First Trust Low Duration Oppos ETF • US33739Q2003 Nasdaq in USD

US Dollar 12,45%

U.S. Treasury Bill, 0%, due 04/20/2021 7,16%

Freddie Mac FR SB03880, 3.50%, due 02/01/2034 4,35%

Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2050 3,08%

Fannie Mae or Freddie Mac TBA, 2%, due 08/01/2050 2,73%

Fannie Mae FN FM2500, 2.50%, due 03/01/2035 Anleihe 1,56%

Freddie Mac FR SB0368, 4%, due 03/01/2034 1,48%

Fannie Mae or Freddie Mac TBA, 2.50%, due 03/01/2050 1,44%

Fannie Mae FN FM1194, 4.50%, due 05/01/2039 Anleihe 1,37%

Freddie Mac FR ZT1989, 3.50%, due 01/01/2033 1,34%

Freddie Mac Series 4790, Class Z, 4%, due 05/15/2048 1,32%

Freddie Mac Series 4673, Class WZ, 3.50%, due 04/15/2047 1,32%

Fannie Mae FN FM0085, 4%, due 03/01/2050 Anleihe 0,93%

Fannie Mae FN FM1725, 2.50%, due 11/01/2047 0,86%

Fannie Mae FN BN5508, 5%, due 02/01/2049 Anleihe 0,85%

FANNIE MAE Series 2019-68, Class KP, 2.50%, due 11/25/2049 Anleihe 0,71%

Fannie Mae FN BQ9451, 2%, due 03/01/2051 0,60%

Freddie Mac Series 4057, Class ZA, 4%, due 06/15/2042 0,52%

FREDDIE MAC Series 4483, Class ZX, 4.15%, due 06/15/2044 0,50%

Fannie Mae FN BR7241, 2%, due 04/01/2051 0,49%

FANNIE MAE Series 2018-76, Class ZL, 4%, due 10/25/2058 0,47%

Fannie Mae FN CA4175, 4%, due 09/01/2049 Anleihe 0,46%

FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042 0,44%

Freddie Mac FN RA2415, 3%, due 04/01/2050 0,43%

Fannie Mae FN BN3925, 4.50%, due 01/01/2049 Anleihe 0,43%

Fannie Mae Series 2020-1, Class LA, 4%, due 02/25/2060 Anleihe 0,40%

Vendee Mortgage Trust Series 2011-2, Class DZ, 3.75%, due 10/15/2041 Anleihe 0,38%

Freddie Mac FG U69055, 4.50%, due 10/01/2047 0,38%

FANNIE MAE Series 2019-34, Class LA, 3%, due 07/25/2049 0,37%

Freddie Mac Series 4778,. Class DZ, 4%, due 04/15/2048 0,36%

New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 Anleihe 0,35%

FREDDIE MAC Series 4858, Class EK, 4%, due 01/15/2049 0,35%

Freddie Mac FR SD0559, 2%, due 03/01/2051 0,35%

Fannie Mae FN FM2329, 5%, due 12/01/2049 Anleihe 0,35%

GNMA Series 2017-104, Class LT, 3%, due 07/20/2047 Anleihe 0,34%

GNMA Series 2014-153, Class D, Variable rate, due 04/16/2056 Anleihe 0,34%

FANNIE MAE Series 2019-66, Class C, 3%, due 11/25/2049 Anleihe 0,33%

FANNIE MAE Series 2019-57, Class JA, 2.50%, due 10/25/2049 Anleihe 0,33%

Fannie Mae FN BR5559, 2%, due 03/01/2051 0,33%

GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060 Anleihe 0,33%

Fannie Mae FN FM2397, 4.50%, due 01/01/2050 Anleihe 0,32%

FANNIE MAE Series 2019-26, Class GA, 3.50%, due 04/01/2049 Anleihe 0,31%

Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029 0,30%

Fannie Mae Series 2019-12, Class HY, 3.50%, due 04/25/2059 0,30%

Fannie Mae FN BM5667, 4%, due 12/01/2048 Anleihe 0,30%

Fannie Mae FN FM0050, 5.50%, due 11/01/2049 Anleihe 0,29%

Fannie Mae FN BO2179, 4%, due 09/01/2049 Anleihe 0,29%

Hawaii Hotel Trust 2019-MAUI Series 2019-MAUI, Class A, Variable rate, due 05/15/2038 0,28%

Freddie Mac Series 4532, Class ZX, 4%, due 09/15/2045 0,28%

Fannie Mae FN BM4122, 7.468%, due 01/01/2040 Anleihe 0,28%

Progress Residential Trust Series 2019-SFR4, Class A, 2.687%, due 10/17/2036 Anleihe 0,28%

GS Mortgage Securities Trust Series 2019-BOCA, Class A, Variable rate, due 06/15/2038 0,27%

Freddie Mac FR RA1624, 4%, due 08/01/2049 0,27%

GNMA Series 2014-30, Class EA, Variable rate, due 02/16/2044 Anleihe 0,26%

Fannie Mae FN BM5130, 4.50%, due 08/01/2047 0,26%

Fannie Mae FN BM5039, 4.50%, due 12/01/2048 Anleihe 0,26%

GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055 Anleihe 0,25%

GNMA Series 2021-7, Class KI, 2.50%, due 01/20/2051 0,25%

Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034 0,25%

Fannie Mae FN BR7266, 2.50%, due 04/01/2051 0,25%

Fannie Mae FN BR7258, 2%, due 04/01/2051 0,25%

Freddie Mac Series 4894, Class PZ, 4%, due 07/15/2049 0,25%

GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061 Anleihe 0,24%

FREDDIE MAC Series 4375, Class MZ, 3.50%, due 08/15/2044 0,24%

Fannie Mae FN MA1629, 4.50%, due 10/01/2043 Anleihe 0,24%

Fannie Mae FN FM4819, 4%, due 06/01/2050 Anleihe 0,24%

Freddiemac Strip Series 311, Class PO, 0%, due 08/15/2043 0,23%

FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044 0,23%

firstkey homes 2020-sfr1 trust Series 2020-SFR2, Class A, 1.266%, due 10/19/2037 Anleihe 0,23%

FANNIE MAE Series 2019-8, Class DY, 3.50%, due 03/25/2049 Anleihe 0,23%

Fannie Mae Series 2019-21, Class BL, 4%, due 05/25/2059 0,23%

Fannie Mae FN FM5575, 3.50%, due 01/01/2036 0,23%

Freddiemac Strip Series 272, Class PO, 0%, due 08/15/2042 0,22%

Freddie Mac Series 4582, Class GZ, Variable rate, due 03/15/2052 0,22%

Freddie Mac FR QA2693, 4%, due 09/01/2049 0,22%

Fannie Mae FN BM3980, Variable rate, due 02/01/2043 0,22%

GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055 Anleihe 0,22%

Fannie Mae FN BE2973, 4%, due 01/01/2047 0,22%

Fannie Mae FN BM3076, 4.50%, due 07/01/2047 Anleihe 0,22%

GNMA Series 2021-24, Class XI, 2%, due 02/20/2051 0,21%

Freddie Mac FR QA7078, 3.50%, due 01/01/2050 0,21%

GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060 Anleihe 0,21%

Fannie Mae Series 2013-33, Class UZ, 3.50%, due 04/25/2043 Anleihe 0,21%

Fannie Mae Series 2012-15, Class PZ, 4%, due 03/25/2042 Anleihe 0,21%

Fannie Mae FN FM2001, 5%, due 09/01/2049 Anleihe 0,21%

Tricon American Homes Series 2020-SFR2, Class A, 1.482%, due 11/17/2027 Anleihe 0,21%

Fannie Mae - CAS Series 2018-C05, Class 1M2, Variable rate, due 01/25/2031 0,21%

BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 0,21%

Freddie Mac FG G60940, 4%, due 09/01/2046 0,20%

Fannie Mae - CAS Series 2018-C03, Class 1M2, Variable rate, due 10/25/2030 0,20%

FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 Anleihe 0,20%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K-1512, Class X1, Variable rate, due 04/25/2034 Anleihe 0,20%

FCI Funding, LLC Series 2019-1A, Class A, 3.63%, due 02/18/2031 Anleihe 0,20%

Vendee Mortgage Trust Series 2011-1, Class DZ, 3.75%, due 09/15/2046 0,20%

JP Morgan Mortgage Trust Series 2019-INV2, Class A11, Variable rate, due 02/25/2050 0,20%

GNMA Series 2020-129, Class IU, 2.50%, due 09/20/2050 Anleihe 0,20%

Freddie Mac FR ZM4944, 4%, due 11/01/2047 0,20%

GNMA Series 2018-97, Class DZ, 3.50%, due 07/20/2048 Anleihe 0,20%

Fannie Mae FN BP1950, 3%, due 04/01/2050 Anleihe 0,20%

Home Partners of America Trust Series 2020-2, Class A, 1.532%, due 01/17/2041 0,20%

FANNIE MAE Series 2011-123, Class ZP, 4.50%, due 12/25/2041 Anleihe 0,20%

Sequoia Mortgage Trust Series 2020-1, Class A7, Variable rate, due 02/25/2050 0,20%

FANNIE MAE Series 2019-34, Class JA, 3%, due 07/25/2049 0,20%

Freddie Mac FG U69060, 4.50%, due 06/01/2047 0,20%

GNMA Series 2017-122, Class CZ, 3%, due 08/20/2047 0,19%

GNMA Series 2019-15, Class MZ, 4.50%, due 02/20/2049 0,19%

FANNIE MAE Series 2019-59, Class PT, 2.50%, due 10/25/2049 0,19%

Freddie Mac - STACR Series 2018-DNA1, Class M2, Variable rate, due 07/25/2030 0,19%

FANNIE MAE Series 2019-29, Class HT, 3%, due 06/25/2049 0,19%

FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048 0,19%

Fannie Mae FN CA1576, 5%, due 01/01/2048 0,19%

Fannie Mae FN BR7265, 2.50%, due 04/01/2051 0,19%

Fannie Mae FN BJ1637, 3.50%, due 11/01/2047 0,19%

GNMA Series 2019-18, Class TP, 3.50%, due 02/20/2049 0,19%

FHLMC Multifamily Structured Pass Through Certs. Series K156, Class A3, Variable rate, due 06/25/2033 0,18%

Freddie Mac FG Q63173, 4%, due 04/01/2049 0,18%

Fannie Mae Series 2017-50., Class BZ, 3%, due 07/25/2047 0,18%

Fannie Mae Series 2020-74, Class IQ, 6%, due 10/25/2050 0,18%

FANNIE MAE Series 2016-44, Class Z, 3.50%, due 07/25/2046 0,18%

Fannie Mae FN MA4018, 2%, due 05/01/2050 0,18%

Fannie Mae FN BR7216, 2%, due 04/01/2051 0,18%

Freddie Mac Series 4682, Class KZ, 3.50%, due 09/15/2046 0,18%

GNMA G2 783590, 4.50%, due 06/20/2041 0,18%

Fannie Mae FN BN1345, 4%, due 09/01/2048 0,18%

JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 0,18%

Fannie Mae FN BO2653, 3.50%, due 07/01/2049 0,18%

GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046 0,18%

GNMA G2 784758, 5.50%, due 05/20/2049 0,18%

GNMA Series 2017-134, Class AZ, 3%, due 09/20/2047 0,17%

Freddie Mac Series 4857, Class ZB, 4.50%, due 01/15/2049 0,17%

Freddie Mac - STACR Series 2018-DNA2, Class M2, Variable rate, due 12/25/2030 0,17%

FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 0,17%

Fannie Mae - CAS Series 2018-C06, Class 1M2, Variable rate, due 03/25/2031 0,17%

Barclays Commercial Mortgage Securities LLC Series 2017-DELC, Class A, Variable rate, due 08/15/2036 0,17%

GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048 0,17%

Fannie Mae FN BM6018, 5%, due 05/01/2049 0,17%

GNMA Series 2012-125, Class Z, Variable rate, due 05/16/2053 0,16%

GNMA Series 2018-155, Class KD, 4%, due 11/20/2048 0,16%

Freddie Mac Series 4973, Class IK, 5%, due 05/25/2050 0,16%

Freddie Mac Series 5008, Class MI, 4%, due 09/25/2050 0,16%

Freddie Mac FR QA5778, 3.50%, due 01/01/2050 0,16%

Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032 0,16%

Freddie Mac FG Q53219, 4.50%, due 12/01/2047 0,16%

Fannie Mae Series 2015-80, Class HZ, 3.50%, due 11/25/2045 0,16%

Fannie Mae FN CA1902, 4.50%, due 06/01/2048 0,16%

GS Mortgage Securities Trust Series 2012-TMSQ, Class A, 3.007%, due 12/10/2030 0,16%

COMM Mortgage Trust Series 2015-LC21, Class A3, 3.445%, due 07/10/2048 0,16%

DBWF Mortgage Trust Series 2018-GLS, Class A, Variable rate, due 12/19/2030 0,16%

GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048 0,15%

Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027 0,15%

FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048 0,15%

Freddie Mac FR QC0591, 2%, due 04/01/2051 0,15%

Freddie Mac FG Q55152, 4.50%, due 04/01/2048 0,15%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 0,15%

Progress Residential Trust Series 2018-SFR2, Class A, 3.712%, due 08/17/2035 0,15%

FANNIE MAE Series 2019-27, Class HA, 3%, due 06/25/2049 0,15%

CSAIL Commercial Mortgage Trust Series 2021-C20, Class A3, 2.8048%, due 03/15/2054 0,15%

Fannie Mae Series 2017-49, Class ZJ, 4%, due 07/25/2057 0,14%

BENCHMARK Mortgage Trust Series 2020-B22, Class A5, 1.973%, due 01/15/2054 0,14%

Fannie Mae FN BR4569, 2%, due 02/01/2051 0,14%

Fannie Mae FN MA3385, 4.50%, due 06/01/2048 0,14%

Fannie Mae FN AL8263, 4.50%, due 02/01/2044 0,14%

Fannie Mae FN BN6078, 4%, due 06/01/2049 0,14%

WF-RBS COMMERCIAL MORTGAGE TRUST Series 2012-C6, Class AS, 3.835%, due 04/15/2045 0,14%

GS Mortgage Securities Trust Series 2020-GSA2, Class A5, 2.012%, due 12/12/2053 0,14%

FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025 0,14%

FHLMC Multifamily Structured Pass Through Certs. Series K-1514, Class X1, Variable rate, due 10/25/2034 0,14%

Barclays Commercial Mortgage Securities LLC Series 2021-C9, Class A5, 2.299%, due 02/15/2054 0,14%

FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027 0,14%

DBCG MORTGAGE TRUST Series 2017-BBG, Class A, Variable rate, due 06/15/2034 0,14%

Freddie Mac FG U69040, 4%, due 05/01/2045 0,14%

Fannie Mae FM BO5426, 4%, due 10/01/2049 0,14%

RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 0,14%

Fannie Mae FN AI5614, 5%, due 07/01/2041 0,14%

FANNIE MAE Series 2019-37, Class A, 3%, due 03/01/2049 0,14%

GNMA Series 2020-143, Class B, Variable rate, due 03/16/2062 0,13%

GNMA Series 2020-173, Class MI, 2.50%, due 11/20/2050 0,13%

Freddie Mac Series 4649, Class AZ, 3.50%, due 05/15/2046 0,13%

GNMA Series 2018-150, Class Z, 3.20%, due 02/16/2060 0,13%

FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 0,13%

Freddie Mac FG U69020, 5%, due 07/01/2044 0,13%

Fannie Mae Series FN BR4728, 2.50%, due 03/01/2051 0,13%

FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056 0,13%

Fannie Mae Series 2015-19, Class JB, 3.50%, due 04/25/2045 0,13%

Fannie Mae FN BN8210, 4.50%, due 07/01/2049 0,13%

Fannie Mae FN BM4785, 4.50%, due 10/01/2038 0,13%

Vendee Mortgage Trust Series 2010-1, Class DZ, 4.25%, due 04/15/2040 0,13%

Freddie Mac Series 4851, Class PO, 0%, due 08/15/2057 0,12%

GNMA GN 720225, 4.50%, due 07/15/2039 0,12%

FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035 0,12%

Freddie Mac Series 4660, Class PO, 0%, due 01/15/2033 0,12%

CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 0,12%

Wells Fargo Commercial Mortgage Trust Series 2015-NXS2, Class B, Variable rate, due 07/15/2058 0,12%

