First Trust Low Duration Opportunities ETF (LMBS)
Holdings of the Fund as of 4/18/2024

Total Number of Holdings (excluding cash): 1014

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Jun24 TUM4 3,135 $636,282,540.63 16.07%
US 5YR NOTE (CBT) Jun24 FVM4 947 $99,383,211.41 2.51%
Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2053 01F042657 102,964,000 $95,141,559.27 2.40%
U.S. Treasury Note, 4.625%, due 11/15/2026 91282CJK8 83,750,000 $83,233,105.05 2.10%
U.S. Treasury Note, 4.625%, due 10/15/2026 91282CJC6 81,000,000 $80,493,750.00 2.03%
Fannie Mae FN FM3003, 4%, due 05/01/2049 3140X6KR1 84,790,729 $78,464,878.04 1.98%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030652 85,067,000 $70,608,913.15 1.78%
Fannie Mae FN FM2972, 4%, due 12/01/2044 3140X6JS1 72,918,470 $67,097,998.20 1.69%
US Dollar $USD 63,897,740 $63,897,740.36 1.61%
U.S. Treasury Note, 2.50%, due 05/31/2024 91282CER8 60,000,000 $59,796,996.60 1.51%
Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 01F032658 62,062,000 $53,679,257.73 1.36%
Fannie Mae or Freddie Mac TBA, 4%, due 07/01/2052 01F040651 49,718,000 $44,582,388.14 1.13%
Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033 3136AHFT2 43,645,621 $40,367,354.46 1.02%
U.S. Treasury Bill, 0%, due 05/02/2024 912797HH3 40,000,000 $39,923,766.00 1.01%
Fannie Mae FN FS2044, 4.50%, due 07/01/2044 3140XHHW0 41,478,527 $39,566,840.46 1.00%
U.S. Treasury Note, 1.875%, due 02/28/2027 91282CEC1 42,000,000 $38,699,062.50 0.98%
Freddie Mac FR ZT0779, 3%, due 09/01/2047 3132AC2L3 45,485,080 $38,443,062.36 0.97%
Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050 3137FVAT9 36,240,770 $35,189,095.37 0.89%
Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033 3136AHFX3 37,889,363 $34,978,372.46 0.88%
Fannie Mae FN AS7749, 3.50%, due 08/01/2046 3138WHTF9 39,396,002 $34,609,005.82 0.87%
Fannie Mae FN FS3541, 3.50%, due 08/01/2052 3140XJ5B5 39,148,726 $33,898,064.47 0.86%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2053 01F050650 34,662,000 $32,926,033.80 0.83%
Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044 3137FUM92 35,109,595 $31,880,491.82 0.81%
Fannie Mae FN FS1797 3.50%, due 07/01/2046 3140XG7K9 34,357,429 $30,520,789.13 0.77%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 35563PHF9 32,954,341 $30,606,120.22 0.77%
Freddie Mac Series 5001, Class A, 2%, due 01/25/2045 3137FU4N1 34,134,724 $30,426,266.04 0.77%
Fannie Mae FN FS0742, 3.50%, due 05/01/2044 3140XFZG9 33,931,857 $30,205,806.35 0.76%
Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052 3137H7EX7 33,673,000 $29,550,162.06 0.75%
Freddie Mac FR SD3140, 3.50%, due 06/01/2052 3132DQPZ3 33,340,163 $28,864,314.55 0.73%
Freddie Mac Series 5004, Class FG, Variable rate, due 08/25/2050 3137FVAV4 27,532,520 $26,473,440.58 0.67%
Fanniemae-Aces Series 2023-M1, Class 2A1, Variable rate, due 12/25/2037 3136BPRX1 28,153,920 $25,956,321.17 0.66%
GNMA Series 2022-63, Class AZ, 3%, due 08/20/2051 38383RAN7 33,763,573 $25,085,571.86 0.63%
Fannie Mae FN AS7738, 3%, due 08/01/2046 3138WHS45 28,855,216 $24,256,368.00 0.61%
Fannie Mae FN FM2863, 3.50%, due 09/01/2048 3140X6FD8 25,644,090 $22,688,342.60 0.57%
Fannie Mae FN FS2127, 3.50%, due 06/01/2048 3140XHLH8 24,949,930 $22,096,869.96 0.56%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 3132AA2H6 25,071,088 $22,181,574.02 0.56%
Fannie Mae FN BM6732, 4%, due 11/01/2048 3140JBPS9 23,036,294 $21,269,677.58 0.54%
Freddie Mac - SCRT Series 2020-2, Class MAU, 2.50%, due 11/25/2059 35563PQS1 23,278,336 $20,557,233.35 0.52%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 35563PJF7 21,020,275 $19,545,893.55 0.49%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 35563PKG3 20,918,587 $19,332,784.49 0.49%
GNMA Series 2022-68, Class XA, 3.50%, due 10/01/2051 38383PD40 20,949,839 $19,375,588.10 0.49%
Freddie Mac Series 5201, Class PF, Variable rate, due 03/25/2052 3137H6KT1 20,362,895 $18,866,344.70 0.48%
Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048 3136B3MR8 21,261,252 $18,667,921.40 0.47%
FannieMae-Aces Series 2023-M1, Class Z, Variable rate, due 01/25/2053 3136BPRZ6 25,191,241 $18,733,881.96 0.47%
Freddie Mac - SLST Series 2021-1, Class AC, 2.25%, due 05/26/2031 35564CKH9 21,346,774 $18,511,794.11 0.47%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047 3140FXGR7 18,988,468 $18,042,787.39 0.46%
GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060 38380MYS4 25,735,727 $18,047,160.66 0.46%
GNMA Series 2022-124, Class EY, 4%, due 07/20/2052 38383T5D1 22,341,349 $18,312,191.71 0.46%
Fannie Mae or Freddie Mac TBA, 6%, due 02/01/2054 01F060667 18,000,000 $17,863,529.58 0.45%
Fannie Mae or Freddie Mac TBA, 6%, due 08/01/2053 01F060659 18,000,000 $17,869,857.84 0.45%
FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A2, 3.08%, due 01/25/2031 3137BPVN6 19,868,000 $17,673,408.54 0.45%
Freddie Mac FR SD0949, 3%, due 09/01/2048 3132DNBS1 20,867,320 $18,003,692.05 0.45%
Freddie Mac Series 4199, Class BZ, 3.50%, due 05/15/2043 3137B27G9 20,181,751 $17,523,243.21 0.44%
Fannie Mae Series 2013-115, Class Z, 3%, due 11/25/2033 3136AG6S6 17,713,004 $16,432,216.06 0.42%
Fannie Mae Series 2020-34, Class FA, Variable rate, due 06/25/2050 3136BAHZ0 16,968,307 $16,543,673.62 0.42%
Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 3132AAP73 18,781,841 $16,709,033.29 0.42%
Freddie Mac Series 5045, Class AF, Variable rate, due 11/25/2050 3137F6RQ2 17,421,536 $16,612,598.47 0.42%
Freddie Mac Series 5045, Class BF, Variable rate, due 11/25/2050 3137F6RT6 17,371,967 $16,632,337.83 0.42%
Freddie Mac FR SD1170, 3.50%, due 09/01/2049 3132DNJP9 17,928,048 $15,884,571.36 0.40%
Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 3137B32M9 17,523,125 $15,567,341.00 0.39%
Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 3137FRV99 150,334,000 $15,150,976.22 0.38%
Fannie Mae FN BM7079, 4%, due 10/01/2048 3140JB2M7 15,938,905 $14,474,077.33 0.37%
FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042 3136B7LQ2 17,661,843 $14,573,883.10 0.37%
Freddie Mac FR SD7509, 3%, due 11/01/2049 3132DVKW4 17,302,323 $14,669,052.96 0.37%
GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 38379FDE6 20,413,487 $14,609,070.88 0.37%
Fannie Mae FN 310211, 3.50%, due 07/01/2048 31374CR81 16,452,573 $14,232,716.24 0.36%
Fannie Mae FN FS2925, 3%, due 08/01/2048 3140XJHB2 16,478,353 $14,219,582.62 0.36%
Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 3137B8YJ0 16,462,687 $14,063,386.76 0.36%
GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055 38379KAF5 17,030,982 $14,280,181.91 0.36%
GNMA Series 2022-76, Class PG, 4%, due 04/20/2052 38383RPG6 15,053,693 $14,201,012.31 0.36%
Fannie Mae FN FS2796, 3.50%, due 08/01/2047 3140XJDA8 15,355,534 $13,663,901.84 0.35%
FHLMC Multifamily Structured Pass Through Certs. Series KJ47, Class A2, 5.43%, due 06/25/2031 3137HAMP8 14,000,000 $13,961,879.40 0.35%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 35564CCZ8 15,312,669 $13,905,638.35 0.35%
Freddie Mac Series 4990, Class AF, Variable rate, due 07/25/2050 3137FURQ9 14,330,742 $13,919,548.66 0.35%
Fannie Mae FN 310208, 3%, due 03/01/2048 31374CR57 16,323,148 $13,549,559.15 0.34%
Freddie Mac FR SD0954, 3%, due 02/01/2047 3132DNBX0 15,564,665 $13,477,434.81 0.34%
GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046 38383RBL0 17,435,608 $13,632,798.85 0.34%
GNMA Series 2022-63, Class HZ, 2.50%, due 11/20/2051 38383RDP9 20,104,781 $13,381,504.83 0.34%
Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 3131XQ6T8 14,810,475 $13,183,586.26 0.33%
Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 3137F5MU0 14,373,417 $13,012,144.93 0.33%
Freddie Mac Series 4959, Class JF, Variable rate, due 03/25/2050 3137FRTX9 13,383,557 $13,029,951.27 0.33%
Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 3136AJJJ6 13,958,427 $12,517,205.76 0.32%
Freddie Mac FR SD0948, 3%, due 05/01/2047 3132DNBR3 14,848,025 $12,748,377.06 0.32%
GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060 38380MLC3 17,994,114 $12,759,213.42 0.32%
GNMA Series 2022-68, Class ZC, 3.50%, due 04/20/2052 38383PF22 18,061,389 $12,747,417.73 0.32%
Freddie Mac Series 5225, Class NZ, 4%, due 05/25/2052 3137H7L27 14,939,996 $12,076,619.92 0.31%
GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055 38378BM63 19,595,035 $11,978,876.00 0.30%
Fannie Mae FN FS0074, 3%, due 01/01/2047 3140XFCL3 13,281,299 $11,460,266.25 0.29%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 3137H7G31 13,817,669 $11,673,433.23 0.29%
GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061 38380MC82 19,013,923 $11,592,129.11 0.29%
GNMA Series 2022-43, Class Z, 2%, due 09/16/2061 38381EWE4 23,285,771 $11,339,327.73 0.29%
GNMA Series 2022-65, Class BZ, 3.50%, due 04/20/2052 38383P4Q1 16,324,056 $11,656,293.17 0.29%
Fannie Mae FN AL9401, 4%, due 02/01/2046 3138ERNT3 12,060,420 $11,157,413.35 0.28%
Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034 3137F92K6 112,345,000 $11,016,663.05 0.28%
GNMA Series 2022-106, Class Z, 2%, due 05/16/2063 38381HJA0 19,855,464 $11,168,763.93 0.28%
Fannie Mae FN FS0045, 3%, due 09/01/2047 3140XFBP5 12,377,979 $10,580,789.63 0.27%
Fannie Mae Series 2017-50, Class BZ, 3%, due 07/25/2047 3136AXAN5 12,826,105 $10,534,273.34 0.27%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029 3137FV2B7 112,919,000 $10,677,485.14 0.27%
Freddie Mac Series 4218, Class ZK, 2.50%, due 02/15/2043 3137B2Y53 14,504,065 $10,583,793.03 0.27%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 3137BKYF1 13,537,680 $10,877,647.80 0.27%
Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 3137FPKK0 11,083,649 $10,804,987.60 0.27%
Freddie Mac Series 5220, Class KZ, 4%, due 02/25/2051 3137H76P3 12,794,657 $10,856,037.05 0.27%
Freddie Mac Series 5282, Class MB, 4.75%, due 06/25/2042 3137H9KK4 11,276,852 $10,790,404.63 0.27%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 3136BRLB1 12,598,413 $10,110,026.35 0.26%
Freddie Mac Series 5208, Class Z, 3%, due 04/25/2052 3137H6UD5 14,222,499 $10,187,927.02 0.26%
GNMA Series 2022-69, Class QL, 3%, due 06/01/2051 38383P4G3 12,991,946 $10,448,450.37 0.26%
GNMA Series 2022-90, Class KZ, 3%, due 08/01/2049 38383RC96 14,635,253 $10,102,840.74 0.26%
Towd Point Mortgage Trust Series 2019-1, Class A1, Variable rate, due 03/25/2058 89177BAA3 11,104,204 $10,473,632.72 0.26%
AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 00180AAA7 10,240,174 $9,852,182.47 0.25%
Fannie Mae FN BM3867, 4%, due 02/01/2046 3140J8JM6 10,700,458 $9,899,276.06 0.25%
FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 3137FTZM2 89,597,422 $9,722,897.20 0.25%
Freddie Mac - SCRT Series 2019-2, Class HA, 3%, due 08/25/2058 35563PKB4 10,881,987 $9,784,860.77 0.25%
Freddie Mac - SCRT Series 2019-3, Class HA, 3%, due 10/25/2058 35563PLC1 11,101,200 $9,975,331.70 0.25%
Freddie Mac Series 5208, Class HZ, 3.50%, due 01/01/2052 3137H6TV7 12,209,395 $9,879,645.55 0.25%
GNMA Series 2015-24, Class BZ, 3%, due 02/20/2045 38379JUY5 11,620,779 $9,879,438.87 0.25%
GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052 38383T5C3 12,000,000 $9,767,202.00 0.25%
GNMA Series 2022-68, Class Z, 3.50%, due 04/20/2052 38383PN49 13,433,367 $10,065,741.36 0.25%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2018-PHH, Class A, Variable rate, due 06/15/2035 46650FAA0 10,466,125 $9,797,715.59 0.25%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 67115DAA0 12,151,719 $9,929,061.15 0.25%
Freddie Mac FR SD4005, 4%, due 12/01/2049 3132E0NW8 10,111,023 $9,353,491.49 0.24%
Freddie Mac Series 4928, Class F, Variable rate, due 11/25/2049 3137FPVL6 9,743,489 $9,555,043.15 0.24%
