First Trust Low Duration Opportunities ETF
Symbol
LMBS
Price
$49.14
Exchange
NASDAQ
Industry
Asset Management
Dividend Yield
3.25%
Ex-Dividend Date
09-26-2024
Dividend Details
| Ex-Dividend Date | Amount | Dividend Yield | Payment Date |
|---|---|---|---|
09.26.2024 | $0.17 | 0.34% | 09.30.2024 |
08.21.2024 | $0.17 | 0.35% | 08.30.2024 |
07.23.2024 | $0.17 | 0.35% | 07.31.2024 |
06.27.2024 | $0.17 | 0.35% | 06.28.2024 |
05.21.2024 | $0.175 | 0.36% | 05.31.2024 |
04.23.2024 | $0.175 | 0.37% | 04.30.2024 |
03.21.2024 | $0.175 | 0.36% | 03.28.2024 |
02.21.2024 | $0.185 | 0.38% | 02.29.2024 |
01.23.2024 | $0.185 | 0.38% | 01.31.2024 |
12.22.2023 | $0.2 | 0.41% | 12.29.2023 |
11.21.2023 | $0.205 | 0.43% | 11.30.2023 |
10.24.2023 | $0.205 | 0.44% | 11.01.2023 |
09.22.2023 | $0.18 | 0.38% | 09.29.2023 |
08.22.2023 | $0.165 | 0.35% | 08.31.2023 |
07.21.2023 | $0.15 | 0.31% | 07.31.2023 |
06.27.2023 | $0.135 | 0.28% | 06.30.2023 |
05.23.2023 | $0.135 | 0.28% | 05.31.2023 |
04.21.2023 | $0.135 | 0.28% | 04.28.2023 |
03.24.2023 | $0.135 | 0.28% | 03.31.2023 |
02.22.2023 | $0.135 | 0.28% | 02.28.2023 |
01.24.2023 | $0.135 | 0.28% | 01.31.2023 |
12.23.2022 | $0.13 | 0.27% | 12.30.2022 |
11.22.2022 | $0.12 | 0.25% | 11.30.2022 |
10.21.2022 | $0.105 | 0.22% | 11.01.2022 |
09.23.2022 | $0.078 | 0.16% | 09.30.2022 |
08.23.2022 | $0.078 | 0.16% | 08.31.2022 |
07.21.2022 | $0.078 | 0.16% | 07.29.2022 |
06.24.2022 | $0.078 | 0.16% | 06.30.2022 |
05.24.2022 | $0.078 | 0.16% | 05.31.2022 |
04.21.2022 | $0.078 | 0.16% | 04.29.2022 |
03.25.2022 | $0.078 | 0.16% | 03.31.2022 |
02.18.2022 | $0.078 | 0.16% | 02.28.2022 |
01.21.2022 | $0.078 | 0.16% | 01.31.2022 |
12.23.2021 | $0.078 | 0.16% | 12.31.2021 |
11.23.2021 | $0.078 | 0.16% | 11.30.2021 |
10.21.2021 | $0.078 | 0.15% | 11.01.2021 |
09.23.2021 | $0.078 | 0.15% | 09.30.2021 |
08.24.2021 | $0.078 | 0.15% | 08.31.2021 |
07.21.2021 | $0.09 | 0.18% | 07.30.2021 |
06.24.2021 | $0.09 | 0.18% | 06.30.2021 |
05.21.2021 | $0.09 | 0.18% | 05.28.2021 |
04.21.2021 | $0.09 | 0.18% | 04.30.2021 |
03.25.2021 | $0.09 | 0.18% | 03.31.2021 |
02.23.2021 | $0.09 | 0.18% | 02.26.2021 |
01.21.2021 | $0.09 | 0.17% | 01.29.2021 |
12.24.2020 | $0.09 | 0.17% | 12.31.2020 |
11.24.2020 | $0.09 | 0.17% | 11.30.2020 |
10.21.2020 | $0.09 | 0.17% | 11.02.2020 |
09.24.2020 | $0.1 | 0.19% | 09.30.2020 |
08.21.2020 | $0.1 | 0.19% | 08.31.2020 |
07.21.2020 | $0.1 | 0.19% | 07.31.2020 |
06.25.2020 | $0.1 | 0.19% | 06.30.2020 |
05.21.2020 | $0.1 | 0.19% | 05.29.2020 |
04.21.2020 | $0.1 | 0.19% | 04.30.2020 |
03.26.2020 | $0.1 | 0.20% | 03.31.2020 |
02.21.2020 | $0.1 | 0.19% | 02.28.2020 |
01.22.2020 | $0.1 | 0.19% | 01.31.2020 |
12.13.2019 | $0.1 | 0.19% | 12.31.2019 |
11.21.2019 | $0.1 | 0.19% | 11.29.2019 |
10.22.2019 | $0.1 | 0.19% | 10.31.2019 |
09.25.2019 | $0.1 | 0.20% | 09.30.2019 |
08.21.2019 | $0.1 | 0.20% | 08.30.2019 |
07.23.2019 | $0.118 | 0.24% | 07.31.2019 |
06.14.2019 | $0.118 | 0.24% | 06.28.2019 |
05.21.2019 | $0.118 | 0.24% | 05.31.2019 |
04.23.2019 | $0.118 | 0.24% | 04.30.2019 |
03.21.2019 | $0.118 | 0.24% | 03.29.2019 |
02.21.2019 | $0.118 | 0.24% | 02.28.2019 |
01.23.2019 | $0.118 | 0.24% | 01.31.2019 |
12.18.2018 | $0.118 | 0.24% | 12.31.2018 |
11.21.2018 | $0.118 | 0.24% | 11.30.2018 |
10.23.2018 | $0.118 | 0.24% | 11.01.2018 |
09.14.2018 | $0.118 | 0.24% | 09.28.2018 |
08.21.2018 | $0.118 | 0.24% | 08.31.2018 |
07.20.2018 | $0.118 | 0.24% | 07.31.2018 |
06.21.2018 | $0.118 | 0.24% | 06.29.2018 |
05.22.2018 | $0.118 | 0.24% | 05.31.2018 |
04.20.2018 | $0.118 | 0.24% | 04.30.2018 |
03.22.2018 | $0.118 | 0.24% | 03.29.2018 |
02.21.2018 | $0.118 | 0.24% | 02.28.2018 |
01.23.2018 | $0.118 | 0.24% | 01.31.2018 |
12.21.2017 | $0.118 | 0.24% | 12.29.2017 |
11.21.2017 | $0.118 | 0.24% | 11.30.2017 |
10.20.2017 | $0.118 | 0.24% | 11.01.2017 |
09.21.2017 | $0.118 | 0.24% | 09.29.2017 |
08.22.2017 | $0.118 | 0.24% | 08.31.2017 |
07.21.2017 | $0.118 | 0.24% | 07.31.2017 |
06.22.2017 | $0.118 | 0.24% | 06.30.2017 |
05.23.2017 | $0.118 | 0.24% | 05.31.2017 |
04.21.2017 | $0.118 | 0.24% | 04.28.2017 |
03.23.2017 | $0.118 | 0.24% | 03.31.2017 |
02.22.2017 | $0.118 | 0.24% | 02.28.2017 |
01.20.2017 | $0.118 | 0.24% | 01.31.2017 |
12.21.2016 | $0.1175 | 0.24% | 12.30.2016 |
11.22.2016 | $0.118 | 0.24% | 11.30.2016 |
10.21.2016 | $0.1175 | 0.24% | 10.31.2016 |
09.21.2016 | $0.118 | 0.24% | 09.30.2016 |
08.23.2016 | $0.118 | 0.24% | 08.31.2016 |
07.21.2016 | $0.128 | 0.26% | 07.29.2016 |
06.22.2016 | $0.128 | 0.26% | 06.30.2016 |
05.20.2016 | $0.128 | 0.26% | 05.31.2016 |
04.21.2016 | $0.128 | 0.26% | 04.29.2016 |
02.23.2016 | $0.128 | 0.26% | 02.29.2016 |
01.21.2016 | $0.128 | 0.26% | 01.29.2016 |
12.23.2015 | $0.128 | 0.26% | 12.31.2015 |
11.20.2015 | $0.128 | 0.26% | 11.30.2015 |
10.21.2015 | $0.128 | 0.26% | 10.30.2015 |
09.23.2015 | $0.128 | 0.26% | 09.30.2015 |
08.21.2015 | $0.128 | 0.26% | 08.31.2015 |
07.21.2015 | $0.127 | 0.26% | 07.31.2015 |
06.24.2015 | $0.128 | 0.26% | 06.30.2015 |
05.21.2015 | $0.128 | 0.26% | 05.29.2015 |
03.25.2015 | $0.128 | 0.26% | 03.31.2015 |
02.20.2015 | $0.128 | 0.26% | 02.27.2015 |
01.21.2015 | $0.128 | 0.26% | 01.30.2015 |
12.23.2014 | $0.128 | 0.26% | 12.31.2014 |
11.21.2014 | $0.06 | 0.12% | 11.28.2014 |
Holdings
| Name | Weight (%) |
|---|---|
| US 10yr Ultra Fut Dec24 | 11.749% |
| US 2YR NOTE (CBT) Dec24 | 11.427% |
| US LONG BOND(CBT) Dec24 | 4.687% |
| US Dollar | 3.935% |
| US ULTRA BOND CBT Dec24 | 3.033% |
| US 5YR NOTE (CBT) Dec24 | 2.205% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 | 1.513% |
| Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2054 | 1.161% |
| U.S. Treasury Note, 4.375%, due 07/15/2027 | 1.134% |
| Fannie Mae FN FM3003, 4%, due 05/01/2049 | 1.103% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 | 1.071% |
| Fannie Mae FN FM2972, 4%, due 12/01/2044 | 0.945% |
| US 10YR NOTE (CBT)Dec24 | 0.884% |
| U.S. Treasury Note, 3.75%, due 08/15/2027 | 0.781% |
| U.S. Treasury Note, 4.625%, due 10/15/2026 | 0.638% |
| U.S. Treasury Note, 4.125%, due 02/15/2027 | 0.577% |
| Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033 | 0.557% |
| Fannie Mae FN FS2044, 4.50%, due 07/01/2044 | 0.551% |
| Freddie Mac FR ZT0779, 3%, due 09/01/2047 | 0.55% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 | 0.502% |
| Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033 | 0.499% |
| Fannie Mae FN FS3541, 3.50%, due 08/01/2052 | 0.48% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2037 | 0.475% |
| Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050 | 0.469% |
| Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052 | 0.439% |
| Fannie Mae FN FS1797 3.50%, due 07/01/2046 | 0.433% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 | 0.429% |
| Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044 | 0.427% |
| Fannie Mae FN FS0742, 3.50%, due 05/01/2044 | 0.426% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 | 0.421% |
| Freddie Mac FR SD3140, 3.50%, due 06/01/2052 | 0.416% |
| Freddie Mac Series 5001, Class A, 2%, due 01/25/2045 | 0.416% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 | 0.4% |
| GNMA Series 2022-63, Class AZ, 3%, due 08/20/2051 | 0.384% |
| Fanniemae-Aces Series 2023-M1, Class 2A1, Variable rate, due 12/25/2037 | 0.375% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 | 0.363% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 | 0.361% |
| Freddie Mac Series 5004, Class FG, Variable rate, due 08/25/2050 | 0.358% |
| FHLMC Multifamily Structured Pass Through Certs. Series K508, Class A2, Variable rate, due 08/25/2028 | 0.356% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 | 0.351% |
| Fannie Mae FN FM2863, 3.50%, due 09/01/2048 | 0.321% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 | 0.313% |
| Fannie Mae FN FS2127, 3.50%, due 06/01/2048 | 0.312% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2054 | 0.308% |
| Fannie Mae FN 310230, 3.50%, due 02/01/2048 | 0.306% |
| GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 | 0.302% |
| Freddie Mac Series 5350, Class PO, 0%, due 11/25/2053 | 0.3% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 | 0.298% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 | 0.296% |
| FannieMae-Aces Series 2023-M1, Class Z, Variable rate, due 01/25/2053 | 0.289% |
| Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048 | 0.283% |
| FHLMC Multifamily Structured Pass Through Certs. Series K520, Class A2, Variable rate, due 03/25/2029 | 0.28% |
| Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 | 0.277% |
| Freddie Mac - SCRT Series 2020-2, Class MAU, 2.50%, due 11/25/2059 | 0.277% |
| GNMA Series 2022-124, Class EY, 4%, due 07/20/2052 | 0.273% |
| GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060 | 0.271% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 | 0.263% |
| Freddie Mac Series 4199, Class BZ, 3.50%, due 05/15/2043 | 0.263% |
| Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044 | 0.261% |
| GNMA Series 2022-68, Class XA, 3.50%, due 10/01/2051 | 0.259% |
