.02 0.03%
Fannie Mae FN AH0943, 4%, due 12/01/2040 3138A2BM0 532,789 $544,412.59 0.03%
Fannie Mae FN AI4268, 5%, due 06/01/2041 3138AHW69 565,178 $600,440.99 0.03%
Fannie Mae FN AI8448, 4.50%, due 08/01/2041 3138ANL68 594,115 $620,678.03 0.03%
Fannie Mae FN AL0677, 5%, due 07/01/2041 3138EGXF6 508,723 $540,463.92 0.03%
Fannie Mae FN AQ3310, 4%, due 11/01/2042 3138MJVC0 646,711 $659,083.17 0.03%
Fannie Mae FN AQ9999, 3%, due 02/01/2043 3138MSDD8 579,268 $562,474.41 0.03%
Fannie Mae FN AS5236, 4%, due 05/01/2045 3138WEZA0 640,499 $651,011.80 0.03%
Fannie Mae FN BC4490, 5%, due 05/01/2039 3140EY7C9 493,226 $521,231.61 0.03%
Fannie Mae FN BD8660, Variable rate, due 12/01/2045 3140FGTS8 599,070 $599,408.35 0.03%
Fannie Mae FN MA1711, 4.50%, due 12/01/2043 31418A3V8 498,404 $519,571.57 0.03%
Fannie Mae FN MA2454, 3.50%, due 09/01/2030 31418BWQ5 579,979 $585,398.63 0.03%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 31393CSV6 469,334 $510,914.94 0.03%
FANNIE MAE Series 2005-104, Class UE, 5.50%, due 12/25/2035 31394U2K7 516,000 $572,727.76 0.03%
FANNIE MAE Series 2005-52, Class PO, 0%, due 06/25/2035 31394DYK0 683,124 $602,677.50 0.03%
FANNIE MAE Series 2006-116, Class ES, Variable rate, due 12/25/2036 31396LA59 3,486,773 $528,513.94 0.03%
FANNIE MAE Series 2006-59, Class KO, 0%, due 07/25/2036 31395N2M8 581,752 $509,742.96 0.03%
FANNIE MAE Series 2006-69, Class GO, 0%, due 08/25/2036 31396KNY4 653,541 $551,278.83 0.03%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 31396X7A6 486,774 $528,713.34 0.03%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 31396WSC1 469,139 $512,498.98 0.03%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 31396WK70 505,051 $611,349.69 0.03%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 31398PHK8 500,000 $585,144.45 0.03%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 31397QQC5 507,000 $607,184.01 0.03%
FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026 3136A1ZF5 7,335,212 $637,080.03 0.03%
FANNIE MAE Series 2011-103, Class JL, 6.50%, due 11/25/2029 3136A1BP9 545,493 $562,390.55 0.03%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 31397QNH7 530,080 $574,431.06 0.03%
FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043 3136ACCG4 690,000 $578,545.34 0.03%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 3136ADR35 750,000 $687,441.30 0.03%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 3136ALK26 516,561 $534,416.43 0.03%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 3136AWC96 597,364 $513,840.15 0.03%
FANNIEMAE STRIP Series 397, Class 2, 5%, due 09/25/2039 3136FGRS8 2,455,926 $496,699.52 0.03%
Freddie Mac FG A92197, 5%, due 05/01/2040 312940NN5 515,934 $546,914.35 0.03%
Freddie Mac FG C91366, 4.50%, due 04/01/2031 3128P7QT3 618,931 $645,082.99 0.03%
Freddie Mac FG G02017, 5%, due 12/01/2035 3128LXG20 503,575 $535,806.09 0.03%
Freddie Mac FG G04593, 5.50%, due 01/01/2037 3128M6NJ3 472,366 $509,375.59 0.03%
Freddie Mac FG G05792, 4.50%, due 02/01/2040 3128M7XV3 576,267 $601,753.88 0.03%
Freddie Mac FG G07806, 5%, due 06/01/2041 3128MAAF6 521,868 $552,651.31 0.03%
Freddie Mac FG G07925, 5%, due 02/01/2042 3128M9D66 514,217 $544,722.68 0.03%