Fannie Mae FN BR7272, 2%, due 04/01/2051 0,12%

GNMA Series 2016-131, Class IO, Variable rate, due 08/16/2058 0,12%

Fannie Mae FN BR4537, 2%, due 02/01/2051 0,12%

Fannie Mae FN BR7233, 2%, due 04/01/2051 0,12%

Fannie Mae FN BO5430, 4%, due 10/01/2049 0,12%

Fannie Mae FN BM5671, 4.50%, due 01/01/2049 0,12%

Fannie Mae FN AL8640, Variable rate, due 12/01/2041 0,12%

GNMA Sereis 2021-27, Class IO, 2.50%, due 02/20/2051 0,12%

FANNIE MAE Series 2019-45, Class BU, 3%, due 08/25/2049 0,12%

GNMA Series 2015-3, Class ZD, 4%, due 01/20/2045 0,12%

FHLMC Multifamily Structured Pass Through Certs. Series K112, Class X1, Variable rate, due 05/25/2030 0,12%

GNMA Series 2017-117, Class ZN, 3%, due 08/20/2047 0,12%

FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030 0,12%

Morgan Stanley BAML Trust Series 2014-C15, Class AS, 4.255%, due 04/15/2047 0,12%

GNMA Series 2020-146, Class CI, 2.50%, due 10/20/2050 0,12%

CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049 0,12%

GNMA Series 2017-90, Class B, 2.75%, due 12/16/2057 0,11%

Freddie Mac Series 4855, Class AZ, 4%, due 08/15/2048 0,11%

FREMF MORTGAGE TRUST Series 2011-K14, Class B, Variable rate, due 02/25/2047 0,11%

Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029 0,11%

Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044 0,11%

Freddie Mac FR QC0570, 2.50%, due 04/01/2051 0,11%

Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 0,11%

FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030 0,11%

FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 0,11%

Fannie Mae FN CA1917, 5%, due 06/01/2048 0,11%

Fannie Mae FN FM2450, 3.50%, due 12/01/2039 0,11%

Fannie Mae FN BQ3099, 3%, due 10/01/2050 0,11%

Fannie Mae FN BM4561, 5%, due 09/01/2048 0,11%

GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036 0,11%

Fannie Mae FN AL4741, 4.50%, due 01/01/2044 0,11%

Crossroads Asset Trust Series 2021-A, Class A2, 1.19%, due 03/20/2024 0,11%

Fannie Mae FN BM3625, 3%, due 03/01/2048 0,11%

Freddie Mac Series 4585, Class DS, Variable rate, due 05/15/2046 0,10%

Freddie Mac FR SB0366, 3.50%, due 02/01/2034 0,10%

Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028 0,10%

New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 0,10%

Freddie Mac FR QA4774, 4%, due 11/01/2049 0,10%

GNMA Series 2016-166, Class IO, Variable rate, due 04/16/2058 0,10%

GNMA Series 2020-162, Class NI, 2.50%, due 10/20/2050 0,10%

Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050 0,10%

FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030 0,10%

Fannie Mae FN BR7726, 2.50%, due 04/01/2051 0,10%

Fannie Mae FN FM1286, 4.50%, due 06/01/2046 0,10%

Fannie Mae FN BO3030, 4%, due 10/01/2049 0,10%

Fannie Mae FN AS8548, 3.50%, due 12/01/2046 0,10%

Citigroup Commercial Mortgage Trust Series 2020-GC46, Class A5, 2.717%, due 02/15/2053 0,10%

Freddie Mac Series 4780, Class Z, 4%, due 01/15/2048 0,10%

FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 0,10%

Freddie Mac Series 5013, Class QI, 3.50%, due 09/25/2050 0,10%

Foursight Capital Automobile Receivables Trust Series 2021-1, Class B, 1.32%, due 01/15/2026 0,10%

GNMA Series 2017-76, Class B, 2.60%, due 12/16/2056 0,10%

Freddie Mac FH 840359, Variable rate, due 06/01/2046 0,10%

JP Morgan Mortgage Trust Series 2018-8, Class A7, Variable rate, due 01/25/2049 0,10%

New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056 0,10%

BENCHMARK Mortgage Trust Series 2021-B23, Class A5, 2.07%, due 02/15/2054 0,10%

Chase Mortgage Finance Corporation Series 2019-1, Class A11, Variable rate, due 03/25/2050 0,10%

Freddie Mac FG Q58363, 5%, due 09/01/2048 0,09%

Freddie Mac FG Q53875, 4%, due 01/01/2048 0,09%

FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027 0,09%

GNMA Series 2019-45, Class ZB, 3.50%, due 04/20/2049 0,09%

Freddie Mac FR SB8044, 2%, due 05/01/2035 0,09%

GNMA Series 2014-43, Class Z, 4%, due 03/20/2044 0,09%

Fannie Mae FN FM2853, 5%, due 03/01/2041 0,09%

Fannie Mae FN MA3937, 3%, due 02/01/2050 0,09%

Fannie Mae FN BO5044, 3%, due 09/01/2049 0,09%

Fannie Mae FN CA3938, 3%, due 08/01/2049 0,09%

Fannie Mae FN BN4328, 5%, due 01/01/2049 0,09%

Fannie Mae FN BK9599, 5%, due 08/01/2048 0,09%

Fannie Mae FN BK8883, 5%, due 09/01/2048 0,09%

Freddie Mac FG U99184, 4%, due 08/01/2043 0,09%

FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 0,09%

Onslow Bay Financial LLC Series 2018-EXP1, Class 2A1, Variable rate, due 04/25/2048 0,09%

FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049 0,09%

GNMA G2 MA5714, 6%, due 01/20/2049 0,09%

Fannie Mae Series 2020-77, Class DI, 4%, due 11/25/2035 0,09%

GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047 0,09%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K158, Class A3, Variable rate, due 10/25/2033 0,09%

GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055 0,09%

JP Morgan Mortgage Trust Series 2019-1, Class A11, Variable rate, due 05/25/2049 0,09%

MRA Issuance Trust Series 2021-8, Class A1X, Variable rate, due 10/15/2021 0,09%

AMSR Trust Series 2020-SFR5, Class A, 1.379%, due 11/17/2037 0,09%

Freddie Mac FR QA3965, 4%, due 10/01/2049 0,09%

Freddie Mac Series 5076, Class DZ, 1.25%, due 12/01/2047 0,08%

Freddie Mac Series 4347, Class YT, 3.50%, due 06/15/2044 0,08%

Freddie Mac Series 5051, Class CI, 4%, due 12/25/2035 0,08%

GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050 0,08%

Freddie Mac FG U69041, 5%, due 11/01/2043 0,08%

GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 0,08%

GNMA Series 2020-104, Class AI, 3%, due 07/20/2050 0,08%

FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029 0,08%

FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030 0,08%

Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046 0,08%

FANNIE MAE Series 2018-92, Class DA, 3.50%, due 09/01/2048 0,08%

FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046 0,08%

Fannie Mae FN CA2947, 4%, due 12/01/2048 0,08%

Fannie Mae FN CA0843, 3%, due 12/01/2047 0,08%

GNMA G2 785020, 3%, due 05/20/2050 0,08%

Freddie Mac FG G61160, 4.50%, due 11/01/2045 0,08%

GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042 0,08%

Freddie Mac FG Q45763, 4%, due 01/01/2047 0,08%

GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048 0,08%

Freddie Mac FG Q55606, 4%, due 04/01/2048 0,08%

GNMA Series 2020-161, Class B, 2%, due 08/16/2062 0,08%

JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045 0,08%

Countrywide Asset-Backed Certicates Series 2004-5, Class M1, Variable rate, due 08/25/2034 0,08%

Fannie Mae FN BO1420, 3.50%, due 09/01/2049 0,08%

FHLMC Multifamily Structured Pass Through Certs. Series K153, Class A3, Variable rate, due 10/25/2031 0,07%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K-1513, Class X1, Variable rate, due 08/25/2034 0,07%

FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030 0,07%

GNMA Series 2012-12, Class Z, Variable rate, due 11/16/2061 0,07%

GNMA Series 2016-133, Class IO, Variable rate, due 12/16/2057 0,07%

Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050 0,07%

GNMA GN 784752, 4%, due 03/15/2045 0,07%

Fannie Mae FN AL8652, 5%, due 07/01/2044 0,07%

FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 0,07%

Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046 0,07%

UBS-Barclays Commercial Mortgage Trust Series 2012-C3, Class B, Variable rate, due 08/10/2049 0,07%

JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 0,07%

Freddie Mac FR RB5033, 3%, due 02/01/2040 0,07%

Fannie Mae Series 2020-34, Class AI, 3.50%, due 07/01/2031 0,07%

GNMA G2 784063, 5%, due 09/20/2045 0,07%

Fannie Mae Series 2021-1, Class IB, 3.50%, due 02/25/2061 0,07%

GNMA Seried 2021-8, Class DI, 3.50%, due 11/01/2041 0,07%

FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029 0,07%

GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042 0,07%

FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 0,07%

GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056 0,07%

GNMA Series 2017-126, Class IO, Variable rate, due 08/16/2059 0,07%

GNMA Series 2020-31, Class IO, 6.50%, due 03/20/2050 0,07%

Austin Fairmont Hotel Trust Series 2019-FAIR, Class A, Variable rate, due 09/15/2032 0,07%

GNMA Series 2021-32, Class AI, 2%, due 02/20/2051 0,07%

BENCHMARK Mortgage Trust Series 2020-B21, Class A5, 1.9775%, due 12/17/2053 0,07%

Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 0,07%

Fannie Mae FN A03529, 4%, due 06/01/2042 0,07%

WF-RBS COMMERCIAL MORTGAGE TRUST Series 2013-C18, Class A4, 3.896%, due 12/15/2046 0,07%

Fannie Mae FN AE7733, 5%, due 11/01/2040 0,07%

GNMA Series 2021-27, Class PI, 2%, due 09/01/2050 0,07%

GNMA Series 2015-162, Class ZG, 4%, due 11/20/2045 0,06%

GNMA Series 2016-64, Class IO, Variable rate, due 12/16/2057 0,06%

Freddie Mac Series 5086, Class MI, 2.50%, due 03/25/2051 0,06%

GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 0,06%

JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050 0,06%

FREDDIE MAC Series 4057, Class ZC, 3.50%, due 06/15/2042 0,06%

FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047 0,06%

GNMA Series 2020-129, Class IO, 2.50%, due 09/20/2050 0,06%

Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057 0,06%

FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049 0,06%

FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039 0,06%

Fannie Mae FN BP4238, 3%, due 04/01/2050 0,06%

Fannie Mae FN BO5425, 4%, due 10/01/2049 0,06%

GNMA Series 2017-44, Class B, 2.60%, due 04/17/2050 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 0,06%

GNMA Series 2019-139, Class Z, Variable rate, due 11/16/2061 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029 0,06%

GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030 0,06%

Fannie Mae FN AS1719, 5%, due 02/01/2044 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030 0,06%

Freddie Mac Series 5023, Class AI, 4.50%, due 10/25/2050 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K123, Class XAM, Variable rate, due 12/01/2030 0,06%

GNMA GN 784573, 5%, due 12/15/2043 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series K158, Class X1, Variable rate, due 10/25/2033 0,06%

GNMA Series 2013-4, Class IC, 4%, due 09/20/2042 0,06%

FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 0,06%

GNMA Series 2016-110, Class VA, 2.10%, due 01/16/2038 0,06%

Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049 0,06%

GNMA Series 2017-179, Class IN, 5%, due 07/20/2044 0,06%

Flagstar Mortgage Trust Series 2020-1INV, Class A11, Variable rate, due 03/25/2050 0,06%

GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059 0,06%

Freddie Mac FG Q56260, 5%, due 05/01/2048 0,06%

GNMA Series 2019-35, Class BZ, 3.50%, due 03/20/2049 0,06%

Freddie Mac FN RB5017, 3%, due 11/01/2039 0,06%

GNMA Series 2020-62, Class IA, 5.50%, due 05/20/2050 0,06%

Freddie Mac FR QN2804, 1.50%, due 07/01/2035 0,06%

GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050 0,06%

FREDDIE MAC Series 3820, Class GZ, 5%, due 03/15/2041 0,06%

Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048 0,06%

Fannie Mae FN AL7162, Variable rate, due 09/01/2042 0,06%

Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049 0,06%

Freddie Mac Series 5000, Class ZE, 1%, due 01/01/2050 0,05%

Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046 0,05%

FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049 0,05%

Fannie Mae FN MA4048, 3%, due 06/01/2050 0,05%

Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032 0,05%

GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052 0,05%

GNMA Series 2017-7, Class IO, Variable rate, due 12/16/2058 0,05%

Fannie Mae Series 2020-44, Class QZ, 1%, due 07/25/2050 0,05%

Fannie Mae Series 2020-44, Class ZQ, 0.75%, due 07/25/2050 0,05%

Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049 0,05%

Fannie Mae Series 2020-37, Class QI, 4.50%, due 06/25/2050 0,05%

Fannie Mae Series 2017-54, Class IG, 4%, due 07/25/2047 0,05%

FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 0,05%

Fannie Mae Series 2003-61, Class MZ, 5%, due 08/25/2033 0,05%

FREMF MORTGAGE TRUST Series 2015-K721, Class B, Variable rate, due 11/25/2047 0,05%

Fannie Mae Series 2021-11, Class YI, 3%, due 11/25/2050 0,05%

GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035 0,05%

FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029 0,05%

GNMA Series 2016-28, Class IO, Variable rate, due 12/16/2057 0,05%

FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030 0,05%

GNMA Series 2020-189, Class IV, 3%, due 10/20/2050 0,05%

FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 0,05%

Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035 0,05%

FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027 0,05%

FREDDIE MAC Series 3860, Class PZ, 5%, due 05/15/2041 0,05%

FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 0,05%

Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048 0,05%

FHLMC Multifamily Structured Pass Through Certs. SErkes K122, Class XAM, Variable rate, due 11/25/2030 0,05%

Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050 0,05%

Freddie Mac 3.50%, due 07/01/2050 0,05%

Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037 0,05%

Freddie Mac FG G60921, 4.50%, due 02/01/2047 0,05%

GNMA G2 AC0197, 4%, due 12/20/2042 0,05%

Freddie Mac FG Q58483, 4.50%, due 09/01/2048 0,05%

GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 0,05%

Freddie Mac FG Q61217, 4%, due 01/01/2049 0,05%

GNMA Series 2016-143, Class IO, 0.96076%, due 10/16/2056 0,05%

Freddie Mac FG U59020, 4%, due 06/01/2035 0,05%

GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059 0,05%

Freddie Mac FG U79023, 3.50%, due 10/01/2028 0,05%

GNMA Series 2018-53, Class VA, 3.50%, due 07/20/2029 0,05%

Freddie Mac FR QB4340, 3%, due 10/01/2050 0,05%

GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 0,05%

CIM Trust Series 2017-7, Class A, Variable rate, due 04/25/2057 0,05%

Freddiemac Strip Series 303, Class C33, 4.50%, due 01/15/2043 0,05%

Vendee Mortgage Trust Series 2003-2, Class Z, 5%, due 05/15/2033 0,04%

Freddie Mac Series 3935, Class HZ, 4.50%, due 10/15/2041 0,04%

JP Morgan Mortgage Trust Series 2018-7FRB, Class A2, Variable rate, due 04/25/2046 0,04%

JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050 0,04%

GNMA Series 2015-99, Class EI, 5.50%, due 07/16/2045 0,04%

GNMA Series 2016-7, Class B, 2.80%, due 07/16/2057 0,04%

Fannie Mae FN CA2520, 4%, due 10/01/2033 0,04%

Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049 0,04%

Fannie Mae FN BH2633, 5%, due 08/01/2047 0,04%

Fannie Mae FN BP8797, 3%, due 07/01/2050 0,04%

Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 0,04%

Fannie Mae FN AL7905, 4.50%, due 03/01/2034 0,04%

Fannie Mae FN AL6513, 5%, due 07/01/2044 0,04%

FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 0,04%

Fannie Mae FN FM1284, 3.50%, due 02/01/2046 0,04%

FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 0,04%

Fannie Mae FN FM1285, 4%, due 10/01/2043 0,04%

GNMA G2 BM5456, 5.50%, due 07/20/2049 0,04%

Fannie Mae FN FM1287, 5%, due 11/01/2044 0,04%

GNMA Series 2016-158, Class IO, Variable rate, due 06/16/2058 0,04%

Fannie Mae FN MA3958, 3%, due 03/01/2040 0,04%

GNMA Series 2017-57, Class IO, 5%, due 04/20/2047 0,04%

FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036 0,04%

JP Morgan Mortgage Trust Series 2019-5, Class A11, Variable rate, due 11/25/2049 0,04%

FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042 0,04%

Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049 0,04%

Fannie Mae Series 2015-40, Class AI, 6%, due 05/25/2037 0,04%

Fannie Mae FM BN5323, 3.50%, due 03/01/2049 0,04%

Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047 0,04%

Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041 0,04%

FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048 0,04%

FREDDIE MAC Series 4203, Class US, Variable rate, due 05/15/2033 0,04%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K094, Class X1, Variable rate, due 06/25/2029 0,04%

FREDDIE MAC Series 4780, Class VA, 4%, due 05/15/2029 0,04%

FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030 0,04%

FREMF MORTGAGE TRUST Series 2011-K15, Class B, Variable rate, due 08/25/2044 0,04%

FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 0,04%

GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042 0,04%

FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030 0,04%

GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 0,04%

FHLMC Multifamily Structured Pass Through Certs. Series K125, Class XAM, Variable rate, due 02/25/2031 0,04%

GNMA Series 2016-34, Class IO, Variable rate, due 01/16/2058 0,04%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K734, Class X1, Variable rate, due 02/25/2026 0,04%

GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059 0,04%

FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027 0,04%

GNMA Series 2020-144, Class IK, 2.50%, due 09/20/2050 0,04%

Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048 0,04%

JP Morgan Mortgage Trust Series 2019-3, Class A11, Variable rate, due 09/25/2049 0,04%

Freddie Mac FG Q50564, 4.50%, due 09/01/2047 0,04%

JP Morgan Mortgage Trust Series 2019-5, Class A15, Variable rate, due 11/25/2049 0,04%

Freddie Mac FG U99134, 4%, due 01/01/2046 0,04%

JP Morgan Mortgage Trust Series 2019-LTV3, Class A15, Variable rate, due 03/25/2050 0,04%

Freddie Mac FR QA1997, 3%, due 08/01/2049 0,04%

Sequoia Mortgage Trust Series 2020-1, Class A4, Variable rate, due 02/25/2050 0,04%

Freddie Mac FR ZM6088, 4.50%, due 04/01/2048 0,04%

Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 0,04%

Winwater Mortgage Loan Trust Series 2016-1, Class 1A18, Variable rate, due 01/20/2046 0,04%

AMSR Trust Series 2020-SFR2, Class A, 1.632%, due 07/17/2037 0,04%

FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 0,03%

GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050 0,03%

Fannie Mae FN AB8289. 4.50%, due 04/01/2042 0,03%

GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 0,03%

GNMA Series 2016-36, Class IO, Variable rate, due 03/16/2058 0,03%

Freddiemac Strip Series 276, Class SS, Variable rate, due 09/15/2042 0,03%

GNMA G2 BN9929, 5.50%, due 08/20/2049 0,03%

Fannie Mae FN MA2916, 4%, due 02/01/2047 0,03%

FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 0,03%

Fannie Mae FN BM6602, 3.50%, due 02/01/2048 0,03%

Fannie Mae FN MA2695, 4%, due 07/01/2046 0,03%

Fannie Mae FN BK9563, 4.50%, due 12/01/2048 0,03%

Fannie Mae FN AR7582, 3.50%, due 03/01/2033 0,03%

Fannie Mae FN AI9124, 4%, due 08/01/2042 0,03%

FREDDIE MAC Series 4194, Class GI, 4%, due 04/15/2043 0,03%

FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 0,03%

Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049 0,03%

FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 0,03%

GNMA G2 BM5457, 5.50%, due 07/20/2049 0,03%

FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046 0,03%

GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 0,03%

Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057 0,03%

GNMA Series 2015-40, Class IO, 4%, due 03/20/2045 0,03%

Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051 0,03%

GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057 0,03%

FBR Securitization Trust Series 2005-2, Class M2, Variable rate, due 09/25/2035 0,03%

GNNA Series 2009-61, Class WQ, Variable rate, due 11/16/2035 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 0,03%

FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030 0,03%

FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K124, Class XAM, Variable rate, due 01/25/2031 0,03%

FREDDIE MAC Series 4213, Class MZ, 4%, due 06/15/2043 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K156, Class X1, Variable rate, due 06/25/2033 0,03%

Freddie Mac Series 5013, Class HI, 5%, due 03/25/2040 0,03%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K735, Class X1, Variable rate, due 05/25/2026 0,03%

GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class A41, Variable rate, due 10/25/2058 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 0,03%

GNMA G2 BN3607, 5.50%, due 05/20/2049 0,03%

FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 0,03%

GNMA Series 2004-92, Class BZ, 5.50%, due 11/16/2034 0,03%

Freddie Mac FG G08854, 5%, due 12/01/2048 0,03%

GNMA Series 2010-46, Class FC, Variable rate, due 03/20/2035 0,03%

Freddie Mac FG Q43309, 4%, due 09/01/2046 0,03%

GNMA Series 2015-30, Class IO, Variable rate, due 07/16/2056 0,03%

Freddie Mac FG U64762, 4.50%, due 10/01/2045 0,03%

GNMA Series 2016-113, Class IO, Variable rate, due 02/16/2058 0,03%

Freddie Mac FH 760043, Variable rate, due 12/01/2048 0,03%

GNMA Series 2017-145, Class B, 2.70%, due 10/16/2051 0,03%

Freddie Mac FR ZS2492. 6.50%, due 04/01/2035 0,03%

GNMA Series 2019-113, Class Z, 3%, due 06/16/2061 0,03%

FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 0,03%

GNMA Series 2021-15, Class JI, 2.50%, due 12/20/2050 0,03%

FREDDIE MAC Series 3174, Class LF, Variable rate, due 05/15/2036 0,03%

JP Morgan Mortgage Trust Series 2019-2, Class A11, Variable rate, due 08/25/2049 0,03%

JP Morgan Mortgage Trust Series 2019-INV3, Class A4, Variable rate, due 05/25/2050 0,03%

Fannie Mae - CAS Series 2019-R05, Class 1M2, Variable rate, due 07/25/2039 0,03%

GMRF Mortgage Acquisition Co., LLC Series 2018-1, Class A43, Variable rate, due 11/25/2057 0,02%

Towd Point Mortgage Trust Series 2015-1, Class A2, Variable rate, due 10/25/2053 0,02%

FREDDIE MAC Series 4650, Class JH, 3%, due 01/15/2047 0,02%

GNMA Series 2016-52, Class IO, Variable rate, due 03/16/2058 0,02%

GNMA Series 2018-131, Class IA, 5%, due 04/20/2044 0,02%

GNMA G2 BO5554, 5.50%, due 08/20/2049 0,02%

GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 0,02%

Fannie Mae FN AJ2311, 5%, due 10/01/2041 0,02%

Fannie Mae FN AK0765, 4%, due 03/01/2042 0,02%

Fannie Mae FN AB2959, 4.50%, due 07/01/2040 0,02%

Fannie Mae FN AI9158, 6.50%, due 01/01/2041 0,02%

Fannie Mae FN AB2506, 5%, due 03/01/2041 0,02%

Fannie Mae FN 890556, 4.50%, due 10/01/2043 0,02%

Fannie Mae FN 879015, 4%, due 10/01/2035 0,02%

GNMA G2 BB1216, 4.50%, due 06/20/2047 0,02%

Fannie Mae FN AL4703, 3.50%, due 12/01/2028 0,02%

GNMA G2 BN1987, 5.50%, due 05/20/2049 0,02%

Fannie Mae FN AL9777, 4.50%, due 01/01/2047 0,02%

GNMA GN 737673, 4.50%, due 11/15/2040 0,02%

Fannie Mae FN AO5527, 4%, due 07/01/2042 0,02%

GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 0,02%

Fannie Mae FN AO8106, 4%, due 08/01/2042 0,02%

GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 0,02%

Fannie Mae FN AQ4086, 4%, due 06/01/2043 0,02%

GNMA Series 2020-127, Class ZL, 1.50%, due 08/20/2050 0,02%

Fannie Mae FN AS7537, 3%, due 07/01/2046 0,02%

FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 0,02%

Fannie Mae FN AS9244, 4.50%, due 08/01/2039 0,02%

Freddie Mac Series 5013, Class IQ, 3.50%, due 09/25/2050 0,02%

Fannie Mae FN BD4509, Variable rate, due 01/01/2044 0,02%

GNMA G2 783009, 6.10%, due 12/20/2033 0,02%

Fannie Mae FN BD4533, Variable rate, due 09/01/2044 0,02%

GNMA G2 BL7950, 5.50%, due 05/20/2049 0,02%

Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 0,02%

GNMA G2 BN3608, 5.50%, due 05/20/2049 0,02%

Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 0,02%

GNMA G2 BO8096, 5.50%, due 08/20/2049 0,02%

Fannie Mae FN BN4959, 4%, due 12/01/2048 0,02%

GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 0,02%

Fannie Mae FN BO7242, 3%, due 01/01/2050 0,02%

GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 0,02%

Fannie Mae FN MA0443, 5%, due 05/01/2030 0,02%

GNMA Series 2016-152, Class IO, Variable rate, due 08/15/2058 0,02%

Fannie Mae FN MA1217, 4%, due 10/01/2042 0,02%

GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047 0,02%

Fannie Mae FN MA3934, 3%, due 02/01/2040 0,02%

GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035 0,02%

Fannie Mae FN MA4020, 3%, due 05/01/2050 0,02%

GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061 0,02%

Fannie Mae FN MA4122, 1.50%, due 09/01/2035 0,02%

Progress Residential Trust Series 2019-SFR3, Class A, 2.271%, due 09/17/2036 0,02%

FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 0,02%

Towd Point Mortgage Trust Series 2015-5, Class A2, Variable rate, due 05/25/2055 0,02%

FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037 0,02%

FREDDIE MAC Series 4596, Class FL, Variable rate, due 11/15/2041 0,02%

FANNIE MAE Series 2010-2, Class LC, 5%, due 02/25/2040 0,02%

Freddie Mac Series 4988, Class IJ, 4.50%, due 12/15/2047 0,02%

FANNIE MAE Series 2012-28, Class PT, 4%, due 03/25/2042 0,02%

Freddiemac Strip Series 304, Class C19, 5%, due 06/15/2042 0,02%

FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 0,02%

GNMA G2 769102, 4.50%, due 07/20/2041 0,02%

Fannie Mae Series 2013-54, Class LI, 7%, due 11/25/2034 0,02%

GNMA G2 AI6317, 4.50%, due 06/20/2044 0,02%

Fannie Mae Series 2013-67, Class IL, 6.50%, due 07/25/2043 0,02%

GNMA G2 BL7446, 5.50%, due 03/20/2049 0,02%

FANNIE MAE Series 2016-87, Class AF, Variable rate, due 11/25/2046 0,02%

GNMA G2 BM9249, 5.50%, due 05/20/2049 0,02%

Fannie Mae Series 2017-65, Class SA, Variable rate, due 09/25/2047 0,02%

GNMA G2 BN1989, 5.50%, due 05/20/2049 0,02%

Fannie Mae Series 2020-66, Class IC, 6%, due 10/25/2047 0,02%

GNMA G2 BN8877, 5.50%, due 07/20/2049 0,02%

FANNIEMAE WHOLE LOAN Series 2003-W12, Class 1A8, 4.55%, due 06/25/2043 0,02%

GNMA G2 BO5555, 5.50%, due 08/20/2049 0,02%

FANNIEMAE WHOLE LOAN Series 2004-W10, Class A6, 5.75%, due 08/25/2034 0,02%

GNMA G2 BO8097, 5.50%, due 08/20/2049 0,02%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K036, Class X1, Variable rate, due 10/25/2023 0,02%

GNMA Sereis 2016-50, Clas IO, Variable rate, due 08/16/2057 0,02%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K-1510, Class X1, Variable rate, due 01/25/2034 0,02%

GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 0,02%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K734, Class XAM, Variable rate, due 02/25/2026 0,02%

GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038 0,02%

Freddie Mac FG Q55037, 4.50%, due 04/01/2048 0,02%

GNMA Series 2015-107, Class IO, Variable rate, due 03/16/2057 0,02%

Freddie Mac FG U90690, 3.50%, due 06/01/2042 0,02%

GNMA Series 2016-11, Class IO, Variable rate, due 01/16/2056 0,02%

Freddie Mac FG U91619, 4%, due 06/01/2043 0,02%

GNMA Series 2016-2, Class IO, Variable rate, due 04/16/2057 0,02%

Freddie Mac FR RB5022, 3%, due 11/01/2039 0,02%

GNMA Series 2017-123, Class IO, 5%, due 08/16/2047 0,02%

FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 0,02%

GNMA Series 2017-133, Class JI, 7%, due 06/20/2041 0,02%

FREDDIE MAC Series 3370, Class FM, Variable rate, due 10/15/2047 0,02%

GNMA Series 2017-177, Class DI, 4.50%, due 11/16/2047 0,02%

FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 0,02%

GNMA Series 2017-56, Class BI, 6%, due 04/16/2047 0,02%

FREDDIE MAC Series 3704, Class ED, 4%, due 12/15/2036 0,02%

GNMA Series 2018-79, Class IO, 5%, due 06/20/2048 0,02%

FREDDIE MAC Series 3841, Class JZ, 5%, due 04/15/2041 0,02%

GNMA Series 2019-122, Class Z, 3%, due 04/01/2056 0,02%

FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 0,02%

Park Place Securities Inc Series 2004-WCW2, Class M2, Variable rate, due 10/25/2034 0,02%

FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 0,02%

Sequoia Mortgage Trust Series 2020-1, Class A19, Variable rate, due 02/25/2050 0,02%

Freddie Mac Series 4184, Class GZ, 3%, due 03/15/2043 0,02%

Towd Point Mortgage Trust Series 2015-4, Class A2A, Variable rate, due 04/25/2055 0,02%

Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 0,02%

CIM Trust Series 2018-INV1, Class A4, Variable rate, due 08/25/2048 0,02%

Credit-Based Asset Servicing and Securitization Series 2007-MX1, Class A3, Variable rate, due 12/25/2036 0,02%

GNMA G2 BG1888, 5.50%, due 05/20/2048 0,01%

GNMA G2 BB4731, 4%, due 07/20/2047 0,01%

GNMA Series 2017-113, Class IE, 5.50%, due 07/20/2047 0,01%

GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 0,01%

GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044 0,01%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K019, Class X1, Variable rate, due 03/25/2022 0,01%

