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First Trust Low Duration Opportunities ETF (LMBS)
Holdings of the Fund as of 11/20/2024

Total Number of Holdings (excluding cash): 1072

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Mar25 TUH5 1,801 $370,429,118.09 8.02%
US Dollar $USD 299,521,408 $299,521,407.86 6.48%
US 2YR NOTE (CBT) Dec24 TUZ4 1,313 $269,493,250.00 5.83%
Fannie Mae FN FM3003, 4%, due 05/01/2049 3140X6KR1 79,201,171 $74,891,443.80 1.62%
US 5YR NOTE (CBT) Dec24 FVZ4 695 $74,136,953.13 1.60%
Fannie Mae FN FM2972, 4%, due 12/01/2044 3140X6JS1 68,240,416 $64,460,950.31 1.39%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F0406C6 70,000,000 $64,422,717.11 1.39%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2054 01F0526C1 60,416,000 $59,784,910.17 1.29%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2054 01F052615 60,000,000 $59,345,130.00 1.28%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2054 01F0506C5 60,000,000 $58,144,232.40 1.26%
U.S. Treasury Note, 4.125%, due 07/31/2028 91282CHQ7 58,600,000 $58,279,531.25 1.26%
Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 01F030611 57,981,000 $49,674,180.41 1.07%
U.S. Treasury Note, 4.625%, due 10/15/2026 91282CJC6 45,000,000 $45,243,457.20 0.98%
U.S. Treasury Note, 4.125%, due 02/15/2027 91282CKA8 41,000,000 $40,840,644.48 0.88%
US 5YR NOTE (CBT) Mar25 FVH5 380 $40,609,531.44 0.88%
Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033 3136AHFT2 40,395,695 $38,250,097.72 0.83%
U.S. Treasury Note, 4.50%, due 04/15/2027 91282CKJ9 38,000,000 $38,186,288.92 0.83%
Fannie Mae FN FS2044, 4.50%, due 07/01/2044 3140XHHW0 38,548,103 $37,503,505.77 0.81%
Fannie Mae or Freddie Mac TBA, 5%, due 07/01/2054 01F050619 38,717,000 $37,525,600.48 0.81%
Freddie Mac FR ZT0779, 3%, due 09/01/2047 3132AC2L3 43,365,316 $37,587,905.33 0.81%
Fannie Mae Series SNEX-6629, Class F135, Variable rate, due 05/01/2054 BCCY0N1Q7 35,000,000 $35,000,000.00 0.76%
Freddie Mac Series JP-5959, Class NF, Variable rate, due 09/01/2053 BCCY0K5I7 35,000,000 $34,956,250.00 0.76%
Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033 3136AHFX3 36,417,403 $34,463,488.78 0.75%
Fannie Mae FN AS7749, 3.50%, due 08/01/2046 3138WHTF9 38,010,473 $34,299,293.44 0.74%
Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050 3137FVAT9 34,180,111 $33,128,716.98 0.72%
Fannie Mae FN FS3541, 3.50%, due 08/01/2052 3140XJ5B5 36,752,516 $32,810,669.63 0.71%
Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052 3137H7EX7 33,673,000 $30,429,199.09 0.66%
Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 3137H92G3 30,844,173 $30,641,373.01 0.66%
Fannie Mae FN FS1797 3.50%, due 07/01/2046 3140XG7K9 32,218,858 $29,540,398.67 0.64%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 35563PHF9 30,888,260 $29,451,161.89 0.64%
Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044 3137FUM92 31,556,395 $29,471,637.54 0.64%
Fannie Mae FN FS0742, 3.50%, due 05/01/2044 3140XFZG9 31,298,719 $28,779,454.67 0.62%
Freddie Mac Series 5001, Class A, 2%, due 01/25/2045 3137FU4N1 31,266,966 $28,737,884.04 0.62%
Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 3136ALDV0 32,071,972 $27,988,093.80 0.61%
Freddie Mac FR SD3140, 3.50%, due 06/01/2052 3132DQPZ3 31,839,475 $28,419,216.30 0.61%
GNMA Series 2022-63, Class AZ, 3%, due 08/20/2051 38383RAN7 34,444,783 $26,824,432.74 0.58%
Fanniemae-Aces Series 2023-M1, Class 2A1, Variable rate, due 12/25/2037 3136BPRX1 27,434,798 $25,880,948.95 0.56%
Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 35564CSK4 25,998,000 $26,030,419.51 0.56%
Freddie Mac Series 5004, Class FG, Variable rate, due 08/25/2050 3137FVAV4 25,961,060 $25,215,333.98 0.55%
FHLMC Multifamily Structured Pass Through Certs. Series K508, Class A2, Variable rate, due 08/25/2028 3137HAQ74 25,000,000 $25,001,920.00 0.54%
Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 3136BRVQ7 32,415,361 $24,660,744.02 0.53%
Fannie Mae FN AS7738, 3%, due 08/01/2046 3138WHS45 27,963,348 $24,090,559.88 0.52%
Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 3136BTTR4 23,140,000 $23,105,556.11 0.50%
Fannie Mae FN FM2863, 3.50%, due 09/01/2048 3140X6FD8 24,321,561 $22,049,620.66 0.48%
Fannie Mae FN FS2127, 3.50%, due 06/01/2048 3140XHLH8 23,382,652 $21,259,926.65 0.46%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 3132AA2H6 23,399,208 $21,220,783.27 0.46%
Fannie Mae FN 310230, 3.50%, due 02/01/2048 31374CST4 23,309,840 $20,875,057.82 0.45%
GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 38379FDE6 27,739,629 $20,839,096.51 0.45%
Fannie Mae FN BM6732, 4%, due 11/01/2048 3140JBPS9 21,251,943 $20,025,554.53 0.43%
Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048 3136B3MR8 21,762,337 $19,762,382.17 0.43%
FannieMae-Aces Series 2023-M1, Class Z, Variable rate, due 01/25/2053 3136BPRZ6 25,786,064 $19,888,388.76 0.43%
U.S. Treasury Note, 3.875%, due 10/15/2027 91282CLQ2 20,000,000 $19,783,593.80 0.43%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 35563PJF7 20,281,883 $19,299,299.06 0.42%
GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060 38380MYS4 26,113,394 $18,716,443.29 0.41%
GNMA Series 2022-124, Class EY, 4%, due 07/20/2052 38383T5D1 22,341,349 $18,921,842.44 0.41%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 35563PKG3 19,284,062 $18,280,565.79 0.40%
Freddie Mac Series 4199, Class BZ, 3.50%, due 05/15/2043 3137B27G9 20,597,418 $18,623,567.37 0.40%
Freddie Mac Series 5350, Class PO, 0%, due 11/25/2053 3137HAYT7 22,815,747 $18,668,476.14 0.40%
Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044 3136AHVZ0 20,084,570 $17,882,690.35 0.39%
Freddie Mac - SLST Series 2021-1, Class AC, 2.25%, due 05/26/2031 35564CKH9 20,041,431 $17,846,217.23 0.39%
Freddie Mac Series 5201, Class PF, Variable rate, due 03/25/2052 3137H6KT1 18,872,873 $18,021,850.19 0.39%
GNMA Series 2022-68, Class XA, 3.50%, due 10/01/2051 38383PD40 18,914,417 $17,885,009.47 0.39%
Freddie Mac FR SD0949, 3%, due 09/01/2048 3132DNBS1 19,456,452 $17,333,232.11 0.38%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047 3140FXGR7 17,568,248 $17,123,303.99 0.37%
U.S. Treasury Note, 2.875%, due 05/15/2028 9128284N7 18,000,000 $17,186,132.88 0.37%
Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 3137B32M9 17,884,034 $16,462,994.11 0.36%
FHLMC Multifamily Structured Pass Through Certs. Series K520, Class A2, Variable rate, due 03/25/2029 3137HCKV3 15,850,000 $16,122,268.13 0.35%
Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 3132AAP73 17,618,590 $16,137,040.07 0.35%
Freddie Mac Series 5045, Class AF, Variable rate, due 11/25/2050 3137F6RQ2 16,726,248 $15,944,685.70 0.35%
Freddie Mac Series 5410, Class PO, 0%, due 05/25/2054 3137HCUG5 21,295,734 $16,165,485.06 0.35%
Fannie Mae FN BM7521, 3.50%, due 10/01/2048 3140JCLB8 17,613,501 $15,889,977.63 0.34%
FannieMae Grantor Trust Series 2002-T8, Class A, Variable rate, due 07/25/2032 31392DSE3 15,116,189 $15,702,869.25 0.34%
Freddie Mac Series 5045, Class BF, Variable rate, due 11/25/2050 3137F6RT6 16,601,958 $15,904,700.23 0.34%
Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2054 01F0606C4 15,000,000 $15,082,621.95 0.33%
Fannie Mae Series 2013-115, Class Z, 3%, due 11/25/2033 3136AG6S6 15,942,808 $15,102,521.75 0.33%
Fannie Mae Series 2020-34, Class FA, Variable rate, due 06/25/2050 3136BAHZ0 15,843,672 $15,457,130.84 0.33%
Freddie Mac FR SD1170, 3.50%, due 09/01/2049 3132DNJP9 16,855,571 $15,298,954.67 0.33%
Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 3137B8YJ0 16,752,953 $14,865,378.08 0.32%
GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055 38379KAF5 17,326,227 $14,874,219.24 0.32%
GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046 38383RBL0 17,846,616 $14,558,310.98 0.32%
Fannie Mae FN 310211, 3.50%, due 07/01/2048 31374CR81 15,871,792 $14,133,450.45 0.31%
Fannie Mae FN BM7079, 4%, due 10/01/2048 3140JB2M7 15,252,404 $14,213,182.69 0.31%
Freddie Mac FR SD7509, 3%, due 11/01/2049 3132DVKW4 16,328,971 $14,196,752.60 0.31%
Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 3137FRV99 150,334,000 $14,216,342.23 0.31%
GNMA Series 2022-63, Class HZ, 2.50%, due 11/20/2051 38383RDP9 20,442,314 $14,297,233.75 0.31%
Fannie Mae FN FS2925, 3%, due 08/01/2048 3140XJHB2 15,640,997 $13,944,928.31 0.30%
GNMA Series 2022-68, Class ZC, 3.50%, due 04/20/2052 38383PF22 18,487,149 $13,831,252.77 0.30%
Fannie Mae FN 310208, 3%, due 03/01/2048 31374CR57 15,759,728 $13,492,670.09 0.29%
FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042 3136B7LQ2 15,818,611 $13,391,523.44 0.29%
Fannie Mae Series 2020-12, Class FL, Variable rate, due 03/25/2050 3136B8D30 13,473,299 $13,182,422.42 0.29%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 35564CCZ8 14,307,749 $13,330,635.51 0.29%
Freddie Mac Series 4990, Class AF, Variable rate, due 07/25/2050 3137FURQ9 13,830,318 $13,472,245.21 0.29%
GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060 38380MLC3 18,258,174 $13,254,303.50 0.29%
Fannie Mae FN FS2796, 3.50%, due 08/01/2047 3140XJDA8 14,393,696 $13,110,905.02 0.28%
Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 3136AJJJ6 13,844,151 $12,806,612.22 0.28%
Freddie Mac FR SD0954, 3%, due 02/01/2047 3132DNBX0 14,439,380 $12,922,139.13 0.28%
Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 3137F5MU0 13,952,353 $12,959,685.28 0.28%
Freddie Mac Series 5225, Class NZ, 4%, due 05/25/2052 3137H7L27 15,292,101 $12,950,637.12 0.28%
GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055 38378BM63 19,877,897 $12,731,335.76 0.28%
GNMA Series 2022-65, Class BZ, 3.50%, due 04/20/2052 38383P4Q1 16,708,861 $12,750,602.28 0.28%
GNMA Series 2022-76, Class PG, 4%, due 04/20/2052 38383RPG6 13,469,015 $12,984,553.83 0.28%
Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058 35563PKJ7 13,634,791 $12,460,175.86 0.27%
Freddie Mac FR SD0948, 3%, due 05/01/2047 3132DNBR3 14,178,283 $12,526,649.83 0.27%
Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 3131XQ6T8 13,706,187 $12,523,925.65 0.27%
Freddie Mac Series 4959, Class JF, Variable rate, due 03/25/2050 3137FRTX9 12,705,370 $12,421,993.71 0.27%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 3137H7G31 14,143,323 $12,441,144.46 0.27%
Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 3136BATB0 12,420,154 $12,175,562.32 0.26%
GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061 38380MC82 19,292,948 $12,077,403.11 0.26%
GNMA Series 2022-43, Class Z, 2%, due 09/16/2061 38381EWE4 23,558,801 $11,796,247.33 0.26%
FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 3137HH6L0 11,475,000 $11,362,846.79 0.25%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 3137BKYF1 13,816,505 $11,782,934.79 0.25%
Freddie Mac Series 5220, Class KZ, 4%, due 02/25/2051 3137H76P3 13,096,201 $11,530,380.89 0.25%
GNMA Series 2022-106, Class Z, 2%, due 05/16/2063 38381HJA0 20,088,272 $11,593,307.19 0.25%
Fannie Mae FN FS0074, 3%, due 01/01/2047 3140XFCL3 12,407,090 $11,077,248.72 0.24%
Fannie Mae Series 2017-50, Class BZ, 3%, due 07/25/2047 3136AXAN5 13,052,252 $11,050,354.81 0.24%
Fannie Mae Series 2024-28, Class CZ, 4%, due 05/25/2044 3136BRSL2 12,335,189 $10,879,985.38 0.24%
Freddie Mac Series 4218, Class ZK, 2.50%, due 02/15/2043 3137B2Y53 14,716,909 $11,245,681.70 0.24%
Freddie Mac Series 5208, Class Z, 3%, due 04/25/2052 3137H6UD5 14,473,267 $10,905,548.55 0.24%
Fannie Mae FN AL9401, 4%, due 02/01/2046 3138ERNT3 11,479,341 $10,821,823.62 0.23%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 3136BRLB1 12,938,857 $10,737,624.54 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027 3137FMD74 11,035,900 $10,642,434.02 0.23%
Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034 3137F92K6 112,345,000 $10,558,969.52 0.23%
Freddie Mac Series 5208, Class HZ, 3.50%, due 01/01/2052 3137H6TV7 12,424,623 $10,508,090.22 0.23%
GNMA Series 2022-68, Class Z, 3.50%, due 04/20/2052 38383PN49 13,750,031 $10,766,603.95 0.23%
GNMA Series 2022-69, Class QL, 3%, due 06/01/2051 38383P4G3 12,991,946 $10,840,499.23 0.23%
GNMA Series 2022-90, Class KZ, 3%, due 08/01/2049 38383RC96 14,930,532 $10,769,564.21 0.23%
AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 00180AAA7 10,240,174 $10,120,687.01 0.22%
Fannie Mae FN FS0045, 3%, due 09/01/2047 3140XFBP5 11,733,184 $10,325,991.37 0.22%
Fannie Mae Series 2013-75, Class ZG, 3.25%, due 07/25/2043 3136AFNG5 12,554,295 $10,087,841.62 0.22%