Freddie Mac FG G14995, 5.50%, due 12/01/2024 3128MDXY4 566,311 $580,760.00 0.03%
Freddie Mac FG G18264, 5%, due 07/01/2023 3128MMJJ3 533,765 $554,485.02 0.03%
Freddie Mac FG G60737, 4.50%, due 08/01/2042 31335AZA9 483,433 $502,541.16 0.03%
Freddie Mac FG G60808, 3%, due 10/01/2046 31335A3R7 524,588 $506,004.27 0.03%
Freddie Mac FG N70081, 5.50%, due 07/01/2038 31281LCS5 522,325 $570,782.55 0.03%
Freddie Mac FG U91254, 4%, due 04/01/2043 3132HBH73 597,535 $609,084.99 0.03%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 31393L2Q5 603,220 $656,621.21 0.03%
FREDDIE MAC Series 2586, Class TG, 5.50%, due 03/15/2023 31393MVJ7 653,236 $679,216.48 0.03%
FREDDIE MAC Series 2771, Class NL, 6%, due 03/15/2034 31394RR35 615,049 $690,608.29 0.03%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 31394YH98 552,735 $593,568.49 0.03%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 31395K2B8 498,331 $658,615.04 0.03%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 31395KL92 547,033 $546,184.05 0.03%
FREDDIE MAC Series 2980, Class AO, 0%, due 11/15/2034 31395UDB4 662,459 $550,714.40 0.03%
FREDDIE MAC Series 3218, Class AO, 0%, due 09/15/2036 31397BHE4 709,577 $550,367.48 0.03%
FREDDIE MAC Series 3223, Class FC, Variable rate, due 04/15/2032 31397BZ87 664,935 $672,067.80 0.03%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 31397RDR4 472,689 $514,448.09 0.03%
FREDDIE MAC Series 3522, Class SE, Variable rate, due 04/15/2039 31398CFG8 4,995,128 $641,606.20 0.03%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 31398JGX5 477,937 $546,263.61 0.03%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 3137A62R2 600,000 $668,116.32 0.03%
FREDDIE MAC Series 3827, Class BM, 5.50%, due 08/15/2039 3137A7XV7 629,496 $647,228.65 0.03%
FREDDIE MAC Series 3884, Class DL, 3%, due 02/15/2025 3137ABVV0 662,015 $661,953.82 0.03%
FREDDIE MAC Series 3890, Class ME, 5%, due 07/15/2041 3137ADLC9 525,000 $591,436.28 0.03%
FREDDIE MAC Series 4077, Class TS, Variable rate, due 05/15/2041 3137ASD43 3,935,524 $526,881.23 0.03%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 3137AT5V0 565,395 $603,663.31 0.03%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 3137B0PK4 655,000 $679,039.29 0.03%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 3137B16B3 702,650 $671,309.42 0.03%
FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 3137B9AH8 513,694 $549,962.37 0.03%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 3137BDZM1 9,062,095 $632,377.46 0.03%
FREDDIE MAC Series 4613, Class AF, Variable rate, due 11/15/2037 3137BRZK4 628,627 $648,122.81 0.03%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 3137BYGP9 600,000 $519,495.54 0.03%
FREDDIEMAC STRIP Series 201, Class PO, 0%, due 01/01/2029 31351B7M1 612,560 $540,985.94 0.03%
FREDDIEMAC STRIP Series 233, Class 12, 5%, due 09/15/2035 31282YDX4 2,447,958 $535,306.22 0.03%
GNMA G2 3345, 5%, due 02/20/2033 36202DWE7 635,051 $681,609.42 0.03%
GNMA G2 3529, 5%, due 03/20/2034 36202D4N8 569,928 $606,049.76 0.03%
GNMA G2 4029, 6.50%, due 09/20/2037 36202EPN3 565,194 $647,181.99 0.03%
GNMA G2 4251, 5.50%, due 10/20/2023 36202EWL9 519,995 $537,487.42 0.03%
GNMA G2 745478, 5%, due 08/20/2040 3620C1FT8 558,876 $585,646.87 0.03%