GNMA G2 MA4076, 7%, due 01/20/2039 0,01%

Fannie Mae Series 2017-87, Class GI, 4%, due 06/25/2044 0,01%

Fanniemae Strip Series 418, Class C1, 3.50%, due 08/25/2043 0,01%

FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 0,01%

FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 0,01%

FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 0,01%

GNMA G2 BK7681, 5.50%, due 12/20/2048 0,01%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K030, Class X1, Variable rate, due 04/25/2023 0,01%

GNMA G2 BN1985, 5.50%, due 05/20/2049 0,01%

First Trust Long Duration Opportunities ETF 0,01%

GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 0,01%

Freddie Mac FG A7828, 3.50%, due 08/01/2035 0,01%

GNMA Series 2012-143, Class TI, 3%, due 12/16/2027 0,01%

Freddie Mac FG B70791, 4%, due 06/01/2039 0,01%

GNMA Series 2016-127, Class IO, Variable rate, due 05/16/2058 0,01%

Freddie Mac FG G02017, 5%, due 12/01/2035 0,01%

JP Morgan Mortgage Trust Series 2019-9, Class A11, Variable rate, due 05/25/2050 0,01%

Freddie Mac FG G05275, 5.50%, due 02/01/2039 0,01%

FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 0,01%

Freddie Mac FG G06359, 4%, due 02/01/2041 0,01%

GNMA G2 BF2472, 5.50%, due 04/20/2048 0,01%

Freddie Mac FG G07329, 4%, due 01/01/2043 0,01%

GNMA G2 BJ9554, 5.50%, due 01/20/2049 0,01%

Freddie Mac FG G07806, 5%, due 06/01/2041 0,01%

GNMA G2 BL9104, 5.50%, due 05/20/2049 0,01%

Freddie Mac FG G14348, 4%, due 10/01/2026 0,01%

GNMA G2 BO6139, 5.50%, due 07/20/2049 0,01%

Freddie Mac FG G60168, 4.50%, due 07/01/2045 0,01%

GNMA GN 724230, 5%, due 08/15/2039 0,01%

Freddie Mac FG J10827, 4.50%, due 10/01/2024 0,01%

GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037 0,01%

Freddie Mac FG Q00841, 4.50%, due 05/01/2041 0,01%

GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 0,01%

Freddie Mac FG Q54651, 4.50%, due 03/01/2048 0,01%

GNMA Series 2013-57, Class D, Variable rate, due 06/16/2046 0,01%

Freddie Mac FG U90316, 4%, due 10/01/2042 0,01%

GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038 0,01%

Freddie Mac FG U91254, 4%, due 04/01/2043 0,01%

GNMA Series 2016-36, Class IO, Variable rate, due 08/16/2057 0,01%

Freddie Mac FR QA9063, 3%, due 04/01/2050 0,01%

GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 0,01%

Freddie Mac FR QN3055, 1.50%, due 08/01/2035 0,01%

Provident Funding Mortgage Trust Series 2020-1, Class A3, Variable rate, due 02/25/2050 0,01%

FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 0,01%

FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 0,01%

FREDDIE MAC Series 2771, Class NL, 6%, due 03/15/2034 0,01%

GNMA G2 AK2389, 4.50%, due 11/20/2044 0,01%

FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 0,01%

GNMA G2 BD0483, 4.50%, due 11/20/2047 0,01%

FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035 0,01%

GNMA G2 BG1872, 5.50%, due 04/20/2048 0,01%

FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 0,01%

Wells Fargo Mortgage Backed Securities Trust Series 2019-3, Class A1, Variable rate, due 07/25/2049 0,01%

FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 0,01%

GNMA G2 BK4821, 5.50%, due 12/20/2048 0,01%

FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040 0,01%

GNMA G2 BL4638, 5.50%, due 04/20/2049 0,01%

FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 0,01%

GNMA G2 BM9832, 5.50%, due 06/20/2049 0,01%

FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 0,01%

GNMA G2 BO2380, 5.50%, due 07/20/2049 0,01%

FREDDIE MAC Series 3890, Class ME, 5%, due 07/15/2041 0,01%

GNMA G2 MA3459, 6%, due 08/20/2039 0,01%

FREDDIE MAC Series 4048, Class FJ, Variable rate, due 07/15/2037 0,01%

GNMA GN 711563, 4.50%, due 03/15/2041 0,01%

FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 0,01%

GNMA GN 781623, 5%, due 06/15/2033 0,01%

FREDDIE MAC Series 4154, Class IB, 3.50%, due 01/15/2028 0,01%

GNMA Series 2006-17, Class TW, 6%, due 04/20/2036 0,01%

FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 0,01%

GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 0,01%

FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 0,01%

GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 0,01%

FREDDIE MAC Series 4261, Class GS, Variable rate, due 01/15/2041 0,01%

GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 0,01%

FREDDIE MAC Series 4522, Class JZ, 2%, due 01/15/2045 0,01%

GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 0,01%

Freddie Mac Series 4559, Class LI, 2.50%, due 03/15/2031 0,01%

GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 0,01%

FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 0,01%

GNMA Series 2014-99, Class HI, 4.50%, due 06/20/2044 0,01%

FREDDIE MAC Series 4615, Class GT, Variable rate, due 10/15/2042 0,01%

GNMA Series 20156-66, Class LI, 5%, due 05/16/2045 0,01%

FREDDIE MAC Series 4641, Class DI, 5%, due 05/15/2041 0,01%

GNMA Series 2016-154, Class WF, Variable rate, due 11/20/2045 0,01%

Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048 0,01%

GNMA Series 2016-89, Class HI, 3.50%, due 07/20/2046 0,01%

Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049 0,01%

GNMA Series 2017-32, Class IB, 5%, due 02/16/2047 0,01%

FREDDIEMAC STRIP Series 303, Class C12, 4%, due 12/15/2032 0,01%

GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050 0,01%

GNMA G2 3345, 5%, due 02/20/2033 0,01%

New Residential Mortgage Loan Series 2014-2A, Class A3, Variable rate, due 05/25/2054 0,01%

GNMA G2 3529, 5%, due 03/20/2034 0,01%

TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048 0,01%

GNMA G2 726317, 4.25%, due 06/20/2036 0,01%

FANNIE MAE Series 2012-111, Class B, 7%, due 10/25/2042 0,01%

GNMA G2 748939, 4%, due 09/20/2040 0,01%

FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 0,01%

FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043 0,01%

FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 0,01%

Aegis Asset Backed Securities Series 2005-2, Class M2, Variable rate, due 06/25/2035 0,01%

FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043 0,01%

Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049 0,01%

FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 0,01%

Countrywide Asset-Backed Certificates Series 2005-9, Class M1, Variable rate, due 01/25/2036 0,01%

FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046 0,01%

Fannie Mae AH0979, 3.50%, due 01/01/2041 0,01%

FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 0,01%

Fannie Mae BM1880, 4%, due 02/01/2045 0,01%

FANNIEMAE STRIP Series 417, Class C21, 4%, due 12/25/2042 0,01%

Fannie Mae FN 256576, 5.50%, due 01/01/2037 0,01%

FANNIEMAE WHOLE LOAN Series 2003-W6, Class 1A41, 5.398%, due 10/25/2042 0,01%

Fannie Mae FN 734922, 4.50%, due 09/01/2033 0,01%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K020, Class X1, Variable rate, due 05/25/2022 0,01%

Fannie Mae FN 735415, 6.50%, due 12/01/2032 0,01%

FHLMC STRUCTURED PASS THROUGH SECURITIES Series T-21, Class A, Variable rate, due 10/25/2029 0,01%

Fannie Mae FN 788149, 5.50%, due 05/01/2033 0,01%

Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048 0,01%

Fannie Mae FN 827948, 5.50%, due 05/01/2035 0,01%

Freddie Mac FG A92197, 5%, due 05/01/2040 0,01%

Fannie Mae FN 850000, 5.50%, due 01/01/2036 0,01%

Freddie Mac FG C91366, 4.50%, due 04/01/2031 0,01%

Fannie Mae FN 889610, 5.50%, due 06/01/2038 0,01%

Freddie Mac FG G04593, 5.50%, due 01/01/2037 0,01%

Fannie Mae FN 889834, 5%, due 12/01/2035 0,01%

Freddie Mac FG G05792, 4.50%, due 02/01/2040 0,01%

Fannie Mae FN 890736, 5%, due 07/01/2030 0,01%

Freddie Mac FG G07100, 5.50%, due 07/01/2040 0,01%

Fannie Mae FN AB0460, 5.50%, due 02/01/2037 0,01%

Freddie Mac FG G07683, 4%, due 03/01/2044 0,01%

Fannie Mae FN AB2265, 4%, due 02/01/2041 0,01%

Freddie Mac FG G07925, 5%, due 02/01/2042 0,01%

Fannie Mae FN AB8676, 3.50%, due 05/01/2042 0,01%

Freddie Mac FG G60114, 5.50%, due 06/01/2041 0,01%

Fannie Mae FN AB9551, 3%, due 06/01/2043 0,01%

Freddie Mac FG G60762, 5%, due 07/01/2041 0,01%

Fannie Mae FN AD4317, 4%, due 04/01/2040 0,01%

Freddie Mac FG N70081, 5.50%, due 07/01/2038 0,01%

Fannie Mae FN AE9959, 5%, due 03/01/2041 0,01%

Freddie Mac FG Q14034, 3.50%, due 12/01/2042 0,01%

Fannie Mae FN AH0943, 4%, due 12/01/2040 0,01%

Freddie Mac FG U50165, 4%, due 05/01/2032 0,01%

Fannie Mae FN AI4268, 5%, due 06/01/2041 0,01%

Freddie Mac FG U90490, 4%, due 06/01/2042 0,01%

Fannie Mae FN AI9114, 4%, due 06/01/2042 0,01%

Freddie Mac FG U92432, 4%, due 02/01/2044 0,01%

Fannie Mae FN AJ9332, 4%, due 01/01/2042 0,01%

Freddie Mac FR QA9162, 3%, due 05/01/2050 0,01%

Fannie Mae FN AL1850, 5.50%, due 07/01/2040 0,01%

Freddie Mac FR RB5027, 3%, due 01/01/2040 0,01%

Fannie Mae FN AL2551, 3.50%, due 10/01/2042 0,01%

FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033 0,01%

Fannie Mae FN AL3093, 3.50%, due 02/01/2043 0,01%

FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 0,01%

Fannie Mae FN AL5760, 4%, due 09/01/2043 0,01%

FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 0,01%

Fannie Mae FN AL5890, 4.50%, due 03/01/2043 0,01%

FREDDIE MAC Series 3223, Class FC, Variable rate, due 04/15/2032 0,01%

Fannie Mae FN AL6031, 4%, due 10/01/2044 0,01%

FREDDIE MAC Series 3522, Class SE, Variable rate, due 04/15/2039 0,01%

Fannie Mae FN AL7449, 8.50%, due 12/01/2037 0,01%

FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 0,01%

Fannie Mae FN AL7637, 5%, due 01/01/2042 0,01%

FREDDIE MAC Series 3632, Class BS, Variable rate, due 02/15/2040 0,01%

Fannie Mae FN AL9143, 3.50%, due 09/01/2036 0,01%

FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040 0,01%

Fannie Mae FN AO8167, 4%, due 09/01/2042 0,01%

FREDDIE MAC Series 3844, Class PC, 5%, due 04/15/2041 0,01%

Fannie Mae FN AP2109, 4%, due 08/01/2032 0,01%

FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 0,01%

Fannie Mae FN AQ0535, 3%, due 11/01/2042 0,01%

FREDDIE MAC Series 4077, Class TS, Variable rate, due 05/15/2041 0,01%

Fannie Mae FN AQ1534, 3.50%, due 10/01/2032 0,01%

FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042 0,01%

Fannie Mae FN AQ1584, 4%, due 11/01/2042 0,01%

FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 0,01%

Fannie Mae FN AQ1607, 3.50%, due 11/01/2032 0,01%

FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028 0,01%

Fannie Mae FN AQ3310, 4%, due 11/01/2042 0,01%

FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043 0,01%

Fannie Mae FN AQ9999, 3%, due 02/01/2043 0,01%

FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 0,01%

Fannie Mae FN AS5236, 4%, due 05/01/2045 0,01%

FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046 0,01%

Fannie Mae FN AS5515, 3.50%, due 06/01/2030 0,01%

FREDDIE MAC Series 4572, Class LI, 4%, due 08/15/2045 0,01%

Fannie Mae FN AS7211, 3%, due 04/01/2046 0,01%

FREDDIE MAC Series 4613, Class AF, Variable rate, due 11/15/2037 0,01%

Fannie Mae FN AS9990, 4.50%, due 07/01/2047 0,01%

FREDDIE MAC Series 4619, Class IB, 4%, due 12/15/2047 0,01%

Fannie Mae FN AT1747, 3%, due 04/01/2043 0,01%

FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 0,01%

Fannie Mae FN AT3892, 3%, due 06/01/2043 0,01%

Freddie Mac Series 4790, Class IO, 4.50%, due 05/15/2048 0,01%

Fannie Mae FN AT6303, 4%, due 06/01/2043 0,01%

Freddie Mac Variable rate, due 05/01/2039 0,01%

Fannie Mae FN AU6278, 5%, due 11/01/2043 0,01%

Fremont Home Loan Trust Series 2005-1, Class M4, Variable rate, due 06/25/2035 0,01%