GNMA Series 2022-68, Class MZ, 3.50%, due 04/20/2052 38383PC90 13,013,140 $9,413,571.27 0.24%
Fannie Mae FN FS3393, 4%, due 10/01/2052 3140XJXX6 10,031,440 $9,009,677.57 0.23%
Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2052 01F040669 10,000,000 $8,970,176.80 0.23%
Fannie Mae Series 2013-75, Class ZG, 3.25%, due 07/25/2043 3136AFNG5 12,318,844 $9,080,170.55 0.23%
Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053 3136BQLA5 12,218,564 $9,088,386.61 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 3137FTZS9 121,017,638 $9,250,951.26 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 3137FMTU6 157,643,041 $9,173,358.90 0.23%
Freddie Mac FR SD0961, 3.50%, due 11/01/2048 3132DNB69 10,147,664 $8,982,144.00 0.23%
Freddie Mac FR SD1169, 3.50%, due 02/01/2048 3132DNJN4 10,158,582 $9,042,838.33 0.23%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 9,473,736 $9,240,130.80 0.23%
Freddie Mac Series 5225, Class HZ, 4%, due 08/01/2049 3137H7KJ1 11,220,684 $9,018,783.09 0.23%
GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052 38383UTR1 9,472,726 $9,229,731.70 0.23%
Citizens Auto Receivables Trust Series 2024-1, Class A3, 5.11%, due 04/17/2028 17331QAD8 8,740,000 $8,688,010.98 0.22%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 01F032666 10,000,000 $8,655,545.50 0.22%
Fannie Mae Series 2016-50, Class GY, 3%, due 08/25/2046 3136ATDD3 11,510,000 $8,690,335.45 0.22%
Freddie Mac - SLST Series 2022-1, Class A2, 3.50%, due 05/25/2032 35564CMD6 10,000,000 $8,777,680.00 0.22%
Freddie Mac FR ZA4196, 3%, due 04/01/2043 31329MUV0 9,952,694 $8,586,783.01 0.22%
GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048 38381ATW6 10,000,000 $8,677,036.00 0.22%
GNMA Series 2022-204, Class YC, 4%, due 07/20/2052 38383LNJ5 10,173,000 $8,843,001.31 0.22%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030660 10,000,000 $8,307,810.00 0.21%
Freddie Mac FR SC0252, 3%, due 01/01/2042 3132D9H56 9,778,829 $8,461,280.83 0.21%
Freddie Mac FR SD0887, 3.50%, due 09/01/2049 3132DM6Y6 9,394,558 $8,362,624.18 0.21%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 64828FCQ3 8,571,597 $8,337,404.58 0.21%
Arroyo Mortgage Trust Series 2019-2, Class M1, Variable rate, due 04/25/2049 042858AD2 9,000,000 $7,959,533.40 0.20%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 21873CAA1 8,420,543 $7,892,395.77 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031 3137H13R5 145,763,041 $7,779,504.66 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A1, 1.912%, due 11/25/2035 3137H4RF9 9,718,097 $7,733,842.40 0.20%
Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057 35563PFG9 8,637,957 $8,096,609.35 0.20%
FREMF Mortgage Trust Series 2015-K45, Class B, Variable rate, due 04/25/2048 30292PAE8 8,205,000 $8,035,250.86 0.20%
GNMA Series 2019-128, Class EF, Variable rate, due 10/20/2049 38382AEN1 8,864,517 $7,992,995.58 0.20%
GNMA Series 2022-63, Class MZ, 3%, due 05/20/2051 38383RBC0 11,573,113 $8,053,025.41 0.20%
GNMA Series 2022-78, Class AM, 3.50%, due 04/20/2052 38383P5T4 10,917,513 $7,963,048.38 0.20%
BMW Vehicle Owner Trust Series 2023-A, Class A4, 5.25%, due 11/26/2029 05592XAE0 7,500,000 $7,484,062.50 0.19%
Fannie Mae FN FS1884, 4%, due 05/01/2042 3140XHCW5 8,393,601 $7,644,759.69 0.19%
FANNIE MAE Series 2019-26, Class GA, 3.50%, due 04/01/2049 3136B4WC8 8,718,112 $7,656,365.34 0.19%
FANNIE MAE Series 2019-57, Class JA, 2.50%, due 10/25/2049 3136B6QZ9 9,111,964 $7,585,359.62 0.19%
Fannie Mae Series 2021-18, Class JC, 1.50%, due 04/25/2036 3136BFTY9 8,759,241 $7,647,639.50 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 3137FWG95 120,282,934 $7,685,538.18 0.19%
Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 35563PGG8 8,070,779 $7,573,280.09 0.19%
FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044 3137BA4P4 7,970,556 $7,371,218.37 0.19%
Freddie Mac Series 5228, Class DZ, 4.50%, due 06/25/2052 3137H7UG6 8,771,788 $7,401,428.31 0.19%
GNMA Series 2022-154, Class EZ, 3.50%, due 09/20/2052 38383YWD0 10,220,539 $7,531,920.19 0.19%
Hyundai Auto Receivables Trust Series 2023-B, Class A3, 5.70%, due 04/17/2028 44933XAD9 7,500,000 $7,500,807.00 0.19%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 85571RAA8 7,769,620 $7,325,919.09 0.19%
Fannie Mae FN FS2787, 4%, due 10/01/2048 3140XJCZ4 7,799,708 $7,177,236.54 0.18%
FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056 3136B4CS5 8,811,604 $7,176,248.53 0.18%
FANNIE MAE Series 2019-66, Class C, 3%, due 11/25/2049 3136B6ZA4 8,476,252 $7,178,666.63 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033 3137FJY78 8,000,000 $7,231,430.40 0.18%
Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 3137FRNY3 8,706,789 $7,274,349.82 0.18%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 9,750,000 $7,137,566.48 0.18%
Freddie Mac Series 5230, Class DL, 3.50%, due 09/25/2044 3137H7WJ8 8,917,916 $7,147,958.48 0.18%
Freddie Mac Series 5255, Class KZ, 4%, due 06/01/2052 3137H8VE8 9,017,622 $7,213,166.24 0.18%
FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 30297TAU9 7,498,000 $7,248,139.65 0.18%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 05548WAA5 7,000,000 $6,659,220.40 0.17%
COMM Mortgage Trust Series 2014-CR21, Class AM, 3.987%, due 12/10/2047 12592RBJ7 6,850,000 $6,558,606.48 0.17%
Fannie Mae Series 2016-37, Class PY, 3%, due 06/25/2046 3136ASPG5 8,774,460 $6,647,179.04 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030 3137FV5S7 82,019,000 $6,591,670.18 0.17%
Freddie Mac Multiclass Certificates Series 2021-RR20, Class X, Variable rate, due 04/25/2033 3137H4CM0 55,000,000 $6,798,742.50 0.17%
Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044 3137BQBX4 7,555,503 $6,651,282.70 0.17%
Credit Suisse Mortgage Trust Series 2020-WEST, Class A, 3.0403%, due 02/15/2035 12655QAA3 8,570,000 $6,359,005.13 0.16%
Fannie Mae Series 2020-38, Class NF, Variable rate, due 06/25/2050 3136BACY8 6,577,334 $6,407,193.15 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class A2, 1.406%, due 08/25/2030 3137FX3Q9 8,000,000 $6,444,247.20 0.16%
Freddie Mac Series 5222, Class DP, 3.25%, due 05/25/2052 3137H7AV5 6,903,241 $6,384,251.52 0.16%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 7,527,000 $6,515,942.50 0.16%
BRAVO Residential Funding Trust Series 2023-NQM1, Class A1, Variable rate, due 01/25/2063 10568MAA2 5,988,397 $5,929,222.91 0.15%
Ellington Financial Mortgage Trust Series 2023-1, Class A1, Variable rate, due 02/25/2068 26844QAA5 6,110,299 $6,048,142.19 0.15%
Fannie Mae FN BM7129, 3%, due 01/01/2047 3140JB4P8 7,087,207 $6,085,266.41 0.15%
Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 3136ATXX7 6,062,473 $5,929,543.44 0.15%
FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049 3136B3WL0 6,542,974 $5,947,201.63 0.15%
Fannie Mae Series 2019-38, Class CF, Variable rate, due 07/25/2049 3136B5EY7 5,893,930 $5,745,515.66 0.15%
Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044 35564NCA9 5,750,000 $5,766,778.50 0.15%
Freddie Mac FR SD1361, 3.50%, due 02/01/2050 3132DNQN6 6,722,812 $5,984,406.99 0.15%
Freddie Mac Multiclass Certificates Series 2021-RR18, Class X, Variable rate, due 10/27/2028 3137H1M86 100,924,000 $5,928,265.67 0.15%
Freddie Mac Series 5221, Class VE, 3.50%, due 07/25/2033 3137H7EW9 6,261,183 $5,751,058.96 0.15%
GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046 38380BC94 7,002,411 $6,099,730.35 0.15%
GNMA Series 2018-155, Class KD, 4%, due 11/20/2048 38381A3V6 6,391,658 $5,816,845.25 0.15%
Queens Center Mortgage Trust Series 2013-QCA, Class A, 3.275%, due 01/11/2037 74824DAA8 6,097,739 $5,784,407.29 0.15%
Verus Securitization Trust Series 2020-INV1, Class A3, Variable rate, due 03/25/2060 92537TAE5 6,255,000 $6,017,523.30 0.15%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 92838WAD6 6,467,000 $6,012,559.38 0.15%
AMSR Trust Series 2020-SFR4, Class A, 1.355%, due 11/17/2037 66981FAA8 5,952,000 $5,567,821.62 0.14%
Colony American Finance Ltd Series 2020-4, Class A, 1.174%, due 12/15/2052 21873AAA5 5,815,410 $5,439,466.15 0.14%
Fannie Mae - CAS Series 2019-R01, Class 2B1, Variable rate, due 07/25/2031 20754FAL6 5,000,000 $5,410,729.00 0.14%
Fannie Mae FN AL9566, 3.50%, due 06/01/2046 3138ERTY6 6,174,633 $5,513,769.30 0.14%
Fannie Mae FN FM8128, 4%, due 08/01/2051 3140XCDY1 5,887,796 $5,409,638.38 0.14%
Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 3136ACLY5 6,577,258 $5,430,718.04 0.14%
FANNIE MAE Series 2019-8, Class DY, 3.50%, due 03/25/2049 3136B3Y53 6,281,129 $5,492,767.83 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 3137FWHG8 55,705,973 $5,630,570.33 0.14%
Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032 3137AYVG3 6,671,233 $5,591,841.00 0.14%
Freddie Mac Series 5178, Class HL, 2%, due 01/25/2052 3137H53U9 8,815,818 $5,407,308.92 0.14%
Freddie Mac Series 5270, Class AL, 3%, due 11/25/2048 3137H9DF3 7,871,994 $5,450,970.90 0.14%
Freddie Mac Series 5357, Class OB, 0%, due 11/25/2053 3137HAXP6 7,465,999 $5,554,187.89 0.14%
GNMA Series 2016-37, Class AF, Variable rate, due 11/20/2043 38379VYP3 5,598,115 $5,395,236.59 0.14%
GNMA Series 2016-83, Class BP, 3%, due 06/20/2046 38379XMH0 7,231,381 $5,679,739.24 0.14%
Banc of America Merrill Lynch Large Loan Inc Series 2013-WBRK, Class A, Variable rate, due 03/10/2037 05525BAA8 5,625,000 $5,202,014.06 0.13%
BPR Trust Series 2022-OANA, Class A, Variable rate, due 04/15/2037 05592DAA2 5,000,000 $5,035,866.50 0.13%
Ellington Financial Mortgage Trust Series 2022-2, Class A1, Variable rate, due 04/25/2067 31572YAA6 5,258,012 $5,013,690.47 0.13%
Fannie Mae - CAS Series 2022-R02, Class 2M2, Variable rate, due 01/25/2042 20754BAB7 5,000,000 $5,129,505.50 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 3137F72T1 77,535,017 $5,007,777.40 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035 3137FUZK3 44,554,501 $5,165,577.58 0.13%
Freddie Mac Multiclass Certificates Series 2020-RR02, Class DX, Variable rate, due 09/27/2028 3137FQY23 79,276,000 $5,162,080.52 0.13%
Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027 3137FTZY6 96,907,000 $5,077,694.22 0.13%
GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047 38376T7H9 6,402,906 $4,950,339.77 0.13%
GNMA Series 2022-68, Class DZ, 3.50%, due 04/20/2052 38383PP62 7,466,171 $5,198,975.48 0.13%
Pagaya AI Debt Selection Trust Series 2023-5, Class A, 7.179%, due 04/15/2031 69546PAA8 5,248,044 $5,261,198.10 0.13%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 5,000,000 $4,987,993.50 0.13%
BENCHMARK Mortgage Trust Series 2023-V2, Class XA, Variable rate, due 06/15/2050 08163TAG7 141,285,452 $4,793,956.67 0.12%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2038 05591VAA3 4,559,549 $4,558,017.52 0.12%
BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 05608BAA8 4,709,794 $4,700,765.76 0.12%
CoreVest American Finance Ltd Series 2020-1, Class A1, 1.832%, due 03/15/2050 21872UAA2 4,781,650 $4,665,116.79 0.12%
FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046 3136ARBM9 5,032,823 $4,567,072.09 0.12%
FANNIE MAE Series 2019-29, Class HT, 3%, due 06/25/2049 3136B4UD8 5,771,348 $4,935,812.06 0.12%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 30335JAC5 5,000,000 $4,674,484.50 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030 3137FWHX1 55,652,865 $4,613,321.98 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030 3137FX3V8 63,500,000 $4,760,423.55 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K123, Class A2, 1.621%, due 12/25/2030 3137F8ZV8 5,700,000 $4,612,918.80 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 3137F84T7 116,246,698 $4,941,751.74 0.12%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025 33767MAA3 4,838,488 $4,558,096.39 0.12%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 34411YAA5 5,131,770 $4,712,539.22 0.12%