Fannie Mae Series 2024-20, Class QZ, 4%, due 10/25/2045 3136BRT64 11,456,151 $9,946,624.74 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series KJ47, Class A2, 5.43%, due 06/25/2031 3137HAMP8 10,000,000 $10,214,857.00 0.22%
Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 3137FPKK0 10,457,140 $10,231,290.54 0.22%
Freddie Mac Series 5282, Class MB, 4.75%, due 06/25/2042 3137H9KK4 10,258,652 $10,044,472.80 0.22%
GNMA Series 2015-24, Class BZ, 3%, due 02/20/2045 38379JUY5 11,734,733 $10,295,485.68 0.22%
GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052 38383T5C3 12,000,000 $10,145,839.20 0.22%
GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 38383LHV5 11,106,000 $10,367,828.60 0.22%
GNMA Series 2022-68, Class MZ, 3.50%, due 04/20/2052 38383PC90 13,319,898 $10,095,009.13 0.22%
GNMA Series 2024-125, Class NV, 5%, due 08/20/2035 38384VNU7 10,042,880 $9,953,027.94 0.22%
Fannie Mae FN BM3867, 4%, due 02/01/2046 3140J8JM6 10,070,953 $9,512,590.76 0.21%
Freddie Mac - SCRT Series 2019-3, Class HA, 3%, due 10/25/2058 35563PLC1 10,387,125 $9,643,162.47 0.21%
Freddie Mac - SLST Series 2019-2, Class A2C, 2.75%, due 09/25/2029 35564CDD6 11,000,000 $9,912,590.60 0.21%
Freddie Mac Series 5225, Class HZ, 4%, due 08/01/2049 3137H7KJ1 11,485,133 $9,674,401.76 0.21%
Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 69544MAA7 9,745,000 $9,740,303.88 0.21%
Towd Point Mortgage Trust Series 2019-1, Class A1, Variable rate, due 03/25/2058 89177BAA3 10,106,695 $9,716,704.58 0.21%
Barclays Commercial Mortgage Securities LLC Series 2021-C10, Class ASB, 2.268%, due 07/15/2054 05551VBG7 10,000,000 $9,022,680.00 0.20%
Citizens Auto Receivables Trust Series 2024-1, Class A3, 5.11%, due 04/17/2028 17331QAD8 9,055,000 $9,104,819.71 0.20%
Fannie Mae Series 2016-50, Class GY, 3%, due 08/25/2046 3136ATDD3 11,510,000 $9,106,949.11 0.20%
Fannie Mae Series 2024-20, Class ZA, 4%, due 10/25/2045 3136BRX93 10,483,505 $9,119,337.79 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 3137FWG95 157,886,704 $9,359,697.50 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 3137FTZM2 89,442,605 $9,381,625.89 0.20%
Freddie Mac - SCRT Series 2019-2, Class HA, 3%, due 08/25/2058 35563PKB4 9,945,544 $9,236,403.91 0.20%
Freddie Mac - SCRT Series 2019-3, Class MV, 3.50%, due 10/25/2058 35563PLK3 9,913,895 $9,108,521.77 0.20%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029 3137FV2B7 112,919,000 $9,218,831.37 0.20%
GNMA Series 2016-20, Class FN, Variable rate, due 02/20/2046 38379VEB6 9,481,825 $9,335,905.29 0.20%
GNMA Series 2022-204, Class YC, 4%, due 07/20/2052 38383LNJ5 10,173,000 $9,112,568.51 0.20%
GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 38384BJS1 10,738,770 $9,439,378.83 0.20%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2018-PHH, Class A, Variable rate, due 06/15/2035 46650FAA0 10,466,125 $9,101,590.58 0.20%
PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 69381LAA5 9,735,000 $9,383,801.99 0.20%
Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 01F0306C7 10,000,000 $8,563,414.00 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 3137FMTU6 156,765,194 $8,711,676.96 0.19%
Freddie Mac - SLST Series 2022-1, Class A2, 3.50%, due 05/25/2032 35564CMD6 10,000,000 $8,989,729.00 0.19%
Freddie Mac FR SD1169, 3.50%, due 02/01/2048 3132DNJN4 9,503,077 $8,683,622.46 0.19%
Freddie Mac FR SD4005, 4%, due 12/01/2049 3132E0NW8 9,461,720 $8,895,279.77 0.19%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 8,884,745 $8,689,773.10 0.19%
Freddie Mac Series 4928, Class F, Variable rate, due 11/25/2049 3137FPVL6 9,126,925 $8,946,886.79 0.19%
GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048 38381ATW6 10,000,000 $8,965,253.00 0.19%
GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052 38383UTR1 8,797,504 $8,581,683.51 0.19%
GNMA Series 2022-63, Class MZ, 3%, due 05/20/2051 38383RBC0 11,806,610 $8,597,854.62 0.19%
Porsche Innovative Lease Owner Trust Series 2024-1A, Class A3, 4.67%, due 11/22/2027 73328AAD1 8,995,000 $8,980,790.60 0.19%
Arroyo Mortgage Trust Series 2019-2, Class M1, Variable rate, due 04/25/2049 042858AD2 9,000,000 $8,138,325.60 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 3137FTZS9 120,619,751 $8,521,893.98 0.18%
Freddie Mac FR SC0252, 3%, due 01/01/2042 3132D9H56 9,061,670 $8,102,382.09 0.18%
Freddie Mac FR SD0961, 3.50%, due 11/01/2048 3132DNB69 9,413,196 $8,544,682.21 0.18%
Freddie Mac FR ZA4196, 3%, due 04/01/2043 31329MUV0 9,395,802 $8,372,760.71 0.18%
GNMA Series 2022-154, Class EZ, 3.50%, due 09/20/2052 38383YWD0 10,461,467 $8,157,853.28 0.18%
GNMA Series 2022-78, Class AM, 3.50%, due 04/20/2052 38383P5T4 10,917,513 $8,250,187.71 0.18%
FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056 3136B4CS5 9,019,275 $7,788,885.66 0.17%
Fannie Mae Series 2019-18, Class FL, Variable rate, due 05/25/2049 3136B4PW2 8,023,899 $7,907,614.77 0.17%
Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053 3136BQLA5 10,448,786 $8,049,373.82 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A1, 1.912%, due 11/25/2035 3137H4RF9 9,603,009 $7,928,940.84 0.17%
Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057 35563PFG9 7,974,364 $7,647,962.96 0.17%
Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044 35564NCA9 8,000,000 $8,075,427.20 0.17%
Freddie Mac FR SD0887, 3.50%, due 09/01/2049 3132DM6Y6 8,831,847 $8,052,003.33 0.17%
Freddie Mac Series 4937, Class MF, Variable rate, due 12/25/2049 3137FQA52 7,784,441 $7,638,781.18 0.17%
Freddie Mac Series 5228, Class DZ, 4.50%, due 06/25/2052 3137H7UG6 9,004,654 $7,874,394.17 0.17%
GNMA Series 2019-128, Class EF, Variable rate, due 10/20/2049 38382AEN1 8,413,936 $7,772,964.86 0.17%
Fannie Mae FN FS1884, 4%, due 05/01/2042 3140XHCW5 8,018,066 $7,493,841.09 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031 3137H13R5 145,508,094 $7,278,736.85 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033 3137FJY78 8,000,000 $7,444,707.20 0.16%
FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044 3137BA4P4 7,670,637 $7,315,745.94 0.16%
Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 3137FRNY3 8,706,789 $7,528,943.29 0.16%
Freddie Mac Series 4994, Class FT, Variable rate, due 01/25/2050 3137FUCU6 7,720,658 $7,533,256.32 0.16%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 9,750,000 $7,428,982.28 0.16%
Freddie Mac Series 5230, Class DL, 3.50%, due 09/25/2044 3137H7WJ8 8,917,916 $7,519,516.32 0.16%
Freddie Mac Series 5255, Class KZ, 4%, due 06/01/2052 3137H8VE8 9,230,149 $7,610,515.53 0.16%
FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 30297TAU9 7,498,000 $7,375,786.35 0.16%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 64828FCQ3 7,505,841 $7,388,996.88 0.16%
Credit Suisse Mortgage Trust Series 2020-WEST, Class A, 3.0403%, due 02/15/2035 12655QAA3 8,570,000 $6,741,122.58 0.15%
Fannie Mae FN FS2787, 4%, due 10/01/2048 3140XJCZ4 7,281,121 $6,877,340.24 0.15%
Fannie Mae Series 2016-37, Class PY, 3%, due 06/25/2046 3136ASPG5 8,774,460 $6,971,485.71 0.15%
Fannie Mae Series 2021-18, Class JC, 1.50%, due 04/25/2036 3136BFTY9 7,697,522 $6,878,397.39 0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class A2, 1.406%, due 08/25/2030 3137FX3Q9 8,000,000 $6,702,917.60 0.15%
Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 35563PGG8 7,375,133 $6,983,530.04 0.15%
Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044 3137BQBX4 7,733,570 $7,070,115.07 0.15%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 7,527,000 $6,760,208.70 0.15%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 85571RAA8 7,215,788 $6,932,275.62 0.15%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 05548WAA5 7,000,000 $6,592,678.40 0.14%
CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 21873LAA1 6,575,183 $6,257,124.01 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 3137HH6B2 113,233,000 $6,437,703.69 0.14%
Freddie Mac Multiclass Certificates Series 2021-RR20, Class X, Variable rate, due 04/25/2033 3137H4CM0 55,000,000 $6,502,496.00 0.14%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 92838WAD6 6,662,000 $6,438,346.67 0.14%
Chase Auto Owner Trust Series 2024-4A, Class A4, 4.95%, due 03/25/2030 16144YAD0 6,150,000 $6,187,683.51 0.13%
Fannie Mae FN BM7129, 3%, due 01/01/2047 3140JB4P8 6,757,143 $6,035,547.73 0.13%
Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 3136ACLY5 6,712,724 $5,789,527.82 0.13%
FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049 3136B3WL0 6,233,920 $5,807,995.71 0.13%
Fannie Mae Series 2020-38, Class NF, Variable rate, due 06/25/2050 3136BACY8 6,252,686 $6,097,120.19 0.13%
Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 307910AC3 6,400,000 $6,236,353.92 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030 3137FV5S7 82,019,000 $6,163,957.50 0.13%
Freddie Mac Series 5222, Class DP, 3.25%, due 05/25/2052 3137H7AV5 6,205,813 $5,889,716.05 0.13%
Freddie Mac Series 5270, Class AL, 3%, due 11/25/2048 3137H9DF3 7,871,994 $5,812,947.23 0.13%
GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046 38380BC94 6,531,281 $5,831,825.60 0.13%
GNMA Series 2016-83, Class BP, 3%, due 06/20/2046 38379XMH0 7,231,381 $5,882,274.31 0.13%
GNMA Series 2018-155, Class KD, 4%, due 11/20/2048 38381A3V6 6,223,615 $5,801,608.61 0.13%
HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 403945AC2 5,958,638 $5,905,161.34 0.13%
Banc of America Merrill Lynch Large Loan Inc Series 2013-WBRK, Class A, Variable rate, due 03/10/2037 05525BAA8 5,625,000 $5,511,277.69 0.12%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 12532CBE4 206,103,922 $5,560,354.04 0.12%
Ellington Financial Mortgage Trust Series 2022-2, Class A1, Variable rate, due 04/25/2067 31572YAA6 5,842,594 $5,744,732.52 0.12%
Ellington Financial Mortgage Trust Series 2023-1, Class A1, Variable rate, due 02/25/2068 26844QAA5 5,468,894 $5,457,834.59 0.12%
Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 3136ATXX7 5,630,526 $5,558,010.05 0.12%
Fannie Mae Series 2019-38, Class CF, Variable rate, due 07/25/2049 3136B5EY7 5,614,664 $5,521,198.15 0.12%
Fannie Mae Series 2023-40, Class DO, 0%, due 09/25/2053 3136BQGQ6 7,029,062 $5,631,905.24 0.12%
Fannie Mae Series 2024-60, Class GV, 4%, due 11/25/2035 3136BSR98 5,682,383 $5,504,859.11 0.12%
Fannie Mae Series 2024-60, Class VA, 4.50%, due 10/25/2035 3136BSQ65 5,605,421 $5,406,715.68 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 3137FWHG8 56,509,829 $5,507,125.80 0.12%
Freddie Mac FR SD1361, 3.50%, due 02/01/2050 3132DNQN6 6,271,620 $5,728,226.64 0.12%
Freddie Mac FR SF5029, 3.50%, due 02/01/2046 3133SSSS4 6,293,255 $5,747,827.80 0.12%
Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032 3137AYVG3 6,162,685 $5,349,808.20 0.12%
Freddie Mac Series 5178, Class HL, 2%, due 01/25/2052 3137H53U9 8,815,818 $5,581,704.31 0.12%
Freddie Mac Series 5221, Class VE, 3.50%, due 07/25/2033 3137H7EW9 5,920,771 $5,563,270.76 0.12%
Freddie Mac Series 5357, Class OB, 0%, due 11/25/2053 3137HAXP6 6,894,549 $5,434,631.30 0.12%
GNMA Series 2022-68, Class DZ, 3.50%, due 04/20/2052 38383PP62 7,642,170 $5,643,226.91 0.12%
Ally Auto Receivables Trust Series 2024-2, Class A3, 4.14%, due 07/16/2029 02007NAC2 5,000,000 $4,953,419.50 0.11%
BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 05593MAD5 4,930,000 $5,132,652.58 0.11%
BPR Trust Series 2022-OANA, Class A, Variable rate, due 04/15/2037 05592DAA2 5,000,000 $5,040,493.50 0.11%
Capital Street Master Trust Seroes 2024-1, Class A, Variable rate, due 10/18/2028 14051LAA0 5,000,000 $5,005,070.00 0.11%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 21873CAA1 5,241,941 $5,023,073.54 0.11%
COMM Mortgage Trust Series 2016-DC2, Class A4, 3.497%, due 02/10/2049 12594CBE9 4,993,218 $4,933,457.09 0.11%
Fannie Mae - CAS Series 2022-R02, Class 2M2, Variable rate, due 01/25/2042 20754BAB7 5,000,000 $5,135,983.50 0.11%
Fannie Mae - CAS Series 2024-R04, Class 1A1, Variable rate, due 05/25/2044 20753GAA9 5,113,224 $5,111,095.20 0.11%
Fannie Mae FN AL9566, 3.50%, due 06/01/2046 3138ERTY6 5,810,155 $5,307,942.88 0.11%
Fannie Mae FN FM8128, 4%, due 08/01/2051 3140XCDY1 5,557,252 $5,217,927.94 0.11%
Fannie Mae Series 2020-49, Class FB, Variable rate, due 07/25/2050 3136BAB78 5,020,816 $4,883,428.23 0.11%