Fannie Mae FN BA4113, 3%, due 04/01/2046 0,01%

GNMA G2 3428, 5%, due 08/20/2033 0,01%

Fannie Mae FN BE3631, 4.50%, due 05/01/2047 0,01%

GNMA G2 4029, 6.50%, due 09/20/2037 0,01%

Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 0,01%

GNMA G2 745478, 5%, due 08/20/2040 0,01%

Fannie Mae FN BK0922, 4.50%, due 07/01/2048 0,01%

GNMA G2 AD0026, 3.50%, due 06/20/2033 0,01%

Fannie Mae FN BK4769, 5%, due 08/01/2048 0,01%

GNMA G2 AR8421, 5%, due 10/20/2041 0,01%

Fannie Mae FN BM3013, Variable rate, due 07/01/2044 0,01%

GNMA G2 BB4757, 4%, due 08/20/2047 0,01%

Fannie Mae FN BN1027, 5.50%, due 03/01/2049 0,01%

GNMA G2 BF0415, 5%, due 06/20/2035 0,01%

Fannie Mae FN BP2754, 3%, due 04/01/2050 0,01%

GNMA G2 BF2604, 5.50%, due 05/20/2048 0,01%

Fannie Mae FN BP6504, 1.50%, due 07/01/2035 0,01%

GNMA G2 BG1886, 5.50%, due 05/20/2048 0,01%

Fannie Mae FN CA3684, 4.50%, due 06/01/2049 0,01%

GNMA G2 BG5094, 5.50%, due 08/20/2048 0,01%

Fannie Mae FN FM3129, 3%, due 05/01/2050 0,01%

GNMA G2 BI2592, 5.50%, due 09/20/2048 0,01%

Fannie Mae FN FM3529, 3%, due 06/01/2040 0,01%

GNMA G2 BK0831, 5.50%, due 12/20/2048 0,01%

Fannie Mae FN MA1125, 4%, due 07/01/2042 0,01%

GNMA G2 BK5396, 5.50%, due 12/20/2048 0,01%

Fannie Mae FN MA1373, 3.50%, due 03/01/2043 0,01%

GNMA G2 BL1291, 5.50%, due 01/20/2049 0,01%

Fannie Mae FN MA1510, 4%, due 07/01/2043 0,01%

GNMA G2 BL6909, 5%, due 03/20/2049 0,01%

Fannie Mae FN MA1664, 4.50%, due 11/01/2043 0,01%

GNMA G2 BL9105, 5.50%, due 05/20/2049 0,01%

Fannie Mae FN MA1711, 4.50%, due 12/01/2043 0,01%

GNMA G2 BN1982, 5.50%, due 05/20/2049 0,01%

Fannie Mae FN MA1866, 4.50%, due 04/01/2044 0,01%

GNMA G2 BN1986, 5.50%, due 05/20/2049 0,01%

Fannie Mae FN MA1900, 4.50%, due 04/01/2044 0,01%

GNMA G2 BO5553, 5.50%, due 08/20/2049 0,01%

Fannie Mae FN MA2024, 4%, due 07/01/2029 0,01%

GNMA G2 MA2829, 5%, due 05/20/2045 0,01%

Fannie Mae FN MA2099, 3.50%, due 11/01/2029 0,01%

GNMA G2 MA3525, 5.50%, due 03/20/2046 0,01%

Fannie Mae FN MA2454, 3.50%, due 09/01/2030 0,01%

GNMA GN 615403, 4.50%, due 08/15/2033 0,01%

Fannie Mae FN MA3101, 4.50%, due 08/01/2047 0,01%

GNMA GN 723216, 4.50%, due 08/15/2040 0,01%

Fannie Mae FN MA3205, 5%, due 10/01/2047 0,01%

GNMA GN 762905, 4.50%, due 04/15/2041 0,01%

Fannie Mae FN MA3237, 3%, due 01/01/2048 0,01%

GNMA GN 781824, 5.50%, due 11/15/2034 0,01%

Fannie Mae FN MA3988, 3%, due 04/01/2040 0,01%

GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034 0,01%

Fannie Mae FN MA4154, 1.50%, due 10/01/2035 0,01%

GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 0,01%

FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 0,01%

GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 0,01%

FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 0,01%

GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036 0,01%

FANNIE MAE Series 2004-18, Class EZ, 6%, due 04/25/2034 0,01%

GNMA Series 2009-61, Class OW, 0%, due 11/16/2035 0,01%

FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 0,01%

GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 0,01%

FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 0,01%

GNMA Series 2010-42, Class CO, 0%, due 06/16/2039 0,01%

FANNIE MAE Series 2005-104, Class UE, 5.50%, due 12/25/2035 0,01%

GNMA Series 2011-71, Class ZC, 5.50%, due 07/16/2034 0,01%

FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 0,01%

GNMA Series 2013-170, Class IG, 5.50%, due 11/16/2043 0,01%

FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 0,01%

GNMA Series 2013-23, Class IP, 3.50%, due 08/20/2042 0,01%

FANNIE MAE Series 2006-110, Class PI, 5.50%, due 11/25/2036 0,01%

GNMA Series 2013-69, Class AI, 3.50%, due 05/20/2043 0,01%

FANNIE MAE Series 2006-116, Class ES, Variable rate, due 12/25/2036 0,01%

GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044 0,01%

FANNIE MAE Series 2006-80, Class PH, 6%, due 08/25/2036 0,01%

GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 0,01%

FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 0,01%

GNMA Series 2015-124, Class DI, 3.50%, due 01/20/2038 0,01%

FANNIE MAE Series 2007-28, Class ZA, 6%, due 04/25/2037 0,01%

GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 0,01%

FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 0,01%

GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045 0,01%

FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 0,01%

GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 0,01%

FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 0,01%

GNMA Series 2016-26, Class IO, Variable rate, due 02/16/2058 0,01%

FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 0,01%

GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040 0,01%

FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 0,01%

GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 0,01%

FANNIE MAE Series 2009-64, Class ZD, 8%, due 08/25/2039 0,01%

GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047 0,01%

FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 0,01%

GNMA Series 2018-2, Class IO, Variable rate, due 12/16/2059 0,01%

FANNIE MAE Series 2010-35, Class SJ, Variable rate, due 04/25/2040 0,01%

GNMA Series 2019-6, Class EI, 5%, due 09/20/2039 0,01%

FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 0,01%

GNNA Series 2009-32, Class SZ, 5.50%, due 05/16/2039 0,01%

FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 0,01%

Morgan Stanley Mortgage Loan Trust Series 2005-6AR, Class 1M1, Variable rate, due 11/25/2035 0,01%

FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 0,01%

Onslow Bay Financial LLC Series 2018-EXP2, Class 1A1, Variable rate, due 11/25/2048 0,01%

FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 0,01%

Sequoia Mortgage Trust Series 2018-CH2, Class A12, Variable rate, due 06/25/2048 0,01%

FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 0,01%

Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 0,01%

FANNIE MAE Series 2011-87, Class YI, 5%, due 09/25/2041 0,01%

GNMA G2 BH7648, 5.50%, due 08/20/2048 0,01%

FREDDIE MAC Series 2405, Class BF, 7%, due 03/25/2024 0,00%

FREDDIE MAC Series 3523, Class SD, Variable rate, due 06/15/2036 0,00%

Freddie Mac FG G14376, 4%, due 09/01/2025 0,00%

Freddie Mac FG Q05445, 4%, due 01/01/2042 0,00%

GNMA Series 2005-7, Class AJ, Variable rate, due 02/16/2035 0,00%

GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053 0,00%

Banc of America Funding Corporation Series 2005-2, Class 2A4, 5.75%, due 04/25/2035 0,00%

GNMA G2 MA3380, 5.50%, due 01/20/2046 0,00%

2021-05-21 US LONG BOND(CBT) Jun21 C 166 0,00%

American Home Mortgage Investment Trust Series 2004-3, Class 6A1, Variable rate, due 10/25/2034 0,00%

2021-05-21 US 5YR NOTE (CBT) Jun21 P 122.25 0,00%

2021-05-21 US 10YR NOTE (CBT)Jun21 C 134 0,00%

2021-04-23 US LONG BOND(CBT) Jun21 C 167 0,00%

FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042 0,00%

Banc of America Mortgage Securities Variable rate, due 02/25/2035 0,00%

FREDDIEMAC STRIP Series 304, Class C40, 3.50%, due 09/15/2026 0,00%

BCAP LLC Trust Series 2009-RR5, Class 8A1, 5.50%, due 11/26/2034 0,00%

GNMA GN 781862, 5.50%, due 01/15/2035 0,00%

Citicorp Residential Mortgage Series 2007-2, Class A6, Variable rate, due 06/25/2037 0,00%

GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040 0,00%

Citigroup Mortgage Loan Trust Series 2003-1, Class WA2, 6.50%, due 06/25/2031 0,00%

MASTR Asset Securitization Trust Series 2003-12, Class 1A1, 5.25%, due 12/25/2024 0,00%

Countrywide Alternative Loan Trust Series 2003-J3, Class 2A1, 6.25%, due 12/25/2033 0,00%

Freddie Mac FG G94813, 5%, due 03/01/2038 0,00%

Countrywide Home Loans Series 2004-8, Class 1A7, 5.75%, due 07/25/2034 0,00%

Freddie Mac FG V80910, 4%, due 12/01/2043 0,00%

COUNTRYWIDE HOME LOANS Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 0,00%

FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035 0,00%

Credit Suisse First Boston Mor Series 2004-7, Class 6A1, 5.25%, due 10/25/2019 0,00%

FREDDIE MAC Series 3819, Class ZQ, 6%, due 04/15/2036 0,00%

Credit Suisse First Boston Mortgage Securities Series 2003-11, Class 1A39, 5.25%, due 06/25/2033 0,00%

FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035 0,00%

Credit Suisse First Boston Mortgage Securities Series 2003-AR18, Class 2A3, Variable rate, due 07/25/2033 0,00%

GNMA G2 3807, 5.50%, due 01/20/2036 0,00%

Credit Suisse First Boston Mortgage Securities Series 2005-5, Class 3A2, Variable rate, due 07/25/2035 0,00%

GNMA GN 706855, 4.50%, due 09/15/2040 0,00%

Credit Suisse First Boston Mortgage Securities Series 2005-7, Class 1A5, 5.15%, due 08/25/2035 0,00%

GNMA Series 2003-42, Class SH, Variable rate, due 05/20/2033 0,00%

Credit Suisse Mortgage Trust Series 2017-HL1, Class A3, Variable rate, due 06/25/2047 0,00%

GNMA Series 2008-71, Class JI, 6%, due 04/20/2038 0,00%

Fannie Mae FH AI6581, 4.50%, due 07/01/2041 0,00%

GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035 0,00%

Fannie Mae FN 190371, 6.50%, due 07/01/2036 0,00%

GNMA Series 2016-78, Class UI, 4%, due 06/20/2046 0,00%

Fannie Mae FN 254636, 5%, due 02/01/2033 0,00%

Sequoia Mortgage Trust Series 2018-CH3, Class A10, Variable rate, due 08/25/2048 0,00%

Fannie Mae FN 255190, 5.50%, due 05/01/2034 0,00%

Freddie Mac FG G15957, 5.50%, due 12/01/2024 0,00%

Fannie Mae FN 255984, 4.50%, due 11/01/2025 0,00%

Freddie Mac FG N70075, 5%, due 01/01/2035 0,00%

Fannie Mae FN 256181, 5.50%, due 03/01/2036 0,00%

Freddie Mac FG U90291, 4%, due 10/01/2042 0,00%

Fannie Mae FN 256808, 5.50%, due 07/01/2037 0,00%

FREDDIE MAC Series 1552, Class I, Variable rate, due 08/15/2023 0,00%

Fannie Mae FN 256936, 6%, due 10/01/2037 0,00%

FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033 0,00%

Fannie Mae FN 545759, 6.50%, due 07/01/2032 0,00%

FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037 0,00%

Fannie Mae FN 555851, 6.50%, due 01/01/2033 0,00%

FREDDIE MAC Series 3699, Class FD, Variable rate, due 07/15/2040 0,00%

Fannie Mae FN 683246, 5.50%, due 02/01/2033 0,00%

FREDDIE MAC Series 3968, Class AI, 3%, due 12/15/2021 0,00%

Fannie Mae FN 725014, 5.50%, due 12/01/2033 0,00%

FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043 0,00%

Fannie Mae FN 745875, 6.50%, due 09/01/2036 0,00%

FREDDIEMAC STRIP Series 234, Class IO, 4.50%, due 10/01/2035 0,00%

Fannie Mae FN 747097, 6%, due 10/01/2029 0,00%

GNMA G2 3390, 5.50%, due 05/20/2033 0,00%

Fannie Mae FN 812741, 5.50%, due 02/01/2035 0,00%

GNMA G2 MA1162, 6%, due 07/20/2043 0,00%

Fannie Mae FN 871039, 5.50%, due 02/01/2037 0,00%

GNMA GN 605389, 5%, due 04/15/2034 0,00%

Fannie Mae FN 888001, 5.50%, due 10/01/2036 0,00%

GNMA GN 728921, 4.50%, due 12/15/2024 0,00%

Fannie Mae FN 888163, 7%, due 12/01/2033 0,00%

GNMA GN 783760, 5%, due 02/15/2042 0,00%

Fannie Mae FN 888435, 5.50%, due 06/01/2022 0,00%

GNMA Series 2004-83, Class AK, Variable rate, due 10/16/2034 0,00%

Fannie Mae FN 890149, 6.50%, due 10/01/2038 0,00%

GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037 0,00%

Fannie Mae FN 890231, 5%, due 07/01/2025 0,00%

GNMA Series 2009-42, Class BI, 6%, due 06/20/2039 0,00%

Fannie Mae FN 890314, 5.50%, due 12/01/2022 0,00%

GNMA Series 2011-136, Class GB, 2.50%, due 05/20/2040 0,00%

Fannie Mae FN 890378, 6%, due 05/01/2024 0,00%

GNMA Series 2013-188, Class CF, Variable rate, due 03/20/2043 0,00%

Fannie Mae FN 890561, 4.50%, due 01/01/2027 0,00%

GNMA Series 2015-70, Class IO, Variable rate, due 12/16/2049 0,00%

Fannie Mae FN 905917, 5.50%, due 01/01/2037 0,00%

JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019 0,00%

Fannie Mae FN 922386, 5.50%, due 01/01/2037 0,00%

Nomura Asset Acceptance Corporation Series 2004-AP3, Class A6, Variable rate, due 10/25/2034 0,00%

Fannie Mae FN 930562, 5%, due 02/01/2039 0,00%

Towd Point Mortgage Trust Series 2015-3, Class A4B, Variable rate, due 03/25/2054 0,00%