Freddie Mac Series 4224, Class ME, 4%, due 07/15/2043 3137B3CM8 5,388,000 $4,647,694.19 0.12%
Freddie Mac Series 4980, Class FP, Variable rate, due 07/25/2049 3137FTJK4 5,045,582 $4,904,538.02 0.12%
Freddie Mac Series 5222, Class BZ, 3.50%, due 05/25/2037 3137H7AS2 5,223,599 $4,554,551.33 0.12%
GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 38379QDE2 5,383,622 $4,632,506.98 0.12%
GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048 38380XHF7 5,647,828 $4,814,084.34 0.12%
Fannie Mae FN BM5671, 4.50%, due 01/01/2049 3140JAJR0 4,718,022 $4,475,871.85 0.11%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 31396QLV9 4,400,000 $4,235,700.92 0.11%
FANNIE MAE Series 2019-34, Class JA, 3%, due 07/25/2049 3136B5KU8 4,868,252 $4,176,467.06 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030 3137FWGB0 55,537,412 $4,394,425.49 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 276,801,325 $4,449,276.83 0.11%
Freddie Mac - SCRT Series 2017-2, Class M1, Variable rate, due 08/25/2056 35563PBH1 4,432,861 $4,371,053.08 0.11%
Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 35563PLH0 4,904,763 $4,547,500.07 0.11%
Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 35564CJU2 4,923,297 $4,354,973.08 0.11%
Freddie Mac FR SD1289, 3%, due 10/01/2050 3132DNNE9 4,967,065 $4,237,409.39 0.11%
FREMF Mortgage Trust Series 2015-K44, Class B, Variable rate, due 01/25/2048 30292NAG8 4,505,000 $4,418,951.34 0.11%
GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050 38382FP81 19,759,118 $4,461,739.31 0.11%
M360 2018-CRE1, Ltd. Series 2021-CRE3, Class A, Variable rate, due 11/18/2036 55379AAA2 4,267,344 $4,188,883.14 0.11%
Sequoia Mortgage Trust Series 2018-CH1, Class B1B, Variable rate, due 03/25/2048 81747DCC1 4,843,113 $4,414,404.96 0.11%
Towd Point Mortgage Trust Series 2017-2, Class A2, Variable rate, due 04/25/2057 89173HAB2 4,300,696 $4,218,826.54 0.11%
BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 081927AC9 75,309,700 $4,151,959.32 0.10%
Fannie Mae - CAS Series 2021-R02, Class 2M2, Variable rate, due 11/25/2041 20754KAB7 4,000,000 $4,022,184.80 0.10%
Fannie Mae FN BV8046, 4.50%, due 09/01/2052 3140MM5G9 4,076,145 $3,857,387.14 0.10%
Fannie Mae FN FM9408, 4.50%, due 06/01/2046 3140XDN28 4,231,440 $4,001,690.54 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K124, Class A2, 1.658%, due 12/25/2030 3137F9CT6 4,725,000 $3,826,092.85 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class XAM, Variable rate, due 09/25/2031 3137H3EZ1 78,491,000 $3,935,334.66 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K148, Class XAM, Variable rate, due 08/25/2032 3137H8UD1 200,000,000 $3,968,788.00 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027 3137F64R5 128,829,980 $3,946,822.40 0.10%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029 3137FTG84 47,500,000 $4,053,232.00 0.10%
GNMA Series 2022-90, Class ZG, 1.50%, due 02/20/2052 38383RK55 8,879,725 $4,115,708.16 0.10%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 43300LAA8 4,250,000 $4,010,825.73 0.10%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A4, 3.4569%, due 03/15/2050 46647TAR9 4,060,488 $3,918,307.99 0.10%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 59166DAA5 4,409,446 $4,107,583.60 0.10%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 64829EAF1 4,328,455 $4,105,141.02 0.10%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 09660QAU8 78,500,000 $3,541,315.55 0.09%
Cascade Funding Mortgage Trust Series 2021-EBO1, Class M1, Variable rate, due 11/25/2050 12530AAB7 4,052,000 $3,620,793.45 0.09%
Fannie Mae - CAS Series 2024-R01, Class 1M1, Variable rate, due 01/25/2044 20753UAA8 3,391,246 $3,398,862.60 0.09%
Fannie Mae FN BM4785, 4.50%, due 10/01/2038 3140J9J77 3,775,918 $3,638,018.12 0.09%
Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057 3136AYMD2 4,279,588 $3,377,674.42 0.09%
FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048 3136B3TV2 3,988,851 $3,532,339.96 0.09%
Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050 3136B9JR9 11,969,763 $3,717,276.93 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 3137FNX70 73,742,341 $3,407,876.93 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K100, Class X1, Variable rate, due 09/25/2029 3137FQ3C5 124,977,978 $3,619,324.76 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030 3137FVNL2 53,269,611 $3,639,619.54 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 3137F62P1 77,100,406 $3,672,114.99 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030 3137F82T9 77,738,430 $3,448,577.82 0.09%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 35564CEE3 3,789,059 $3,460,640.34 0.09%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028 3137FTG68 37,600,000 $3,556,147.84 0.09%
FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 3137B9AH8 3,962,658 $3,701,099.61 0.09%
FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048 3137FH4X8 3,962,775 $3,453,270.07 0.09%
Freddie Mac Series 5232, Class GO, 0%, due 08/25/2051 3137H7YC1 9,012,218 $3,461,593.12 0.09%
GNMA GN 720225, 4.50%, due 07/15/2039 3620A6D61 3,582,733 $3,392,860.95 0.09%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 38374VSP5 3,732,388 $3,661,333.65 0.09%
GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042 38375GHS3 6,711,842 $3,672,497.78 0.09%
GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048 38381AP59 3,791,889 $3,456,586.03 0.09%
Mello Mortgage Capital Acceptance Trust Series 2018-MTG2, Class A9, Variable rate, due 10/25/2048 585499AJ5 3,688,668 $3,398,372.73 0.09%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A3, Variable rate, due 02/25/2049 10569TAC2 3,519,906 $3,106,667.16 0.08%
Fannie Mae FN CA2947, 4%, due 12/01/2048 3140QAHZ6 3,420,960 $3,119,832.64 0.08%
FANNIE MAE Series 2019-27, Class HA, 3%, due 06/25/2049 3136B4VN5 3,574,423 $3,064,492.79 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029 3137FPJL0 57,790,000 $2,996,770.38 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029 3137FQKG7 64,993,000 $3,245,515.15 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030 3137FTG43 35,529,637 $3,192,615.02 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030 3137FXQT8 51,000,000 $3,062,799.90 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 3137H13T1 43,636,000 $3,034,709.26 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class XAM, Variable rate, due 07/25/2031 3137H1YZ3 41,565,013 $2,985,722.95 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031 3137H2NA8 58,530,863 $3,311,980.60 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class X1, Variable rate, due 08/25/2034 3137FPJA4 56,706,727 $3,230,990.54 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027 3137FF4B0 107,703,000 $3,234,127.22 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K744, Class X1, Variable rate, due 07/25/2028 3137H1Z58 106,222,149 $3,174,980.03 0.08%
Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048 33851LAM6 3,613,186 $3,206,680.91 0.08%
Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032 31397AM59 3,143,178 $3,203,787.18 0.08%
GNMA GN 784752, 4%, due 03/15/2045 3622AAEZ3 3,236,892 $3,122,148.59 0.08%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 38379KU30 3,567,315 $3,310,662.71 0.08%
GNMA Series 2020-161, Class B, 2%, due 08/16/2062 38380RAP5 6,700,000 $3,356,788.17 0.08%
GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055 38380RFV7 9,045,606 $3,167,808.15 0.08%
GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036 36244LAC7 3,064,294 $3,222,814.10 0.08%
JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 46591VBH1 3,826,150 $3,295,046.16 0.08%
New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056 64829FAA9 3,315,003 $3,066,833.92 0.08%
WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031 92939GAA5 3,500,000 $3,184,562.51 0.08%
Arroyo Mortgage Trust Series 2021-1R, Class A3, Variable rate, due 10/25/2048 042853AC5 3,007,797 $2,596,249.33 0.07%
Citigroup Commercial Mortgage Trust Series 2014-GC23, Class B, Variable rate, due 07/10/2047 17322VAW6 2,915,000 $2,865,905.28 0.07%
Citigroup Commercial Mortgage Trust Series 2016-P4, Class XA, Variable rate, due 07/10/2049 29429EAF8 87,029,721 $2,781,939.84 0.07%
CSAIL Commercial Mortgage Trust Series 2020-C19, Class XA, Variable rate, due 03/15/2053 12597NAU7 56,648,636 $2,722,782.70 0.07%
Diamond Resorts Owner Trust Series 2021-1A, Class A, 1.66%, due 11/21/2033 25273CAA8 3,020,370 $2,823,476.65 0.07%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 31394UCM2 2,655,667 $2,617,065.06 0.07%
FANNIE MAE Series 2019-37, Class A, 3%, due 03/01/2049 3136B4Y93 3,009,057 $2,584,684.22 0.07%
FANNIE MAE Series 2019-59, Class PT, 2.50%, due 10/25/2049 3136B6LR2 3,555,762 $2,957,502.29 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K128, Class XAM, Variable rate, due 03/25/2031 3137FYUN4 64,367,000 $2,714,787.65 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 3137FFXM4 159,043,759 $2,721,509.09 0.07%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class BX, Variable rate, due 12/27/2028 3137FV2D3 44,189,443 $2,793,232.36 0.07%
FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049 3137FLEW0 3,465,082 $2,767,221.43 0.07%
GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049 38382FNH3 14,014,801 $2,816,149.53 0.07%
GS Mortgage Securities Trust Series 2019-GC38, Class XA, Variable rate, due 02/10/2052 36252SAX5 66,562,856 $2,670,129.03 0.07%
GS Mortgage-Backed Securities Trust Series 2021-PJ6, Class A8, Variable rate, due 11/25/2051 36262LAJ9 3,251,975 $2,788,000.59 0.07%
Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046 97655JCB6 3,210,564 $2,945,907.78 0.07%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 12532CBE4 75,202,732 $2,558,374.37 0.06%
FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039 31398FDQ1 2,262,166 $2,178,009.97 0.06%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 31398SKS1 2,821,000 $2,554,932.87 0.06%
Fannie Mae Series 2018-72, Class FB, Variable rate, due 10/25/2058 3136B27D8 2,637,087 $2,544,087.35 0.06%
FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047 31396XD43 2,206,909 $2,211,136.92 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029 3137FPJJ5 57,263,951 $2,183,898.20 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 3137FQ4B6 69,124,909 $2,545,663.03 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029 3137FQKS1 59,029,000 $2,523,142.66 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class XAM, Variable rate, due 04/25/2030 3137FTZU4 24,006,055 $2,209,474.09 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030 3137FUZZ0 29,273,633 $2,485,673.94 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030 3137F62R7 37,151,661 $2,300,174.50 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 3137F72F1 70,811,000 $2,309,245.85 0.06%
FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041 3137A8AM0 2,593,000 $2,450,597.11 0.06%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 3137B4HE9 2,450,000 $2,220,958.32 0.06%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 3137FQVN0 2,607,811 $2,549,562.03 0.06%
GNMA G2 784063, 5%, due 09/20/2045 3622A2QQ8 2,566,360 $2,513,209.77 0.06%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 38374UNN7 2,411,196 $2,468,263.35 0.06%
GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052 38376GL99 2,854,112 $2,507,075.60 0.06%
GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059 38379RQH9 4,303,024 $2,514,482.54 0.06%
GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059 38380JLF3 4,499,384 $2,389,048.39 0.06%
Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037 826525AA5 2,287,882 $2,193,035.07 0.06%
Arroyo Mortgage Trust Series 2019-3, Class A3, Variable rate, due 10/25/2048 04285AAC9 2,136,037 $1,959,060.45 0.05%
Arroyo Mortgage Trust Series 2021-1R, Class A2, Variable rate, due 10/25/2048 042853AB7 2,178,616 $1,882,031.84 0.05%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 31573TAD0 2,422,000 $2,125,692.52 0.05%
Fannie Mae FN AE7733, 5%, due 11/01/2040 31419JSX7 2,163,141 $2,104,220.68 0.05%
Fannie Mae FN AS1719, 5%, due 02/01/2044 3138WA4D6 1,908,848 $1,855,213.16 0.05%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 3136A2HE6 1,921,517 $1,781,824.44 0.05%
FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048 3136B06R2 2,737,976 $2,017,301.66 0.05%
FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049 3136B3WA4 2,119,634 $1,873,081.89 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K047, Class X3, Variable rate, due 06/25/2043 3137BKRL6 128,644,992 $1,940,957.05 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027 3137F64T1 46,072,531 $2,083,634.82 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 3137FJZ51 1,814,756 $1,814,079.98 0.05%
FHLMC Multifamily Structured Pass Through Certs. SErkes K122, Class XAM, Variable rate, due 11/25/2030 3137F84L4 35,410,560 $2,075,094.23 0.05%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 3137AFGX4 2,009,306 $1,852,176.11 0.05%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 3137AT7D8 2,447,000 $1,983,860.96 0.05%
Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048 3137FJD63 2,402,320 $2,163,844.98 0.05%
GNMA G2 MA5714, 6%, due 01/20/2049 36179UK35 1,888,319 $1,949,654.20 0.05%
GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059 38379RMR1 3,307,104 $1,864,601.89 0.05%
JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045 46644CAP3 1,997,723 $1,991,879.41 0.05%
Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049 743874AJ8 2,491,531 $2,054,468.02 0.05%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049 16159GAL3 1,454,181 $1,403,133.52 0.04%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 21873BAA3 1,549,648 $1,390,331.73 0.04%
Countrywide Asset-Backed Certificates Series 2004-5, Class M1, Variable rate, due 08/25/2034 1266716K7 1,498,621 $1,492,477.97 0.04%
Fannie Mae FN FM1284, 3.50%, due 02/01/2046 3140X4NA0 1,590,307 $1,415,715.04 0.04%
Fannie Mae FN FS4013, 4%, due 04/01/2042 3140XKN71 1,659,233 $1,537,546.15 0.04%
Fannie Mae FN FS4015, 5.50%, due 03/01/2049 3140XKN97 1,556,668 $1,546,142.21 0.04%
FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037 31396QAU3 1,524,124 $1,498,354.31 0.04%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 31397QQC5 1,507,000 $1,510,865.15 0.04%
Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046 3136ASF50 14,724,326 $1,629,473.42 0.04%
Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057 3136AYT37 2,297,681 $1,706,927.24 0.04%
FannieMae Grantor Trust Series 2005-T1, Class A1, Variable rate, due 05/25/2035 31394C7D8 1,696,536 $1,636,299.36 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class X1, Variable rate, due 10/25/2030 3137F83S0 28,041,868 $1,406,420.26 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030 3137F83U5 24,471,000 $1,581,837.26 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 3137FHQ71 1,900,000 $1,733,775.08 0.04%
First Trust Long Duration Opportunities ETF LGOV 33738D606 73,956 $1,507,223.28 0.04%
Freddie Mac FG Q61217, 4%, due 01/01/2049 3132VMK79 1,624,108 $1,485,522.91 0.04%
Freddie Mac FG U59020, 4%, due 06/01/2035 3132FTAW8 1,488,547 $1,413,506.01 0.04%
Freddie Mac Multiclass Certificates Series 2021-RR19, Class X, Variable rate, due 04/27/2029 3137H2P57 32,013,000 $1,562,570.54 0.04%
Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035 31396CNQ9 1,653,760 $1,675,753.34 0.04%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 3137ALYJ2 1,878,000 $1,672,115.80 0.04%
GNMA G2 AC0197, 4%, due 12/20/2042 36178YGE9 1,778,854 $1,660,932.56 0.04%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 38373SV20 1,667,736 $1,589,155.09 0.04%
GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035 38374MBY4 1,698,011 $1,669,104.02 0.04%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 38378F3M0 2,223,000 $1,734,046.04 0.04%
GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056 38379RT37 2,163,556 $1,734,722.49 0.04%
GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057 38379R6F5 2,738,618 $1,614,990.02 0.04%
GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050 38382FT46 7,097,422 $1,537,021.98 0.04%
ReadyCap Commercial Mortgage Trust Series 2021-FL6, Class A, Variable rate, due 07/25/2036 75575TAA1 1,772,533 $1,761,064.64 0.04%
VMC Finance LLC Series 2021-HT1, Class A, Variable rate, due 01/18/2037 91835TAA4 1,792,732 $1,763,771.44 0.04%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A2, Variable rate, due 02/25/2049 10569TAB4 1,407,962 $1,245,892.02 0.03%
CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049 12555DAL9 1,184,978 $1,087,095.96 0.03%
Fannie Mae FN AI9124, 4%, due 08/01/2042 3138APD62 1,130,762 $1,040,835.07 0.03%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047 3138ER2K5 1,045,998 $991,682.51 0.03%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 3138MFN52 1,372,159 $1,223,076.18 0.03%
Fannie Mae FN FM1285, 4%, due 10/01/2043 3140X4NB8 1,420,059 $1,307,583.71 0.03%
FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036 31396L4R8 1,378,597 $1,343,121.55 0.03%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 31394ERF7 1,221,815 $1,208,585.65 0.03%
Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051 3136BDUX4 11,963,493 $1,130,186.37 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 98,129,637 $1,361,617.40 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 3137FWHV5 16,350,229 $1,103,060.04 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 3137FNWZ9 53,405,077 $1,146,574.97 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027 3137FTFW2 38,645,000 $1,366,243.74 0.03%
Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049 33852BAL9 1,383,319 $1,190,878.58 0.03%
Freddie Mac FR ZS2492. 6.50%, due 04/01/2035 3132A2XV9 1,106,287 $1,146,446.26 0.03%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 35,211,783 $1,317,036.90 0.03%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 31398EDX9 1,276,092 $1,259,271.02 0.03%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 31398KP61 990,190 $992,590.81 0.03%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 3137ACW96 1,387,000 $1,313,302.87 0.03%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 3137ANZG3 1,231,058 $1,088,843.25 0.03%
GNMA G2 785020, 3%, due 05/20/2050 3622AAPD0 1,235,331 $1,026,749.54 0.03%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 38377LBY3 1,406,100 $1,352,460.28 0.03%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 38377FVF5 1,029,671 $1,056,038.39 0.03%
GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042 38378GM88 1,274,452 $1,288,610.01 0.03%
GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042 38378TTN0 1,251,958 $1,218,666.58 0.03%
GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061 38380NLL1 1,963,500 $1,023,336.97 0.03%
JP Morgan Mortgage Trust Series 2019-1, Class A5, Variable rate, due 05/25/2049 46650HAE8 1,301,089 $1,191,644.29 0.03%
Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048 67097VAC8 1,216,450 $1,102,432.11 0.03%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 97655JBS0 1,296,869 $1,208,488.72 0.03%
Fannie Mae FN AB2506, 5%, due 03/01/2041 31416XYC8 812,018 $788,894.56 0.02%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040 31416YJD1 961,698 $922,226.66 0.02%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041 3138APE87 864,427 $917,107.32 0.02%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034 3138EQYB2 838,216 $810,405.69 0.02%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 3140HBD62 968,979 $924,324.54 0.02%
Fannie Mae FN BN4959, 4%, due 12/01/2048 3140JLQM9 880,759 $790,791.52 0.02%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 31396WKF2 929,125 $865,267.18 0.02%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 31398GJE0 902,929 $898,703.78 0.02%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 3136A1MS1 750,000 $636,781.35 0.02%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 3136ABFP3 744,112 $605,733.04 0.02%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 3136A4N88 776,952 $714,088.89 0.02%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 3136AHG38 1,003,000 $925,871.11 0.02%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 3136AKVK6 300,932 $700,083.41 0.02%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 3136ANAM9 875,000 $690,593.84 0.02%
Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047 3136AVQD4 6,955,759 $753,200.23 0.02%
Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049 3136B5SZ9 11,489,175 $958,676.31 0.02%
Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050 3136B8RV3 10,998,723 $942,861.10 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K054, Class A1, 2.30%, due 01/25/2025 3137BNGS7 797,908 $786,753.48 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 3137FL2N3 28,520,120 $924,696.45 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 3137FLYL2 15,752,212 $804,273.28 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class X1, Variable rate, due 02/25/2026 3137FLN59 99,460,079 $839,124.79 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K735, Class X1, Variable rate, due 05/25/2026 3137FMU83 41,253,223 $628,228.83 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 3137FQXL2 73,603,713 $858,013.20 0.02%
FIVE 2023-V1 Series 2023-V1, Class XA, Variable rate, due 02/10/2056 337964AD2 30,198,131 $679,750.87 0.02%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048 3132XXS34 645,855 $616,939.34 0.02%
Freddie Mac FG U64762, 4.50%, due 10/01/2045 3132MQFB7 835,470 $794,454.13 0.02%
Freddie Mac FH 760043, Variable rate, due 12/01/2048 31342WBL4 907,023 $875,183.64 0.02%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 31393LYD9 654,000 $650,369.17 0.02%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 31393RFB1 934,000 $921,735.08 0.02%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 31395K2B8 704,152 $725,575.85 0.02%
FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035 31395TYA6 785,000 $765,552.58 0.02%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 31398JGX5 831,535 $795,233.56 0.02%
Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041 3137AHZ76 7,126,371 $602,309.44 0.02%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 3137B0PK4 905,000 $766,809.85 0.02%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 3137B16B3 732,650 $669,377.10 0.02%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 3137B1HG0 826,035 $691,855.69 0.02%
Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046 3137BNRK2 9,295,098 $853,243.48 0.02%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 3137BQXX0 771,702 $657,678.24 0.02%
Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049 3137FQEU3 7,634,746 $645,839.22 0.02%
Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050 3137FQPH0 8,317,424 $653,934.17 0.02%
Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049 3137FTF28 2,515,155 $631,546.62 0.02%