Fannie Mae Series 2024-56, Class JV, 5%, due 08/25/2035 3136BSSV8 5,001,953 $4,961,156.70 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035 3137FUZK3 44,469,872 $4,982,800.25 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K-154, Class A1, 4.363%, due 02/25/2032 3137H9UC1 4,954,286 $4,869,529.07 0.11%
Freddie Mac Multiclass Certificates Series 2021-RR18, Class X, Variable rate, due 10/27/2028 3137H1M86 100,924,000 $5,149,122.30 0.11%
Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 3133Q3ND9 6,211,869 $5,115,485.75 0.11%
GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 38379QDE2 5,510,530 $4,985,925.44 0.11%
GNMA Series 2016-37, Class AF, Variable rate, due 11/20/2043 38379VYP3 5,129,649 $5,014,951.78 0.11%
GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047 38376T7H9 6,532,091 $5,275,440.43 0.11%
GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048 38380XHF7 5,761,778 $5,110,606.48 0.11%
OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 68784BAC8 4,900,000 $4,898,342.77 0.11%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 5,000,000 $5,000,000.00 0.11%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 03881BAE3 5,249,040 $4,704,821.10 0.10%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2038 05591VAA3 4,462,040 $4,448,690.02 0.10%
BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 05608BAA8 4,709,794 $4,665,651.89 0.10%
Chase Auto Owner Trust Series 2024-5A, Class A3, 4.60%, due 08/27/2029 16144QAC9 4,750,000 $4,700,837.98 0.10%
FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046 3136ARBM9 5,106,679 $4,697,681.36 0.10%
Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 3136BSDB8 5,169,122 $4,791,904.68 0.10%
Fannie Mae Series 2024-56, Class EV, 5%, due 08/25/2035 3136BSSN6 4,618,701 $4,581,750.47 0.10%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 30335JAC5 4,854,828 $4,604,562.53 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030 3137FX3V8 63,500,000 $4,457,420.60 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 3137F72T1 77,535,017 $4,716,067.41 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K123, Class A2, 1.621%, due 12/25/2030 3137F8ZV8 5,700,000 $4,794,828.60 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-150, Class A1, Variable rate, due 12/25/2031 3137H9C80 4,662,487 $4,496,579.36 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 3137F84T7 116,024,011 $4,549,661.13 0.10%
Freddie Mac Multiclass Certificates Series 2020-RR02, Class DX, Variable rate, due 09/27/2028 3137FQY23 79,276,000 $4,535,372.03 0.10%
Freddie Mac Series 4224, Class ME, 4%, due 07/15/2043 3137B3CM8 5,388,000 $4,796,976.27 0.10%
Freddie Mac Series 4980, Class FP, Variable rate, due 07/25/2049 3137FTJK4 4,708,186 $4,595,253.79 0.10%
Freddie Mac Series 5222, Class BZ, 3.50%, due 05/25/2037 3137H7AS2 5,331,186 $4,825,241.66 0.10%
GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050 38382FP81 19,759,118 $4,430,656.24 0.10%
GNMA Series 2022-90, Class ZG, 1.50%, due 02/20/2052 38383RK55 8,968,912 $4,410,610.35 0.10%
NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 62955HAA5 4,500,000 $4,412,228.85 0.10%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 67115DAA0 5,682,893 $4,753,709.74 0.10%
Porsche Innovative Lease Owner Trust Series 2024-2A, Class A3, 4.84%, due 10/20/2027 73328NAE1 4,745,000 $4,720,901.09 0.10%
PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 69381DAA3 5,004,494 $4,781,308.69 0.10%
Wells Fargo Commercial Mortgage Trust Series 2021-C61, Class ASB, 2.525%, due 11/15/2054 95003QAE9 5,000,000 $4,512,655.00 0.10%
AMSR Trust Series 2020-SFR4, Class A, 1.355%, due 11/17/2037 66981FAA8 4,335,359 $4,205,965.06 0.09%
BENCHMARK Mortgage Trust Series 2023-V2, Class XA, Variable rate, due 06/15/2050 08163TAG7 141,154,504 $4,077,487.80 0.09%
Colony American Finance Ltd Series 2020-4, Class A, 1.174%, due 12/15/2052 21873AAA5 4,487,150 $4,345,357.21 0.09%
Fannie Mae - CAS Series 2021-R02, Class 2M2, Variable rate, due 11/25/2041 20754KAB7 4,000,000 $4,038,017.60 0.09%
Fannie Mae FN BM5671, 4.50%, due 01/01/2049 3140JAJR0 4,346,857 $4,205,893.88 0.09%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 31396QLV9 4,400,000 $4,342,745.00 0.09%
Fannie Mae Series 2020-22, Class FA, Variable rate, due 04/25/2050 3136B9HC4 4,453,867 $4,348,013.06 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030 3137FWGB0 55,537,412 $4,098,638.79 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 3137FWHV5 62,814,219 $3,929,224.11 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030 3137FWHX1 55,652,865 $4,314,282.44 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K124, Class A2, 1.658%, due 12/25/2030 3137F9CT6 4,725,000 $3,976,127.66 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 3137H73N1 4,850,991 $4,321,971.65 0.09%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025 33767MAA3 4,084,743 $3,982,516.71 0.09%
Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 35563PLH0 4,454,572 $4,244,514.24 0.09%
Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 35564CJU2 4,459,176 $4,055,246.56 0.09%
Freddie Mac FR SD1289, 3%, due 10/01/2050 3132DNNE9 4,769,159 $4,168,017.65 0.09%
Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027 3137FTZY6 96,907,000 $4,128,557.99 0.09%
Freddie Mac Series 5002, Class FJ, Variable rate, due 07/25/2050 3137FUAH7 4,342,869 $4,258,740.48 0.09%
Freddie Mac Series 5224, Class BE, 3.50%, due 08/25/2044 3137H7FG3 4,346,933 $4,174,679.64 0.09%
GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042 38375GHS3 6,711,842 $3,941,933.27 0.09%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 43300LAA8 4,250,000 $4,121,042.25 0.09%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A4, 3.4569%, due 03/15/2050 46647TAR9 4,060,488 $3,973,797.40 0.09%
Sequoia Mortgage Trust Series 2018-CH1, Class B1B, Variable rate, due 03/25/2048 81747DCC1 4,669,263 $4,380,134.70 0.09%
Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 89177HAA0 4,108,406 $4,218,951.58 0.09%
BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 081927AC9 75,272,792 $3,694,599.41 0.08%
Fannie Mae FN BV8046, 4.50%, due 09/01/2052 3140MM5G9 3,811,842 $3,675,178.73 0.08%
Fannie Mae FN FM9408, 4.50%, due 06/01/2046 3140XDN28 3,939,663 $3,789,812.57 0.08%
Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057 3136AYMD2 4,367,731 $3,667,217.13 0.08%
Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 3136B47H5 3,745,969 $3,679,425.92 0.08%
Fannie Mae Series 2019-33, Class FK, Variable rate, due 07/25/2049 3136B46X1 3,599,008 $3,528,041.76 0.08%
Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050 3136B9JR9 11,969,763 $3,692,340.32 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class XAM, Variable rate, due 09/25/2031 3137H3EZ1 78,491,000 $3,711,431.24 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K148, Class XAM, Variable rate, due 08/25/2032 3137H8UD1 200,000,000 $3,780,668.00 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KJ41, Class A2, 3.465%, due 02/25/2031 3137H8H87 4,000,000 $3,710,209.20 0.08%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 34411YAA5 3,979,738 $3,728,665.99 0.08%
Freddie Mac FR SD7550, 3%, due 02/01/2052 3132DVL78 4,365,490 $3,826,003.84 0.08%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029 3137FTG84 47,500,000 $3,704,199.63 0.08%
FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 3137B9AH8 3,713,903 $3,619,800.83 0.08%
Freddie Mac Series 5232, Class GO, 0%, due 08/25/2051 3137H7YC1 9,012,205 $3,743,074.12 0.08%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 38374VSP5 3,732,359 $3,727,897.78 0.08%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 59166DAA5 4,097,090 $3,903,761.44 0.08%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 64829EAF1 3,818,739 $3,729,318.92 0.08%
Bank Series 2022-BNK43, Class A1, 4.35%, due 08/15/2055 06541QAQ8 3,469,620 $3,430,152.50 0.07%
Bank Series 2022-BNK43, Class ASB, Variable rate, due 08/15/2055 06541QAT2 3,450,000 $3,367,323.51 0.07%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 09660QAU8 78,500,000 $3,130,587.85 0.07%
Fannie Mae FN BM4785, 4.50%, due 10/01/2038 3140J9J77 3,421,087 $3,366,425.57 0.07%
Fannie Mae FN CA2947, 4%, due 12/01/2048 3140QAHZ6 3,358,536 $3,133,376.94 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 3137FNX70 73,378,774 $3,105,235.63 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K100, Class X1, Variable rate, due 09/25/2029 3137FQ3C5 124,482,315 $3,302,590.49 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030 3137FVNL2 53,269,611 $3,397,269.44 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 3137F62P1 76,867,115 $3,418,219.10 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030 3137F82T9 77,429,215 $3,224,733.23 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031 3137H2NA8 58,530,863 $3,132,776.64 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class X1, Variable rate, due 08/25/2034 3137FPJA4 56,546,610 $3,083,503.61 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027 3137F64R5 127,941,576 $3,128,824.02 0.07%
Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048 33851LAM6 3,539,918 $3,245,507.48 0.07%
Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 35563PML0 3,328,794 $3,057,535.68 0.07%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 35564CEE3 3,501,535 $3,251,572.33 0.07%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028 3137FTG68 37,600,000 $3,194,193.32 0.07%
Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032 31397AM59 3,264,311 $3,379,271.79 0.07%
FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048 3137FH4X8 3,732,730 $3,324,802.35 0.07%
FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049 3137FLEW0 3,546,747 $3,178,182.18 0.07%
Freddie Mac Series 4911, Class FB, Variable rate, due 09/25/2049 3137FNFG0 3,205,497 $3,148,690.81 0.07%
Freddiemac Strip Series 314, Class PO, 0%, due 09/15/2043 3132HTUJ3 4,104,562 $3,084,265.05 0.07%
GNMA GN 720225, 4.50%, due 07/15/2039 3620A6D61 3,261,938 $3,148,010.57 0.07%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 38379KU30 3,246,832 $3,068,750.96 0.07%
GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048 38381AP59 3,474,978 $3,232,835.42 0.07%
GNMA Series 2020-161, Class B, 2%, due 08/16/2062 38380RAP5 6,700,000 $3,447,249.63 0.07%
GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055 38380RFV7 9,142,611 $3,338,250.91 0.07%
JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 46591VBH1 3,554,286 $3,154,139.26 0.07%
Mello Mortgage Capital Acceptance Trust Series 2018-MTG2, Class A9, Variable rate, due 10/25/2048 585499AJ5 3,643,304 $3,438,802.82 0.07%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 03881BAJ2 2,963,000 $2,644,428.02 0.06%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A3, Variable rate, due 02/25/2049 10569TAC2 2,908,550 $2,703,565.09 0.06%
Citigroup Commercial Mortgage Trust Series 2020-555, Class A, 2.647%, due 12/10/2041 17328EAA6 3,300,000 $2,833,880.61 0.06%
Fannie Mae - CAS Series 2024-R01, Class 1M1, Variable rate, due 01/25/2044 20753UAA8 2,785,007 $2,786,586.74 0.06%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 31398SKS1 2,821,000 $2,631,456.73 0.06%
FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048 3136B3TV2 3,273,263 $2,968,650.47 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029 3137FPJL0 57,790,000 $2,730,938.69 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029 3137FQKG7 64,993,000 $2,961,326.10 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030 3137FTG43 35,529,637 $2,946,952.45 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030 3137FXQT8 51,000,000 $2,883,040.20 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K128, Class XAM, Variable rate, due 03/25/2031 3137FYUN4 64,367,000 $2,575,111.26 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 3137H13T1 43,636,000 $2,882,039.98 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class XAM, Variable rate, due 07/25/2031 3137H1YZ3 41,565,013 $2,854,099.03 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027 3137FF4B0 107,703,000 $2,746,921.93 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K744, Class X1, Variable rate, due 07/25/2028 3137H1Z58 105,488,813 $2,775,231.33 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 272,549,168 $2,837,536.63 0.06%
Freddie Mac - SCRT Series 2017-2, Class M1, Variable rate, due 08/25/2056 35563PBH1 2,811,738 $2,793,422.60 0.06%