| Freddie Mac - SLST Series 2021-1, Class AC, 2.25%, due 05/26/2031 | 0.256% |
| Freddie Mac FR SD0949, 3%, due 09/01/2048 | 0.254% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 | 0.251% |
| Freddie Mac Series 5201, Class PF, Variable rate, due 03/25/2052 | 0.248% |
| Freddie Mac Series 5410, Class PO, 0%, due 05/25/2054 | 0.246% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 | 0.237% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 | 0.233% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 | 0.233% |
| Freddie Mac Series 5045, Class BF, Variable rate, due 11/25/2050 | 0.226% |
| Freddie Mac Series 5045, Class AF, Variable rate, due 11/25/2050 | 0.225% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2054 | 0.224% |
| Freddie Mac FR SD1170, 3.50%, due 09/01/2049 | 0.224% |
| Fannie Mae Series 2013-115, Class Z, 3%, due 11/25/2033 | 0.222% |
| Fannie Mae Series 2020-34, Class FA, Variable rate, due 06/25/2050 | 0.221% |
| GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055 | 0.212% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 | 0.211% |
| GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046 | 0.21% |
| Freddie Mac FR SD7509, 3%, due 11/01/2049 | 0.209% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 | 0.207% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 | 0.207% |
| U.S. Treasury Note, 3.25%, due 06/30/2027 | 0.207% |
| GNMA Series 2022-63, Class HZ, 2.50%, due 11/20/2051 | 0.206% |
| Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 | 0.205% |
| Fannie Mae FN FS2925, 3%, due 08/01/2048 | 0.203% |
| GNMA Series 2022-68, Class ZC, 3.50%, due 04/20/2052 | 0.201% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 | 0.197% |
| FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042 | 0.196% |
| Fannie Mae FN FS2796, 3.50%, due 08/01/2047 | 0.192% |
| Freddie Mac Series 4990, Class AF, Variable rate, due 07/25/2050 | 0.19% |
| GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060 | 0.19% |
| Fannie Mae Series 2020-12, Class FL, Variable rate, due 03/25/2050 | 0.189% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 | 0.189% |
| Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 | 0.189% |
| GNMA Series 2022-76, Class PG, 4%, due 04/20/2052 | 0.189% |
| Freddie Mac FR SD0954, 3%, due 02/01/2047 | 0.188% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 | 0.187% |
| Freddie Mac Series 5225, Class NZ, 4%, due 05/25/2052 | 0.187% |
| Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 | 0.186% |
| GNMA Series 2022-65, Class BZ, 3.50%, due 04/20/2052 | 0.185% |
| GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055 | 0.184% |
| Freddie Mac FR SD0948, 3%, due 05/01/2047 | 0.183% |
| Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 | 0.179% |
| GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061 | 0.177% |
| Freddie Mac Series 4959, Class JF, Variable rate, due 03/25/2050 | 0.176% |
| Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 | 0.173% |
| GNMA Series 2022-43, Class Z, 2%, due 09/16/2061 | 0.173% |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 | 0.169% |
| GNMA Series 2022-106, Class Z, 2%, due 05/16/2063 | 0.168% |
| Freddie Mac Series 5220, Class KZ, 4%, due 02/25/2051 | 0.166% |
| Fannie Mae FN FS0074, 3%, due 01/01/2047 | 0.162% |
| Freddie Mac Series 4218, Class ZK, 2.50%, due 02/15/2043 | 0.162% |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 | 0.159% |
| Fannie Mae FN AL9401, 4%, due 02/01/2046 | 0.158% |
| Fannie Mae Series 2017-50, Class BZ, 3%, due 07/25/2047 | 0.158% |
| Fannie Mae Series 2024-28, Class CZ, 4%, due 05/25/2044 | 0.157% |
| Freddie Mac Series 5208, Class Z, 3%, due 04/25/2052 | 0.157% |
| GNMA Series 2022-69, Class QL, 3%, due 06/01/2051 | 0.156% |
| GNMA Series 2022-90, Class KZ, 3%, due 08/01/2049 | 0.156% |
| GNMA Series 2022-68, Class Z, 3.50%, due 04/20/2052 | 0.155% |
| Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034 | 0.152% |
| Freddie Mac Series 5208, Class HZ, 3.50%, due 01/01/2052 | 0.151% |
| Fannie Mae FN FS0045, 3%, due 09/01/2047 | 0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027 | 0.15% |
| GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 | 0.149% |
| Freddie Mac Series 5282, Class MB, 4.75%, due 06/25/2042 | 0.147% |
| GNMA Series 2015-24, Class BZ, 3%, due 02/20/2045 | 0.147% |
| Fannie Mae Series 2013-75, Class ZG, 3.25%, due 07/25/2043 | 0.146% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ47, Class A2, 5.43%, due 06/25/2031 | 0.146% |
| GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052 | 0.146% |
| GNMA Series 2022-68, Class MZ, 3.50%, due 04/20/2052 | 0.146% |
| Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 | 0.145% |
| Fannie Mae Series 2024-20, Class QZ, 4%, due 10/25/2045 | 0.144% |
| AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 | 0.141% |
| Freddie Mac Series 5225, Class HZ, 4%, due 08/01/2049 | 0.14% |
| Towd Point Mortgage Trust Series 2019-1, Class A1, Variable rate, due 03/25/2058 | 0.14% |
| Fannie Mae FN BM3867, 4%, due 02/01/2046 | 0.139% |
| Freddie Mac - SCRT Series 2019-3, Class HA, 3%, due 10/25/2058 | 0.138% |
| U.S. Treasury Note, 3.125%, due 08/31/2027 | 0.137% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 | 0.136% |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 | 0.136% |
| Verizon Master Trust Series 2024-6, Class A1A, 4.17%, due 08/20/2030 | 0.136% |
| FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 | 0.135% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 | 0.135% |
| Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029 | 0.135% |
| GNMA Series 2016-20, Class FN, Variable rate, due 02/20/2046 | 0.133% |
| Fannie Mae Series 2016-50, Class GY, 3%, due 08/25/2046 | 0.132% |
| Fannie Mae Series 2024-20, Class ZA, 4%, due 10/25/2045 | 0.132% |
| Freddie Mac - SCRT Series 2019-2, Class HA, 3%, due 08/25/2058 | 0.132% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 | 0.131% |
| GNMA Series 2022-204, Class YC, 4%, due 07/20/2052 | 0.131% |
| Freddie Mac - SLST Series 2022-1, Class A2, 3.50%, due 05/25/2032 | 0.13% |
| GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048 | 0.129% |
| Barclays Commercial Mortgage Securities LLC Series 2021-C10, Class ASB, 2.268%, due 07/15/2054 | 0.128% |
| Citizens Auto Receivables Trust Series 2024-1, Class A3, 5.11%, due 04/17/2028 | 0.128% |
| Freddie Mac Series 4928, Class F, Variable rate, due 11/25/2049 | 0.128% |
| Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053 | 0.127% |
| Freddie Mac FR SD0961, 3.50%, due 11/01/2048 | 0.127% |
| Freddie Mac FR SD1169, 3.50%, due 02/01/2048 | 0.127% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2018-PHH, Class A, Variable rate, due 06/15/2035 | 0.127% |
| Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 | 0.126% |
| Porsche Innovative Lease Owner Trust Series 2024-1A, Class A3, 4.67%, due 11/22/2027 | 0.126% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 | 0.125% |
| GNMA Series 2022-63, Class MZ, 3%, due 05/20/2051 | 0.124% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 | 0.123% |
| Freddie Mac FR ZA4196, 3%, due 04/01/2043 | 0.122% |
| GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052 | 0.122% |
| Freddie Mac FR SC0252, 3%, due 01/01/2042 | 0.12% |
| GNMA Series 2022-78, Class AM, 3.50%, due 04/20/2052 | 0.12% |
| Freddie Mac FR SD0887, 3.50%, due 09/01/2049 | 0.118% |
| GNMA Series 2022-154, Class EZ, 3.50%, due 09/20/2052 | 0.118% |
| Arroyo Mortgage Trust Series 2019-2, Class M1, Variable rate, due 04/25/2049 | 0.117% |
| FHLMC Multifamily Structured Pass Through Certs. Series K518, Class A2, 5.40%, due 01/25/2029 | 0.117% |
| Freddie Mac Series 5228, Class DZ, 4.50%, due 06/25/2052 | 0.115% |
| FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A1, 1.912%, due 11/25/2035 | 0.114% |
| Fannie Mae Series 2019-18, Class FL, Variable rate, due 05/25/2049 | 0.113% |
| Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044 | 0.113% |
| GNMA Series 2019-128, Class EF, Variable rate, due 10/20/2049 | 0.113% |
| FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056 | 0.112% |
| Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057 | 0.11% |
| Freddie Mac Series 5255, Class KZ, 4%, due 06/01/2052 | 0.11% |
| Fannie Mae FN FS1884, 4%, due 05/01/2042 | 0.109% |
| Freddie Mac Series 4937, Class MF, Variable rate, due 12/25/2049 | 0.109% |
| Freddie Mac Series 5230, Class DL, 3.50%, due 09/25/2044 | 0.109% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 | 0.108% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 | 0.108% |
| BMW Vehicle Owner Trust Series 2023-A, Class A4, 5.25%, due 11/26/2029 | 0.107% |
| FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033 | 0.107% |
| Freddie Mac Series 4994, Class FT, Variable rate, due 01/25/2050 | 0.107% |
| Hyundai Auto Receivables Trust Series 2023-B, Class A3, 5.70%, due 04/17/2028 | 0.106% |
| FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044 | 0.105% |
| New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 | 0.105% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031 | 0.104% |
| FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 | 0.103% |
| Fannie Mae FN FS2787, 4%, due 10/01/2048 | 0.101% |
| Fannie Mae Series 2016-37, Class PY, 3%, due 06/25/2046 | 0.101% |
| Fannie Mae Series 2021-18, Class JC, 1.50%, due 04/25/2036 | 0.101% |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 | 0.101% |
| Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044 | 0.101% |
| Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 | 0.099% |
| Credit Suisse Mortgage Trust Series 2020-WEST, Class A, 3.0403%, due 02/15/2035 | 0.096% |
| FHLMC Multifamily Structured Pass Through Certs. Series K117, Class A2, 1.406%, due 08/25/2030 | 0.096% |
| Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 | 0.096% |
| Freddie Mac Multiclass Certificates Series 2021-RR20, Class X, Variable rate, due 04/25/2033 | 0.094% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 | 0.093% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 | 0.093% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 | 0.092% |
| Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 | 0.091% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 | 0.091% |
| Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 | 0.091% |
| FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030 | 0.089% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 | 0.088% |
| Fannie Mae Series 2020-38, Class NF, Variable rate, due 06/25/2050 | 0.087% |
| Verus Securitization Trust Series 2020-INV1, Class A3, Variable rate, due 03/25/2060 | 0.087% |
| Freddie Mac Series 5222, Class DP, 3.25%, due 05/25/2052 | 0.086% |
| Freddie Mac Series 5270, Class AL, 3%, due 11/25/2048 | 0.085% |
| GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046 | 0.085% |
| GNMA Series 2016-83, Class BP, 3%, due 06/20/2046 | 0.085% |
| Freddie Mac FR SD1361, 3.50%, due 02/01/2050 | 0.084% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 | 0.084% |
| HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 | 0.084% |
| Queens Center Mortgage Trust Series 2013-QCA, Class A, 3.275%, due 01/11/2037 | 0.084% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 | 0.083% |
| Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 | 0.083% |
| FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049 | 0.083% |
| Fannie Mae Series 2023-40, Class DO, 0%, due 09/25/2053 | 0.083% |
| Freddie Mac Series 5357, Class OB, 0%, due 11/25/2053 | 0.083% |
| GNMA Series 2018-155, Class KD, 4%, due 11/20/2048 | 0.083% |
| GNMA Series 2022-68, Class DZ, 3.50%, due 04/20/2052 | 0.082% |
| Ellington Financial Mortgage Trust Series 2022-2, Class A1, Variable rate, due 04/25/2067 | 0.081% |
| Freddie Mac Series 5178, Class HL, 2%, due 01/25/2052 | 0.081% |
| Freddie Mac Series 5221, Class VE, 3.50%, due 07/25/2033 | 0.08% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 | 0.079% |
| Fannie Mae Series 2019-38, Class CF, Variable rate, due 07/25/2049 | 0.079% |
| Ellington Financial Mortgage Trust Series 2023-1, Class A1, Variable rate, due 02/25/2068 | 0.078% |
| Fannie Mae FN AL9566, 3.50%, due 06/01/2046 | 0.078% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 | 0.078% |
| MFRA Trust Series 2024-RPL1, Class M1, Variable rate, due 02/25/2066 | 0.078% |
| Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032 | 0.077% |
| Banc of America Merrill Lynch Large Loan Inc Series 2013-WBRK, Class A, Variable rate, due 03/10/2037 | 0.076% |
| Fannie Mae FN FM8128, 4%, due 08/01/2051 | 0.076% |
| Freddie Mac Multiclass Certificates Series 2021-RR18, Class X, Variable rate, due 10/27/2028 | 0.075% |
| GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047 | 0.075% |
| BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 | 0.074% |
| GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048 | 0.073% |
| Fannie Mae - CAS Series 2022-R02, Class 2M2, Variable rate, due 01/25/2042 | 0.072% |
| Fannie Mae - CAS Series 2024-R04, Class 1A1, Variable rate, due 05/25/2044 | 0.072% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035 | 0.072% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 | 0.071% |
| GNMA Series 2016-37, Class AF, Variable rate, due 11/20/2043 | 0.071% |
| BPR Trust Series 2022-OANA, Class A, Variable rate, due 04/15/2037 | 0.07% |
| Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 | 0.07% |
| Ally Auto Receivables Trust Series 2024-2, Class A3, 4.14%, due 07/16/2029 | 0.069% |
| Chase Auto Owner Trust Series 2024-4A, Class A4, 4.95%, due 03/25/2030 | 0.069% |
| Fannie Mae Series 2020-49, Class FB, Variable rate, due 07/25/2050 | 0.069% |
| FHLMC Multifamily Structured Pass Through Certs. Series K123, Class A2, 1.621%, due 12/25/2030 | 0.069% |
| Freddie Mac Series 4224, Class ME, 4%, due 07/15/2043 | 0.069% |
| Freddie Mac Series 5222, Class BZ, 3.50%, due 05/25/2037 | 0.069% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 | 0.068% |
| OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 | 0.068% |
| PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 | 0.068% |
| FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046 | 0.067% |
| Chase Auto Owner Trust Series 2024-5A, Class A3, 4.60%, due 08/27/2029 | 0.066% |
| Fannie Mae or Freddie Mac TBA. 3%, due 04/01/2037 | 0.066% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 | 0.066% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 | 0.066% |
| Freddie Mac Multiclass Certificates Series 2020-RR02, Class DX, Variable rate, due 09/27/2028 | 0.066% |
| Freddie Mac Series 4980, Class FP, Variable rate, due 07/25/2049 | 0.066% |
| Porsche Innovative Lease Owner Trust Series 2024-2A, Class A3, 4.84%, due 10/20/2027 | 0.066% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 | 0.065% |
| FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030 | 0.064% |
| GNMA Series 2022-90, Class ZG, 1.50%, due 02/20/2052 | 0.064% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C61, Class ASB, 2.525%, due 11/15/2054 | 0.064% |
| BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2038 | 0.063% |
| Fannie Mae FN BM5671, 4.50%, due 01/01/2049 | 0.063% |
| GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050 | 0.063% |
| Sequoia Mortgage Trust Series 2018-CH1, Class B1B, Variable rate, due 03/25/2048 | 0.063% |
| AMSR Trust Series 2020-SFR4, Class A, 1.355%, due 11/17/2037 | 0.062% |
| Colony American Finance Ltd Series 2020-4, Class A, 1.174%, due 12/15/2052 | 0.062% |
| FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039 | 0.062% |
| Fannie Mae Series 2020-22, Class FA, Variable rate, due 04/25/2050 | 0.062% |
| FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030 | 0.062% |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 | 0.062% |
| Freddie Mac FR SD1289, 3%, due 10/01/2050 | 0.061% |
| Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027 | 0.061% |
| Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 | 0.061% |
| Freddie Mac Series 5002, Class FJ, Variable rate, due 07/25/2050 | 0.061% |
| Freddie Mac Series 5224, Class BE, 3.50%, due 08/25/2044 | 0.061% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 | 0.061% |
| Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 | 0.06% |
| BENCHMARK Mortgage Trust Series 2023-V2, Class XA, Variable rate, due 06/15/2050 | 0.059% |
| FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030 | 0.059% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 | 0.059% |
| GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042 | 0.059% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 | 0.058% |
| Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 | 0.058% |
| Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 | 0.058% |
| FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 | 0.057% |
| FHLMC Multifamily Structured Pass Through Certs. Series K124, Class A2, 1.658%, due 12/25/2030 | 0.057% |
| Cascade Funding Mortgage Trust Series 2021-EBO1, Class M1, Variable rate, due 11/25/2050 | 0.056% |
| Fannie Mae - CAS Series 2021-R02, Class 2M2, Variable rate, due 11/25/2041 | 0.056% |
| Fannie Mae FN FM9408, 4.50%, due 06/01/2046 | 0.056% |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 | 0.056% |
| Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 | 0.056% |
| Sunnova Hestia II Issuer, LLC Series 2024-GRID1, Class 1A, 5.63%, due 07/20/2051 | 0.056% |
| FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025 | 0.055% |
| Freddie Mac Series 5232, Class GO, 0%, due 08/25/2051 | 0.055% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A4, 3.4569%, due 03/15/2050 | 0.055% |
| FHLMC Multifamily Structured Pass Through Certs. Series K148, Class XAM, Variable rate, due 08/25/2032 | 0.054% |
| Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029 | 0.054% |
| New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055 | 0.054% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 | 0.053% |
| Fannie Mae FN BV8046, 4.50%, due 09/01/2052 | 0.053% |
| Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057 | 0.053% |