GNMA G2 769102, 4.50%, due 07/20/2041 36176LGK5 852,662 $817,476.93 0.02%
GNMA G2 BB1216, 4.50%, due 06/20/2047 3617ARK55 838,250 $791,912.11 0.02%
GNMA GN 711563, 4.50%, due 03/15/2041 36297GQQ6 660,491 $648,619.84 0.02%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 38376PWN6 732,000 $699,489.98 0.02%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 38373AM52 881,742 $860,062.96 0.02%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 38376FUK6 681,186 $655,701.88 0.02%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 38377UAJ7 771,202 $721,652.73 0.02%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 38378PXC7 688,000 $627,816.44 0.02%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 38378TLD0 953,680 $706,850.64 0.02%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 38380AAW7 1,083,184 $908,125.57 0.02%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 38380ASK4 6,475,622 $640,155.43 0.02%
GNMA Series 2017-123, Class IO, 5%, due 08/16/2047 38380F6N1 3,204,600 $648,478.98 0.02%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 38380CYG2 1,023,247 $868,411.80 0.02%
GNMA Series 2018-131, Class IA, 5%, due 04/20/2044 38380YZK4 4,908,455 $964,843.64 0.02%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 38380VVB4 948,088 $642,273.12 0.02%
GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050 38382FJZ8 3,000,000 $631,706.70 0.02%
GNMA Series 2021-46, Class IL, 3%, due 03/20/2051 38382P4V1 6,176,869 $775,562.77 0.02%
JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050 46651DAR7 1,049,211 $924,115.80 0.02%
Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049 74387LAJ0 1,169,914 $967,024.72 0.02%
TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048 88632AAA6 907,446 $820,175.92 0.02%
Fannie Mae FN 735415, 6.50%, due 12/01/2032 31402RAQ2 225,250 $231,076.04 0.01%
Fannie Mae FN 890556, 4.50%, due 10/01/2043 31410LMD1 614,944 $579,403.62 0.01%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042 31417FUA4 406,840 $358,874.23 0.01%
Fannie Mae FN AE9959, 5%, due 03/01/2041 31419MB59 373,037 $362,414.17 0.01%
Fannie Mae FN AI9114, 4%, due 06/01/2042 3138APDU9 260,924 $240,187.07 0.01%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043 3138EKNK7 351,886 $313,422.78 0.01%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043 3138ENRL5 415,878 $396,354.24 0.01%
Fannie Mae FN AL7637, 5%, due 01/01/2042 3138EQPX4 339,883 $331,000.80 0.01%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 3140HBDE5 442,311 $421,923.13 0.01%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 3140HBDR6 315,223 $300,691.02 0.01%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 31393CSV6 258,551 $258,931.66 0.01%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 31393EHE2 355,000 $329,312.80 0.01%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 31394AWK8 594,541 $585,533.49 0.01%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 31394DYA2 340,847 $349,751.87 0.01%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 31396X7A6 225,967 $226,855.67 0.01%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 31396WSC1 604,096 $557,427.67 0.01%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 31396WK70 488,804 $495,346.67 0.01%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 31396PSA0 313,274 $306,568.43 0.01%
FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040 31398GTS8 297,806 $264,675.77 0.01%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 31398PHK8 500,000 $481,854.50 0.01%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 31398PEC9 256,267 $246,559.90 0.01%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 31398PMS5 273,301 $266,276.42 0.01%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 31397S7M0 258,983 $255,463.95 0.01%
FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042 3136A94X3 6,223,013 $536,439.26 0.01%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 3136AAFH3 456,104 $367,811.69 0.01%
FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042 3136A6AH7 395,622 $338,619.78 0.01%
FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043 3136ACCG4 690,000 $453,487.04 0.01%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 3136AGPZ9 379,979 $315,879.24 0.01%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 3136ADR35 750,000 $567,309.68 0.01%
FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043 3136AEJ24 303,593 $241,736.62 0.01%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 3136ALK26 639,172 $480,088.79 0.01%
FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046 3136ATVK7 5,468,839 $273,855.37 0.01%
FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046 3136ATM76 2,648,045 $463,440.46 0.01%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 3136AUKR1 209,111 $203,597.12 0.01%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 3136AWC96 597,364 $410,054.01 0.01%
Fannie Mae Series 2017-65, Class SA, Variable rate, due 09/25/2047 3136AXF26 4,699,271 $392,960.53 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class XAM, Variable rate, due 02/25/2026 3137FLN75 68,018,000 $522,548.97 0.01%
First Trust Intermediate Government Opportunities ETF MGOV 33738D838 19,754 $387,672.25 0.01%
Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048 33851HAD5 231,849 $226,019.05 0.01%
Freddie Mac FG A7828, 3.50%, due 08/01/2035 3128K8VV5 279,067 $255,758.75 0.01%
Freddie Mac FG B70791, 4%, due 06/01/2039 3129882Y3 525,234 $506,541.48 0.01%
Freddie Mac FG G05275, 5.50%, due 02/01/2039 3128M7FQ4 203,158 $202,061.61 0.01%
Freddie Mac FG G07100, 5.50%, due 07/01/2040 3128M9GH9 331,278 $329,491.58 0.01%
Freddie Mac FG G07329, 4%, due 01/01/2043 3128M9PN6 249,713 $230,314.25 0.01%
Freddie Mac FG G07683, 4%, due 03/01/2044 3128M92Q4 266,623 $245,705.36 0.01%
Freddie Mac FG G60114, 5.50%, due 06/01/2041 31335ADT2 299,264 $297,652.70 0.01%
Freddie Mac FG G60168, 4.50%, due 07/01/2045 31335AFH6 469,424 $445,774.60 0.01%
Freddie Mac FG N70081, 5.50%, due 07/01/2038 31281LCS5 206,703 $200,118.71 0.01%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042 3132HQPT3 308,411 $275,565.24 0.01%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048 3132XXEZ8 310,340 $296,442.67 0.01%
Freddie Mac FG U50165, 4%, due 05/01/2032 3132GHBH5 216,347 $207,565.92 0.01%
Freddie Mac FG U90690, 3.50%, due 06/01/2042 3132H3XT5 643,306 $564,496.52 0.01%
Freddie Mac Multiclass Certificates Series 2021-P011, Class X1, Variable rate, due 09/25/2045 3137H2NR1 4,012,485 $461,016.47 0.01%
FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033 31393VKU4 282,780 $269,317.48 0.01%
FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033 31393VKV2 616,462 $539,012.91 0.01%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 31394YH98 227,297 $224,477.91 0.01%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 31395KL92 227,322 $214,885.80 0.01%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 31398KRU6 318,379 $313,933.07 0.01%
FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040 31398LXJ2 437,796 $432,533.90 0.01%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 31398QFX0 462,495 $445,623.20 0.01%
FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040 3137A0XA8 550,000 $522,022.82 0.01%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 3137A62R2 535,101 $528,608.69 0.01%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 3137ALAF6 325,604 $325,345.94 0.01%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 3137AT5V0 718,436 $569,959.96 0.01%
FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043 3137B22X7 500,000 $411,010.80 0.01%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 3137BLDP0 405,989 $403,600.56 0.01%
FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045 3137BMNB8 296,682 $204,952.03 0.01%
FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046 3137BMNX0 502,209 $344,367.77 0.01%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 3137BYGP9 600,000 $463,594.80 0.01%
Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048 3137F4W73 2,502,200 $247,791.08 0.01%
Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049 3137FNHT0 5,848,574 $538,854.27 0.01%
Freddie Mac Series 5034, Class IO, Variable rate, due 05/01/2039 3137F6JT5 11,215,531 $575,151.47 0.01%
FreddieMac Strip Series 276, Class SS, Variable rate, due 09/15/2042 31325TUP2 5,804,203 $500,680.17 0.01%
GNMA G2 726317, 4.25%, due 06/20/2036 3620AQAS2 430,383 $399,763.62 0.01%
GNMA G2 745478, 5%, due 08/20/2040 3620C1FT8 216,406 $208,910.17 0.01%
GNMA G2 748939, 4%, due 09/20/2040 3620C5BG1 476,025 $438,644.73 0.01%
GNMA G2 AD0026, 3.50%, due 06/20/2033 36180BA35 313,047 $293,711.68 0.01%
GNMA G2 AI6317, 4.50%, due 06/20/2044 36198TAS1 517,458 $488,698.30 0.01%
GNMA G2 AK2389, 4.50%, due 11/20/2044 36183KUN6 386,428 $365,670.36 0.01%
GNMA G2 BB4731, 4%, due 07/20/2047 3617AVHG6 348,311 $318,359.39 0.01%
GNMA G2 BB4757, 4%, due 08/20/2047 3617AVJA7 271,608 $252,274.35 0.01%
GNMA G2 BD0483, 4.50%, due 11/20/2047 3617BFRC8 225,000 $212,563.23 0.01%
GNMA G2 BF0415, 5%, due 06/20/2035 3617G6N86 358,170 $346,679.60 0.01%
GNMA G2 BL6909, 5%, due 03/20/2049 3617JKVA8 265,587 $256,884.47 0.01%
GNMA GN 658324, 5.50%, due 03/15/2037 36294SLD7 221,082 $222,656.89 0.01%
GNMA GN 737673, 4.50%, due 11/15/2040 3620ARQ20 593,284 $565,637.88 0.01%
GNMA GN 762905, 4.50%, due 04/15/2041 36176DKS1 244,256 $232,601.92 0.01%
GNMA GN 781623, 5%, due 06/15/2033 36225BYU6 211,590 $204,273.28 0.01%
GNMA GN 784343, 5%, due 02/15/2041 3622A2ZG0 338,624 $334,458.14 0.01%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 38373SM61 218,252 $217,460.20 0.01%
GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034 38374KGD9 261,300 $254,668.96 0.01%
GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034 38374GV41 441,801 $444,781.30 0.01%
GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035 38374KPS6 261,300 $245,231.36 0.01%
GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035 38374KPT4 261,300 $250,392.49 0.01%
GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046 38380BHQ1 343,432 $222,774.42 0.01%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 38374NPM3 453,232 $452,167.21 0.01%
GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036 38374NV20 208,972 $207,016.90 0.01%
GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037 38373MC32 501,376 $506,467.89 0.01%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 38375L4C1 443,141 $443,614.27 0.01%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 38375XBM5 389,270 $385,900.13 0.01%
GNMA Series 2009-32, Class SZ, 5.50%, due 05/16/2039 38374UCB5 453,828 $457,637.52 0.01%
GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039 38376FEC2 315,034 $331,686.53 0.01%
GNMA Series 2009-61, Class WQ, Variable rate, due 11/16/2035 38376FJN3 6,962,240 $442,038.89 0.01%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 38376CKS7 455,000 $433,903.65 0.01%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 38377NF41 503,531 $413,378.19 0.01%
GNMA Series 2011-129, Class CL, 5%, due 03/20/2041 38376LU98 239,265 $231,564.59 0.01%
GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041 38377TAY7 297,055 $287,837.64 0.01%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 38375GGT2 5,846,654 $274,465.93 0.01%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 38379CA89 630,982 $575,405.79 0.01%
GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038 38379QAH8 331,078 $329,764.37 0.01%
GNMA Series 20156-66, Class LI, 5%, due 05/16/2045 38379PC54 3,857,245 $397,710.46 0.01%
GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045 38379YV39 5,164,988 $457,186.14 0.01%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 38380CAX1 464,000 $428,806.67 0.01%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 38379XH60 256,849 $255,522.83 0.01%
GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047 38380GAD6 3,991,715 $267,055.70 0.01%
GNMA Series 2017-133, Class JI, 7%, due 06/20/2041 38380HCX8 3,211,136 $380,081.65 0.01%
GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035 38380CS95 3,230,477 $453,336.77 0.01%
GNMA Series 2017-56, Class BI, 6%, due 04/16/2047 38376UJQ3 3,482,164 $506,878.37 0.01%
GNMA Series 2018-79, Class IO, 5%, due 06/20/2048 38380XDR5 4,123,733 $592,952.86 0.01%
GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050 36257QAA4 526,377 $471,575.54 0.01%
JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050 46591KBE2 610,361 $526,994.56 0.01%
Sequoia Mortgage Trust Series 20178-CH1, Class A13, Variable rate, due 08/25/2047 81746HAN1 358,846 $330,199.06 0.01%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 95001TAA3 252,398 $233,180.16 0.01%
2024-05-24 US 10YR NOTE (CBT)Jun24 C 112 -125 ($7,812.50) 0.00%
2024-05-24 US 10YR NOTE (CBT)Jun24 P 108 -170 ($183,281.28) 0.00%
2024-05-24 US 10yr Ultra Fut Jun24 C 118 -200 ($9,375.00) 0.00%
2024-05-24 US 2YR NOTE (CBT) Jun24 C 102.25 -25 ($3,515.65) 0.00%
2024-05-24 US 2YR NOTE (CBT) Jun24 C 103 -25 ($1,171.90) 0.00%
2024-05-24 US 2YR NOTE (CBT) Jun24 C 103.50 -175 ($5,468.75) 0.00%
2024-05-24 US 2YR NOTE (CBT) Jun24 P 101.50 -300 ($168,750.00) 0.00%
2024-05-24 US 5YR NOTE (CBT) Jun24 C 108 -950 ($66,797.35) 0.00%
2024-05-24 US 5YR NOTE (CBT) Jun24 C 108.50 -200 ($10,937.60) 0.00%
2024-05-24 US 5YR NOTE (CBT) Jun24 C 110 -225 ($7,031.25) 0.00%
2024-05-24 US 5YR NOTE (CBT) Jun24 P 105 -100 ($67,968.80) 0.00%
2024-05-24 US LONG BOND(CBT) Jun24 C 118 -296 ($134,125.00) 0.00%
2024-05-24 US LONG BOND(CBT) Jun24 C 126 -25 ($1,171.88) 0.00%
2024-05-24 US LONG BOND(CBT) Jun24 C 128 -25 ($781.25) 0.00%
2024-05-24 US LONG BOND(CBT) Jun24 P 110 -100 ($50,000.00) 0.00%
2024-05-24 US LONG BOND(CBT) Jun24 P 115 -50 ($110,937.50) 0.00%
2024-05-24 US ULTRA BOND CBT Jun24 C 128 -50 ($14,062.50) 0.00%
2024-05-24 US ULTRA BOND CBT Jun24 C 130 -90 ($15,468.77) 0.00%
2024-05-24 US ULTRA BOND CBT Jun24 C 134 -10 ($625.00) 0.00%
2024-05-24 US ULTRA BOND CBT Jun24 P 115 -30 ($20,625.00) 0.00%
2024-05-24 US ULTRA BOND CBT Jun24 P 118 -70 ($101,718.75) 0.00%
2024-06-14 3 MONTH SOFR FUT Jun24 P 94.50 -100 ($1,250.00) 0.00%
2024-08-23 US 10YR NOTE (CBT)Sep24 P 106 -175 ($169,531.25) 0.00%
2024-08-23 US 10YR NOTE (CBT)Sep24 P 107 -100 ($132,812.50) 0.00%
2024-08-23 US 10YR NOTE (CBT)Sep24 P 108 -25 ($44,140.63) 0.00%
2024-08-23 US 2YR NOTE (CBT) Sep24 C 102.50 -50 ($27,343.80) 0.00%
2024-08-23 US LONG BOND(CBT) Sep24 P 108 -125 ($164,062.50) 0.00%
Countrywide Home Loans Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 12669FZW6 29,528 $14,792.27 0.00%
Fannie Mae FN 190371, 6.50%, due 07/01/2036 31368HMU4 29,987 $30,601.86 0.00%
Fannie Mae FN 255190, 5.50%, due 05/01/2034 31371LNF2 16,991 $16,876.30 0.00%
Fannie Mae FN 255984, 4.50%, due 11/01/2025 31371MJ57 3,947 $3,895.91 0.00%
Fannie Mae FN 256181, 5.50%, due 03/01/2036 31371MRA7 49,693 $49,099.02 0.00%
Fannie Mae FN 256808, 5.50%, due 07/01/2037 31371NGR0 4,302 $4,210.10 0.00%
Fannie Mae FN 256936, 6%, due 10/01/2037 31371NLR4 32,796 $32,956.99 0.00%
Fannie Mae FN 555851, 6.50%, due 01/01/2033 31385XQC4 7,712 $7,802.46 0.00%
Fannie Mae FN 747097, 6%, due 10/01/2029 31403E7J0 31,264 $31,078.52 0.00%
Fannie Mae FN 788149, 5.50%, due 05/01/2033 31405FTE2 179,198 $178,785.70 0.00%
Fannie Mae FN 850000, 5.50%, due 01/01/2036 31408FKM0 182,627 $181,393.09 0.00%
Fannie Mae FN 871039, 5.50%, due 02/01/2037 31409GV86 31,278 $30,843.19 0.00%
Fannie Mae FN 888163, 7%, due 12/01/2033 31410FWY7 62,346 $63,924.10 0.00%
Fannie Mae FN 890149, 6.50%, due 10/01/2038 31410K5J9 7,542 $7,813.05 0.00%
Fannie Mae FN 890231, 5%, due 07/01/2025 31410LA85 4,082 $4,037.44 0.00%
Fannie Mae FN 930562, 5%, due 02/01/2039 31412NZ33 7,351 $7,159.91 0.00%
Fannie Mae FN 953115, 5.50%, due 11/01/2038 31413RK47 83,066 $82,503.62 0.00%
Fannie Mae FN 976871, 6.50%, due 08/01/2036 31414UW87 27,261 $27,605.62 0.00%
Fannie Mae FN 995097, 6.50%, due 10/01/2037 31416BNN4 11,076 $11,474.16 0.00%
Fannie Mae FN 995149, 6.50%, due 10/01/2038 31416BQA9 54,951 $55,594.20 0.00%
Fannie Mae FN 995228, 6.50%, due 11/01/2038 31416BSR0 28,083 $29,327.41 0.00%
Fannie Mae FN AA3303, 5.50%, due 06/01/2038 31416LU53 77,000 $74,223.19 0.00%
Fannie Mae FN AB2133, 4%, due 01/01/2026 31416XLP3 3,113 $3,060.33 0.00%
Fannie Mae FN AC1232, 5%, due 07/01/2024 31417KLN5 818 $812.42 0.00%
Fannie Mae FN AD0889, 6%, due 09/01/2024 31418M7B2 57 $57.10 0.00%
Fannie Mae FN AD5222, 4.50%, due 05/01/2030 31418SYU7 5,530 $5,401.52 0.00%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036 31419AEK9 133,796 $127,060.19 0.00%
Fannie Mae FN AH0979, 3.50%, due 01/01/2041 3138A2CR8 180,414 $159,614.68 0.00%
Fannie Mae FN AH1141, 4.50%, due 12/01/2040 3138A2HT9 73,189 $69,751.82 0.00%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031 3138AKXX2 93,615 $91,337.12 0.00%
Fannie Mae FN AI6581, 4.50%, due 07/01/2041 3138ALJ32 18,382 $17,518.50 0.00%
Fannie Mae FN AL0212, 5.50%, due 02/01/2038 3138EGGW8 52,687 $52,331.59 0.00%
Fannie Mae FN AL2142, 6.50%, due 09/01/2038 3138EJLY2 55,333 $56,618.98 0.00%
Fannie Mae FN AL2892, 3.50%, due 12/01/2042 3138EKGA7 59,599 $53,060.41 0.00%
Fannie Mae FN AL6948, 5%, due 09/01/2025 3138EPWJ9 2,384 $2,365.72 0.00%
Fannie Mae FN AP1197, 3.50%, due 09/01/2042 3138M4KK7 173,917 $154,880.20 0.00%
Fannie Mae FN AP7963, 4%, due 09/01/2042 3138MBZ58 103,320 $95,788.80 0.00%
Fannie Mae FN AQ9999, 3%, due 02/01/2043 3138MSDD8 206,286 $177,115.04 0.00%
Fannie Mae FN AS7211, 3%, due 04/01/2046 3138WHAM4 149,595 $128,472.28 0.00%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047 3138WLC43 171,224 $160,430.97 0.00%
Fannie Mae FN AT0332, 3%, due 04/01/2043 3138WMLN9 61,087 $52,441.33 0.00%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045 3138YDAP4 58,697 $55,941.93 0.00%
Fannie Mae FN BH9428, 4.50%, due 09/01/2047 3140GYPN3 9,919 $9,340.71 0.00%
Fannie Mae FN BJ6232, 5%, due 04/01/2048 3140H74S3 31,930 $30,843.17 0.00%
Fannie Mae FN MA0096, 4.50%, due 06/01/2029 31417YDA2 49,834 $48,742.06 0.00%
Fannie Mae FN MA0295, 5%, due 01/01/2030 31417YKH9 20,294 $20,021.23 0.00%
Fannie Mae FN MA0777, 5%, due 06/01/2031 31417Y2K2 2,305 $2,276.34 0.00%
Fannie Mae FN MA1222, 4%, due 10/01/2032 31418ALC0 21,870 $20,912.19 0.00%
Fannie Mae FN MA1228, 3%, due 09/01/2042 31418ALJ5 42,634 $36,607.79 0.00%
Fannie Mae FN MA2509, 3%, due 01/01/2046 31418BYF7 1,717 $1,433.07 0.00%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047 31418CNT7 142,778 $134,789.63 0.00%
Fannie Mae FN MA3123, 5%, due 08/01/2047 31418CPH1 88,947 $86,030.04 0.00%
FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026 31359KW45 7,633 $329.55 0.00%
FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031 313920PF1 7,322 $136.97 0.00%
FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031 313920B41 1,246 $1,223.39 0.00%
FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032 31392CDZ4 4,450 $4,535.09 0.00%
FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032 31392FLJ4 78,797 $71,565.49 0.00%
FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033 31392JGL7 8,082 $7,853.37 0.00%
FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033 31392JM71 23,617 $22,825.80 0.00%
FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033 31393BKD6 58,388 $8,330.11 0.00%
FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027 31393DRP8 8,922 $8,886.03 0.00%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 31393XRL3 172,491 $173,061.44 0.00%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 31393XSN8 188,145 $188,766.84 0.00%
FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034 31393YES0 47,945 $44,840.77 0.00%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 31394CCK6 1,120,744 $62,811.96 0.00%
FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033 31394CCQ3 226,822 $1,522.36 0.00%
FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035 31394DGJ3 64,784 $59,772.55 0.00%
FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035 31394DQF0 51,132 $3,131.46 0.00%
FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035 31394FHE8 28,202 $1,504.87 0.00%
FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035 31394UET5 63,545 $64,756.60 0.00%
FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036 31396LC99 147,708 $145,375.53 0.00%
FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036 31395BVS9 33,074 $2,885.85 0.00%
FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030 31395BW33 419,241 $9,614.88 0.00%
FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036 31395DAL3 29,367 $29,506.38 0.00%
FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035 31394VL57 31,139 $30,897.67 0.00%
FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035 31394VL99 14,058,890 $8,786.94 0.00%
FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036 31396KB50 31,467 $32,122.43 0.00%
FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037 31396YBM3 52,245 $51,890.36 0.00%
FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037 31396VCB2 18,414 $17,975.24 0.00%
FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038 31396YSL7 5,049 $257.40 0.00%
FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038 31396YJD5 133,250 $125,809.54 0.00%
FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038 31396YHW5 16,933 $15,909.05 0.00%
FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040 31398GUS6 134,320 $8,322.69 0.00%
FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040 31398GMM8 45,021 $43,537.97 0.00%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 31398FTF8 154,295 $151,497.42 0.00%
FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039 31398FVJ7 97,000 $93,194.65 0.00%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 31398NNU4 73,727 $61,989.18 0.00%
FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040 31398SGL1 181,300 $4,461.41 0.00%
FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040 31398MUM6 119,061 $99,790.51 0.00%
FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040 31398G3T4 214,313 $186,942.63 0.00%
FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050 31398THN4 278,131 $62,772.44 0.00%
FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026 3136A1ZF5 715,527 $13,421.79 0.00%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 3136A2PK3 2,892,782 $118,265.33 0.00%
FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041 31397SMD3 82,802 $3,350.30 0.00%
FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041 31397SMA9 144,069 $136,770.62 0.00%
FANNIE MAE Series 2011-73, Class PI, 4.50%, due 05/25/2041 3136A0UT2 302,744 $7,253.50 0.00%
FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033 3136A0JB4 141,269 $16,828.48 0.00%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 31397QNH7 139,344 $135,017.28 0.00%
FANNIE MAE Series 2012-101, Class AI, 3%, due 06/25/2027 3136A75X6 841,451 $12,365.19 0.00%
FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027 3136A8ZJ2 1,452,756 $41,646.01 0.00%
FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042 3136A92Y3 121,743 $18,707.83 0.00%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 3136ADZ44 916,789 $178,141.11 0.00%
FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042 3136AAZM0 435,138 $194,208.62 0.00%
FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027 3136A6A53 60,054 $1,911.82 0.00%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 3136AGQC9 129,522 $109,415.36 0.00%
FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043 3136AGC91 195,852 $142,628.36 0.00%
FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028 3136ACE56 202,907 $6,780.59 0.00%
FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043 3136ADCB3 53,099 $33,766.59 0.00%
FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033 3136AEQT7 427,988 $39,565.02 0.00%
FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043 3136AEZ67 138,346 $116,597.75 0.00%
FANNIE MAE Series 2013-75, Class FC, Variable rate, due 07/25/2042 3136AFNZ3 65,223 $64,951.02 0.00%
FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029 3136AJV86 38,289 $1,419.16 0.00%
FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043 3136ALRP8 77,703 $5,356.07 0.00%
FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026 3136AL2S9 244,286 $4,979.38 0.00%
FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 3136AQGL8 117,854 $1,371.64 0.00%
FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044 3136AQT75 19,793 $283.51 0.00%
FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046 3136ATD76 315,040 $50,663.26 0.00%
FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032 3136FAJF8 53,053 $9,175.05 0.00%
FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032 3136FAMX5 47,781 $5,821.79 0.00%
FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032 3136FANS5 124,581 $15,908.46 0.00%
FANNIEMAE STRIP Series 343, Class 2, 4.50%, due 10/25/2033 3136FA5Y2 149,646 $17,584.10 0.00%
FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034 3136FCCR5 152,094 $21,252.86 0.00%
FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033 3136FCEX0 31,530 $3,886.27 0.00%
FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033 3136FCEY8 45,296 $6,507.26 0.00%
FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035 3136FCTX4 77,646 $10,995.84 0.00%
FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035 3136FCWD4 64,240 $10,315.31 0.00%
FANNIEMAE STRIP Series 398, Class C13, 4%, due 06/25/2024 3136FGRM1 324 $0.77 0.00%
FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041 3136FLCA2 237,195 $34,661.62 0.00%
FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042 3136FLCE4 264,706 $38,572.35 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KG06, Class X1, Variable rate, due 10/25/2031 3137H4C73 0 $0.00 0.00%
First Trust Commercial Mortgage Opportunities ETF CAAA 33738D762 300 $6,003.00 0.00%
Freddie Mac FG A19763, 5%, due 04/01/2034 31296UZ46 65,582 $63,559.24 0.00%
Freddie Mac FG A47937, 5.50%, due 08/01/2035 3128K8ZA7 128,968 $128,275.32 0.00%
Freddie Mac FG A48972, 5.50%, due 05/01/2036 3128K96H2 56,533 $56,228.12 0.00%
Freddie Mac FG A54675, 5.50%, due 01/01/2036 3128KHFQ4 54,897 $54,601.60 0.00%
Freddie Mac FG A65324, 5.50%, due 09/01/2037 3128KV4H5 122,471 $121,811.46 0.00%
Freddie Mac FG A97294, 4%, due 02/01/2041 312946C79 68,789 $63,427.14 0.00%
Freddie Mac FG C01310, 6.50%, due 03/01/2032 31292HN34 2,124 $2,164.36 0.00%
Freddie Mac FG C03458, 5%, due 02/01/2040 31292KZX8 8,425 $8,207.19 0.00%
Freddie Mac FG C04269, 3%, due 10/01/2042 31292LW68 76,709 $66,515.37 0.00%
Freddie Mac FG C91482, 3.50%, due 07/01/2032 3128P7UF8 12,252 $11,586.47 0.00%
Freddie Mac FG E02883, 4%, due 04/01/2026 31294MFY2 4,925 $4,842.39 0.00%
Freddie Mac FG G01443, 6.50%, due 08/01/2032 31283HS89 10,312 $10,473.58 0.00%
Freddie Mac FG G02017, 5%, due 12/01/2035 3128LXG20 183,042 $178,546.32 0.00%
Freddie Mac FG G04814, 5.50%, due 10/01/2038 3128M6VF2 84,213 $83,759.59 0.00%
Freddie Mac FG G05173, 4.50%, due 11/01/2031 3128M7CJ3 12,859 $12,540.80 0.00%
Freddie Mac FG G05449, 4.50%, due 05/01/2039 3128M7L61 47,367 $45,205.64 0.00%
Freddie Mac FG G06583, 5%, due 06/01/2041 3128M8UG7 140,641 $137,004.41 0.00%
Freddie Mac FG G07266, 4%, due 12/01/2042 3128M9MP4 36,203 $33,201.14 0.00%
Freddie Mac FG G08113, 6.50%, due 02/01/2036 3128MJDT4 1,383 $1,414.18 0.00%
Freddie Mac FG G13733, 5%, due 11/01/2024 3128MCLN3 3,120 $3,098.82 0.00%
Freddie Mac FG G14088, 4%, due 02/01/2026 3128MCXR1 8,743 $8,641.32 0.00%
Freddie Mac FG G14106, 6%, due 10/01/2024 3128MCYB5 805 $812.54 0.00%
Freddie Mac FG G14348, 4%, due 10/01/2026 3128MDBR3 87,319 $86,421.70 0.00%
Freddie Mac FG G14376, 4%, due 09/01/2025 3128MDCM3 770 $761.79 0.00%
Freddie Mac FG G14995, 5.50%, due 12/01/2024 3128MDXY4 29 $29.34 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 28 $27.42 0.00%
Freddie Mac FG G15949, 4%, due 01/01/2029 3128MEZN4 17,407 $17,222.33 0.00%
Freddie Mac FG G60020, 4.50%, due 12/01/2043 31335AAV0 7,067 $6,636.01 0.00%
Freddie Mac FG G60194, 3.50%, due 08/01/2045 31335AGB8 170,617 $151,590.28 0.00%
Freddie Mac FG G60808, 3%, due 10/01/2046 31335A3R7 160,170 $137,083.05 0.00%
Freddie Mac FG H09034, 5.50%, due 05/01/2037 3128UNBB7 2,153 $2,132.02 0.00%
Freddie Mac FG J09798, 4%, due 05/01/2024 3128PM3F5 71 $71.10 0.00%
Freddie Mac FG J10623, 4%, due 09/01/2024 3128PPVQ3 1,531 $1,519.62 0.00%
Freddie Mac FG N70075, 5%, due 01/01/2035 31281LCL0 70,644 $68,861.78 0.00%
Freddie Mac FG Q07189, 4%, due 04/01/2042 3132GSKA6 44,153 $40,723.87 0.00%
Freddie Mac FG Q07479, 3.50%, due 04/01/2042 3132GSUC1 14,976 $13,372.46 0.00%
Freddie Mac FG Q11791, 3.50%, due 10/01/2042 3132HM7C9 62,212 $55,459.55 0.00%
Freddie Mac FG Q11836, 3.50%, due 10/01/2042 3132HNBD0 42,309 $37,795.60 0.00%
Freddie Mac FG U80212, 3.50%, due 02/01/2033 3132G7GV1 44,049 $41,343.03 0.00%
Freddie Mac FG U90245, 3.50%, due 10/01/2042 3132H3HW6 65,411 $58,043.76 0.00%
Freddie Mac FG U90932, 3%, due 02/01/2043 3132H4A92 8,942 $7,689.13 0.00%
Freddie Mac FG U99045, 3.50%, due 03/01/2043 3132H7BP8 71,857 $63,761.41 0.00%
Freddie Mac FG U99084, 4.50%, due 02/01/2044 3132H7CW2 82,198 $78,486.21 0.00%
Freddie Mac FG U99096, 4.50%, due 05/01/2044 3132H7DA9 105,291 $99,731.46 0.00%
Freddie Mac FN U99091, 4.50%, due 03/01/2044 3132H7C51 40,534 $38,392.82 0.00%
FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028 3133TGKG3 591 $43.62 0.00%
FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028 3133THHD2 2,410 $2,399.75 0.00%
Freddie Mac Series 2410, Class OG, 6.375%, due 02/15/2032 31339NKJ4 150,747 $150,619.81 0.00%
Freddie Mac Series 2437, Class SA, Variable rate, due 01/15/2029 31339WW85 81,762 $3,350.09 0.00%
FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033 31393JLU0 124,462 $121,957.21 0.00%
FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033 31393LFT5 79,630 $79,615.60 0.00%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 31393L2Q5 192,724 $193,124.73 0.00%
FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033 31393LCM3 79,950 $9,213.24 0.00%
FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033 31393NTQ2 12,813 $12,651.60 0.00%
FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035 31396AAK0 84,438 $6,026.42 0.00%
FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035 31396FPT4 24,725 $23,745.35 0.00%
FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036 31396HX79 76,544 $77,895.18 0.00%
FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037 31397F5S7 26,459 $26,535.91 0.00%
FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037 31397HM70 156,519 $134,169.71 0.00%
FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037 31397JSA3 31,340 $30,848.34 0.00%
FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 31397KDY4 60,603 $60,497.73 0.00%
FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036 31397KTL5 52,887 $51,415.04 0.00%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 31397PRT9 139,272 $139,696.19 0.00%
FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037 31397RCQ7 77,614 $77,482.39 0.00%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 31397RDR4 160,424 $154,721.07 0.00%
FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038 31397TJN3 119,297 $440.46 0.00%
FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039 31398EXD1 177,000 $167,020.73 0.00%
FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039 31398JSS3 856,793 $44,649.11 0.00%
FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039 31398KHZ6 37,105 $30,365.31 0.00%
FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037 31398KD98 87,648 $78,568.75 0.00%
FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040 31398VFK7 107,000 $100,707.02 0.00%
FREDDIE MAC Series 3704, Class ED, 4%, due 12/15/2036 3137A0Y82 122,610 $121,591.66 0.00%
FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025 3137GAFM4 122,760 $2,037.10 0.00%
FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030 3137GAFQ5 47,394 $3,884.12 0.00%
FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040 3137GARQ2 180,631 $13,270.50 0.00%
FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040 3137A4LR6 163,806 $134,083.86 0.00%
FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040 3137AMMY0 18,275 $17,844.86 0.00%
FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041 3137ANCR4 18,300 $16,255.77 0.00%
FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027 3137AMGA9 138,504 $3,854.28 0.00%
FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027 3137APLG3 182,749 $4,458.35 0.00%
FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027 3137APVG2 388,118 $8,473.98 0.00%
FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042 3137ATJQ6 22,673 $1,843.31 0.00%
FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042 3137ATPL0 2,126,421 $197,041.40 0.00%
FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027 3137AUAF6 139,882 $4,568.88 0.00%
FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042 3137AVJZ1 26,130 $2,438.17 0.00%
FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027 3137AV5X1 500,412 $16,354.97 0.00%
FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042 3137AWMU6 238,614 $38,132.78 0.00%
FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027 3137AWVX0 190,857 $6,099.54 0.00%
FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031 3137AXJW4 406,495 $8,082.42 0.00%
FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028 3137B1GZ9 1,850,924 $71,947.27 0.00%
FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043 3137B3FV5 11,838 $6,050.60 0.00%
FREDDIE MAC Series 4265, Class IB, 4.50%, due 12/15/2024 3137B5RR6 28,336 $241.01 0.00%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 3137BDZM1 1,570,921 $46,820.84 0.00%
FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035 3137BLTL2 63,706 $6,159.03 0.00%
FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046 3137BPBU2 154,156 $99,496.30 0.00%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 3137BQPQ4 946,189 $123,258.89 0.00%
FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043 3137BR2M6 136,619 $78,342.78 0.00%
FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054 3137BRGT6 144,684 $5,846.75 0.00%
FreddieMac Strip Series 243, Class 11, Variable rate, due 08/15/2036 31282YWM7 134,216 $18,404.24 0.00%
FreddieMac Strip Series 267, Class S5, Variable rate, due 08/15/2042 31325TN96 283,034 $18,455.95 0.00%
FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043 31325TYW3 188,097 $13,481.75 0.00%
FreddieMac Strip Series 303, Class C2, 3.50%, due 01/15/2028 31325UDY9 147,978 $5,305.76 0.00%
FreddieMac Strip Series 304, Class C37, 3.50%, due 12/15/2027 31325UPS9 82,893 $2,760.31 0.00%
FreddieMac Strip Series 304, Class C40, 3.50%, due 09/15/2026 31325UPV2 314,842 $8,023.77 0.00%
GMAC Mortgage Corporation Loan Trust Series 2003-J10, Class A1, 4.75%, due 01/25/2019 36185NM72 723 $704.23 0.00%