Freddie Mac Series 4902, Class FB, Variable rate, due 08/25/2049 3137FN3E8 3,043,778 $2,979,211.81 0.06%
Freddie Mac Series 5339, Class GO, 0%, due 09/25/2053 3137HAHL3 3,142,166 $2,555,817.13 0.06%
GNMA GN 784752, 4%, due 03/15/2045 3622AAEZ3 3,124,725 $2,996,810.01 0.06%
GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059 38379RQH9 4,366,169 $2,623,160.99 0.06%
GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049 38382FNH3 14,014,801 $2,754,293.80 0.06%
GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 38381J2J5 51,921,020 $2,603,543.23 0.06%
GS Mortgage-Backed Securities Trust Series 2021-PJ6, Class A8, Variable rate, due 11/25/2051 36262LAJ9 3,127,499 $2,745,421.38 0.06%
GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036 36244LAC7 2,366,225 $2,574,808.89 0.06%
New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056 64829FAA9 3,058,409 $2,871,787.09 0.06%
Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046 97655JCB6 3,073,413 $2,875,917.30 0.06%
Arroyo Mortgage Trust Series 2021-1R, Class A3, Variable rate, due 10/25/2048 042853AC5 2,670,796 $2,359,040.58 0.05%
CSAIL Commercial Mortgage Trust Series 2020-C19, Class XA, Variable rate, due 03/15/2053 12597NAU7 56,413,688 $2,508,829.52 0.05%
Diamond Resorts Owner Trust Series 2021-1A, Class A, 1.66%, due 11/21/2033 25273CAA8 2,425,812 $2,351,781.16 0.05%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 31573TAD0 2,422,000 $2,222,576.15 0.05%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 31394UCM2 2,166,351 $2,189,630.67 0.05%
Fannie Mae Series 2016-83, Class FA, Variable rate, due 11/25/2046 3136AUDV0 2,426,849 $2,393,506.00 0.05%
FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048 3136B06R2 2,794,368 $2,309,921.83 0.05%
Fannie Mae Series 2018-72, Class FB, Variable rate, due 10/25/2058 3136B27D8 2,514,658 $2,450,895.64 0.05%
Fannie Mae Series 2024-74, Class VT, 4.50%, due 11/25/2035 3136BS3A1 2,322,123 $2,257,584.47 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 3137FQ4B6 68,860,629 $2,333,266.67 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029 3137FQKS1 59,029,000 $2,309,317.19 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030 3137FUZZ0 29,273,633 $2,319,013.30 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030 3137F62R7 37,151,661 $2,161,654.53 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 3137H9M71 2,273,388 $2,171,823.44 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 3137FFXM4 158,992,706 $2,504,898.29 0.05%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class BX, Variable rate, due 12/27/2028 3137FV2D3 44,157,523 $2,269,484.72 0.05%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 3137A62R2 2,213,111 $2,214,684.36 0.05%
FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041 3137A8AM0 2,593,000 $2,511,828.99 0.05%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 3137B4HE9 2,450,000 $2,292,893.75 0.05%
Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048 3137FJD63 2,304,100 $2,125,326.12 0.05%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 3137FQVN0 2,399,087 $2,350,456.44 0.05%
GNMA G2 784063, 5%, due 09/20/2045 3622A2QQ8 2,431,303 $2,420,485.62 0.05%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 38374UNN7 2,213,295 $2,305,371.28 0.05%
GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052 38376GL99 2,802,126 $2,499,266.43 0.05%
GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059 38380JLF3 4,565,412 $2,496,362.57 0.05%
GS Mortgage Securities Trust Series 2019-GC38, Class XA, Variable rate, due 02/10/2052 36252SAX5 66,316,695 $2,403,907.25 0.05%
M360 2018-CRE1, Ltd. Series 2021-CRE3, Class A, Variable rate, due 11/18/2036 55379AAA2 2,262,165 $2,202,662.68 0.05%
NYO Commercial Mortgage Trust Series 2021-1290, Class C, Variable rate, due 11/15/2038 62955HAG2 2,670,000 $2,533,049.29 0.05%
Towd Point Mortgage Trust Series 2017-2, Class A2, Variable rate, due 04/25/2057 89173HAB2 2,425,014 $2,403,191.66 0.05%
Arroyo Mortgage Trust Series 2019-3, Class A3, Variable rate, due 10/25/2048 04285AAC9 1,894,351 $1,792,939.48 0.04%
Arroyo Mortgage Trust Series 2021-1R, Class A2, Variable rate, due 10/25/2048 042853AB7 1,934,518 $1,710,352.10 0.04%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049 16159GAL3 1,837,389 $1,752,199.29 0.04%
Citigroup Commercial Mortgage Trust Series 2016-P4, Class XA, Variable rate, due 07/10/2049 29429EAF8 86,951,622 $1,804,750.48 0.04%
Fannie Mae FN AE7733, 5%, due 11/01/2040 31419JSX7 2,024,518 $2,025,947.84 0.04%
Fannie Mae FN AS1719, 5%, due 02/01/2044 3138WA4D6 1,766,540 $1,756,536.17 0.04%
FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039 31398FDQ1 2,084,556 $2,047,401.18 0.04%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 3136A2HE6 1,972,528 $1,882,708.93 0.04%
Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046 3136ASF50 13,718,435 $1,618,669.72 0.04%
Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057 3136AYT37 2,351,833 $1,841,641.63 0.04%
FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049 3136B3WA4 1,955,181 $1,769,955.85 0.04%
FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047 31396XD43 1,975,644 $2,024,394.66 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029 3137FPJJ5 56,982,682 $1,993,447.95 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class XAM, Variable rate, due 04/25/2030 3137FTZU4 24,006,055 $2,066,054.71 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 3137FHQ71 1,900,000 $1,784,076.26 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027 3137F64T1 46,072,531 $1,711,387.20 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 3137F72F1 70,811,000 $1,923,403.79 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 3137FJZ51 1,798,863 $1,798,269.68 0.04%
FHLMC Multifamily Structured Pass Through Certs. SErkes K122, Class XAM, Variable rate, due 11/25/2030 3137F84L4 35,410,560 $1,961,295.31 0.04%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 3137AFGX4 2,062,648 $1,969,056.21 0.04%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 3137ALYJ2 1,878,000 $1,718,782.41 0.04%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 3137AT7D8 2,447,000 $2,055,976.74 0.04%
GNMA G2 AC0197, 4%, due 12/20/2042 36178YGE9 1,733,444 $1,648,769.62 0.04%
GNMA G2 MA5714, 6%, due 01/20/2049 36179UK35 1,746,409 $1,815,632.59 0.04%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 38373SV20 1,724,485 $1,689,809.34 0.04%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 38378F3M0 2,223,000 $1,797,064.75 0.04%
GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056 38379RT37 2,138,788 $1,719,276.36 0.04%
GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057 38379R6F5 2,780,424 $1,685,684.30 0.04%
GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059 38379RMR1 3,355,635 $1,950,193.86 0.04%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 2,250,000 $1,961,368.88 0.04%
Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049 743874AJ8 2,359,732 $2,007,091.69 0.04%
Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037 826525AA5 1,719,174 $1,689,095.19 0.04%
WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031 92939GAA5 2,154,902 $1,943,903.75 0.04%
COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 12654FAC4 41,260,000 $1,234,841.66 0.03%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 21873BAA3 1,298,385 $1,213,111.24 0.03%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 3138MFN52 1,289,454 $1,184,689.54 0.03%
Fannie Mae FN FM1284, 3.50%, due 02/01/2046 3140X4NA0 1,467,637 $1,346,889.49 0.03%
Fannie Mae FN FM1285, 4%, due 10/01/2043 3140X4NB8 1,327,592 $1,260,059.29 0.03%
Fannie Mae FN FS4013, 4%, due 04/01/2042 3140XKN71 1,502,015 $1,427,840.39 0.03%
Fannie Mae FN FS4015, 5.50%, due 03/01/2049 3140XKN97 1,401,387 $1,412,068.86 0.03%
FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036 31396L4R8 1,280,119 $1,247,139.53 0.03%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 31394ERF7 1,265,226 $1,274,343.40 0.03%
FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037 31396QAU3 1,575,635 $1,574,463.08 0.03%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 31397QQC5 1,507,000 $1,541,544.51 0.03%
FannieMae Grantor Trust Series 2005-T1, Class A1, Variable rate, due 05/25/2035 31394C7D8 1,618,744 $1,542,093.96 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 7,196,235 $1,234,515.82 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class X1, Variable rate, due 10/25/2030 3137F83S0 27,909,513 $1,307,044.34 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030 3137F83U5 24,471,000 $1,491,262.74 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 3137H1YX8 26,841,068 $1,461,917.58 0.03%
First Trust Long Duration Opportunities ETF LGOV 33738D606 73,956 $1,567,867.20 0.03%
Freddie Mac FG Q61217, 4%, due 01/01/2049 3132VMK79 1,602,455 $1,498,482.30 0.03%
Freddie Mac FG U59020, 4%, due 06/01/2035 3132FTAW8 1,419,552 $1,378,647.41 0.03%
Freddie Mac Multiclass Certificates Series 2021-RR19, Class X, Variable rate, due 04/27/2029 3137H2P57 32,013,000 $1,264,977.69 0.03%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 34,541,719 $1,159,572.41 0.03%
Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035 31396CNQ9 1,379,759 $1,435,493.32 0.03%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 3137ACW96 1,387,000 $1,343,996.08 0.03%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 3137ANZG3 1,263,739 $1,162,404.70 0.03%
GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035 38374MBY4 1,525,438 $1,521,400.51 0.03%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 38377LBY3 1,406,100 $1,381,810.93 0.03%
GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042 38378GM88 1,142,473 $1,174,855.53 0.03%
GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050 38382FT46 7,097,422 $1,520,780.95 0.03%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A2, Variable rate, due 02/25/2049 10569TAB4 1,163,420 $1,084,080.70 0.02%
CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049 12555DAL9 996,800 $943,410.73 0.02%
CoreVest American Finance Trust Series 2021-3, Class A, 1.90%, due 10/15/2054 21873NAA7 801,463 $762,815.19 0.02%
Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 12657GAA3 1,073,089 $959,264.16 0.02%
Fannie Mae FN AB2506, 5%, due 03/01/2041 31416XYC8 794,244 $793,173.53 0.02%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040 31416YJD1 887,319 $865,249.27 0.02%
Fannie Mae FN AI9124, 4%, due 08/01/2042 3138APD62 1,101,831 $1,040,765.12 0.02%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041 3138APE87 839,633 $903,712.28 0.02%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034 3138EQYB2 784,886 $771,825.62 0.02%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047 3138ER2K5 1,024,221 $990,149.07 0.02%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 3140HBD62 949,611 $920,798.30 0.02%
Fannie Mae FN BN4959, 4%, due 12/01/2048 3140JLQM9 793,948 $731,547.00 0.02%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 31396WKF2 955,177 $915,730.33 0.02%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 31398GJE0 935,010 $952,285.83 0.02%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 3136A4N88 776,952 $733,393.12 0.02%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 3136AHG38 1,003,000 $950,893.35 0.02%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 3136ANAM9 875,000 $729,427.65 0.02%
Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 3136B2GN6 986,709 $962,085.26 0.02%
Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049 3136B5SZ9 10,878,760 $892,293.29 0.02%
Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050 3136B8RV3 9,857,876 $1,149,521.99 0.02%
Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051 3136BDUX4 11,322,429 $1,047,523.96 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K047, Class X3, Variable rate, due 06/25/2043 3137BKRL6 128,644,992 $848,992.62 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 3137FL2N3 28,483,593 $877,579.49 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 3137FLYL2 15,668,502 $767,496.51 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 3137FNWZ9 52,917,526 $841,822.59 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027 3137FTFW2 38,645,000 $1,085,943.82 0.02%
Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049 33852BAL9 1,298,769 $1,151,696.20 0.02%