GNMA G2 AD0026, 3.50%, due 06/20/2033 36180BA35 651,994 $658,324.53 0.03%
GNMA G2 MA2829, 5%, due 05/20/2045 36179REA3 616,160 $651,922.74 0.03%
GNMA G2 MA2966, 6%, due 09/20/2039 36179RJK6 524,815 $563,683.53 0.03%
GNMA G2 MA3525, 5.50%, due 03/20/2046 36179R4J5 602,366 $652,371.14 0.03%
GNMA G2 MA3941, 5.50%, due 09/20/2046 36179SLW5 545,828 $582,910.90 0.03%
GNMA GN 723216, 4.50%, due 08/15/2040 3620A9N98 561,993 $587,177.37 0.03%
GNMA GN 724230, 5%, due 08/15/2039 3620AAST6 480,583 $510,604.42 0.03%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 38374NPM3 500,000 $580,592.55 0.03%
GNMA Series 2009-14, Class KF, Variable rate, due 03/20/2039 38374XBR5 579,061 $589,198.41 0.03%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 38376CKS7 455,000 $517,507.72 0.03%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 38376FUK6 506,032 $628,362.50 0.03%
GNMA Series 2012-143, Class IB, 3.50%, due 12/20/2039 38378GRH3 7,442,930 $507,280.36 0.03%
GNMA Series 2013-53, Class OI, 3.50%, due 04/20/2043 38378MVC6 3,694,408 $553,424.14 0.03%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 38379AVB3 7,436,724 $634,205.30 0.03%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 38380CAX1 464,000 $527,913.73 0.03%
GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046 38379WN99 2,694,605 $604,431.23 0.03%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 38380VVB4 829,856 $635,724.76 0.03%
GOVERNMENT NATIONAL MORTGAGE A Variable rate, due 05/20/2044 38379EKC5 4,163,577 $552,860.17 0.03%
Impac CMB Trust Series 2004-6, Class M3, Variable rate, due 10/25/2034 45254NJZ1 633,368 $599,595.41 0.03%
JP Morgan ReRemic Class 2009-7, Class 17A1, Variable rate, due 07/27/2037 46633PBG6 557,415 $556,967.42 0.03%
Popular ABS Mortgage Pass-Through Trust Series 2005-3, Class AV1A, Variable rate, due 07/25/2035 73316PDY3 599,331 $600,638.90 0.03%
Renaissance Home Equity Loan Trust Series 2005-4, Class A3, Variable rate, due 02/25/2036 759950FX1 593,794 $593,432.63 0.03%
SEQUOIA MORTGAGE TRUST Series 4, Class A, Variable rate, due 11/22/2024 81743TAA6 654,188 $650,452.83 0.03%
Towd Point Mortgage Trust Series 2015-3, Class A4B, Variable rate, due 03/25/2054 89172HAZ0 658,739 $655,859.12 0.03%
Wells Fargo Mortgage Backed Securities Trust Series 2005-AR4, Class 1A3, Variable rate, due 04/25/2035 94981NAC9 504,971 $515,006.34 0.03%
Banc of America Mortgage Securities Variable rate, due 02/25/2035 05949AH94 470,643 $466,490.79 0.02%
Credit-Based Asset Servicing and Securitization Series 2007-MX1, Class A2, Variable rate, due 12/25/2036 1248MPAB0 419,507 $420,156.44 0.02%
Fannie Mae FN 683246, 5.50%, due 02/01/2033 31400CBP8 395,882 $429,311.28 0.02%
Fannie Mae FN 725014, 5.50%, due 12/01/2033 31402CN73 327,070 $354,126.87 0.02%
Fannie Mae FN 812741, 5.50%, due 02/01/2035 31406K5A4 309,306 $328,424.45 0.02%
Fannie Mae FN 905917, 5.50%, due 01/01/2037 31411EPA9 281,800 $305,314.15 0.02%
Fannie Mae FN 995252, 5%, due 12/01/2023 31416BTH1 322,656 $329,495.03 0.02%
Fannie Mae FN AB0731, 4%, due 06/01/2039 31416VY57 355,106 $362,625.68 0.02%
Fannie Mae FN AB6671, 3%, due 10/01/2042 31417DMV2 346,632 $337,131.07 0.02%
Fannie Mae FN AB7765, 3%, due 02/01/2043 31417ETX9 410,001 $398,620.71 0.02%