GNMA G2 3172, 6%, due 12/20/2031 36202DQZ7 25,363 $25,878.50 0.00%
GNMA G2 3227, 6%, due 04/20/2032 36202DSQ5 27,643 $27,948.61 0.00%
GNMA G2 754384, 4.50%, due 03/20/2042 36230N2R5 67,584 $65,988.82 0.00%
GNMA G2 AG8899, 4%, due 12/20/2043 36182D3G8 33,790 $31,218.23 0.00%
GNMA G2 AR8421, 5%, due 10/20/2041 36193FLA3 153,963 $148,441.42 0.00%
GNMA G2 BB4769, 4%, due 08/20/2047 3617AVJN9 158,609 $144,970.19 0.00%
GNMA G2 MA1162, 6%, due 07/20/2043 36179NJF6 76,757 $79,244.27 0.00%
GNMA G2 MA2215, 3.50%, due 09/20/2044 36179QN80 10,009 $8,778.08 0.00%
GNMA G2 MA2759, 6%, due 01/20/2045 36179RB40 70,425 $72,706.75 0.00%
GNMA G2 MA2897, 6%, due 03/20/2045 36179RGE3 32,770 $33,831.98 0.00%
GNMA GN 455986, 5.25%, due 07/15/2025 36208NRF2 8,471 $8,428.42 0.00%
GNMA GN 487108, 6%, due 04/15/2029 36210BDM4 41,930 $42,859.16 0.00%
GNMA GN 553144, 5.50%, due 04/15/2033 36213FP56 21,614 $21,604.06 0.00%
GNMA GN 604338, 5%, due 05/15/2033 36200MLT8 76,025 $74,752.58 0.00%
GNMA GN 604897, 5%, due 12/15/2033 36200M7J6 55,337 $54,380.79 0.00%
GNMA GN 605389, 5%, due 04/15/2034 36200NRJ2 72,041 $70,796.01 0.00%
GNMA GN 615403, 4.50%, due 08/15/2033 36290RU43 164,365 $158,503.15 0.00%
GNMA GN 627123, 5.50%, due 03/15/2034 36291FVQ8 5,951 $5,993.07 0.00%
GNMA GN 638704, 5.50%, due 11/15/2036 36291URZ0 64,410 $66,610.54 0.00%
GNMA GN 653143, 4.90%, due 04/15/2036 36292MS86 92,732 $90,663.66 0.00%
GNMA GN 677190, 5%, due 06/15/2038 36295QKB5 88,875 $87,646.68 0.00%
GNMA GN 687833, 6%, due 08/15/2038 36296DEE4 12,662 $12,962.08 0.00%
GNMA GN 706840, 4.50%, due 05/15/2040 36297BHR5 38,822 $38,124.41 0.00%
GNMA GN 706855, 4.50%, due 09/15/2040 36297BH87 162,003 $159,091.80 0.00%
GNMA GN 711483, 4%, due 01/15/2040 36297GM80 194,543 $187,684.49 0.00%
GNMA GN 711543, 4%, due 11/15/2040 36297GP46 94,484 $91,136.95 0.00%
GNMA GN 723216, 4.50%, due 08/15/2040 3620A9N98 187,977 $179,714.38 0.00%
GNMA GN 723248, 5%, due 10/15/2039 3620A9P96 53,044 $52,310.52 0.00%
GNMA GN 724230, 5%, due 08/15/2039 3620AAST6 194,684 $190,937.54 0.00%
GNMA GN 724267, 5%, due 09/15/2039 3620AATY4 48,679 $47,675.14 0.00%
GNMA GN 724340, 4.50%, due 09/15/2039 3620AAV96 125,704 $120,069.32 0.00%
GNMA GN 725272, 4.50%, due 11/15/2039 3620ABW93 75,316 $71,901.43 0.00%
GNMA GN 726394, 4.50%, due 10/15/2039 3620AC7F5 30,256 $28,899.73 0.00%
GNMA GN 728921, 4.50%, due 12/15/2024 3620AFYS0 2,474 $2,459.57 0.00%
GNMA GN 733595, 4.50%, due 04/15/2040 3620AL7G3 158,168 $150,566.20 0.00%
GNMA GN 733733, 5%, due 06/15/2040 3620AMEE8 59,499 $58,005.72 0.00%
GNMA GN 736617, 4%, due 12/15/2035 3620AQK69 86,336 $80,211.81 0.00%
GNMA GN 737996, 4%, due 02/15/2041 3620AR3D1 140,281 $129,785.49 0.00%
GNMA GN 743673, 4.50%, due 07/15/2040 3620AYFN1 117,648 $112,750.85 0.00%
GNMA GN 781697, 6%, due 11/15/2033 36225B3E6 33,645 $34,320.09 0.00%
GNMA GN 781824, 5.50%, due 11/15/2034 36241KAZ1 180,149 $181,428.56 0.00%
GNMA GN 781862, 5.50%, due 01/15/2035 36241KB72 6,826 $6,874.27 0.00%
GNMA GN 782070, 7%, due 06/15/2032 36241KJP4 12,445 $12,650.32 0.00%
GNMA GN 782810, 4.50%, due 11/15/2039 36241LDP8 36,141 $34,648.58 0.00%
GNMA GN 783091, 5.50%, due 06/15/2040 36241LNG7 58,838 $59,254.11 0.00%
GNMA GN 783375, 5%, due 08/15/2041 36241LXC5 103,404 $101,148.59 0.00%
GNMA GN 783760, 5%, due 02/15/2042 3622A2E99 155,292 $153,354.99 0.00%
GNMA GN AN4469, 5%, due 12/15/2040 36186G6E9 95,716 $92,967.40 0.00%
GNMA Series 2003-4, Class MZ, 5.50%, due 01/20/2033 38373YD92 123,831 $123,388.76 0.00%
GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033 38374BDT7 140,513 $140,170.00 0.00%
GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033 38374CYN5 136,136 $135,909.51 0.00%
GNMA Series 2004-105, Class KA, 5%, due 12/16/2034 38374KFR9 195,547 $192,287.32 0.00%
GNMA Series 2004-37, Class B, 6%, due 04/17/2034 38374GSA1 74,147 $74,641.03 0.00%
GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034 38374HVU1 31,270 $31,485.14 0.00%
GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034 38374JBT2 37,293 $37,185.79 0.00%
GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034 38374JPK6 210,432 $4,992.53 0.00%
GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035 38374K2D4 95,457 $95,221.57 0.00%
GNMA Series 2005-41, Class PA, 4%, due 05/20/2035 38374LCL3 86,981 $83,271.78 0.00%
GNMA Series 2005-7, Class MA, Variable rate, due 12/17/2034 38374KG64 22,756 $22,172.21 0.00%
GNMA Series 2005-93, Class PO, 0%, due 06/20/2035 38374MLY3 153,941 $137,554.94 0.00%
GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037 38375JJ71 99,802 $2,539.72 0.00%
GNMA Series 2007-41, Class OL, 0%, due 07/20/2037 38375KWU2 79,342 $70,380.90 0.00%
GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037 38375KYH9 146,919 $5,768.86 0.00%
GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037 38374DKM0 163,832 $163,366.06 0.00%
GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038 38375QFE4 70,646 $4,667.30 0.00%
GNMA Series 2008-54, Class PE, 5%, due 06/20/2038 3837427Z0 115,384 $112,132.35 0.00%
GNMA Series 2008-71, Class JI, 6%, due 04/20/2038 38375XME1 325,626 $12,841.07 0.00%
GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036 38376JCQ5 3,001,560 $103,796.64 0.00%
GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039 38376JCK8 55,145 $52,521.25 0.00%
GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039 38374XBQ7 87,442 $8,221.32 0.00%
GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039 38374XAM7 28,692 $678.31 0.00%
GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038 38374XSE6 68,008 $2,459.44 0.00%
GNMA Series 2009-79, Class OK, 0%, due 11/16/2037 38376CXX2 80,543 $69,015.20 0.00%
GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039 38376F4G4 159,547 $152,807.66 0.00%
GNMA Series 2009-94, Class AL, 5%, due 10/20/2039 38376K2G5 69,000 $67,161.43 0.00%
GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040 38377LBS6 89,000 $81,823.82 0.00%
GNMA Series 2010-4, Class WA, 3%, due 01/16/2040 38376T2N1 13,573 $12,670.17 0.00%
GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037 38374Y6D0 927,856 $26,641.80 0.00%
GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026 38377XLV2 98,928 $17.66 0.00%
GNMA Series 2011-136, Class GB, 2.50%, due 05/20/2040 38377YTM2 2,351 $2,245.94 0.00%
GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041 38378ACU3 31,921 $2,254.29 0.00%
GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041 38377UX86 128,533 $11,757.63 0.00%
GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038 38377VQW9 4,797,434 $134,596.32 0.00%
GNMA Series 2011-63, Class BI, 6%, due 02/20/2038 38377U2F4 35,310 $1,529.19 0.00%
GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035 38376LWH8 1,146,784 $9,501.33 0.00%
GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042 38378HPP5 251,623 $184,459.26 0.00%
GNMA Series 2012-143, Class TI, 3%, due 12/16/2027 38378GZP6 1,641,781 $48,699.49 0.00%
GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043 38378UBE6 675,470 $61,698.23 0.00%
GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044 38378NNC3 4,747 $4,395.49 0.00%
GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042 38378FUX6 58,921 $7,333.57 0.00%
GNMA Series 2013-69, Class PI, 5%, due 05/20/2043 38378TPS3 135,509 $12,507.25 0.00%
GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053 38378KSU4 88,202 $70,442.68 0.00%
GNMA Series 2014-115, Class QI, 3%, due 03/20/2029 38379EYF3 788,930 $9,528.15 0.00%
GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044 38379ENH1 2,285,552 $191,810.15 0.00%
GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044 38379EKC5 974,781 $69,376.42 0.00%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 38379AVB3 1,237,500 $40,833.06 0.00%
GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044 38379AWF3 5,066,754 $45,714.79 0.00%
GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040 38379CUJ3 16,122 $920.50 0.00%
GNMA Series 2015-124, Class DI, 3.50%, due 01/20/2038 38379QQP3 1,144,351 $9,133.41 0.00%
GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044 38379QPM1 247,327 $23,589.10 0.00%
GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034 38379QT54 41,899 $40,196.42 0.00%
GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 38379F2J7 2,913,503 $5,716.88 0.00%
GNMA Series 2015-95, Class IK, 1%, due 05/16/2037 38379NPR7 9,260 $0.01 0.00%
GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046 38379VAD6 204,357 $149,109.71 0.00%
GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046 38380B3G8 303,000 $196,124.54 0.00%
GNMA Series 2016-167, Class KI, 6%, due 12/16/2046 38380CDE0 159,954 $20,252.17 0.00%
GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031 38379WTL6 28,371 $28,124.17 0.00%
GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046 38379WN99 776,504 $184,872.86 0.00%
GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040 38379YEV6 2,196,605 $131,188.75 0.00%
GNMA Series 2016-78, Class UI, 4%, due 06/20/2046 38379XQF0 364,904 $56,487.00 0.00%
GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047 38376MDW4 1,855,852 $182,530.88 0.00%
GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040 38380T4U7 2,968,287 $35,972.37 0.00%
GNMA Series 2019-128, Class ES, Variable rate, due 10/20/2049 38382AEP6 2,014,663 $17,446.18 0.00%
GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040 38381RHP7 901,739 $136,438.09 0.00%
JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019 466247JX2 3,809 $3,378.47 0.00%
Onslow Bay Financial LLC Series 2018-EXP1, Class 2A1, Variable rate, due 04/25/2048 67097VAS3 155,013 $155,357.40 0.00%
Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018 79549AXS3 225 $212.12 0.00%
2024-05-24 US 10yr Ultra Fut Jun24 P 110 -225 ($210,937.50) -0.01%
2024-05-24 US 2YR NOTE (CBT) Jun24 P 102 -200 ($250,000.00) -0.01%
2024-05-24 US 5YR NOTE (CBT) Jun24 P 107.25 -150 ($359,765.70) -0.01%
2024-05-24 US 5YR NOTE (CBT) Jun24 P 107.50 -200 ($526,562.60) -0.01%
2024-05-24 US LONG BOND(CBT) Jun24 P 112 -400 ($387,500.00) -0.01%
2024-05-24 US LONG BOND(CBT) Jun24 P 114 -125 ($214,843.75) -0.01%
2024-05-24 US ULTRA BOND CBT Jun24 P 122 -65 ($211,250.00) -0.01%
2024-08-23 US 10YR NOTE (CBT)Sep24 C 112 -900 ($435,937.51) -0.01%
2024-08-23 US 5YR NOTE (CBT) Sep24 C 108 -1,500 ($562,500.00) -0.01%
2024-08-23 US LONG BOND(CBT) Sep24 C 120 -200 ($253,125.02) -0.01%
2024-08-23 US LONG BOND(CBT) Sep24 C 124 -550 ($335,156.26) -0.01%
2024-08-23 US LONG BOND(CBT) Sep24 C 126 -500 ($218,750.00) -0.01%
2024-08-23 US LONG BOND(CBT) Sep24 P 112 -200 ($496,875.01) -0.01%
2024-12-13 3 MONTH SOFR FUT Dec24 C 95.50 -500 ($203,125.00) -0.01%
2024-05-24 US 5YR NOTE (CBT) Jun24 P 106 -525 ($697,265.65) -0.02%
2024-05-24 US 5YR NOTE (CBT) Jun24 P 106.50 -393 ($681,609.39) -0.02%
2024-05-24 US LONG BOND(CBT) Jun24 P 116 -230 ($650,468.76) -0.02%
2024-08-23 US LONG BOND(CBT) Sep24 P 114 -275 ($910,937.50) -0.02%
2024-05-24 US 2YR NOTE (CBT) Jun24 P 102.50 -1,045 ($2,220,625.00) -0.06%
Fannie Mae or Freddie Mac TBA, 4%, due 01/01/2038 01F040453 -5,000,000 ($4,755,859.40) -0.12%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 01F052664 -10,000,000 ($9,727,437.50) -0.25%
Fannie Mae or Freddie Mac TBA, 5.50%, due 06/01/2053 01F052656 -23,576,025 ($22,935,272.96) -0.58%
US 10YR NOTE (CBT)Jun24 TYM4 -870 ($93,701,718.75) -2.37%
US ULTRA BOND CBT Jun24 WNM4 -1,782 ($214,396,875.00) -5.42%
US LONG BOND(CBT) Jun24 USM4 -2,001 ($228,364,125.00) -5.77%
US 10yr Ultra Fut Jun24 UXYM4 -7,711 ($852,667,921.88) -21.54%
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.