Freddie Mac FG U64762, 4.50%, due 10/01/2045 3132MQFB7 821,034 $799,028.98 0.02%
Freddie Mac FH 760043, Variable rate, due 12/01/2048 31342WBL4 894,801 $885,868.73 0.02%
Freddie Mac FR ZS2492. 6.50%, due 04/01/2035 3132A2XV9 1,021,602 $1,064,866.95 0.02%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 31393RFB1 832,000 $834,614.48 0.02%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 31395K2B8 731,289 $769,227.31 0.02%
FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035 31395TYA6 785,000 $786,537.52 0.02%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 31398EDX9 1,138,801 $1,146,312.92 0.02%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 31398JGX5 856,094 $839,549.07 0.02%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 31398KP61 927,421 $957,393.31 0.02%
Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041 3137AHZ76 6,484,718 $718,242.79 0.02%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 3137B0PK4 905,000 $790,846.02 0.02%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 3137B1HG0 826,035 $713,742.65 0.02%
Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046 3137BNRK2 8,653,924 $888,825.49 0.02%
Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049 3137FQEU3 7,408,066 $777,292.08 0.02%
Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050 3137FQPH0 7,924,502 $787,127.30 0.02%
GNMA G2 769102, 4.50%, due 07/20/2041 36176LGK5 733,616 $716,044.85 0.02%
GNMA G2 785020, 3%, due 05/20/2050 3622AAPD0 881,157 $751,547.69 0.02%
GNMA G2 BB1216, 4.50%, due 06/20/2047 3617ARK55 772,890 $743,694.68 0.02%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 38376PWN6 732,000 $718,629.51 0.02%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 38373AM52 818,517 $810,939.67 0.02%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 38377FVF5 1,075,146 $1,125,075.91 0.02%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 38377UAJ7 771,202 $749,188.58 0.02%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 38378TLD0 953,680 $738,109.51 0.02%
GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042 38378TTN0 781,350 $770,785.67 0.02%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 38380AAW7 1,108,718 $979,366.17 0.02%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 38380ASK4 6,003,100 $761,003.44 0.02%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 38380CYG2 1,054,351 $935,362.58 0.02%
GNMA Series 2018-131, Class IA, 5%, due 04/20/2044 38380YZK4 4,417,369 $771,014.61 0.02%
GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061 38380NLL1 1,995,796 $1,069,456.05 0.02%
GNMA Series 2021-46, Class IL, 3%, due 03/20/2051 38382P4V1 5,724,104 $708,574.79 0.02%
JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045 46644CAP3 893,889 $895,183.53 0.02%
JP Morgan Mortgage Trust Series 2019-1, Class A5, Variable rate, due 05/25/2049 46650HAE8 1,211,702 $1,118,810.35 0.02%
JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050 46651DAR7 968,791 $871,267.70 0.02%
Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048 67097VAC8 1,184,804 $1,105,153.96 0.02%
Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049 74387LAJ0 1,096,511 $934,947.44 0.02%
TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048 88632AAA6 822,641 $765,448.35 0.02%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 97655JBS0 938,136 $889,882.35 0.02%
Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 06540JBM3 8,425,063 $403,604.32 0.01%
Countrywide Asset-Backed Certificates Series 2004-5, Class M1, Variable rate, due 08/25/2034 1266716K7 639,363 $638,395.80 0.01%
Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 12654PAE8 256,547 $244,144.19 0.01%
Fannie Mae FN 890556, 4.50%, due 10/01/2043 31410LMD1 560,410 $539,735.14 0.01%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042 31417FUA4 397,454 $357,214.93 0.01%
Fannie Mae FN AE9959, 5%, due 03/01/2041 31419MB59 364,901 $364,109.24 0.01%
Fannie Mae FN AI9114, 4%, due 06/01/2042 3138APDU9 254,354 $240,257.81 0.01%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043 3138EKNK7 333,381 $305,997.41 0.01%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043 3138ENRL5 397,436 $387,658.94 0.01%
Fannie Mae FN AL7637, 5%, due 01/01/2042 3138EQPX4 318,208 $314,407.50 0.01%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 3140HBDE5 366,627 $355,619.42 0.01%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 3140HBDR6 310,163 $300,815.41 0.01%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 31393CSV6 230,637 $234,409.14 0.01%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 31393EHE2 355,000 $340,858.33 0.01%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 31394AWK8 402,547 $400,269.40 0.01%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 31394DYA2 353,982 $371,254.97 0.01%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 31396WSC1 621,034 $593,346.20 0.01%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 31396WK70 465,540 $480,958.32 0.01%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 31396PSA0 313,274 $312,100.39 0.01%
FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040 31398GTS8 305,711 $281,112.02 0.01%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 31398PHK8 500,000 $492,854.75 0.01%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 31398PEC9 240,401 $236,025.92 0.01%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 31398PMS5 270,289 $266,420.25 0.01%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 3136A1MS1 750,000 $656,181.08 0.01%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 31397S7M0 236,272 $238,283.36 0.01%
FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042 3136A94X3 5,820,251 $611,177.03 0.01%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 3136AAFH3 441,790 $365,877.08 0.01%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 3136ABFP3 714,872 $597,616.66 0.01%
FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042 3136A6AH7 404,946 $357,857.14 0.01%
FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043 3136ACCG4 690,000 $463,107.30 0.01%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 3136AGPZ9 379,979 $325,617.30 0.01%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 3136ADR35 750,000 $595,974.15 0.01%
FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043 3136AEJ24 294,419 $240,977.54 0.01%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 3136ALK26 654,236 $515,889.90 0.01%
FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046 3136ATVK7 4,841,960 $334,949.82 0.01%
FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046 3136ATM76 2,523,683 $437,899.71 0.01%
Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047 3136AVQD4 6,344,568 $690,082.16 0.01%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 3136AWC96 597,364 $434,037.39 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class X1, Variable rate, due 02/25/2026 3137FLN59 97,413,795 $519,244.75 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class XAM, Variable rate, due 02/25/2026 3137FLN75 68,018,000 $358,039.27 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K735, Class X1, Variable rate, due 05/25/2026 3137FMU83 40,873,831 $402,529.58 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 3137FQXL2 67,441,067 $672,670.69 0.01%
First Trust Intermediate Government Opportunities ETF MGOV 33738D838 32,647 $654,624.59 0.01%
First Trust Structured Credit Income Opportunities ETF SCIO 33738D770 15,756 $321,422.40 0.01%
FIVE 2023-V1 Series 2023-V1, Class XA, Variable rate, due 02/10/2056 337964AD2 30,172,699 $562,198.85 0.01%
Freddie Mac FG A7828, 3.50%, due 08/01/2035 3128K8VV5 257,912 $241,780.73 0.01%
Freddie Mac FG B70791, 4%, due 06/01/2039 3129882Y3 510,776 $500,078.03 0.01%
Freddie Mac FG G07100, 5.50%, due 07/01/2040 3128M9GH9 294,285 $296,905.28 0.01%
Freddie Mac FG G07683, 4%, due 03/01/2044 3128M92Q4 250,339 $236,683.89 0.01%
Freddie Mac FG G60114, 5.50%, due 06/01/2041 31335ADT2 270,210 $274,600.28 0.01%
Freddie Mac FG G60168, 4.50%, due 07/01/2045 31335AFH6 436,607 $422,726.56 0.01%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042 3132HQPT3 291,964 $268,817.76 0.01%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048 3132XXEZ8 306,400 $297,486.29 0.01%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048 3132XXS34 500,731 $486,167.85 0.01%
Freddie Mac FG U90690, 3.50%, due 06/01/2042 3132H3XT5 587,995 $537,782.24 0.01%
Freddie Mac Multiclass Certificates Series 2021-P011, Class X1, Variable rate, due 09/25/2045 3137H2NR1 3,970,032 $447,673.96 0.01%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 31393LYD9 636,000 $642,666.93 0.01%
FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033 31393VKU4 291,132 $286,961.05 0.01%
FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033 31393VKV2 634,668 $605,137.25 0.01%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 31398KRU6 276,173 $273,066.83 0.01%
FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040 31398LXJ2 398,678 $402,690.85 0.01%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 31398QFX0 330,992 $325,743.73 0.01%
FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040 3137A0XA8 550,000 $535,441.17 0.01%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 3137ALAF6 269,513 $273,971.21 0.01%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 3137AT5V0 737,508 $611,776.18 0.01%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 3137B16B3 732,650 $687,175.95 0.01%
FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043 3137B22X7 500,000 $424,931.65 0.01%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 3137BLDP0 390,121 $398,515.88 0.01%
FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046 3137BMNX0 514,045 $372,607.34 0.01%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 3137BQXX0 771,702 $680,274.45 0.01%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 3137BYGP9 600,000 $481,051.62 0.01%
Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048 3137F4W73 2,376,775 $284,741.71 0.01%
Freddie Mac Series 4842, Class FA, Variable rate, due 11/15/2048 3137FJG45 493,836 $482,597.08 0.01%
Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049 3137FNHT0 5,686,097 $646,332.36 0.01%
Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049 3137FTF28 2,515,155 $634,975.28 0.01%
Freddie Mac Series 5034, Class IO, Variable rate, due 05/01/2039 3137F6JT5 10,145,298 $692,684.42 0.01%
FreddieMac Strip Series 276, Class SS, Variable rate, due 09/15/2042 31325TUP2 5,263,300 $505,790.86 0.01%
GNMA G2 726317, 4.25%, due 06/20/2036 3620AQAS2 407,098 $385,239.05 0.01%
GNMA G2 748939, 4%, due 09/20/2040 3620C5BG1 460,854 $432,710.79 0.01%
GNMA G2 AD0026, 3.50%, due 06/20/2033 36180BA35 296,280 $283,898.63 0.01%
GNMA G2 AI6317, 4.50%, due 06/20/2044 36198TAS1 505,859 $486,586.80 0.01%
GNMA G2 AK2389, 4.50%, due 11/20/2044 36183KUN6 244,031 $235,187.31 0.01%
GNMA G2 BB4731, 4%, due 07/20/2047 3617AVHG6 342,919 $319,253.38 0.01%
GNMA G2 BB4757, 4%, due 08/20/2047 3617AVJA7 261,064 $247,041.05 0.01%
GNMA G2 BF0415, 5%, due 06/20/2035 3617G6N86 340,199 $334,801.69 0.01%
GNMA G2 BL6909, 5%, due 03/20/2049 3617JKVA8 262,633 $258,153.31 0.01%
GNMA GN 711563, 4.50%, due 03/15/2041 36297GQQ6 629,118 $622,229.75 0.01%
GNMA GN 737673, 4.50%, due 11/15/2040 3620ARQ20 577,878 $561,400.15 0.01%
GNMA GN 784343, 5%, due 02/15/2041 3622A2ZG0 319,063 $320,726.50 0.01%
GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034 38374KGD9 270,138 $266,261.07 0.01%
GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034 38374GV41 394,276 $403,773.10 0.01%
GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035 38374KPS6 269,018 $263,880.86 0.01%
GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035 38374KPT4 269,018 $264,115.83 0.01%
GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046 38380BHQ1 350,361 $239,825.79 0.01%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 38374NPM3 409,788 $408,775.61 0.01%
GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037 38373MC32 521,786 $530,200.79 0.01%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 38375L4C1 412,090 $413,550.39 0.01%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 38375XBM5 355,057 $358,356.10 0.01%
GNMA Series 2009-32, Class SZ, 5.50%, due 05/16/2039 38374UCB5 468,590 $481,091.81 0.01%
GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039 38376FEC2 331,134 $353,068.79 0.01%