Fannie Mae FN AC3267, 5.50%, due 09/01/2039 31417MTZ6 394,026 $425,873.25 0.02%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036 31419AEK9 419,079 $435,215.77 0.02%
Fannie Mae FN AH1089, 4%, due 11/01/2040 3138A2F79 424,867 $436,637.05 0.02%
Fannie Mae FN AH7192, 5%, due 02/01/2041 3138A87E0 412,752 $432,768.39 0.02%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031 3138AKXX2 329,320 $343,390.00 0.02%
Fannie Mae FN AI9114, 4%, due 06/01/2042 3138APDU9 402,628 $411,413.02 0.02%
Fannie Mae FN AL0241, 4%, due 04/01/2041 3138EGHT4 370,661 $378,747.90 0.02%
Fannie Mae FN AL2589, 5.50%, due 05/01/2025 3138EJ2X5 330,649 $339,487.74 0.02%
Fannie Mae FN AL7231, 3.50%, due 08/01/2045 3138EQA93 469,685 $467,141.34 0.02%
Fannie Mae FN AL7306, 4.50%, due 09/01/2042 3138EQDL3 367,325 $383,727.46 0.02%
Fannie Mae FN AP7963, 4%, due 09/01/2042 3138MBZ58 480,033 $491,366.57 0.02%
Fannie Mae FN AR7961, 3.50%, due 03/01/2033 3138W5Z35 449,340 $451,931.39 0.02%
Fannie Mae FN AS9994, 4.50%, due 04/01/2047 3138WLC84 330,282 $341,405.56 0.02%
Fannie Mae FN AT4180, 3.50%, due 05/01/2033 3138WRUE8 491,515 $494,359.58 0.02%
Fannie Mae FN AX5443, 5%, due 11/01/2044 3138Y7BM3 368,080 $385,926.28 0.02%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045 3138YDAP4 292,214 $302,428.53 0.02%
Fannie Mae FN MA0575, 4.50%, due 11/01/2030 31417YT98 359,406 $374,756.48 0.02%
Fannie Mae FN MA0633, 5%, due 01/01/2041 31417YV38 360,479 $382,827.72 0.02%
Fannie Mae FN MA3123, 5%, due 08/01/2047 31418CPH1 343,840 $361,147.38 0.02%
FANNIE MAE Series 1994-61, Class FG, Variable rate, due 04/25/2024 31359HUV4 323,102 $329,871.26 0.02%
FANNIE MAE Series 2003-63, Class IP, 6%, due 07/25/2033 31393DRH6 2,020,956 $476,065.29 0.02%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 31393EHE2 355,000 $370,108.80 0.02%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 31393XRL3 347,309 $379,023.07 0.02%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 31393XSN8 328,128 $362,143.93 0.02%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 31394AWK8 382,039 $421,033.64 0.02%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 31394CCK6 3,560,669 $483,248.97 0.02%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 31394DYA2 241,219 $319,052.50 0.02%
FANNIE MAE Series 2006-114, Class AO, 0%, due 12/25/2036 31396L2T6 355,941 $323,720.24 0.02%
FANNIE MAE Series 2006-128, Class PO, 0%, due 01/25/2037 31396PEM9 361,742 $301,297.91 0.02%
FANNIE MAE Series 2006-42, Class EI, Variable rate, due 06/25/2036 31395DWA3 2,893,623 $351,066.78 0.02%
FANNIE MAE Series 2006-60, Class OG, 0%, due 07/25/2036 31395NUR6 439,650 $362,619.96 0.02%
FANNIE MAE Series 2007-44, Class AO, 0%, due 05/25/2037 31396VWR5 339,556 $299,966.74 0.02%
FANNIE MAE Series 2007-44, Class LO, 0%, due 05/25/2037 31396VWA2 378,185 $323,074.03 0.02%
FANNIE MAE Series 2007-44, Class OB, 0%, due 05/25/2037 31396VWU8 490,836 $433,372.62 0.02%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 31396PSA0 313,274 $350,575.24 0.02%
FANNIE MAE Series 2008-65, Class PE, 5.75%, due 08/25/2038 31397MLR6 404,430 $441,037.16 0.02%