| FHLMC Multifamily Structured Pass Through Certs. Series K132, Class XAM, Variable rate, due 09/25/2031 | 0.053% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ41, Class A2, 3.465%, due 02/25/2031 | 0.053% |
| FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 | 0.053% |
| Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 | 0.052% |
| Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050 | 0.052% |
| GNMA Series 2009-57, Class VB, 5%, due 06/16/2039 | 0.052% |
| Bank Series 2022-BNK43, Class A1, 4.35%, due 08/15/2055 | 0.05% |
| Fannie Mae Series 2019-33, Class FK, Variable rate, due 07/25/2049 | 0.05% |
| GNMA Series 2020-161, Class B, 2%, due 08/16/2062 | 0.05% |
| GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055 | 0.05% |
| Fannie Mae FN BM4785, 4.50%, due 10/01/2038 | 0.049% |
| FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030 | 0.049% |
| FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 | 0.049% |
| FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048 | 0.049% |
| Mello Mortgage Capital Acceptance Trust Series 2018-MTG2, Class A9, Variable rate, due 10/25/2048 | 0.049% |
| Bank Series 2022-BNK43, Class ASB, Variable rate, due 08/15/2055 | 0.048% |
| FHLMC Multifamily Structured Pass Through Certs. Series K100, Class X1, Variable rate, due 09/25/2029 | 0.048% |
| FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027 | 0.047% |
| Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028 | 0.047% |
| Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032 | 0.047% |
| FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030 | 0.046% |
| Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048 | 0.046% |
| FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049 | 0.046% |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 | 0.046% |
| GNMA GN 720225, 4.50%, due 07/15/2039 | 0.046% |
| GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048 | 0.046% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 | 0.046% |
| BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 | 0.045% |
| Fannie Mae FN CA2947, 4%, due 12/01/2048 | 0.045% |
| FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 | 0.045% |
| FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031 | 0.045% |
| FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026 | 0.045% |
| Freddie Mac Series 4911, Class FB, Variable rate, due 09/25/2049 | 0.045% |
| GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035 | 0.045% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class X1, Variable rate, due 08/25/2034 | 0.044% |
| Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 | 0.044% |
| GNMA GN 784752, 4%, due 03/15/2045 | 0.044% |
| FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048 | 0.043% |
| FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029 | 0.043% |
| FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030 | 0.043% |
| Freddie Mac - SCRT Series 2017-2, Class M1, Variable rate, due 08/25/2056 | 0.042% |
| Freddie Mac Series 4902, Class FB, Variable rate, due 08/25/2049 | 0.042% |
| FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030 | 0.041% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 | 0.041% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class XAM, Variable rate, due 07/25/2031 | 0.041% |
| New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056 | 0.041% |
| Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046 | 0.041% |
| Citigroup Commercial Mortgage Trust Series 2020-555, Class A, 2.647%, due 12/10/2041 | 0.04% |
| Fannie Mae - CAS Series 2024-R01, Class 1M1, Variable rate, due 01/25/2044 | 0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029 | 0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027 | 0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K744, Class X1, Variable rate, due 07/25/2028 | 0.04% |
| Freddie Mac Series 5339, Class GO, 0%, due 09/25/2053 | 0.04% |
| GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049 | 0.039% |
| GS Mortgage-Backed Securities Trust Series 2021-PJ6, Class A8, Variable rate, due 11/25/2051 | 0.039% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A3, Variable rate, due 02/25/2049 | 0.038% |
| FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040 | 0.038% |
| GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059 | 0.038% |
| FHLMC Multifamily Structured Pass Through Certs. Series K128, Class XAM, Variable rate, due 03/25/2031 | 0.037% |
| GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059 | 0.037% |
| GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036 | 0.037% |
| Towd Point Mortgage Trust Series 2017-2, Class A2, Variable rate, due 04/25/2057 | 0.037% |
| 2024-11-22 US LONG BOND(CBT) Dec24 P 121 | 0.036% |
| BENCHMARK Mortgage Trust Series 2024-V9, Class AS, 6.06412%, due 08/15/2057 | 0.036% |
| CSAIL Commercial Mortgage Trust Series 2020-C19, Class XA, Variable rate, due 03/15/2053 | 0.036% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 | 0.036% |
| FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041 | 0.036% |
| GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052 | 0.036% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 | 0.036% |
| Fannie Mae Series 2018-72, Class FB, Variable rate, due 10/25/2058 | 0.035% |
| GNMA G2 784063, 5%, due 09/20/2045 | 0.035% |
| GS Mortgage Securities Trust Series 2019-GC38, Class XA, Variable rate, due 02/10/2052 | 0.035% |
| Arroyo Mortgage Trust Series 2021-1R, Class A3, Variable rate, due 10/25/2048 | 0.034% |
| Diamond Resorts Owner Trust Series 2021-1A, Class A, 1.66%, due 11/21/2033 | 0.034% |
| Fannie Mae Series 2016-83, Class FA, Variable rate, due 11/25/2046 | 0.034% |
| FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 | 0.034% |
| FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030 | 0.034% |
| Freddie Mac Multiclass Certificates Series 2020-RR11, Class BX, Variable rate, due 12/27/2028 | 0.034% |
| FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035 | 0.033% |
| Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046 | 0.033% |
| FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048 | 0.033% |
| FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029 | 0.033% |
| FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043 | 0.033% |
| Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 | 0.033% |
| GNMA Series 2009-29, Class PC, 7%, due 05/20/2039 | 0.033% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 | 0.032% |
| FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030 | 0.031% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 | 0.031% |
| Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048 | 0.031% |
| M360 2018-CRE1, Ltd. Series 2021-CRE3, Class A, Variable rate, due 11/18/2036 | 0.031% |
| FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039 | 0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class XAM, Variable rate, due 04/25/2030 | 0.03% |
| FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042 | 0.03% |
| Fannie Mae FN AE7733, 5%, due 11/01/2040 | 0.029% |
| FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047 | 0.029% |
| FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029 | 0.029% |
| GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059 | 0.029% |
| Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049 | 0.029% |
| Citigroup Commercial Mortgage Trust Series 2016-P4, Class XA, Variable rate, due 07/10/2049 | 0.028% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 | 0.028% |
| FHLMC Multifamily Structured Pass Through Certs. SErkes K122, Class XAM, Variable rate, due 11/25/2030 | 0.028% |
| FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041 | 0.028% |
| One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 | 0.028% |
| FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041 | 0.027% |
| Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057 | 0.027% |
| WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031 | 0.027% |
| Arroyo Mortgage Trust Series 2019-3, Class A3, Variable rate, due 10/25/2048 | 0.026% |
| Fannie Mae FN AS1719, 5%, due 02/01/2044 | 0.026% |
| FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 | 0.026% |
| GNMA G2 MA5714, 6%, due 01/20/2049 | 0.026% |
| GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043 | 0.026% |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049 | 0.025% |
| FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049 | 0.025% |
| FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027 | 0.025% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 | 0.025% |
| FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042 | 0.025% |
| GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056 | 0.025% |
| GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057 | 0.025% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 124 | 0.024% |
| Arroyo Mortgage Trust Series 2021-1R, Class A2, Variable rate, due 10/25/2048 | 0.024% |
| FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041 | 0.024% |
| GNMA G2 AC0197, 4%, due 12/20/2042 | 0.024% |
| GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033 | 0.024% |