GNMA Series 2009-61, Class WQ, Variable rate, due 11/16/2035 38376FJN3 6,419,609 $510,386.50 0.01%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 38376CKS7 455,000 $442,002.20 0.01%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 38376FUK6 703,344 $691,068.64 0.01%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 38377NF41 468,533 $393,811.11 0.01%
GNMA Series 2011-129, Class CL, 5%, due 03/20/2041 38376LU98 239,265 $235,081.21 0.01%
GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041 38377TAY7 307,102 $303,987.22 0.01%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 38375GGT2 5,303,780 $346,772.29 0.01%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 38378PXC7 688,000 $645,859.93 0.01%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 38379CA89 650,162 $613,347.30 0.01%
GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038 38379QAH8 283,624 $288,102.39 0.01%
GNMA Series 20156-66, Class LI, 5%, due 05/16/2045 38379PC54 3,492,119 $322,512.52 0.01%
GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045 38379YV39 4,713,763 $562,525.85 0.01%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 38380CAX1 464,000 $440,038.85 0.01%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 38379XH60 236,016 $240,533.84 0.01%
GNMA Series 2017-123, Class IO, 5%, due 08/16/2047 38380F6N1 2,989,085 $573,583.61 0.01%
GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047 38380GAD6 3,696,204 $347,477.54 0.01%
GNMA Series 2017-133, Class JI, 7%, due 06/20/2041 38380HCX8 2,620,480 $289,395.55 0.01%
GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035 38380CS95 2,901,751 $357,364.56 0.01%
GNMA Series 2017-56, Class BI, 6%, due 04/16/2047 38376UJQ3 3,232,600 $451,335.97 0.01%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 38380VVB4 964,005 $686,644.57 0.01%
GNMA Series 2018-79, Class IO, 5%, due 06/20/2048 38380XDR5 3,680,573 $494,811.88 0.01%
GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050 38382FJZ8 3,000,000 $626,080.80 0.01%
GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050 36257QAA4 340,065 $314,688.93 0.01%
JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050 46591KBE2 545,664 $486,108.38 0.01%
Pagaya AI Debt Selection Trust Series 2023-5, Class A, 7.179%, due 04/15/2031 69546PAA8 388,713 $389,165.55 0.01%
ReadyCap Commercial Mortgage Trust Series 2021-FL6, Class A, Variable rate, due 07/25/2036 75575TAA1 531,076 $530,404.49 0.01%
Sequoia Mortgage Trust Series 20178-CH1, Class A13, Variable rate, due 08/25/2047 81746HAN1 349,832 $326,590.08 0.01%
2024-11-22 US 10YR NOTE (CBT)Dec24 C 113 200 $0.00 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 C 115 -75 $0.00 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 C 116 -50 $0.00 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 P 105 -25 $0.00 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 P 106 -125 $0.00 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 P 108 -350 $0.00 0.00%
2024-11-22 US 10yr Ultra Fut Dec24 P 116 -50 ($170,312.50) 0.00%
2024-11-22 US 2YR NOTE (CBT) Dec24 P 101.75 -200 $0.00 0.00%
2024-11-22 US 5YR NOTE (CBT) Dec24 C 108.50 -340 $0.00 0.00%
2024-11-22 US 5YR NOTE (CBT) Dec24 C 109 -250 $0.00 0.00%
2024-11-22 US 5YR NOTE (CBT) Dec24 C 110 -100 $0.00 0.00%
2024-11-22 US 5YR NOTE (CBT) Dec24 P 105 -400 $0.00 0.00%
2024-11-22 US LONG BOND(CBT) Dec24 C 121 50 $0.00 0.00%
2024-11-22 US LONG BOND(CBT) Dec24 C 124 -400 $0.00 0.00%
2024-11-22 US ULTRA BOND CBT Dec24 C 128 -20 $0.00 0.00%
2024-11-22 US ULTRA BOND CBT Dec24 C 132 25 $0.00 0.00%
2024-11-22 US ULTRA BOND CBT Dec24 C 138 -10 $0.00 0.00%
2024-12-13 3 MONTH SOFR FUT Dec24 C 95.50 -500 ($84,375.00) 0.00%
2025-02-21 US 10YR NOTE (CBT)Mar25 C 116 -50 ($7,031.26) 0.00%
2025-02-21 US 10YR NOTE (CBT)Mar25 P 106 -25 ($7,031.25) 0.00%
2025-02-21 US 10yr Ultra Fut Mar25 C 116 -50 ($35,156.26) 0.00%
2025-02-21 US 2YR NOTE (CBT) Mar25 C 104 -250 ($50,781.50) 0.00%
2025-02-21 US 5YR NOTE (CBT) Mar25 C 110 -50 ($7,421.90) 0.00%
2025-02-21 US 5YR NOTE (CBT) Mar25 C 111 -50 ($3,906.25) 0.00%
2025-02-21 US 5YR NOTE (CBT) Mar25 P 108 -75 ($122,460.98) 0.00%
2025-02-21 US LONG BOND(CBT) Mar25 C 126 -298 ($121,062.50) 0.00%
2025-02-21 US LONG BOND(CBT) Mar25 C 128 -200 ($53,125.00) 0.00%
2025-02-21 US LONG BOND(CBT) Mar25 C 130 -385 ($72,187.50) 0.00%
2025-02-21 US LONG BOND(CBT) Mar25 C 138 -150 ($9,375.00) 0.00%
2025-02-21 US LONG BOND(CBT) Mar25 P 110 -100 ($65,625.00) 0.00%
2025-02-21 US ULTRA BOND CBT Mar25 C 128 -15 ($27,187.50) 0.00%
2025-03-14 SOFR 1yr MidCurve Mar26 C 96.50 -250 ($89,062.50) 0.00%
2025-03-14 SOFR 1yr MidCurve Mar26 P 94.50 -250 ($4,687.50) 0.00%
Bank Series 2019-BN23, Class XA, Variable rate, due 12/15/2052 06541RBC6 7,735,201 $220,185.60 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 27,567 $28,395.07 0.00%
Fannie Mae FN 255190, 5.50%, due 05/01/2034 31371LNF2 15,461 $15,616.35 0.00%
Fannie Mae FN 255984, 4.50%, due 11/01/2025 31371MJ57 1,963 $1,951.40 0.00%
Fannie Mae FN 256181, 5.50%, due 03/01/2036 31371MRA7 47,536 $47,614.07 0.00%
Fannie Mae FN 256808, 5.50%, due 07/01/2037 31371NGR0 3,996 $3,941.83 0.00%
Fannie Mae FN 256936, 6%, due 10/01/2037 31371NLR4 31,838 $32,350.66 0.00%
Fannie Mae FN 555851, 6.50%, due 01/01/2033 31385XQC4 6,800 $6,955.94 0.00%
Fannie Mae FN 735415, 6.50%, due 12/01/2032 31402RAQ2 198,759 $206,351.77 0.00%
Fannie Mae FN 747097, 6%, due 10/01/2029 31403E7J0 28,270 $28,391.97 0.00%
Fannie Mae FN 788149, 5.50%, due 05/01/2033 31405FTE2 156,393 $158,058.99 0.00%
Fannie Mae FN 850000, 5.50%, due 01/01/2036 31408FKM0 163,094 $165,538.85 0.00%
Fannie Mae FN 871039, 5.50%, due 02/01/2037 31409GV86 30,009 $29,923.84 0.00%
Fannie Mae FN 888163, 7%, due 12/01/2033 31410FWY7 54,766 $56,676.04 0.00%
Fannie Mae FN 890149, 6.50%, due 10/01/2038 31410K5J9 6,796 $7,101.34 0.00%
Fannie Mae FN 890231, 5%, due 07/01/2025 31410LA85 1,662 $1,657.40 0.00%
Fannie Mae FN 930562, 5%, due 02/01/2039 31412NZ33 6,587 $6,591.32 0.00%
Fannie Mae FN 953115, 5.50%, due 11/01/2038 31413RK47 80,947 $81,565.78 0.00%
Fannie Mae FN 976871, 6.50%, due 08/01/2036 31414UW87 23,355 $23,934.88 0.00%
Fannie Mae FN 995097, 6.50%, due 10/01/2037 31416BNN4 10,269 $10,730.26 0.00%
Fannie Mae FN 995228, 6.50%, due 11/01/2038 31416BSR0 27,139 $28,583.02 0.00%
Fannie Mae FN AA3303, 5.50%, due 06/01/2038 31416LU53 65,973 $65,539.58 0.00%
Fannie Mae FN AB2133, 4%, due 01/01/2026 31416XLP3 1,382 $1,369.82 0.00%
Fannie Mae FN AD5222, 4.50%, due 05/01/2030 31418SYU7 4,798 $4,760.75 0.00%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036 31419AEK9 119,484 $116,122.86 0.00%
Fannie Mae FN AH0979, 3.50%, due 01/01/2041 3138A2CR8 171,682 $153,370.15 0.00%
Fannie Mae FN AH1141, 4.50%, due 12/01/2040 3138A2HT9 70,714 $68,973.62 0.00%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031 3138AKXX2 84,031 $83,397.45 0.00%
Fannie Mae FN AI6581, 4.50%, due 07/01/2041 3138ALJ32 17,217 $16,793.61 0.00%
Fannie Mae FN AL0212, 5.50%, due 02/01/2038 3138EGGW8 48,093 $48,616.01 0.00%
Fannie Mae FN AL2142, 6.50%, due 09/01/2038 3138EJLY2 50,986 $52,656.01 0.00%
Fannie Mae FN AL2892, 3.50%, due 12/01/2042 3138EKGA7 52,519 $48,217.85 0.00%
Fannie Mae FN AL6948, 5%, due 09/01/2025 3138EPWJ9 34 $33.76 0.00%
Fannie Mae FN AP1197, 3.50%, due 09/01/2042 3138M4KK7 169,191 $155,443.57 0.00%
Fannie Mae FN AP7963, 4%, due 09/01/2042 3138MBZ58 99,840 $94,760.07 0.00%
Fannie Mae FN AQ9999, 3%, due 02/01/2043 3138MSDD8 189,728 $169,451.70 0.00%
Fannie Mae FN AS7211, 3%, due 04/01/2046 3138WHAM4 139,364 $124,507.72 0.00%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047 3138WLC43 167,121 $159,757.17 0.00%
Fannie Mae FN AT0332, 3%, due 04/01/2043 3138WMLN9 57,186 $51,488.01 0.00%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045 3138YDAP4 56,944 $55,180.00 0.00%
Fannie Mae FN BH9428, 4.50%, due 09/01/2047 3140GYPN3 9,790 $9,402.69 0.00%
Fannie Mae FN BJ6232, 5%, due 04/01/2048 3140H74S3 31,547 $31,166.86 0.00%
Fannie Mae FN MA0096, 4.50%, due 06/01/2029 31417YDA2 41,334 $41,009.49 0.00%
Fannie Mae FN MA0295, 5%, due 01/01/2030 31417YKH9 17,163 $17,182.75 0.00%
Fannie Mae FN MA0777, 5%, due 06/01/2031 31417Y2K2 2,025 $2,032.20 0.00%
Fannie Mae FN MA1222, 4%, due 10/01/2032 31418ALC0 19,577 $19,107.50 0.00%
Fannie Mae FN MA1228, 3%, due 09/01/2042 31418ALJ5 39,751 $35,505.48 0.00%
Fannie Mae FN MA2509, 3%, due 01/01/2046 31418BYF7 1,674 $1,442.43 0.00%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047 31418CNT7 133,037 $128,117.51 0.00%
Fannie Mae FN MA3123, 5%, due 08/01/2047 31418CPH1 83,649 $82,780.25 0.00%
FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026 31359KW45 4,307 $133.20 0.00%
FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031 313920PF1 3,069 $64.12 0.00%
FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031 313920B41 1,037 $1,029.68 0.00%
FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032 31392CDZ4 3,938 $4,071.28 0.00%
FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032 31392FLJ4 80,889 $75,742.98 0.00%
FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033 31392JGL7 6,230 $6,127.21 0.00%
FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033 31392JM71 17,597 $17,258.09 0.00%
FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033 31393BKD6 52,613 $7,563.81 0.00%
FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027 31393DRP8 7,365 $7,350.13 0.00%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 31393XRL3 156,332 $160,246.33 0.00%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 31393XSN8 170,519 $174,788.70 0.00%
FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034 31393YES0 49,505 $47,805.82 0.00%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 31394CCK6 982,671 $70,538.17 0.00%
FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033 31394CCQ3 201,239 $1,365.03 0.00%
FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035 31394DGJ3 66,697 $63,593.08 0.00%
FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035 31394DQF0 44,043 $3,410.04 0.00%
FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035 31394FHE8 25,215 $1,810.69 0.00%
FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035 31394UET5 65,803 $66,464.28 0.00%
FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036 31396LC99 143,488 $141,443.22 0.00%
FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036 31395BVS9 30,645 $3,235.34 0.00%
FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030 31395BW33 305,269 $10,675.04 0.00%
FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036 31395DAL3 30,410 $31,284.78 0.00%
FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035 31394VL57 27,283 $27,165.16 0.00%
FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035 31394VL99 12,318,011 $8,557.57 0.00%
FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036 31396KB50 28,756 $29,931.50 0.00%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 31396X7A6 203,338 $208,736.23 0.00%
FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037 31396YBM3 45,629 $46,614.25 0.00%
FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037 31396VCB2 17,825 $17,546.57 0.00%
FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038 31396YSL7 3,818 $148.59 0.00%
FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038 31396YJD5 137,924 $132,108.58 0.00%
FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038 31396YHW5 16,483 $15,825.87 0.00%
FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040 31398GUS6 118,494 $9,851.29 0.00%
FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040 31398GMM8 41,776 $41,269.47 0.00%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 31398FTF8 140,959 $141,350.02 0.00%
FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039 31398FVJ7 97,000 $95,615.97 0.00%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 31398NNU4 71,493 $61,471.25 0.00%
FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040 31398SGL1 162,971 $6,533.12 0.00%
FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040 31398MUM6 111,015 $95,317.15 0.00%
FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040 31398G3T4 220,002 $198,888.28 0.00%
FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050 31398THN4 241,807 $60,543.45 0.00%
FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026 3136A1ZF5 406,336 $5,362.50 0.00%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 3136A2PK3 2,335,201 $129,078.00 0.00%
FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041 31397SMD3 73,880 $4,185.11 0.00%
FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041 31397SMA9 148,324 $143,716.82 0.00%
FANNIE MAE Series 2011-73, Class PI, 4.50%, due 05/25/2041 3136A0UT2 61,802 $339.76 0.00%
FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033 3136A0JB4 129,643 $14,410.07 0.00%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 31397QNH7 123,951 $122,787.02 0.00%
FANNIE MAE Series 2012-101, Class AI, 3%, due 06/25/2027 3136A75X6 293,583 $1,849.34 0.00%
FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027 3136A8ZJ2 1,041,854 $24,627.24 0.00%
FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042 3136A92Y3 114,191 $17,451.90 0.00%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 3136ADZ44 843,151 $161,938.28 0.00%
FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042 3136AAZM0 435,138 $208,217.49 0.00%
FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027 3136A6A53 43,581 $1,111.10 0.00%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 3136AGQC9 108,678 $93,537.15 0.00%
FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043 3136AGC91 195,852 $150,388.27 0.00%
FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028 3136ACE56 155,623 $4,399.16 0.00%
FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043 3136ADCB3 54,035 $36,317.13 0.00%
FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033 3136AEQT7 382,535 $33,699.84 0.00%
FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043 3136AEZ67 140,786 $122,922.04 0.00%
FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029 3136AJV86 30,887 $990.44 0.00%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 3136AKVK6 266,052 $58,391.81 0.00%
FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043 3136ALRP8 70,535 $4,326.63 0.00%
FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026 3136AL2S9 150,032 $2,214.17 0.00%
FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 3136AQGL8 31,663 $109.31 0.00%
FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044 3136AQT75 14,434 $129.35 0.00%
FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046 3136ATD76 293,524 $54,590.76 0.00%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 3136AUKR1 187,946 $183,244.20 0.00%
FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032 3136FAJF8 47,086 $7,353.46 0.00%
FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032 3136FAMX5 41,065 $4,624.04 0.00%
FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032 3136FANS5 105,932 $12,342.12 0.00%
FANNIEMAE STRIP Series 343, Class 2, 4.50%, due 10/25/2033 3136FA5Y2 133,514 $14,985.93 0.00%
FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034 3136FCCR5 135,359 $17,852.95 0.00%
FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033 3136FCEX0 29,375 $3,428.00 0.00%
FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033 3136FCEY8 42,086 $5,727.39 0.00%
FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035 3136FCTX4 70,121 $9,613.56 0.00%
FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035 3136FCWD4 56,960 $8,595.27 0.00%
FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041 3136FLCA2 218,571 $31,664.94 0.00%
FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042 3136FLCE4 247,522 $35,801.40 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K054, Class A1, 2.30%, due 01/25/2025 3137BNGS7 180,363 $179,660.31 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 7,481 $151,602.47 0.00%
Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048 33851HAD5 175,759 $172,383.16 0.00%
Freddie Mac - SCRT Series 2020-2, Class MAU, 2.50%, due 11/25/2059 35563PQS1 229,978 $212,097.92 0.00%
Freddie Mac FG A19763, 5%, due 04/01/2034 31296UZ46 61,130 $60,472.57 0.00%
Freddie Mac FG A47937, 5.50%, due 08/01/2035 3128K8ZA7 120,307 $121,668.19 0.00%
Freddie Mac FG A48972, 5.50%, due 05/01/2036 3128K96H2 54,597 $55,289.84 0.00%
Freddie Mac FG A54675, 5.50%, due 01/01/2036 3128KHFQ4 52,538 $53,393.86 0.00%
Freddie Mac FG A65324, 5.50%, due 09/01/2037 3128KV4H5 114,406 $116,269.62 0.00%
Freddie Mac FG A97294, 4%, due 02/01/2041 312946C79 64,135 $60,975.27 0.00%
Freddie Mac FG C01310, 6.50%, due 03/01/2032 31292HN34 1,879 $1,938.33 0.00%
Freddie Mac FG C03458, 5%, due 02/01/2040 31292KZX8 7,838 $7,853.43 0.00%
Freddie Mac FG C04269, 3%, due 10/01/2042 31292LW68 73,174 $65,565.87 0.00%
Freddie Mac FG C91482, 3.50%, due 07/01/2032 3128P7UF8 11,099 $10,712.13 0.00%
Freddie Mac FG E02883, 4%, due 04/01/2026 31294MFY2 3,021 $2,997.48 0.00%
Freddie Mac FG G01443, 6.50%, due 08/01/2032 31283HS89 9,079 $9,329.53 0.00%
Freddie Mac FG G02017, 5%, due 12/01/2035 3128LXG20 167,541 $167,054.13 0.00%
Freddie Mac FG G04814, 5.50%, due 10/01/2038 3128M6VF2 79,935 $80,663.22 0.00%
Freddie Mac FG G05173, 4.50%, due 11/01/2031 3128M7CJ3 10,899 $10,757.71 0.00%
Freddie Mac FG G05275, 5.50%, due 02/01/2039 3128M7FQ4 121,678 $122,344.22 0.00%
Freddie Mac FG G05449, 4.50%, due 05/01/2039 3128M7L61 43,606 $42,588.28 0.00%
Freddie Mac FG G06583, 5%, due 06/01/2041 3128M8UG7 128,586 $128,842.11 0.00%
Freddie Mac FG G07266, 4%, due 12/01/2042 3128M9MP4 33,654 $31,759.88 0.00%
Freddie Mac FG G07329, 4%, due 01/01/2043 3128M9PN6 237,906 $225,275.67 0.00%
Freddie Mac FG G08113, 6.50%, due 02/01/2036 3128MJDT4 1,238 $1,277.94 0.00%
Freddie Mac FG G14088, 4%, due 02/01/2026 3128MCXR1 4,636 $4,616.02 0.00%
Freddie Mac FG G14348, 4%, due 10/01/2026 3128MDBR3 43,576 $43,286.88 0.00%
Freddie Mac FG G14376, 4%, due 09/01/2025 3128MDCM3 25 $25.15 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 1 $0.76 0.00%
Freddie Mac FG G15949, 4%, due 01/01/2029 3128MEZN4 8,231 $8,188.22 0.00%
Freddie Mac FG G60020, 4.50%, due 12/01/2043 31335AAV0 6,880 $6,588.56 0.00%
Freddie Mac FG G60194, 3.50%, due 08/01/2045 31335AGB8 163,012 $148,267.91 0.00%
Freddie Mac FG G60808, 3%, due 10/01/2046 31335A3R7 150,355 $132,211.25 0.00%
Freddie Mac FG H09034, 5.50%, due 05/01/2037 3128UNBB7 2,070 $2,073.76 0.00%
Freddie Mac FG N70075, 5%, due 01/01/2035 31281LCL0 66,865 $66,137.14 0.00%
Freddie Mac FG N70081, 5.50%, due 07/01/2038 31281LCS5 195,254 $195,567.69 0.00%
Freddie Mac FG Q07189, 4%, due 04/01/2042 3132GSKA6 41,682 $39,573.12 0.00%
Freddie Mac FG Q07479, 3.50%, due 04/01/2042 3132GSUC1 13,882 $12,770.51 0.00%
Freddie Mac FG Q11791, 3.50%, due 10/01/2042 3132HM7C9 54,236 $49,893.36 0.00%
Freddie Mac FG Q11836, 3.50%, due 10/01/2042 3132HNBD0 40,175 $36,933.11 0.00%
Freddie Mac FG U50165, 4%, due 05/01/2032 3132GHBH5 176,288 $172,597.47 0.00%
Freddie Mac FG U80212, 3.50%, due 02/01/2033 3132G7GV1 41,324 $39,582.12 0.00%
Freddie Mac FG U90245, 3.50%, due 10/01/2042 3132H3HW6 60,798 $55,606.08 0.00%
Freddie Mac FG U90932, 3%, due 02/01/2043 3132H4A92 8,344 $7,462.41 0.00%
Freddie Mac FG U99096, 4.50%, due 05/01/2044 3132H7DA9 93,425 $90,575.19 0.00%
FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028 3133TGKG3 468 $31.13 0.00%
FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028 3133THHD2 1,967 $1,986.47 0.00%
Freddie Mac Series 2410, Class OG, 6.375%, due 02/15/2032 31339NKJ4 129,170 $130,848.24 0.00%
Freddie Mac Series 2437, Class SA, Variable rate, due 01/15/2029 31339WW85 66,722 $3,311.60 0.00%
FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033 31393JLU0 111,216 $110,740.26 0.00%
FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033 31393LFT5 72,211 $73,365.40 0.00%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 31393L2Q5 170,225 $173,864.38 0.00%
FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033 31393LCM3 70,587 $7,735.59 0.00%
FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033 31393NTQ2 9,480 $9,469.23 0.00%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 31394YH98 207,092 $208,533.69 0.00%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 31395KL92 216,371 $208,717.13 0.00%
FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035 31396AAK0 75,131 $6,705.62 0.00%
FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035 31396FPT4 25,529 $25,193.22 0.00%
FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036 31396HX79 79,264 $80,837.03 0.00%
FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037 31397F5S7 25,584 $26,788.66 0.00%
FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037 31397HM70 143,967 $125,165.56 0.00%
FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037 31397JSA3 30,261 $29,794.68 0.00%
FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 31397KDY4 42,769 $44,142.80 0.00%
FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036 31397KTL5 48,007 $46,829.09 0.00%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 31397PRT9 134,161 $137,197.24 0.00%
FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037 31397RCQ7 75,080 $77,569.10 0.00%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 31397RDR4 134,548 $132,547.18 0.00%
FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038 31397TJN3 105,507 $1,036.98 0.00%
FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039 31398EXD1 177,000 $171,083.11 0.00%
FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039 31398JSS3 709,862 $44,819.17 0.00%
FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039 31398KHZ6 38,200 $32,587.09 0.00%
FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037 31398KD98 80,860 $72,448.77 0.00%
FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040 31398VFK7 107,000 $103,245.32 0.00%
FREDDIE MAC Series 3704, Class ED, 4%, due 12/15/2036 3137A0Y82 26,395 $26,322.04 0.00%
FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025 3137GAFM4 59,580 $607.87 0.00%
FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030 3137GAFQ5 40,990 $3,086.31 0.00%
FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040 3137GARQ2 166,632 $15,330.53 0.00%
FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040 3137A4LR6 168,155 $143,284.76 0.00%
FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040 3137AMMY0 11,606 $11,511.04 0.00%
FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041 3137ANCR4 16,129 $14,907.45 0.00%
FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027 3137AMGA9 100,145 $2,250.29 0.00%
FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027 3137APLG3 104,951 $1,809.88 0.00%
FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027 3137APVG2 223,987 $3,416.65 0.00%
FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042 3137ATJQ6 21,362 $2,137.01 0.00%
FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042 3137ATPL0 1,962,761 $190,578.20 0.00%
FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027 3137AUAF6 102,455 $2,781.79 0.00%
FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042 3137AVJZ1 24,316 $2,890.62 0.00%
FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027 3137AV5X1 365,130 $9,532.96 0.00%
FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042 3137AWMU6 224,410 $35,864.98 0.00%
FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027 3137AWVX0 134,807 $3,525.66 0.00%
FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031 3137AXJW4 261,829 $3,257.02 0.00%
FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028 3137B1GZ9 1,396,102 $45,415.04 0.00%
FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043 3137B3FV5 11,838 $6,299.26 0.00%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 3137BDZM1 1,182,369 $29,446.56 0.00%
FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035 3137BLTL2 58,407 $5,410.48 0.00%
FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045 3137BMNB8 303,674 $221,073.55 0.00%
FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046 3137BPBU2 157,789 $107,939.40 0.00%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 3137BQPQ4 825,144 $98,405.96 0.00%
FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043 3137BR2M6 136,619 $71,031.18 0.00%
FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054 3137BRGT6 115,696 $3,915.60 0.00%
FreddieMac Strip Series 243, Class 11, Variable rate, due 08/15/2036 31282YWM7 110,301 $14,048.35 0.00%
FreddieMac Strip Series 267, Class S5, Variable rate, due 08/15/2042 31325TN96 267,222 $22,973.19 0.00%
FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043 31325TYW3 171,823 $16,611.00 0.00%
FreddieMac Strip Series 303, Class C2, 3.50%, due 01/15/2028 31325UDY9 103,928 $3,062.78 0.00%