FANNIE MAE Series 2009-11, Class PI, 5.50%, due 03/25/2036 31397NMS1 1,678,653 $388,989.00 0.02%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 31398FTF8 401,595 $408,319.97 0.02%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 31398NNU4 509,660 $421,502.88 0.02%
FANNIE MAE Series 2010-147, Class KS, Variable rate, due 01/25/2041 31397QZ92 3,752,345 $342,326.81 0.02%
FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040 31398MUM6 354,708 $304,031.46 0.02%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 31398PEC9 400,000 $427,403.84 0.02%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 31398PMS5 317,000 $373,281.07 0.02%
FANNIE MAE Series 2010-68, Class CO, 0%, due 07/25/2040 31398TGY1 444,556 $392,465.43 0.02%
FANNIE MAE Series 2011-123, Class ZP, 4.50%, due 12/25/2041 3136A2PF4 323,028 $352,685.61 0.02%
FANNIE MAE Series 2011-17, Class CJ, 2.75%, due 03/25/2021 31397QC22 448,100 $446,750.60 0.02%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 31397S7M0 446,812 $479,009.23 0.02%
FANNIE MAE Series 2011-73, Class PI, 4.50%, due 05/25/2041 3136A0UT2 4,520,092 $486,237.62 0.02%
FANNIE MAE Series 2012-111, Class B, 7%, due 10/25/2042 3136A9EA2 356,392 $411,494.92 0.02%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 3136ADZ44 2,255,795 $485,131.74 0.02%
FANNIE MAE Series 2012-79, Class QA, 2%, due 03/25/2042 3136A7LJ9 377,917 $370,093.16 0.02%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 3136AGPZ9 379,979 $381,533.42 0.02%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 3136AGQC9 473,513 $415,793.37 0.02%
FANNIE MAE Series 2013-75, Class FC, Variable rate, due 07/25/2042 3136AFNZ3 343,583 $343,492.03 0.02%
FANNIE MAE Series 2014-44, Class NI, 4.50%, due 08/25/2029 3136AKSQ7 3,144,410 $338,929.37 0.02%
FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 3136AQGL8 3,554,089 $447,052.46 0.02%
FANNIEMAE GRANTOR TRUST Series 2002-T7, Class A1, Variable rate, due 07/25/2032 31392DQH8 464,610 $452,252.43 0.02%
FANNIEMAE STRIP Series 389, Class 4, 6%, due 03/25/2038 3136FFTK5 1,432,656 $331,672.81 0.02%
Freddie Mac FG A47829, 4%, due 08/01/2035 3128K8VW3 403,865 $410,500.09 0.02%
Freddie Mac FG A47937, 5.50%, due 08/01/2035 3128K8ZA7 428,563 $461,939.54 0.02%
Freddie Mac FG A65324, 5.50%, due 09/01/2037 3128KV4H5 290,649 $311,216.05 0.02%
Freddie Mac FG A95441, 4%, due 12/01/2040 312944BJ9 436,257 $445,952.43 0.02%
Freddie Mac FG C91167, 5%, due 04/01/2028 3128P7JL8 415,323 $434,935.31 0.02%
Freddie Mac FG G05927, 4.50%, due 07/01/2040 3128M74L7 450,747 $470,685.16 0.02%
Freddie Mac FG G15019, 4.50%, due 07/01/2026 3128MDYQ0 335,263 $341,256.88 0.02%
Freddie Mac FG G15949, 4%, due 01/01/2029 3128MEZN4 298,312 $304,892.74 0.02%
Freddie Mac FG G15957, 5.50%, due 12/01/2024 3128MEZW4 415,211 $423,604.20 0.02%
Freddie Mac FG G18287, 5.50%, due 12/01/2023 3128MMJ95 421,424 $436,083.20 0.02%
Freddie Mac FG G60194, 3.50%, due 08/01/2045 31335AGB8 478,967 $478,529.06 0.02%
Freddie Mac FG G60806, 5%, due 12/01/2044 31335A3P1 354,677 $376,691.58 0.02%
Freddie Mac FG J09465, 4%, due 04/01/2024 3128PMQS2 361,558 $369,102.82 0.02%
Freddie Mac FG N70075, 5%, due 01/01/2035 31281LCL0 343,932 $365,147.42 0.02%
Freddie Mac FG U99096, 4.50%, due 05/01/2044 3132H7DA9 385,360 $402,727.09