| Pagaya AI Debt Selection Trust Series 2023-5, Class A, 7.179%, due 04/15/2031 | 0.024% |
| Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037 | 0.024% |
| First Trust Long Duration Opportunities ETF | 0.023% |
| FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037 | 0.022% |
| FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041 | 0.022% |
| Freddie Mac FG Q61217, 4%, due 01/01/2049 | 0.022% |
| Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035 | 0.022% |
| GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035 | 0.022% |
| GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050 | 0.022% |
| Fannie Mae FN FS4013, 4%, due 04/01/2042 | 0.021% |
| FannieMae Grantor Trust Series 2005-T1, Class A1, Variable rate, due 05/25/2035 | 0.021% |
| FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030 | 0.021% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 | 0.021% |
| Fannie Mae FN FM1284, 3.50%, due 02/01/2046 | 0.02% |
| Fannie Mae FN FS4015, 5.50%, due 03/01/2049 | 0.02% |
| Freddie Mac FG U59020, 4%, due 06/01/2035 | 0.02% |
| GNMA Series 2010-116, Class JB, 5%, due 06/16/2040 | 0.02% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 119 | 0.019% |
| Fannie Mae FN FM1285, 4%, due 10/01/2043 | 0.019% |
| Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049 | 0.019% |
| Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050 | 0.019% |
| FHLMC Multifamily Structured Pass Through Certs. Series K121, Class X1, Variable rate, due 10/25/2030 | 0.019% |
| Freddie Mac Multiclass Certificates Series 2021-RR19, Class X, Variable rate, due 04/27/2029 | 0.019% |
| FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041 | 0.019% |
| COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 | 0.018% |
| CoreVest American Finance Ltd Series 2020-1, Class A1, 1.832%, due 03/15/2050 | 0.018% |
| FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036 | 0.018% |
| FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035 | 0.018% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 | 0.017% |
| Fannie Mae FN AQ0411, 3.50%, due 10/01/2042 | 0.017% |
| Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049 | 0.017% |
| Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 | 0.017% |
| FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039 | 0.017% |
| FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042 | 0.017% |
| Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046 | 0.017% |
| GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042 | 0.017% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 122 | 0.016% |
| 2025-02-21 US 5YR NOTE (CBT) Mar25 P 109 | 0.016% |
| FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027 | 0.016% |
| GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040 | 0.016% |
| GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061 | 0.016% |
| JP Morgan Mortgage Trust Series 2019-1, Class A5, Variable rate, due 05/25/2049 | 0.016% |
| Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048 | 0.016% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A2, Variable rate, due 02/25/2049 | 0.015% |
| Fannie Mae FN AI9124, 4%, due 08/01/2042 | 0.015% |
| Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051 | 0.015% |
| FHLMC Multifamily Structured Pass Through Certs. Series K047, Class X3, Variable rate, due 06/25/2043 | 0.015% |
| Freddie Mac FR ZS2492. 6.50%, due 04/01/2035 | 0.015% |
| JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045 | 0.015% |
| CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049 | 0.014% |
| Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 | 0.014% |
| Fannie Mae FN AL9777, 4.50%, due 01/01/2047 | 0.014% |
| FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039 | 0.014% |
| FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041 | 0.014% |
| Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047 | 0.014% |
| Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 | 0.014% |
| FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037 | 0.014% |
| GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036 | 0.014% |
| GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047 | 0.014% |
| Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049 | 0.014% |
| Fannie Mae FN AB2959, 4.50%, due 07/01/2040 | 0.013% |
| Fannie Mae FN AI9158, 6.50%, due 01/01/2041 | 0.013% |
| Fannie Mae FN BJ9124, 4.50%, due 04/01/2048 | 0.013% |
| FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037 | 0.013% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 | 0.013% |
| FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 | 0.013% |
| Freddie Mac FH 760043, Variable rate, due 12/01/2048 | 0.013% |
| Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049 | 0.013% |
| Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050 | 0.013% |
| JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050 | 0.013% |
| Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030 | 0.013% |
| Freddie Mac FG U64762, 4.50%, due 10/01/2045 | 0.012% |
| FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033 | 0.012% |
| FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039 | 0.012% |
| Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041 | 0.012% |
| GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039 | 0.012% |
| GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046 | 0.012% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 107.50 | 0.011% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 112 | 0.011% |
| 2026-03-13 3 MONTH SOFR FUT Mar26 P 95 | 0.011% |
| CoreVest American Finance Trust Series 2021-3, Class A, 1.90%, due 10/15/2054 | 0.011% |
| Fannie Mae FN AB2506, 5%, due 03/01/2041 | 0.011% |
| Fannie Mae FN AL7905, 4.50%, due 03/01/2034 | 0.011% |
| Fannie Mae FN BN4959, 4%, due 12/01/2048 | 0.011% |
| FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042 | 0.011% |
| FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042 | 0.011% |
| FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045 | 0.011% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 | 0.011% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 | 0.011% |
| FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034 | 0.011% |
| FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035 | 0.011% |
| FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043 | 0.011% |
| GNMA G2 785020, 3%, due 05/20/2050 | 0.011% |
| GNMA G2 BB1216, 4.50%, due 06/20/2047 | 0.011% |
| GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041 | 0.011% |
| GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043 | 0.011% |
| GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042 | 0.011% |
| GNMA Series 2018-131, Class IA, 5%, due 04/20/2044 | 0.011% |
| TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048 | 0.011% |
| Wells Fargo Commercial Mortgage Trust Series 2024-5C1, Class AS, 6.52%, due 07/15/2057 | 0.011% |
| 2024-11-22 US LONG BOND(CBT) Dec24 P 120 | 0.01% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 120 | 0.01% |
| Countrywide Asset-Backed Certificates Series 2004-5, Class M1, Variable rate, due 08/25/2034 | 0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 | 0.01% |
| FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033 | 0.01% |
| FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043 | 0.01% |
| FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036 | 0.01% |
| Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049 | 0.01% |
| Freddie Mac Series 5034, Class IO, Variable rate, due 05/01/2039 | 0.01% |
| FreddieMac Strip Series 276, Class SS, Variable rate, due 09/15/2042 | 0.01% |
| GNMA G2 769102, 4.50%, due 07/20/2041 | 0.01% |
| GNMA Series 2009-126, Class LB, 5%, due 12/20/2039 | 0.01% |
| GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039 | 0.01% |
| GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047 | 0.01% |
| GNMA Series 2021-46, Class IL, 3%, due 03/20/2051 | 0.01% |
| 2024-11-22 US 10yr Ultra Fut Dec24 P 118 | 0.009% |
| FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041 | 0.009% |
| FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043 | 0.009% |
| FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043 | 0.009% |
| FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044 | 0.009% |
| FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033 | 0.009% |
| FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033 | 0.009% |
| FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042 | 0.009% |
| Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049 | 0.009% |
| GNMA GN 711563, 4.50%, due 03/15/2041 | 0.009% |
| GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043 | 0.009% |
| GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 | 0.009% |
| GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050 | 0.009% |
| First Trust Intermediate Government Opportunities ETF | 0.009% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 C 114 | 0.008% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 113 | 0.008% |