Fannie Mae FN 931808, 5.50%, due 08/01/2039 0,00%

Freddie Mac FG G15039, 4.50%, due 09/01/2026 0,00%

Fannie Mae FN 953115, 5.50%, due 11/01/2038 0,00%

Freddie Mac FG G60020, 4.50%, due 12/01/2043 0,00%

Fannie Mae FN 962556, 5%, due 04/01/2023 0,00%

Freddie Mac FG J09465, 4%, due 04/01/2024 0,00%

Fannie Mae FN 973561, 5%, due 03/01/2023 0,00%

Freddie Mac FG Q04905, 4%, due 12/01/2041 0,00%

Fannie Mae FN 976871, 6.50%, due 08/01/2036 0,00%

Freddie Mac FG Q11836, 3.50%, due 10/01/2042 0,00%

Fannie Mae FN 995002, 5%, due 07/01/2037 0,00%

Freddie Mac FG U95137, 4%, due 08/01/2043 0,00%

Fannie Mae FN 995097, 6.50%, due 10/01/2037 0,00%

Freddie Mac FR RB5044, 3%, due 04/01/2040 0,00%

Fannie Mae FN 995149, 6.50%, due 10/01/2038 0,00%

FREDDIE MAC Series 1710, Class G, Variable rate, due 04/15/2024 0,00%

Fannie Mae FN 995228, 6.50%, due 11/01/2038 0,00%

FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033 0,00%

Fannie Mae FN 995252, 5%, due 12/01/2023 0,00%

FREDDIE MAC Series 2801, Class SE, Variable rate, due 07/15/2032 0,00%

Fannie Mae FN 995259, 6.50%, due 11/01/2023 0,00%

FREDDIE MAC Series 3210, Class SA, Variable rate, due 09/15/2036 0,00%

Fannie Mae FN AA0916, 5%, due 08/01/2037 0,00%

FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036 0,00%

Fannie Mae FN AA3303, 5.50%, due 06/01/2038 0,00%

FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037 0,00%

Fannie Mae FN AB0731, 4%, due 06/01/2039 0,00%

FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040 0,00%

Fannie Mae FN AB1953, 4%, due 12/01/2040 0,00%

FREDDIE MAC Series 3852, Class SW, Variable rate, due 05/15/2041 0,00%

Fannie Mae FN AB2092, 4%, due 01/01/2041 0,00%

FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027 0,00%

Fannie Mae FN AB2133, 4%, due 01/01/2026 0,00%

FREDDIE MAC Series 4132, Class AI, 4%, due 10/15/2042 0,00%

Fannie Mae FN AB2467, 4.50%, due 03/01/2041 0,00%

FREDDIE MAC Series 4314, Class CI, 6%, due 03/15/2044 0,00%

Fannie Mae FN AB5174, 3.50%, due 05/01/2042 0,00%

FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043 0,00%

Fannie Mae FN AB5919, 3%, due 08/01/2042 0,00%

FREDDIEMAC STRIP Series 278, Class F1, Variable rate, due 09/15/2042 0,00%

Fannie Mae FN AB6632, 3.50%, due 10/01/2042 0,00%

GNMA G2 3149, 6%, due 10/20/2031 0,00%

Fannie Mae FN AB6671, 3%, due 10/01/2042 0,00%

GNMA G2 3487, 5%, due 12/20/2033 0,00%

Fannie Mae FN AB7765, 3%, due 02/01/2043 0,00%

GNMA G2 AG8899, 4%, due 12/20/2043 0,00%

Fannie Mae FN AB7859, 3.50%, due 02/01/2043 0,00%

GNMA G2 MA2759, 6%, due 01/20/2045 0,00%

Fannie Mae FN AB9382, 4%, due 05/01/2043 0,00%

GNMA GN 553144, 5.50%, due 04/15/2033 0,00%

Fannie Mae FN AB9615, 4%, due 06/01/2033 0,00%

GNMA GN 658324, 5.50%, due 03/15/2037 0,00%

Fannie Mae FN AB9959, 4%, due 07/01/2043 0,00%

GNMA GN 724267, 5%, due 09/15/2039 0,00%

Fannie Mae FN AC1232, 5%, due 07/01/2024 0,00%

GNMA GN 737996, 4%, due 02/15/2041 0,00%

Fannie Mae FN AC3236, 5%, due 09/01/2039 0,00%

GNMA GN 782810, 4.50%, due 11/15/2039 0,00%

Fannie Mae FN AC3267, 5.50%, due 09/01/2039 0,00%

GNMA Series 2001-60, Class PZ, 6%, due 12/20/2031 0,00%

Fannie Mae FN AD0889, 6%, due 09/01/2024 0,00%

GNMA Series 2004-105, Class KA, 5%, due 12/16/2034 0,00%

Fannie Mae FN AD5222, 4.50%, due 05/01/2030 0,00%

GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035 0,00%

Fannie Mae FN AD5583, 5%, due 04/01/2040 0,00%

GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046 0,00%

Fannie Mae FN AD6369, 4.50%, due 05/01/2040 0,00%

GNMA Series 2008-20, Class PO, 0%, due 09/20/2037 0,00%

Fannie Mae FN AD6938, 4.50%, due 06/01/2040 0,00%

GNMA Series 2009-116, Class MS, Variable rate, due 11/16/2038 0,00%

Fannie Mae FN AD7137, 5.50%, due 07/01/2040 0,00%

GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039 0,00%

Fannie Mae FN AD8526, 4.50%, due 08/01/2040 0,00%

GNMA Series 2010-7, Class BC, 4%, due 09/16/2024 0,00%

Fannie Mae FN AE0137, 4.50%, due 03/01/2036 0,00%

GNMA Series 2011-19, Class MI, 5%, due 06/16/2040 0,00%

Fannie Mae FN AE0383, 4.50%, due 09/01/2025 0,00%

GNMA Series 2012-18, Class IA, Variable rate, due 07/20/2039 0,00%

Fannie Mae FN AE7005, 4%, due 10/01/2040 0,00%

GNMA Series 2013-32, Class A, 1.90%, due 06/16/2036 0,00%

Fannie Mae FN AE7746, 4%, due 03/01/2041 0,00%

GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040 0,00%

Fannie Mae FN AE9284, 4%, due 11/01/2040 0,00%

GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046 0,00%

Fannie Mae FN AH0057, 4.50%, due 02/01/2041 0,00%

GNMS Series 2003-4, Class MZ, 5.50%, due 01/20/2033 0,00%

Fannie Mae FN AH1089, 4%, due 11/01/2040 0,00%

JP Morgan ReRemic Class 2009-7, Class 17A1, Variable rate, due 07/27/2037 0,00%

Fannie Mae FN AH1141, 4.50%, due 12/01/2040 0,00%

MASTR Seasoned Securitization Series 2005-2, Class 3A1, 6%, due 02/25/2022 0,00%

Fannie Mae FN AH4404, 4%, due 01/01/2041 0,00%

SALOMON BROTHERS MORTGAGE SECURITIES VII Series 1998-AQ1, Class A6, 6.63%, due 06/25/2028 0,00%

Fannie Mae FN AH7204, 4%, due 03/01/2041 0,00%

Shellpoint Co-Originator Trust Series 2017-1, Class A4, Variable rate, due 04/25/2047 0,00%

Fannie Mae FN AI1190, 4.50%, due 04/01/2041 0,00%

WAMU Mortgage Pass-Through Certificates 5.50%, due 11/25/2033 0,00%

Fannie Mae FN AI1969, 4.50%, due 05/01/2041 0,00%

Freddie Mac FG G14995, 5.50%, due 12/01/2024 0,00%

Fannie Mae FN AI6093, 4.50%, due 06/01/2031 0,00%

Freddie Mac FG G15821, 5%, due 07/01/2025 0,00%

Fannie Mae FN AI6503, 5%, due 11/01/2039 0,00%

Freddie Mac FG G18287, 5.50%, due 12/01/2023 0,00%

Fannie Mae FN AI7800, 4.50%, due 07/01/2041 0,00%

Freddie Mac FG G60737, 4.50%, due 08/01/2042 0,00%

Fannie Mae FN AI8779, 4%, due 11/01/2041 0,00%

Freddie Mac FG J03523, 5%, due 09/01/2021 0,00%

Fannie Mae FN AJ4756, 4%, due 10/01/2041 0,00%

Freddie Mac FG J09798, 4%, due 05/01/2024 0,00%

Fannie Mae FN AJ5424, 4%, due 11/01/2041 0,00%

Freddie Mac FG Q03139, 4%, due 09/01/2041 0,00%

Fannie Mae FN AJ5736, 4%, due 12/01/2041 0,00%

Freddie Mac FG Q05173, 4%, due 12/01/2041 0,00%

Fannie Mae FN AJ6061, 4%, due 12/01/2041 0,00%

Freddie Mac FG Q07479, 3.50%, due 04/01/2042 0,00%

Fannie Mae FN AJ7538, 4%, due 01/01/2042 0,00%

Freddie Mac FG U80212, 3.50%, due 02/01/2033 0,00%

Fannie Mae FN AJ8104, 4%, due 12/01/2041 0,00%

Freddie Mac FG U90975, 4%, due 06/01/2042 0,00%

Fannie Mae FN AJ8203, 4.50%, due 01/01/2042 0,00%

Freddie Mac FG U99084, 4.50%, due 02/01/2044 0,00%

Fannie Mae FN AJ8341, 4%, due 12/01/2041 0,00%

Freddie Mac FR QA6906, 3%, due 02/01/2050 0,00%

Fannie Mae FN AJ8369, 4%, due 01/01/2042 0,00%

FREDDIE MAC Series 1206, Class IB, Variable rate, due 03/15/2022 0,00%

Fannie Mae FN AJ8436, 4%, due 12/01/2041 0,00%

FREDDIE MAC Series 1630, Class PK, 6%, due 11/15/2023 0,00%

Fannie Mae FN AJ9162, 4%, due 01/01/2042 0,00%

FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028 0,00%

Fannie Mae FN AK0543, 4%, due 01/01/2042 0,00%

FREDDIE MAC Series 2427, Class GE, 6%, due 03/15/2032 0,00%

Fannie Mae FN AK1827, 4%, due 01/01/2042 0,00%

FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033 0,00%

Fannie Mae FN AK4520, 4%, due 03/01/2042 0,00%

FREDDIE MAC Series 2669, Class LL, 5.50%, due 08/15/2033 0,00%

Fannie Mae FN AK5555, 4%, due 04/01/2042 0,00%

FREDDIE MAC Series 2890, Class ZA, 5%, due 11/15/2034 0,00%

Fannie Mae FN AL0147, 4%, due 04/01/2041 0,00%

FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036 0,00%

Fannie Mae FN AL0212, 5.50%, due 02/01/2038 0,00%

FREDDIE MAC Series 3262, Class KS, Variable rate, due 01/15/2037 0,00%

Fannie Mae FN AL0241, 4%, due 04/01/2041 0,00%

FREDDIE MAC Series 3349, Class MY, 5.50%, due 07/15/2037 0,00%

Fannie Mae FN AL0399, 6%, due 08/01/2024 0,00%

FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037 0,00%

Fannie Mae FN AL0446, 6%, due 05/01/2024 0,00%

FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039 0,00%

Fannie Mae FN AL0815, 4%, due 09/01/2041 0,00%

FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040 0,00%

Fannie Mae FN AL1195, 6%, due 09/01/2023 0,00%

FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025 0,00%

Fannie Mae FN AL1948, 4%, due 01/01/2042 0,00%

FREDDIE MAC Series 3780, Class AV, 4%, due 04/15/2031 0,00%

Fannie Mae FN AL1953, 4.50%, due 01/01/2027 0,00%

FREDDIE MAC Series 3828, Class SY, Variable rate, due 02/15/2041 0,00%

Fannie Mae FN AL2142, 6.50%, due 09/01/2038 0,00%

FREDDIE MAC Series 3935, Class LI, 3%, due 10/15/2021 0,00%

Fannie Mae FN AL2589, 5.50%, due 05/01/2025 0,00%

FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040 0,00%

Fannie Mae FN AL2892, 3.50%, due 12/01/2042 0,00%

FREDDIE MAC Series 4038, Class CS, Variable rate, due 04/15/2042 0,00%

Fannie Mae FN AL3154, 3%, due 02/01/2043 0,00%

FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042 0,00%

Fannie Mae FN AL4962, 6%, due 05/01/2024 0,00%

FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027 0,00%

Fannie Mae FN AL5616, 5.50%, due 09/01/2041 0,00%

FREDDIE MAC Series 4265, Class IB, 4.50%, due 12/15/2024 0,00%

Fannie Mae FN AL6057, 6%, due 08/01/2024 0,00%

FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 0,00%

Fannie Mae FN AL6449, 4.50%, due 01/01/2027 0,00%

FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046 0,00%

Fannie Mae FN AL6948, 5%, due 09/01/2025 0,00%

FREDDIEMAC STRIP Series 133, Class B, 8.50%, due 06/01/2022 0,00%

Fannie Mae FN AL7046, 3.50%, due 06/01/2045 0,00%

FREDDIEMAC STRIP Series 243, Class 11, Variable rate, due 08/15/2036 0,00%

Fannie Mae FN AL7231, 3.50%, due 08/01/2045 0,00%

FREDDIEMAC STRIP Series 303, Class C2, 3.50%, due 01/15/2028 0,00%

Fannie Mae FN AL8139, 4%, due 02/01/2032 0,00%

GMAC Mortgage Corporation Loan Series 2004-HE1, Class A3, Variable rate, due 06/25/2034 0,00%

Fannie Mae FN AL8353, 3.50%, due 08/01/2044 0,00%

GNMA G2 3227, 6%, due 04/20/2032 0,00%

Fannie Mae FN AL9226, 5.50%, due 12/01/2041 0,00%

GNMA G2 3459, 5.50%, due 10/20/2033 0,00%

Fannie Mae FN AP1197, 3.50%, due 09/01/2042 0,00%

GNMA G2 3596, 5.50%, due 08/20/2034 0,00%

Fannie Mae FN AP5113, 4%, due 09/01/2042 0,00%

GNMA G2 754384, 4.50%, due 03/20/2042 0,00%

Fannie Mae FN AP7963, 4%, due 09/01/2042 0,00%

GNMA G2 BL6923, 6%, due 03/20/2049 0,00%

Fannie Mae FN AQ8715, 3%, due 01/01/2043 0,00%

GNMA G2 MA2215, 3.50%, due 09/20/2044 0,00%

Fannie Mae FN AR7961, 3.50%, due 03/01/2033 0,00%

GNMA G2 MA2966, 6%, due 09/20/2039 0,00%

Fannie Mae FN AS5635, 3%, due 08/01/2045 0,00%

GNMA GN 455986, 5.25%, due 07/15/2025 0,00%

Fannie Mae FN AS9994, 4.50%, due 04/01/2047 0,00%

GNMA GN 604338, 5%, due 05/15/2033 0,00%

Fannie Mae FN AT0332, 3%, due 04/01/2043 0,00%

GNMA GN 638704, 5.50%, due 11/15/2036 0,00%

Fannie Mae FN AT4180, 3.50%, due 05/01/2033 0,00%

GNMA GN 687833, 6%, due 08/15/2038 0,00%

Fannie Mae FN AT5915, 4%, due 06/01/2043 0,00%

GNMA GN 711543, 4%, due 11/15/2040 0,00%

Fannie Mae FN AT6306, 4%, due 06/01/2043 0,00%

GNMA GN 725272, 4.50%, due 11/15/2039 0,00%

Fannie Mae FN AU5787, 4.50%, due 09/01/2043 0,00%

GNMA GN 733733, 5%, due 06/15/2040 0,00%

Fannie Mae FN AY0013, 4.50%, due 01/01/2045 0,00%

GNMA GN 743673, 4.50%, due 07/15/2040 0,00%

Fannie Mae FN BD8660, Variable rate, due 12/01/2045 0,00%

GNMA GN 782133, 6%, due 01/15/2022 0,00%

Fannie Mae FN BH9428, 4.50%, due 09/01/2047 0,00%

GNMA GN 783220, 5.50%, due 09/15/2024 0,00%

Fannie Mae FN BJ5781, 4.50%, due 04/01/2048 0,00%

GNMA GN AN4469, 5%, due 12/15/2040 0,00%

Fannie Mae FN BJ6232, 5%, due 04/01/2048 0,00%

GNMA Series 2002-75, Class PJ, 5.50%, due 11/20/2032 0,00%

Fannie Mae FN BJ6234, 5%, due 05/01/2048 0,00%

GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033 0,00%

Fannie Mae FN BK4851, 5%, due 05/01/2048 0,00%

GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034 0,00%

Fannie Mae FN MA0096, 4.50%, due 06/01/2029 0,00%

GNMA Series 2004-92, Class AK, Variable rate, due 11/16/2034 0,00%

Fannie Mae FN MA0293, 4.50%, due 01/01/2030 0,00%

GNMA Series 2005-41, Class PA, 4%, due 05/20/2035 0,00%

Fannie Mae FN MA0295, 5%, due 01/01/2030 0,00%

GNMA Series 2005-7, Class MA, Variable rate, due 12/17/2034 0,00%

Fannie Mae FN MA0353, 4.50%, due 03/01/2030 0,00%

GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037 0,00%

Fannie Mae FN MA0444, 5%, due 06/01/2040 0,00%

GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037 0,00%

Fannie Mae FN MA0575, 4.50%, due 11/01/2030 0,00%

GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038 0,00%

Fannie Mae FN MA0633, 5%, due 01/01/2041 0,00%

GNMA Series 2009-106, Class DZ, 5.50%, due 11/20/2039 0,00%

Fannie Mae FN MA0777, 5%, due 06/01/2031 0,00%

GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039 0,00%

Fannie Mae FN MA1222, 4%, due 10/01/2032 0,00%

GNMA Series 2009-72, Class SM, Variable rate, due 08/16/2039 0,00%

Fannie Mae FN MA1228, 3%, due 09/01/2042 0,00%

GNMA Series 2009-94, Class AL, 5%, due 10/20/2039 0,00%

Fannie Mae FN MA1591, 4.50%, due 09/01/2043 0,00%

GNMA Series 2010-166, Class DI, 4.50%, due 02/20/2039 0,00%

Fannie Mae FN MA2509, 3%, due 01/01/2046 0,00%

GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026 0,00%

Fannie Mae FN MA3078, 3%, due 07/01/2037 0,00%

GNMA Series 2011-146, Class EI, 5%, due 11/16/2041 0,00%

Fannie Mae FN MA3123, 5%, due 08/01/2047 0,00%

GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041 0,00%

FANNIE MAE Series 1992-185, Class ZB, 7%, due 10/25/2022 0,00%

GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042 0,00%

FANNIE MAE Series 1993-169, Class L, 6.50%, due 09/25/2023 0,00%

GNMA Series 2013-10, Class DI, 3.50%, due 09/20/2042 0,00%

FANNIE MAE Series 1993-171, Class SB, Variable rate, due 09/25/2023 0,00%

GNMA Series 2013-20, Class KI, 5%, due 01/20/2043 0,00%

FANNIE MAE Series 1993-230, Class FA, Variable rate, due 12/25/2023 0,00%

GNMA Series 2013-53, Class OI, 3.50%, due 04/20/2043 0,00%

FANNIE MAE Series 1993-39, Class Z, 7.50%, due 04/25/2023 0,00%

GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 0,00%

FANNIE MAE Series 1993-46, Class FH, Variable rate, due 04/25/2023 0,00%

GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044 0,00%

FANNIE MAE Series 1994-61, Class FG, Variable rate, due 04/25/2024 0,00%

GNMA Series 2016-118, Class GI, 4.50%, due 02/16/2040 0,00%

FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026 0,00%

GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031 0,00%

FANNIE MAE Series 1998-37, Class VZ, 6%, due 06/17/2028 0,00%

GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 0,00%

FANNIE MAE Series 2000-45, Class SD, Variable rate, due 12/18/2030 0,00%

GSR Mortgage Loan Trust Series 2004-8F, Class 2A3, 6%, due 09/25/2034 0,00%

FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031 0,00%

JP Morgan Mortgage Trust Series 2016-3, Class 1A3, Variable rate, due 10/25/2046 0,00%

FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031 0,00%

MASTR Alternative Loans Trust Series 2004-13, Class 8A1, 5.50%, due 01/25/2025 0,00%

FANNIE MAE Series 2001-46, Class F, Variable rate, due 09/18/2031 0,00%

MASTR Asset Securitization Trust Series 2004-1, Class 30PO, 0%, due 02/25/2034 0,00%

FANNIE MAE Series 2001-8, Class SE, Variable rate, due 02/17/2031 0,00%

Morgan Stanley Dean Witter Capital I Trust Series 2003-NC2, Class M2, Variable rate, due 02/25/2033 0,00%

FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032 0,00%

Provident Funding Mortgage Trust Series 2019-1, Class A3, Variable rate, due 12/25/2049 0,00%

FANNIE MAE Series 2002-30, Class Z, 6%, due 05/25/2032 0,00%

Saxon Asset Securities Trust Series 2004-2, Class MV3, Variable rate, due 08/25/2035 0,00%

FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032 0,00%

SEQUOIA MORTGAGE TRUST Series 4, Class A, Variable rate, due 11/22/2024 0,00%

FANNIE MAE Series 2003-109, Class YB, 6%, due 11/25/2033 0,00%

Structured Asset Securities Corp. Series 2004-4XS, Class A3A, Variable rate, due 02/25/2034 0,00%

FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033 0,00%

Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 0,00%

FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033 0,00%

Wells Fargo Mortgage Backed Securities Trust Series 2004-K, Class 2A12, Variable rate, due 07/25/2034 0,00%

FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033 0,00%

Freddie Mac FG G14676, 4.50%, due 09/01/2026 0,00%

FANNIE MAE Series 2003-52, Class NA, 4%, due 06/25/2023 0,00%

Freddie Mac FG G15019, 4.50%, due 07/01/2026 0,00%

FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027 0,00%

Freddie Mac FG G15725, 4.50%, due 09/01/2026 0,00%

FANNIE MAE Series 2003-63, Class IP, 6%, due 07/25/2033 0,00%

2021-04-23 US LONG BOND(CBT) Jun21 C 166 0,00%

FANNIE MAE Series 2003-75, Class GI, 5%, due 08/25/2023 0,00%

Freddie Mac FG G18264, 5%, due 07/01/2023 0,00%

FANNIE MAE Series 2004-10, Class ZB, 6%, due 02/25/2034 0,00%

Freddie Mac FG G18306, 4.50%, due 04/01/2024 0,00%

FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 0,00%

Freddie Mac FG G60194, 3.50%, due 08/01/2045 0,00%

FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034 0,00%

Freddie Mac FG G60808, 3%, due 10/01/2046 0,00%

FANNIE MAE Series 2005-102, Class DS, Variable rate, due 11/25/2035 0,00%

Freddie Mac FG H09034, 5.50%, due 05/01/2037 0,00%

FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033 0,00%

Freddie Mac FG J05364, 6%, due 08/01/2022 0,00%

FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035 0,00%

Freddie Mac FG J09504, 4%, due 04/01/2024 0,00%

FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035 0,00%

Freddie Mac FG J10623, 4%, due 09/01/2024 0,00%

FANNIE MAE Series 2005-67, Class SC, Variable rate, due 08/25/2035 0,00%

Freddie Mac FG O20138, 5%, due 11/01/2030 0,00%

FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035 0,00%

Freddie Mac FG Q04031, 4%, due 10/01/2041 0,00%

FANNIE MAE Series 2005-87, Class SC, Variable rate, due 10/25/2035 0,00%

Freddie Mac FG Q05035, 4%, due 12/01/2041 0,00%

FANNIE MAE Series 2005-90, Class ES, Variable rate, due 10/25/2035 0,00%

Freddie Mac FG Q05181, 4%, due 12/01/2041 0,00%

FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035 0,00%

Freddie Mac FG Q07189, 4%, due 04/01/2042 0,00%

FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036 0,00%

Freddie Mac FG Q11791, 3.50%, due 10/01/2042 0,00%

FANNIE MAE Series 2006-126, Class DZ, 5.50%, due 01/25/2037 0,00%

Freddie Mac FG U80068, 3.50%, due 10/01/2032 0,00%

FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036 0,00%

Freddie Mac FG U90245, 3.50%, due 10/01/2042 0,00%

FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030 0,00%

Freddie Mac FG U90932, 3%, due 02/01/2043 0,00%

FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036 0,00%

Freddie Mac FG U92272, 4.50%, due 12/01/2043 0,00%

FANNIE MAE Series 2006-42, Class CF, Variable rate, due 06/25/2036 0,00%

Freddie Mac FG U99045, 3.50%, due 03/01/2043 0,00%

FANNIE MAE Series 2006-42, Class EI, Variable rate, due 06/25/2036 0,00%

Freddie Mac FG U99096, 4.50%, due 05/01/2044 0,00%

FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035 0,00%

Freddie Mac FN U99091, 4.50%, due 03/01/2044 0,00%

FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035 0,00%

Freddie Mac FR QA7625, 3%, due 03/01/2050 0,00%

FANNIE MAE Series 2006-59, Class SL, Variable rate, due 07/25/2036 0,00%

Freddie Mac FR SC0036, 3%, due 06/01/2038 0,00%

FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036 0,00%

FREDDIE MAC Series 1498, Class I, Variable rate, due 04/15/2023 0,00%

FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037 0,00%

FREDDIE MAC Series 1579, Class PM, 6.70%, due 09/15/2023 0,00%

FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037 0,00%

FREDDIE MAC Series 1643, Class PK, 6.50%, due 12/15/2023 0,00%

FANNIE MAE Series 2007-32, Class KT, 5.50%, due 04/25/2037 0,00%

FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028 0,00%

FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038 0,00%

FREDDIE MAC Series 2365, Class LO, 0%, due 09/15/2031 0,00%

FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038 0,00%

FREDDIE MAC Series 2410, Class OG, 6.375%, due 02/15/2032 0,00%

FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038 0,00%

FREDDIE MAC Series 2437, Class SA, Variable rate, due 01/15/2029 0,00%

FANNIE MAE Series 2009-10, Class AB, 5%, due 03/25/2024 0,00%

FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033 0,00%

FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040 0,00%

FREDDIE MAC Series 2586, Class TG, 5.50%, due 03/15/2023 0,00%

FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040 0,00%

FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033 0,00%

FANNIE MAE Series 2009-11, Class PI, 5.50%, due 03/25/2036 0,00%

FREDDIE MAC Series 2676, Class LL, 5.50%, due 09/15/2033 0,00%

FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040 0,00%

FREDDIE MAC Series 2835, Class QY, Variable rate, due 12/15/2032 0,00%

FANNIE MAE Series 2009-14, Class BS, Variable rate, due 03/25/2024 0,00%

FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035 0,00%

FANNIE MAE Series 2009-47, Class PE, 4%, due 07/25/2039 0,00%

FREDDIE MAC Series 3114, Class GI, Variable rate, due 02/15/2036 0,00%

FANNIE MAE Series 2009-69, Class PO, 0%, due 09/25/2039 0,00%

FREDDIE MAC Series 3150, Class DZ, 5.50%, due 05/15/2036 0,00%

FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 0,00%

FREDDIE MAC Series 3245, Class PO, 0%, due 11/15/2036 0,00%

FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039 0,00%

FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037 0,00%

FANNIE MAE Series 2010-103, Class IO, 3.50%, due 03/25/2038 0,00%

FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037 0,00%

FANNIE MAE Series 2010-110, Class KI, 5.50%, due 10/25/2025 0,00%

FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 0,00%

FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 0,00%

FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 0,00%

FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040 0,00%

FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038 0,00%

FANNIE MAE Series 2010-147, Class KS, Variable rate, due 01/25/2041 0,00%

FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039 0,00%

FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040 0,00%

FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039 0,00%

FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040 0,00%

FREDDIE MAC Series 3637, Class LJ, 3.50%, due 02/15/2025 0,00%

FANNIE MAE Series 2010-49, Class SC, Variable rate, due 03/25/2040 0,00%

FREDDIE MAC Series 3688, Class HI, 5%, due 11/15/2021 0,00%

FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050 0,00%

FREDDIE MAC Series 3716, Class PC, 2.50%, due 04/15/2038 0,00%

FANNIE MAE Series 2010-75, Class MT, Variable rate, due 12/25/2039 0,00%

FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030 0,00%

FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026 0,00%

FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040 0,00%

FANNIE MAE Series 2011-113, Class GA, 2%, due 11/25/2021 0,00%

FREDDIE MAC Series 3795, Class ED, 3%, due 10/15/2039 0,00%

FANNIE MAE Series 2011-118, Class IC, 3.50%, due 11/25/2021 0,00%

FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041 0,00%

FANNIE MAE Series 2011-137, Class AI, 3%, due 01/25/2022 0,00%

FREDDIE MAC Series 3842, Class BS, Variable rate, due 04/15/2041 0,00%

FANNIE MAE Series 2011-145, Class IO, 3%, due 01/25/2022 0,00%

FREDDIE MAC Series 3926, Class SH, Variable rate, due 05/15/2040 0,00%

FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041 0,00%

FREDDIE MAC Series 3956, Class KI, 3%, due 11/15/2021 0,00%

FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041 0,00%

FREDDIE MAC Series 3994, Class AI, 3%, due 02/15/2022 0,00%

FANNIE MAE Series 2011-47, Class AI, 5.50%, due 01/25/2040 0,00%

FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041 0,00%

FANNIE MAE Series 2011-60, Class OA, 0%, due 08/25/2039 0,00%

FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027 0,00%

FANNIE MAE Series 2011-73, Class PI, 4.50%, due 05/25/2041 0,00%

FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027 0,00%

FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033 0,00%

FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027 0,00%

FANNIE MAE Series 2011-75, Class BL, 3.50%, due 08/25/2021 0,00%

FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027 0,00%

FANNIE MAE Series 2011-86, Class DI, 3.50%, due 09/25/2021 0,00%

FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042 0,00%

FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 0,00%

FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031 0,00%

FANNIE MAE Series 2012-101, Class AI, 3%, due 06/25/2027 0,00%

FREDDIE MAC Series 4239, Class IO, 3.50%, due 06/15/2027 0,00%

FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027 0,00%

FREDDIE MAC Series 4300, Class IM, 3%, due 03/15/2037 0,00%

FANNIE MAE Series 2012-118, Class DI, 3.50%, due 01/25/2040 0,00%

FREDDIE MAC Series 4318, Class CI, 4%, due 03/15/2022 0,00%

FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042 0,00%

FREDDIE MAC Series 4503, Class MI, 5%, due 08/15/2045 0,00%

FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 0,00%

FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045 0,00%

FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042 0,00%

FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 0,00%

FANNIE MAE Series 2012-134, Class GI, 4.50%, due 03/25/2029 0,00%

FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054 0,00%

FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042 0,00%

FREDDIEMAC STRIP Series 233, Class 12, 5%, due 09/15/2035 0,00%

FANNIE MAE Series 2012-53, Class CI, 3%, due 05/25/2022 0,00%

FREDDIEMAC STRIP Series 238, Class 8, 5%, due 04/15/2036 0,00%

FANNIE MAE Series 2012-65, Class IO, 5.50%, due 07/25/2040 0,00%

FREDDIEMAC STRIP Series 267, Class S5, Variable rate, due 08/15/2042 0,00%

FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027 0,00%

FREDDIEMAC STRIP Series 299, Class S1, Variable rate, due 01/15/2043 0,00%

FANNIE MAE Series 2012-8, Class TI, 3%, due 10/25/2021 0,00%

FREDDIEMAC STRIP Series 304, Class C37, 3.50%, due 12/15/2027 0,00%

FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 0,00%

GMAC MORTGAGE CORPORATION LOAN Series 2003-J10, Class A1, 4.75%, due 01/25/2019 0,00%

FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043 0,00%

GMAC MORTGAGE CORPORATION LOAN TRUST SEries 2000-HE2, Class A1, Variable rate, due 06/25/2030 0,00%

FANNIE MAE Series 2013-128, Class PO, 0%, due 12/25/2043 0,00%

GNMA G2 3172, 6%, due 12/20/2031 0,00%

FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028 0,00%

GNMA G2 3389, 5%, due 05/20/2033 0,00%

FANNIE MAE Series 2013-22, Class TS, Variable rate, due 03/25/2043 0,00%

GNMA G2 3442, 5%, due 09/20/2033 0,00%

FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043 0,00%

GNMA G2 3474, 6%, due 11/20/2033 0,00%

FANNIE MAE Series 2013-51, Class PI, 3%, due 11/25/2032 0,00%

GNMA G2 3555, 5%, due 05/20/2034 0,00%

FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033 0,00%

GNMA G2 3786, 5.50%, due 11/20/2035 0,00%

FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043 0,00%

GNMA G2 4251, 5.50%, due 10/20/2023 0,00%

FANNIE MAE Series 2013-75, Class FC, Variable rate, due 07/25/2042 0,00%

GNMA G2 AD0856, 3.75%, due 08/20/2033 0,00%

FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029 0,00%

GNMA G2 BB4769, 4%, due 08/20/2047 0,00%

FANNIE MAE Series 2014-44, Class NI, 4.50%, due 08/25/2029 0,00%

GNMA G2 MA1017, 6%, due 05/20/2043 0,00%

FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043 0,00%

GNMA G2 MA2077, 5.50%, due 07/20/2044 0,00%

FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026 0,00%

GNMA G2 MA2683, 6%, due 03/20/2045 0,00%

FANNIE MAE Series 2015-38, Class GI, 3%, due 09/25/2043 0,00%

GNMA G2 MA2897, 6%, due 03/20/2045 0,00%

FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 0,00%

GNMA G2 MA3249, 6%, due 04/20/2040 0,00%

FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044 0,00%

GNMA G2 MA3941, 5.50%, due 09/20/2046 0,00%

FANNIE MAE Series 2015-97, Class AI, 4%, due 09/25/2041 0,00%

GNMA GN 487108, 6%, due 04/15/2029 0,00%

FANNIE MAE Series 2016-71, Class NI, 3.50%, due 04/25/2046 0,00%

GNMA GN 589331, 6%, due 10/15/2022 0,00%

FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046 0,00%

GNMA GN 604897, 5%, due 12/15/2033 0,00%

FANNIE MAE Series G92-38, Class GZ, 7.50%, due 07/25/2022 0,00%

GNMA GN 627123, 5.50%, due 03/15/2034 0,00%

FANNIE MAE Series G92-44, Class ZQ, 8%, due 07/25/2022 0,00%

GNMA GN 653143, 4.90%, due 04/15/2036 0,00%

FANNIE MAE Series G93-3, Class K, 7%, due 02/25/2023 0,00%

GNMA GN 677190, 5%, due 06/15/2038 0,00%

FANNIE MAE Seris 2013-94, Class CA, 3.50%, due 08/25/2038 0,00%

GNMA GN 706840, 4.50%, due 05/15/2040 0,00%

FANNIEMAE GRANTOR TRUST Series 2002-T7, Class A1, Variable rate, due 07/25/2032 0,00%