FreddieMac Strip Series 304, Class C37, 3.50%, due 12/15/2027 31325UPS9 50,647 $1,372.15 0.00%
FreddieMac Strip Series 304, Class C40, 3.50%, due 09/15/2026 31325UPV2 161,097 $2,795.34 0.00%
GMAC Mortgage Corporation Loan Trust Series 2003-J10, Class A1, 4.75%, due 01/25/2019 36185NM72 723 $700.52 0.00%
GNMA G2 3172, 6%, due 12/20/2031 36202DQZ7 22,262 $23,053.27 0.00%
GNMA G2 3227, 6%, due 04/20/2032 36202DSQ5 24,554 $25,203.47 0.00%
GNMA G2 745478, 5%, due 08/20/2040 3620C1FT8 210,551 $206,665.84 0.00%
GNMA G2 754384, 4.50%, due 03/20/2042 36230N2R5 65,047 $64,648.80 0.00%
GNMA G2 AG8899, 4%, due 12/20/2043 36182D3G8 32,974 $31,040.77 0.00%
GNMA G2 AR8421, 5%, due 10/20/2041 36193FLA3 139,002 $136,278.02 0.00%
GNMA G2 BB4769, 4%, due 08/20/2047 3617AVJN9 156,202 $145,422.11 0.00%
GNMA G2 BD0483, 4.50%, due 11/20/2047 3617BFRC8 220,811 $212,471.20 0.00%
GNMA G2 MA1162, 6%, due 07/20/2043 36179NJF6 70,051 $72,829.31 0.00%
GNMA G2 MA2215, 3.50%, due 09/20/2044 36179QN80 9,775 $8,733.23 0.00%
GNMA G2 MA2759, 6%, due 01/20/2045 36179RB40 64,333 $66,871.22 0.00%
GNMA G2 MA2897, 6%, due 03/20/2045 36179RGE3 29,835 $31,012.23 0.00%
GNMA GN 455986, 5.25%, due 07/15/2025 36208NRF2 1,198 $1,195.85 0.00%
GNMA GN 487108, 6%, due 04/15/2029 36210BDM4 37,023 $38,122.24 0.00%
GNMA GN 553144, 5.50%, due 04/15/2033 36213FP56 17,560 $17,689.44 0.00%
GNMA GN 604338, 5%, due 05/15/2033 36200MLT8 69,268 $69,163.65 0.00%
GNMA GN 604897, 5%, due 12/15/2033 36200M7J6 49,128 $49,231.51 0.00%
GNMA GN 605389, 5%, due 04/15/2034 36200NRJ2 63,424 $63,557.82 0.00%
GNMA GN 615403, 4.50%, due 08/15/2033 36290RU43 142,225 $139,411.76 0.00%
GNMA GN 627123, 5.50%, due 03/15/2034 36291FVQ8 4,842 $4,929.41 0.00%
GNMA GN 638704, 5.50%, due 11/15/2036 36291URZ0 62,352 $64,318.68 0.00%
GNMA GN 653143, 4.90%, due 04/15/2036 36292MS86 70,028 $69,811.31 0.00%
GNMA GN 658324, 5.50%, due 03/15/2037 36294SLD7 213,660 $218,034.63 0.00%
GNMA GN 677190, 5%, due 06/15/2038 36295QKB5 75,062 $75,397.12 0.00%
GNMA GN 687833, 6%, due 08/15/2038 36296DEE4 11,401 $11,833.18 0.00%
GNMA GN 706840, 4.50%, due 05/15/2040 36297BHR5 37,879 $37,464.03 0.00%
GNMA GN 706855, 4.50%, due 09/15/2040 36297BH87 157,904 $156,175.75 0.00%
GNMA GN 711483, 4%, due 01/15/2040 36297GM80 180,099 $172,733.03 0.00%
GNMA GN 711543, 4%, due 11/15/2040 36297GP46 88,229 $84,631.70 0.00%
GNMA GN 723216, 4.50%, due 08/15/2040 3620A9N98 181,205 $176,516.14 0.00%
GNMA GN 723248, 5%, due 10/15/2039 3620A9P96 48,110 $48,258.89 0.00%
GNMA GN 724230, 5%, due 08/15/2039 3620AAST6 167,375 $166,876.14 0.00%
GNMA GN 724267, 5%, due 09/15/2039 3620AATY4 44,747 $44,558.11 0.00%
GNMA GN 724340, 4.50%, due 09/15/2039 3620AAV96 117,275 $114,015.08 0.00%
GNMA GN 725272, 4.50%, due 11/15/2039 3620ABW93 73,417 $71,416.16 0.00%
GNMA GN 726394, 4.50%, due 10/15/2039 3620AC7F5 28,430 $27,669.59 0.00%
GNMA GN 733595, 4.50%, due 04/15/2040 3620AL7G3 147,027 $142,606.00 0.00%
GNMA GN 733733, 5%, due 06/15/2040 3620AMEE8 57,845 $57,316.31 0.00%
GNMA GN 736617, 4%, due 12/15/2035 3620AQK69 81,955 $77,706.02 0.00%
GNMA GN 737996, 4%, due 02/15/2041 3620AR3D1 130,367 $123,106.95 0.00%
GNMA GN 743673, 4.50%, due 07/15/2040 3620AYFN1 102,883 $100,396.59 0.00%
GNMA GN 762905, 4.50%, due 04/15/2041 36176DKS1 228,555 $221,682.14 0.00%
GNMA GN 781623, 5%, due 06/15/2033 36225BYU6 190,918 $189,581.19 0.00%
GNMA GN 781697, 6%, due 11/15/2033 36225B3E6 29,836 $30,838.03 0.00%
GNMA GN 781824, 5.50%, due 11/15/2034 36241KAZ1 163,999 $167,346.46 0.00%
GNMA GN 781862, 5.50%, due 01/15/2035 36241KB72 6,091 $6,231.92 0.00%
GNMA GN 782070, 7%, due 06/15/2032 36241KJP4 9,197 $9,397.40 0.00%
GNMA GN 782810, 4.50%, due 11/15/2039 36241LDP8 32,843 $32,079.87 0.00%
GNMA GN 783091, 5.50%, due 06/15/2040 36241LNG7 56,282 $57,426.96 0.00%
GNMA GN 783375, 5%, due 08/15/2041 36241LXC5 99,524 $98,930.96 0.00%
GNMA GN 783760, 5%, due 02/15/2042 3622A2E99 145,103 $145,845.25 0.00%
GNMA GN AN4469, 5%, due 12/15/2040 36186G6E9 59,184 $58,162.21 0.00%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 38373SM61 196,316 $195,754.95 0.00%
GNMA Series 2003-4, Class MZ, 5.50%, due 01/20/2033 38373YD92 108,871 $108,566.19 0.00%
GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033 38374BDT7 145,084 $146,185.50 0.00%
GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033 38374CYN5 120,596 $121,855.94 0.00%
GNMA Series 2004-105, Class KA, 5%, due 12/16/2034 38374KFR9 181,876 $180,683.47 0.00%
GNMA Series 2004-37, Class B, 6%, due 04/17/2034 38374GSA1 68,578 $69,469.44 0.00%
GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034 38374HVU1 27,967 $28,372.92 0.00%
GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034 38374JBT2 33,964 $34,213.55 0.00%
GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034 38374JPK6 172,484 $5,384.11 0.00%
GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035 38374K2D4 85,572 $86,055.60 0.00%
GNMA Series 2005-41, Class PA, 4%, due 05/20/2035 38374LCL3 77,059 $74,989.41 0.00%
GNMA Series 2005-93, Class PO, 0%, due 06/20/2035 38374MLY3 137,969 $126,880.30 0.00%
GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036 38374NV20 216,041 $215,295.31 0.00%
GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037 38375JJ71 92,088 $3,123.27 0.00%
GNMA Series 2007-41, Class OL, 0%, due 07/20/2037 38375KWU2 71,010 $64,821.86 0.00%
GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037 38375KYH9 136,927 $6,469.80 0.00%
GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037 38374DKM0 169,400 $169,192.19 0.00%
GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038 38375QFE4 67,300 $4,395.68 0.00%
GNMA Series 2008-54, Class PE, 5%, due 06/20/2038 3837427Z0 104,205 $103,319.30 0.00%
GNMA Series 2008-71, Class JI, 6%, due 04/20/2038 38375XME1 299,390 $5,792.09 0.00%
GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036 38376JCQ5 2,715,733 $122,009.46 0.00%
GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039 38376JCK8 56,939 $55,430.81 0.00%
GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039 38374XBQ7 81,023 $6,185.33 0.00%
GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039 38374XAM7 26,896 $883.37 0.00%
GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038 38374XSE6 63,366 $2,605.07 0.00%
GNMA Series 2009-79, Class OK, 0%, due 11/16/2037 38376CXX2 73,770 $64,065.92 0.00%
GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039 38376F4G4 165,492 $162,532.21 0.00%
GNMA Series 2009-94, Class AL, 5%, due 10/20/2039 38376K2G5 65,740 $65,398.41 0.00%
GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040 38377LBS6 89,000 $84,079.30 0.00%
GNMA Series 2010-4, Class WA, 3%, due 01/16/2040 38376T2N1 11,015 $10,447.70 0.00%
GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037 38374Y6D0 856,660 $32,915.79 0.00%
GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026 38377XLV2 52,478 $7.95 0.00%
GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041 38378ACU3 29,799 $2,898.63 0.00%
GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041 38377UX86 97,095 $7,540.35 0.00%
GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038 38377VQW9 4,428,515 $142,752.29 0.00%
GNMA Series 2011-63, Class BI, 6%, due 02/20/2038 38377U2F4 32,579 $712.26 0.00%
GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035 38376LWH8 1,053,153 $6,255.20 0.00%
GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042 38378HPP5 251,623 $191,359.22 0.00%
GNMA Series 2012-143, Class TI, 3%, due 12/16/2027 38378GZP6 1,184,359 $28,416.57 0.00%
GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043 38378UBE6 632,973 $70,553.30 0.00%
GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044 38378NNC3 4,527 $4,245.03 0.00%
GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042 38378FUX6 54,312 $6,675.92 0.00%
GNMA Series 2013-69, Class PI, 5%, due 05/20/2043 38378TPS3 125,452 $10,981.40 0.00%
GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053 38378KSU4 86,939 $71,043.66 0.00%
GNMA Series 2014-115, Class QI, 3%, due 03/20/2029 38379EYF3 145,670 $503.06 0.00%
GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044 38379ENH1 2,168,364 $167,040.15 0.00%
GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044 38379EKC5 882,546 $82,026.60 0.00%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 38379AVB3 870,141 $22,302.77 0.00%
GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044 38379AWF3 4,637,610 $41,150.90 0.00%
GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040 38379CUJ3 14,276 $789.74 0.00%
GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044 38379QPM1 203,130 $17,588.32 0.00%
GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034 38379QT54 28,523 $27,800.51 0.00%
GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 38379F2J7 2,616,845 $4,358.88 0.00%
GNMA Series 2015-95, Class IK, 1%, due 05/16/2037 38379NPR7 6,917 $0.01 0.00%
GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046 38379VAD6 207,960 $159,088.42 0.00%
GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046 38380B3G8 303,000 $204,628.35 0.00%
GNMA Series 2016-167, Class KI, 6%, due 12/16/2046 38380CDE0 148,728 $17,821.81 0.00%
GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031 38379WTL6 16,435 $16,490.45 0.00%
GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046 38379WN99 719,602 $156,491.12 0.00%
GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040 38379YEV6 2,022,799 $161,197.24 0.00%
GNMA Series 2016-78, Class UI, 4%, due 06/20/2046 38379XQF0 349,867 $63,119.96 0.00%
GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047 38376MDW4 1,761,915 $214,732.17 0.00%
GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040 38380T4U7 2,765,960 $33,328.71 0.00%
GNMA Series 2019-128, Class ES, Variable rate, due 10/20/2049 38382AEP6 1,912,258 $22,340.91 0.00%
GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040 38381RHP7 841,556 $123,059.53 0.00%
JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019 466247JX2 3,525 $3,288.21 0.00%
Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018 79549AXS3 220 $218.10 0.00%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 95001TAA3 180,162 $171,132.77 0.00%
2024-11-22 US 10YR NOTE (CBT)Dec24 P 112.50 -240 ($675,000.00) -0.01%
2024-11-22 US ULTRA BOND CBT Dec24 P 128 -102 ($529,125.00) -0.01%
2025-02-21 US 10YR NOTE (CBT)Mar25 P 110 -175 ($262,500.00) -0.01%
2025-02-21 US 10YR NOTE (CBT)Mar25 P 113 -120 ($427,500.00) -0.01%
2025-02-21 US 5YR NOTE (CBT) Mar25 P 107.50 -233 ($302,171.88) -0.01%
2025-02-21 US LONG BOND(CBT) Mar25 C 124 -541 ($338,125.00) -0.01%
2025-02-21 US LONG BOND(CBT) Mar25 P 121 -83 ($452,609.38) -0.01%
2025-12-12 3 MONTH SOFR FUT Dec25 C 97.50 -1,000 ($250,000.00) -0.01%
2024-11-22 US 10YR NOTE (CBT)Dec24 P 113 -450 ($1,490,625.00) -0.03%
2025-02-21 US LONG BOND(CBT) Mar25 C 122 -1,375 ($1,310,546.92) -0.03%
2025-02-21 US LONG BOND(CBT) Mar25 P 118 -463 ($1,606,031.25) -0.03%
2025-02-21 US LONG BOND(CBT) Mar25 P 120 -300 ($1,420,312.52) -0.03%
2026-03-13 3 MONTH SOFR FUT Mar26 P 95 -3,350 ($1,256,250.00) -0.03%
2024-11-22 US 10yr Ultra Fut Dec24 P 118 -300 ($1,621,875.00) -0.04%
2025-02-21 US 10YR NOTE (CBT)Mar25 P 112 -623 ($1,732,718.75) -0.04%
2025-02-21 US 5YR NOTE (CBT) Mar25 P 109 -1,025 ($2,458,398.95) -0.05%
Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2054 01F0426C2 -5,200,000 ($4,920,333.76) -0.11%
2025-02-21 US LONG BOND(CBT) Mar25 P 119 -2,055 ($8,380,546.88) -0.18%
Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 01F0326C3 -9,846,000 ($8,770,507.34) -0.19%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037 01F032419 -20,000,000 ($18,973,413.20) -0.41%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037 01F0324C5 -24,900,000 ($23,620,926.84) -0.51%
US LONG BOND(CBT) Dec24 USZ4 -540 ($62,943,750.00) -1.36%
US 10YR NOTE (CBT)Mar25 TYH5 -673 ($73,924,843.75) -1.60%
US ULTRA BOND CBT Dec24 WNZ4 -792 ($97,267,500.00) -2.10%
US ULTRA BOND CBT Mar25 WNH5 -1,156 ($142,079,625.00) -3.07%
US 10YR NOTE (CBT)Dec24 TYZ4 -1,446 ($158,608,125.00) -3.43%
US LONG BOND(CBT) Mar25 USH5 -2,215 ($258,462,812.50) -5.59%
US 10yr Ultra Fut Dec24 UXYZ4 -2,652 ($298,598,625.00) -6.46%
US 10yr Ultra Fut Mar25 UXYH5 -4,035 ($455,387,578.13) -9.85%
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.
 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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