| Fannie Mae FN 890556, 4.50%, due 10/01/2043 | 0.008% |
| FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037 | 0.008% |
| FHLMC Multifamily Structured Pass Through Certs. Series K734, Class X1, Variable rate, due 02/25/2026 | 0.008% |
| FIVE 2023-V1 Series 2023-V1, Class XA, Variable rate, due 02/10/2056 | 0.008% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 | 0.008% |
| FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040 | 0.008% |
| GNMA GN 737673, 4.50%, due 11/15/2040 | 0.008% |
| GNMA Series 2009-61, Class WQ, Variable rate, due 11/16/2035 | 0.008% |
| GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045 | 0.008% |
| GNMA Series 2017-123, Class IO, 5%, due 08/16/2047 | 0.008% |
| 2025-12-12 3 MONTH SOFR FUT Dec25 C 97.50 | 0.007% |
| FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037 | 0.007% |
| FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040 | 0.007% |
| FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043 | 0.007% |
| FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044 | 0.007% |
| Freddie Mac FG B70791, 4%, due 06/01/2039 | 0.007% |
| Freddie Mac FG Q55037, 4.50%, due 04/01/2048 | 0.007% |
| FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047 | 0.007% |
| Freddie Mac Series 4842, Class FA, Variable rate, due 11/15/2048 | 0.007% |
| GNMA G2 AI6317, 4.50%, due 06/20/2044 | 0.007% |
| GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037 | 0.007% |
| GNMA Series 2009-32, Class SZ, 5.50%, due 05/16/2039 | 0.007% |
| GNMA Series 2018-79, Class IO, 5%, due 06/20/2048 | 0.007% |
| JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050 | 0.007% |
| ReadyCap Commercial Mortgage Trust Series 2021-FL6, Class A, Variable rate, due 07/25/2036 | 0.007% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 108.50 | 0.006% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 126 | 0.006% |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 | 0.006% |
| Fannie Mae FN AL5890, 4.50%, due 03/01/2043 | 0.006% |
| FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034 | 0.006% |
| FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046 | 0.006% |
| FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046 | 0.006% |
| FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047 | 0.006% |
| FHLMC Multifamily Structured Pass Through Certs. Series K734, Class XAM, Variable rate, due 02/25/2026 | 0.006% |
| FHLMC Multifamily Structured Pass Through Certs. Series K735, Class X1, Variable rate, due 05/25/2026 | 0.006% |
| Freddie Mac FG G60168, 4.50%, due 07/01/2045 | 0.006% |
| Freddie Mac Multiclass Certificates Series 2021-P011, Class X1, Variable rate, due 09/25/2045 | 0.006% |
| FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040 | 0.006% |
| FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043 | 0.006% |
| FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038 | 0.006% |
| GNMA G2 726317, 4.25%, due 06/20/2036 | 0.006% |
| GNMA G2 748939, 4%, due 09/20/2040 | 0.006% |
| GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034 | 0.006% |
| GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036 | 0.006% |
| GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037 | 0.006% |
| GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039 | 0.006% |
| GNMA Series 2010-157, Class OP, 0%, due 12/20/2040 | 0.006% |
| GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042 | 0.006% |
| GNMA Series 2016-141, Class PC, 5%, due 10/20/2046 | 0.006% |
| GNMA Series 2017-56, Class BI, 6%, due 04/16/2047 | 0.006% |
| 2024-12-13 3 MONTH SOFR FUT Dec24 C 95.50 | 0.005% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 130 | 0.005% |
| Fannie Mae FN AB8676, 3.50%, due 05/01/2042 | 0.005% |
| Fannie Mae FN AE9959, 5%, due 03/01/2041 | 0.005% |
| Fannie Mae FN AL7637, 5%, due 01/01/2042 | 0.005% |
| Fannie Mae FN BJ9100, 4.50%, due 02/01/2048 | 0.005% |
| FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033 | 0.005% |
| FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035 | 0.005% |
| FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042 | 0.005% |
| FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042 | 0.005% |
| FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043 | 0.005% |
| FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040 | 0.005% |
| FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040 | 0.005% |
| FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046 | 0.005% |
| GNMA G2 BB4731, 4%, due 07/20/2047 | 0.005% |
| GNMA G2 BF0415, 5%, due 06/20/2035 | 0.005% |
| GNMA GN 784343, 5%, due 02/15/2041 | 0.005% |
| GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038 | 0.005% |
| GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039 | 0.005% |
| GNMA Series 20156-66, Class LI, 5%, due 05/16/2045 | 0.005% |
| GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047 | 0.005% |
| GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035 | 0.005% |
| GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050 | 0.005% |
| Sequoia Mortgage Trust Series 20178-CH1, Class A13, Variable rate, due 08/25/2047 | 0.005% |
| First Trust Structured Credit Income Opportunities ETF | 0.005% |
| 2024-11-22 US ULTRA BOND CBT Dec24 P 132 | 0.004% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 128 | 0.004% |
| 2025-03-14 SOFR 1yr MidCurve Mar26 C 96.50 | 0.004% |
| Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 | 0.004% |
| Fannie Mae FN AL3093, 3.50%, due 02/01/2043 | 0.004% |
| Fannie Mae FN BJ9111, 4.50%, due 03/01/2048 | 0.004% |
| FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033 | 0.004% |
| FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036 | 0.004% |
| FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040 | 0.004% |
| FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040 | 0.004% |
| FHLMC Multifamily Structured Pass Through Certs. Series K054, Class A1, 2.30%, due 01/25/2025 | 0.004% |
| Freddie Mac FG A7828, 3.50%, due 08/01/2035 | 0.004% |
| Freddie Mac FG G07100, 5.50%, due 07/01/2040 | 0.004% |
| Freddie Mac FG G60114, 5.50%, due 06/01/2041 | 0.004% |
| Freddie Mac FG Q14034, 3.50%, due 12/01/2042 | 0.004% |
| Freddie Mac FG Q54651, 4.50%, due 03/01/2048 | 0.004% |
| FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033 | 0.004% |
| FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036 | 0.004% |
| FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042 | 0.004% |
| Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048 | 0.004% |
| GNMA G2 AD0026, 3.50%, due 06/20/2033 | 0.004% |
| GNMA G2 BB4757, 4%, due 08/20/2047 | 0.004% |
| GNMA G2 BL6909, 5%, due 03/20/2049 | 0.004% |
| GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034 | 0.004% |
| GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035 | 0.004% |
| GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035 | 0.004% |
| GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046 | 0.004% |
| GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041 | 0.004% |
| GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044 | 0.004% |
| GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038 | 0.004% |
| GNMA Series 2017-133, Class JI, 7%, due 06/20/2041 | 0.004% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 112.50 | 0.003% |
| 2024-11-22 US ULTRA BOND CBT Dec24 P 128 | 0.003% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 113 | 0.003% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 121 | 0.003% |
| Bank Series 2019-BN23, Class XA, Variable rate, due 12/15/2052 | 0.003% |
| Fannie Mae FN 735415, 6.50%, due 12/01/2032 | 0.003% |
| Fannie Mae FN AI9114, 4%, due 06/01/2042 | 0.003% |
| FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034 | 0.003% |
| FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035 | 0.003% |
| FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040 | 0.003% |
| FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040 | 0.003% |
| FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041 | 0.003% |
| FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042 | 0.003% |
| FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043 | 0.003% |
| FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046 | 0.003% |
| Freddie Mac FG G07329, 4%, due 01/01/2043 | 0.003% |
| Freddie Mac FG G07683, 4%, due 03/01/2044 | 0.003% |
| Freddie Mac FG N70081, 5.50%, due 07/01/2038 | 0.003% |
| Freddie Mac FG U50165, 4%, due 05/01/2032 | 0.003% |
| FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033 | 0.003% |
| FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034 | 0.003% |
| FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034 | 0.003% |
| FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045 | 0.003% |
| GNMA G2 745478, 5%, due 08/20/2040 | 0.003% |
| GNMA G2 AK2389, 4.50%, due 11/20/2044 | 0.003% |
| GNMA G2 BD0483, 4.50%, due 11/20/2047 | 0.003% |
| GNMA GN 658324, 5.50%, due 03/15/2037 | 0.003% |
| GNMA GN 711483, 4%, due 01/15/2040 | 0.003% |
| GNMA GN 723216, 4.50%, due 08/15/2040 | 0.003% |
| GNMA GN 724230, 5%, due 08/15/2039 | 0.003% |