GNMA GN 711483, 4%, due 01/15/2040 0,00%

FANNIEMAE STRIP Series 214, Class 2, 7.50%, due 03/25/2023 0,00%

GNMA GN 723248, 5%, due 10/15/2039 0,00%

FANNIEMAE STRIP Series 222, Class 2, 7%, due 06/25/2023 0,00%

GNMA GN 724340, 4.50%, due 09/15/2039 0,00%

FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032 0,00%

GNMA GN 726394, 4.50%, due 10/15/2039 0,00%

FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032 0,00%

GNMA GN 733595, 4.50%, due 04/15/2040 0,00%

FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032 0,00%

GNMA GN 736617, 4%, due 12/15/2035 0,00%

FANNIEMAE STRIP Series 339, Class 12, 6%, due 06/25/2033 0,00%

GNMA GN 739341, 3.50%, due 10/15/2041 0,00%

FANNIEMAE STRIP Series 343, Class 2, 4.50%, due 10/25/2033 0,00%

GNMA GN 781697, 6%, due 11/15/2033 0,00%

FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034 0,00%

GNMA GN 782070, 7%, due 06/15/2032 0,00%

FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033 0,00%

GNMA GN 782259, 5%, due 02/15/2036 0,00%

FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033 0,00%

GNMA GN 783091, 5.50%, due 06/15/2040 0,00%

FANNIEMAE STRIP Series 359, Class 12, 5.50%, due 10/25/2035 0,00%

GNMA GN 783375, 5%, due 08/15/2041 0,00%

FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035 0,00%

GNMA GN 784343, 5%, due 02/15/2041 0,00%

FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035 0,00%

GNMA Sereies 2014-6, Class IJ, 4.50%, due 06/16/2043 0,00%

FANNIEMAE STRIP Series 378, Class 31, 4.50%, due 06/25/2021 0,00%

GNMA Series 2002-72, Class ZB, 6%, due 10/20/2032 0,00%

FANNIEMAE STRIP Series 389, Class 4, 6%, due 03/25/2038 0,00%

GNMA Series 2003-42, Class SA, Variable rate, due 07/16/2031 0,00%

FANNIEMAE STRIP Series 397, Class 2, 5%, due 09/25/2039 0,00%

GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033 0,00%

FANNIEMAE STRIP Series 398, Class C13, 4%, due 06/25/2024 0,00%

GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034 0,00%

FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041 0,00%

GNMA Series 2004-37, Class B, 6%, due 04/17/2034 0,00%

FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042 0,00%

GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034 0,00%

FANNIEMAE STRIP Series 409, Class C17, 4%, due 11/25/2041 0,00%

GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034 0,00%

FANNIEMAE WHOLE LOAN Series 2003-W10, Class 1A4, 4.505%, due 06/25/2043 0,00%

GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035 0,00%

FANNIEMAE WHOLE LOAN Series 2003-W3, Class 2A5, 5.356%, due 06/25/2042 0,00%

GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035 0,00%

FANNIEMAE WHOLE LOAN Series 2004-W9, Class 1A3, 6.05%, due 02/25/2044 0,00%

GNMA Series 2005-44, Class IO, 5.50%, due 07/20/2035 0,00%

FANNIEMAE WHOLE LOAN Series 2005-W1, Class 1A2, 6.50%, due 10/25/2044 0,00%

GNMA Series 2005-7, Class KA, Variable rate, due 12/17/2034 0,00%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K016, Class X1, Variable rate, due 10/25/2021 0,00%

GNMA Series 2005-93, Class PO, 0%, due 06/20/2035 0,00%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K086, Class X1, Variable rate, due 11/25/2028 0,00%

GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036 0,00%

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K721, Class X1, Variable rate, due 08/25/2022 0,00%

GNMA Series 2007-41, Class OL, 0%, due 07/20/2037 0,00%

FHLMC STRUCTURED PASS THROUGH SECURITIES Series T-48, Class 1A, Variable rate, due 07/25/2033 0,00%

GNMA Series 2007-68, Class NA, 5%, due 11/20/2037 0,00%

FHLMC STRUCTURED PASS THROUGH SECURITIES Series T-58, Class 2A, 6.50%, due 09/25/2043 0,00%

GNMA Series 2008-16, Class PO, 0%, due 02/20/2038 0,00%

FIRST ALLIANCE MORTGAGE LOAN TRUST Series 1999-1, Class A1, Variable rate, due 06/20/2030 0,00%

GNMA Series 2008-29, Class PO, 0%, due 02/17/2033 0,00%

Freddie Mac FG A19763, 5%, due 04/01/2034 0,00%

GNMA Series 2008-54, Class PE, 5%, due 06/20/2038 0,00%

Freddie Mac FG A47333, 5%, due 10/01/2035 0,00%

GNMA Series 2009-10, Class PA, 4.50%, due 12/20/2038 0,00%

Freddie Mac FG A47829, 4%, due 08/01/2035 0,00%

GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039 0,00%

Freddie Mac FG A47937, 5.50%, due 08/01/2035 0,00%

GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039 0,00%

Freddie Mac FG A48972, 5.50%, due 05/01/2036 0,00%

GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038 0,00%

Freddie Mac FG A54675, 5.50%, due 01/01/2036 0,00%

GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039 0,00%

Freddie Mac FG A65324, 5.50%, due 09/01/2037 0,00%

GNMA Series 2009-79, Class OK, 0%, due 11/16/2037 0,00%

Freddie Mac FG A86143, 5%, due 05/01/2039 0,00%

GNMA Series 2009-87, Class EI, 5.50%, due 08/20/2039 0,00%

Freddie Mac FG A90319, 5%, due 12/01/2039 0,00%

GNMA Series 2010-11, Class HE, 4%, due 04/20/2039 0,00%

Freddie Mac FG A93093, 4.50%, due 07/01/2040 0,00%

GNMA Series 2010-14, Class BV, Variable rate, due 02/16/2040 0,00%

Freddie Mac FG A93891, 4%, due 09/01/2040 0,00%

GNMA Series 2010-4, Class WA, 3%, due 01/16/2040 0,00%

Freddie Mac FG A94729, 4%, due 11/01/2040 0,00%

GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037 0,00%

Freddie Mac FG A94843, 4%, due 11/01/2040 0,00%

GNMA Series 2011-129, Class CL, 5%, due 03/20/2041 0,00%

Freddie Mac FG A95441, 4%, due 12/01/2040 0,00%

GNMA Series 2011-137, Class WA, Variable rate, due 07/20/2040 0,00%

Freddie Mac FG A95653, 4%, due 12/01/2040 0,00%

GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041 0,00%

Freddie Mac FG A95728, 4%, due 12/01/2040 0,00%

GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041 0,00%

Freddie Mac FG A96380, 4%, due 01/01/2041 0,00%

GNMA Series 2011-63, Class BI, 6%, due 02/20/2038 0,00%

Freddie Mac FG A97294, 4%, due 02/01/2041 0,00%

GNMA Series 2012-10, Class LI, 3.50%, due 07/20/2040 0,00%

Freddie Mac FG C01310, 6.50%, due 03/01/2032 0,00%

GNMA Series 2012-143, Class IB, 3.50%, due 12/20/2039 0,00%

Freddie Mac FG C01574, 5%, due 06/01/2033 0,00%

GNMA Series 2012-48, Class MI, 5%, due 04/16/2042 0,00%

Freddie Mac FG C03458, 5%, due 02/01/2040 0,00%

GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043 0,00%

Freddie Mac FG C03949, 3.50%, due 05/01/2042 0,00%

GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044 0,00%

Freddie Mac FG C04269, 3%, due 10/01/2042 0,00%

GNMA Series 2013-22, Class IO, 3%, due 02/20/2043 0,00%

Freddie Mac FG C91167, 5%, due 04/01/2028 0,00%

GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042 0,00%

Freddie Mac FG C91353, 3.50%, due 01/01/2031 0,00%

GNMA Series 2013-69, Class PI, 5%, due 05/20/2043 0,00%

Freddie Mac FG C91482, 3.50%, due 07/01/2032 0,00%

GNMA Series 2014-115, Class QI, 3%, due 03/20/2029 0,00%

Freddie Mac FG E02883, 4%, due 04/01/2026 0,00%

GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044 0,00%

Freddie Mac FG G01443, 6.50%, due 08/01/2032 0,00%

GNMA Series 2015-119, Class TI, 3.50%, due 05/20/2041 0,00%

Freddie Mac FG G01737, 5%, due 12/01/2034 0,00%

GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034 0,00%

Freddie Mac FG G01840, 5%, due 07/01/2035 0,00%

GNMA Series 2015-95, Class IK, 1%, due 05/16/2037 0,00%

Freddie Mac FG G03072, 5%, due 11/01/2036 0,00%

GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046 0,00%

Freddie Mac FG G04632, 5%, due 11/01/2036 0,00%

GNMA Series 2016-167, Class KI, 6%, due 12/16/2046 0,00%

Freddie Mac FG G04814, 5.50%, due 10/01/2038 0,00%

GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046 0,00%

Freddie Mac FG G05173, 4.50%, due 11/01/2031 0,00%

GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040 0,00%

Freddie Mac FG G05449, 4.50%, due 05/01/2039 0,00%

GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040 0,00%

Freddie Mac FG G05927, 4.50%, due 07/01/2040 0,00%

GSR Mortgage Loan Trust Series 2004-12, Class 3A6, Variable rate, due 12/25/2034 0,00%

Freddie Mac FG G06252, 4%, due 02/01/2041 0,00%

Impac CMB Trust Series 2004-6, Class M3, Variable rate, due 10/25/2034 0,00%

Freddie Mac FG G06501, 4%, due 04/01/2041 0,00%

JP Morgan Mortgage Trust Series 2014-IVR3, Class 2A1, Variable rate, due 09/25/2044 0,00%

Freddie Mac FG G06583, 5%, due 06/01/2041 0,00%

JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 0,00%

Freddie Mac FG G06677, 5%, due 07/01/2041 0,00%

JP Morgan ReRemic Series 2009-7, Class 11A1, Variable rate, due 09/27/2036 0,00%

Freddie Mac FG G06739, 4.50%, due 09/01/2041 0,00%

MASTR Asset Securitization Trust Series 2003-11, Class 7A5, 5.25%, due 12/25/2033 0,00%

Freddie Mac FG G07219, 5%, due 10/01/2041 0,00%

MASTR Asset Securitization Trust Series 2003-12, Class 1A2, 5.25%, due 12/25/2024 0,00%

Freddie Mac FG G07266, 4%, due 12/01/2042 0,00%

MASTR Asset Securitization Trust Series 2004-3, Class 1A3, 5.25%, due 03/25/2024 0,00%

Freddie Mac FG G08113, 6.50%, due 02/01/2036 0,00%

MASTR Seasoned Securitization Trust Series 2005-1, Class 3A1, Variable rate, due 10/25/2032 0,00%

Freddie Mac FG G12312, 6%, due 09/01/2021 0,00%

NEW CENTURY HOME EQUITY LOAN T Series 2003-5, Class AI7, Variable rate, due 11/25/2033 0,00%

Freddie Mac FG G12797, 6.50%, due 02/01/2022 0,00%

Nomura Asset Acceptance Corporation Series 2005-WF1, Class 2A5, Variable rate, due 03/25/2035 0,00%

Freddie Mac FG G12959, 6.50%, due 10/01/2022 0,00%

Residential Accredit Loans, Inc. Series 2003-QS20, Class CB, 5%, due 11/25/2018 0,00%

Freddie Mac FG G12978, 5.50%, due 12/01/2022 0,00%

Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018 0,00%

Freddie Mac FG G13581, 5.50%, due 11/01/2021 0,00%

Sequoia Mortgage Trust Series 2017-3, Class A4, Variable rate, due 04/25/2047 0,00%

Freddie Mac FG G13623, 4.50%, due 08/01/2024 0,00%

Sequoia Mortgage Trust Series 2018-CH3, Class A11, Variable rate, due 08/25/2048 0,00%

Freddie Mac FG G13625, 5.50%, due 01/01/2024 0,00%

Shellpoint Co-Originator Trust Series 2016-1, Class 1A10, Variable rate, due 11/25/2046 0,00%

Freddie Mac FG G13733, 5%, due 11/01/2024 0,00%

Structured Asset Securities Corp. Series 2004-11XS, Class 1A6, Variable rate, due 06/25/2034 0,00%

Freddie Mac FG G14088, 4%, due 02/01/2026 0,00%

Towd Point Mortgage Trust Series 2015-2, Class 1A12, Variable rate, due 11/25/2060 0,00%

Freddie Mac FG G14106, 6%, due 10/01/2024 0,00%

Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 0,00%

Freddie Mac FG G14167, 5.50%, due 07/01/2023 0,00%

VENDEE MORTGAGE TRUST Series 2010-1, Class DA, 4.25%, due 02/15/2035 0,00%

Freddie Mac FG G14233, 6%, due 01/01/2024 0,00%

WAMU Mortgage Pass-Through Certificates Series 2003-S3, Class 3A1, 5.50%, due 05/25/2033 0,00%

Freddie Mac FG G15949, 4%, due 01/01/2029 0,00%

2021-04-23 US 5YR NOTE (CBT) Jun21 P 122.75 0,00%

2021-05-21 US LONG BOND(CBT) Jun21 C 160 -0,01%

Fannie Mae or Freddie Mac TBA, 3%, due 10/01/2049 -0,15%

US LONG BOND(CBT) Jun21 -0,20%

Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2050 -0,21%

Fannie Mae or Freddie Mac TBA, 1.50%, due 01/01/2036 -0,22%

Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2049 -0,23%

US ULTRA BOND CBT Jun21 -0,34%

Fannie Mae or Freddie Mac TBA, 1.50%, due 12/01/2050 -1,18%

Fannie Mae or Freddie Mac TBA, 3%, due 08/01/2049 -1,79%

Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2048 -2,15%

US 10yr Ultra Fut Jun21 -2,17%

Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2048 -3,07%

US 10YR NOTE (CBT)Jun21 -3,81%

US 2YR NOTE (CBT) Jun21 -4,02%

US 5YR NOTE (CBT) Jun21 -10,74%

First Trust Low Duration Oppos ETF-Zusammensetzung

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23.06.2021 First Trust Advisors L.P. : Announces Distributions for Exchange-Traded Funds

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First Trust Advisors L.P. : Announces Distributions for Exchange-Traded Funds

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First Trust Low Duration Oppos ETF underperformed den DAX um -67 % vom 05.11.2014 bis 18.06.2021

First Trust Low Duration Oppos ETF-Zusammensetzung

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Eine Information über First Trust Low Duration Oppos ETF

23.06.2021 First Trust Advisors L.P. : Announces Distributions for Exchange-Traded Funds marketscreener.com <img class="look_adminAvatar user-profile-image" src="https://i1.wp.com/www.galue.de/wp-content/uploads/2021/03/marketscreener.jpg?fit=40%2C40&ssl=1" alt="">

First Trust Advisors L.P. : Announces Distributions for Exchange-Traded Funds

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First Trust Low Duration Oppos ETF Portrait

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62.889

Davon

367

50

962

18.167

Davon

7.049

9.507

135

1.063

7.074

Davon

97

1.888

21.068

Davon

19.012

1.360

196

525

Disclaimer

23.06.2021 First Trust Advisors L.P. : Announces Distributions for Exchange-Traded Funds

marketscreener.com