| GNMA GN 762905, 4.50%, due 04/15/2041 | 0.003% |
| GNMA GN 781623, 5%, due 06/15/2033 | 0.003% |
| GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033 | 0.003% |
| GNMA Series 2004-105, Class KA, 5%, due 12/16/2034 | 0.003% |
| GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036 | 0.003% |
| GNMA Series 2011-129, Class CL, 5%, due 03/20/2041 | 0.003% |
| GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042 | 0.003% |
| GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046 | 0.003% |
| GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040 | 0.003% |
| GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045 | 0.003% |
| GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047 | 0.003% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 109 | 0.002% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 128 | 0.002% |
| Fannie Mae FN 788149, 5.50%, due 05/01/2033 | 0.002% |
| Fannie Mae FN 850000, 5.50%, due 01/01/2036 | 0.002% |
| Fannie Mae FN AE0137, 4.50%, due 03/01/2036 | 0.002% |
| Fannie Mae FN AH0979, 3.50%, due 01/01/2041 | 0.002% |
| Fannie Mae FN AP1197, 3.50%, due 09/01/2042 | 0.002% |
| Fannie Mae FN AQ9999, 3%, due 02/01/2043 | 0.002% |
| Fannie Mae FN AS7211, 3%, due 04/01/2046 | 0.002% |
| Fannie Mae FN AS9990, 4.50%, due 07/01/2047 | 0.002% |
| Fannie Mae FN MA3101, 4.50%, due 08/01/2047 | 0.002% |
| FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034 | 0.002% |
| FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036 | 0.002% |
| FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038 | 0.002% |
| FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039 | 0.002% |
| FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041 | 0.002% |
| FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041 | 0.002% |
| FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040 | 0.002% |
| FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043 | 0.002% |
| FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043 | 0.002% |
| FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043 | 0.002% |
| FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043 | 0.002% |
| Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048 | 0.002% |
| Freddie Mac FG A47937, 5.50%, due 08/01/2035 | 0.002% |
| Freddie Mac FG A65324, 5.50%, due 09/01/2037 | 0.002% |
| Freddie Mac FG G02017, 5%, due 12/01/2035 | 0.002% |
| Freddie Mac FG G05275, 5.50%, due 02/01/2039 | 0.002% |
| Freddie Mac FG G06583, 5%, due 06/01/2041 | 0.002% |
| Freddie Mac FG G60194, 3.50%, due 08/01/2045 | 0.002% |
| Freddie Mac FG G60808, 3%, due 10/01/2046 | 0.002% |
| Freddie Mac Series 2410, Class OG, 6.375%, due 02/15/2032 | 0.002% |
| FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033 | 0.002% |
| FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037 | 0.002% |
| FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038 | 0.002% |
| FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038 | 0.002% |
| FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039 | 0.002% |
| FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040 | 0.002% |
| FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046 | 0.002% |
| GNMA G2 AR8421, 5%, due 10/20/2041 | 0.002% |
| GNMA G2 BB4769, 4%, due 08/20/2047 | 0.002% |
| GNMA GN 615403, 4.50%, due 08/15/2033 | 0.002% |
| GNMA GN 706855, 4.50%, due 09/15/2040 | 0.002% |
| GNMA GN 724340, 4.50%, due 09/15/2039 | 0.002% |
| GNMA GN 733595, 4.50%, due 04/15/2040 | 0.002% |
| GNMA GN 737996, 4%, due 02/15/2041 | 0.002% |
| GNMA GN 743673, 4.50%, due 07/15/2040 | 0.002% |
| GNMA GN 781824, 5.50%, due 11/15/2034 | 0.002% |
| GNMA GN 783760, 5%, due 02/15/2042 | 0.002% |
| GNMA Series 2003-4, Class MZ, 5.50%, due 01/20/2033 | 0.002% |
| GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033 | 0.002% |
| GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033 | 0.002% |
| GNMA Series 2005-93, Class PO, 0%, due 06/20/2035 | 0.002% |
| GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037 | 0.002% |
| GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036 | 0.002% |
| GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039 | 0.002% |
| GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038 | 0.002% |
| GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046 | 0.002% |
| GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046 | 0.002% |
| GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040 | 0.002% |
| Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 | 0.002% |
| First Trust Commercial Mortgage Opportunities ETF | 0.002% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 108 | 0.001% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 110 | 0.001% |
| 2024-11-22 US 10yr Ultra Fut Dec24 P 116 | 0.001% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 P 107.50 | 0.001% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 C 116 | 0.001% |
| 2025-02-21 US 5YR NOTE (CBT) Mar25 P 108 | 0.001% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 138 | 0.001% |
| Fannie Mae FN 256181, 5.50%, due 03/01/2036 | 0.001% |
| Fannie Mae FN 888163, 7%, due 12/01/2033 | 0.001% |
| Fannie Mae FN 953115, 5.50%, due 11/01/2038 | 0.001% |
| Fannie Mae FN AA3303, 5.50%, due 06/01/2038 | 0.001% |
| Fannie Mae FN AH1141, 4.50%, due 12/01/2040 | 0.001% |
| Fannie Mae FN AI6093, 4.50%, due 06/01/2031 | 0.001% |
| Fannie Mae FN AL0212, 5.50%, due 02/01/2038 | 0.001% |
| Fannie Mae FN AL2142, 6.50%, due 09/01/2038 | 0.001% |
| Fannie Mae FN AL2892, 3.50%, due 12/01/2042 | 0.001% |
| Fannie Mae FN AP7963, 4%, due 09/01/2042 | 0.001% |
| Fannie Mae FN AT0332, 3%, due 04/01/2043 | 0.001% |
| Fannie Mae FN AY0013, 4.50%, due 01/01/2045 | 0.001% |
| Fannie Mae FN MA0096, 4.50%, due 06/01/2029 | 0.001% |
| Fannie Mae FN MA1228, 3%, due 09/01/2042 | 0.001% |
| Fannie Mae FN MA3123, 5%, due 08/01/2047 | 0.001% |
| FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032 | 0.001% |
| FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034 | 0.001% |
| FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035 | 0.001% |
| FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035 | 0.001% |
| FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035 | 0.001% |
| FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037 | 0.001% |
| FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040 | 0.001% |
| FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039 | 0.001% |
| FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040 | 0.001% |
| FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040 | 0.001% |
| FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050 | 0.001% |
| FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043 | 0.001% |
| FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046 | 0.001% |
| FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042 | 0.001% |
| Freddie Mac FG A19763, 5%, due 04/01/2034 | 0.001% |
| Freddie Mac FG A48972, 5.50%, due 05/01/2036 | 0.001% |
| Freddie Mac FG A54675, 5.50%, due 01/01/2036 | 0.001% |
| Freddie Mac FG A97294, 4%, due 02/01/2041 | 0.001% |
| Freddie Mac FG C04269, 3%, due 10/01/2042 | 0.001% |
| Freddie Mac FG G04814, 5.50%, due 10/01/2038 | 0.001% |
| Freddie Mac FG G05449, 4.50%, due 05/01/2039 | 0.001% |
| Freddie Mac FG G14348, 4%, due 10/01/2026 | 0.001% |
| Freddie Mac FG N70075, 5%, due 01/01/2035 | 0.001% |
| Freddie Mac FG Q07189, 4%, due 04/01/2042 | 0.001% |
| Freddie Mac FG Q11791, 3.50%, due 10/01/2042 | 0.001% |
| Freddie Mac FG Q11836, 3.50%, due 10/01/2042 | 0.001% |
| Freddie Mac FG U80212, 3.50%, due 02/01/2033 | 0.001% |
| Freddie Mac FG U90245, 3.50%, due 10/01/2042 | 0.001% |
| Freddie Mac FG U99096, 4.50%, due 05/01/2044 | 0.001% |
| FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033 | 0.001% |
| FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036 | 0.001% |
| FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037 | 0.001% |
| FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036 | 0.001% |
| FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037 | 0.001% |
| FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039 | 0.001% |
| FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037 | 0.001% |
| FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040 | 0.001% |
| FREDDIE MAC Series 3704, Class ED, 4%, due 12/15/2036 | 0.001% |
| FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042 | 0.001% |
| FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028 | 0.001% |
| FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044 | 0.001% |
| FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043 | 0.001% |
| GNMA G2 754384, 4.50%, due 03/20/2042 | 0.001% |
| GNMA G2 MA1162, 6%, due 07/20/2043 | 0.001% |
| GNMA G2 MA2759, 6%, due 01/20/2045 | 0.001% |
| GNMA GN 487108, 6%, due 04/15/2029 | 0.001% |
| GNMA GN 604338, 5%, due 05/15/2033 | 0.001% |
| GNMA GN 604897, 5%, due 12/15/2033 | 0.001% |
| GNMA GN 605389, 5%, due 04/15/2034 | 0.001% |
| GNMA GN 638704, 5.50%, due 11/15/2036 | 0.001% |
| GNMA GN 653143, 4.90%, due 04/15/2036 | 0.001% |
| GNMA GN 677190, 5%, due 06/15/2038 | 0.001% |
| GNMA GN 706840, 4.50%, due 05/15/2040 | 0.001% |
| GNMA GN 711543, 4%, due 11/15/2040 | 0.001% |
| GNMA GN 723248, 5%, due 10/15/2039 | 0.001% |
| GNMA GN 724267, 5%, due 09/15/2039 | 0.001% |
| GNMA GN 725272, 4.50%, due 11/15/2039 | 0.001% |
| GNMA GN 733733, 5%, due 06/15/2040 | 0.001% |
| GNMA GN 736617, 4%, due 12/15/2035 | 0.001% |
| GNMA GN 783091, 5.50%, due 06/15/2040 | 0.001% |
| GNMA GN 783375, 5%, due 08/15/2041 | 0.001% |
| GNMA GN AN4469, 5%, due 12/15/2040 | 0.001% |
| GNMA Series 2004-37, Class B, 6%, due 04/17/2034 | 0.001% |
| GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035 | 0.001% |
| GNMA Series 2005-41, Class PA, 4%, due 05/20/2035 | 0.001% |
| GNMA Series 2007-41, Class OL, 0%, due 07/20/2037 | 0.001% |
| GNMA Series 2008-54, Class PE, 5%, due 06/20/2038 | 0.001% |
| GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039 | 0.001% |
| GNMA Series 2009-79, Class OK, 0%, due 11/16/2037 | 0.001% |
| GNMA Series 2009-94, Class AL, 5%, due 10/20/2039 | 0.001% |
| GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040 | 0.001% |
| GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043 | 0.001% |
| GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053 | 0.001% |
| GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044 | 0.001% |
| GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044 | 0.001% |
| GNMA Series 2016-78, Class UI, 4%, due 06/20/2046 | 0.001% |
| GNMA Series 2019-128, Class ES, Variable rate, due 10/20/2049 | 0.001% |
| 2024-10-25 US 10YR NOTE (CBT)Dec24 C 115 | 0% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 C 115 | 0% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 C 116 | 0% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 105 | 0% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 106 | 0% |
| 2024-11-22 US 2YR NOTE (CBT) Dec24 P 101.75 | 0% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 110 | 0% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 P 105 | 0% |
| 2024-11-22 US LONG BOND(CBT) Dec24 P 112 | 0% |
| 2024-11-22 US ULTRA BOND CBT Dec24 C 138 | 0% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 110 | 0% |
| 2025-03-14 SOFR 1yr MidCurve Mar26 P 94.50 | 0% |
| Countrywide Home Loans Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 | 0% |
| Fannie Mae FN 190371, 6.50%, due 07/01/2036 | 0% |
| Fannie Mae FN 255190, 5.50%, due 05/01/2034 | 0% |
| Fannie Mae FN 255984, 4.50%, due 11/01/2025 | 0% |
| Fannie Mae FN 256808, 5.50%, due 07/01/2037 | 0% |
| Fannie Mae FN 256936, 6%, due 10/01/2037 | 0% |
| Fannie Mae FN 555851, 6.50%, due 01/01/2033 | 0% |
| Fannie Mae FN 747097, 6%, due 10/01/2029 | 0% |
| Fannie Mae FN 871039, 5.50%, due 02/01/2037 | 0% |
| Fannie Mae FN 890149, 6.50%, due 10/01/2038 | 0% |
| Fannie Mae FN 890231, 5%, due 07/01/2025 | 0% |
| Fannie Mae FN 930562, 5%, due 02/01/2039 | 0% |
| Fannie Mae FN 976871, 6.50%, due 08/01/2036 | 0% |
| Fannie Mae FN 995097, 6.50%, due 10/01/2037 | 0% |
| Fannie Mae FN 995228, 6.50%, due 11/01/2038 | 0% |
| Fannie Mae FN AB2133, 4%, due 01/01/2026 | 0% |
| Fannie Mae FN AD5222, 4.50%, due 05/01/2030 | 0% |
| Fannie Mae FN AI6581, 4.50%, due 07/01/2041 | 0% |
| Fannie Mae FN AL6948, 5%, due 09/01/2025 | 0% |
| Fannie Mae FN BH9428, 4.50%, due 09/01/2047 | 0% |
| Fannie Mae FN BJ6232, 5%, due 04/01/2048 | 0% |
| Fannie Mae FN MA0295, 5%, due 01/01/2030 | 0% |
| Fannie Mae FN MA0777, 5%, due 06/01/2031 | 0% |
| Fannie Mae FN MA1222, 4%, due 10/01/2032 | 0% |
| Fannie Mae FN MA2509, 3%, due 01/01/2046 | 0% |
| FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026 | 0% |
| FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031 | 0% |
| FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031 | 0% |
| FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032 | 0% |
| FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033 | 0% |
| FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033 | 0% |
| FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033 | 0% |
| FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027 | 0% |
| FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033 | 0% |
| FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035 | 0% |
| FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035 | 0% |
| FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036 | 0% |
| FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030 | 0% |
| FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036 | 0% |
| FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035 | 0% |
| FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035 | 0% |
| FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036 | 0% |
| FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037 | 0% |
| FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038 | 0% |
| FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038 | 0% |
| FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040 | 0% |
| FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040 | 0% |
| FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026 | 0% |
| FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041 | 0% |
| FANNIE MAE Series 2011-73, Class PI, 4.50%, due 05/25/2041 | 0% |
| FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033 | 0% |
| FANNIE MAE Series 2012-101, Class AI, 3%, due 06/25/2027 | 0% |
| FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027 | 0% |
| FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042 | 0% |
| FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027 | 0% |
| FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028 | 0% |
| FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033 | 0% |
| FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029 | 0% |
| FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043 | 0% |
| FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026 | 0% |
| FANNIE MAE Series 2015-76, Class BI, 4%, due 10/25/2039 | 0% |
| FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044 | 0% |
| FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032 | 0% |
| FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032 | 0% |
| FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032 | 0% |
| FANNIEMAE STRIP Series 343, Class 2, 4.50%, due 10/25/2033 | 0% |
| FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034 | 0% |
| FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033 | 0% |
| FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033 | 0% |
| FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035 | 0% |
| FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035 | 0% |
| FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041 | 0% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG06, Class X1, Variable rate, due 10/25/2031 | 0% |
| Freddie Mac FG C01310, 6.50%, due 03/01/2032 | 0% |
| Freddie Mac FG C03458, 5%, due 02/01/2040 | 0% |
| Freddie Mac FG C91482, 3.50%, due 07/01/2032 | 0% |
| Freddie Mac FG E02883, 4%, due 04/01/2026 | 0% |
| Freddie Mac FG G01443, 6.50%, due 08/01/2032 | 0% |
| Freddie Mac FG G05173, 4.50%, due 11/01/2031 | 0% |
| Freddie Mac FG G07266, 4%, due 12/01/2042 | 0% |
| Freddie Mac FG G08113, 6.50%, due 02/01/2036 | 0% |
| Freddie Mac FG G14088, 4%, due 02/01/2026 | 0% |
| Freddie Mac FG G14376, 4%, due 09/01/2025 | 0% |
| Freddie Mac FG G14995, 5.50%, due 12/01/2024 | 0% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 | 0% |
| Freddie Mac FG G15949, 4%, due 01/01/2029 | 0% |
| Freddie Mac FG G60020, 4.50%, due 12/01/2043 | 0% |
| Freddie Mac FG H09034, 5.50%, due 05/01/2037 | 0% |
| Freddie Mac FG Q07479, 3.50%, due 04/01/2042 | 0% |
| Freddie Mac FG U90932, 3%, due 02/01/2043 | 0% |
| FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028 | 0% |
| FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028 | 0% |
| Freddie Mac Series 2437, Class SA, Variable rate, due 01/15/2029 | 0% |
| FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033 | 0% |
| FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033 | 0% |
| FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035 | 0% |
| FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035 | 0% |
| FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037 | 0% |
| FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037 | 0% |
| FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038 | 0% |
| FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039 | 0% |
| FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025 | 0% |
| FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030 | 0% |
| FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040 | 0% |
| FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040 | 0% |
| FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041 | 0% |
| FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027 | 0% |
| FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027 | 0% |
| FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027 | 0% |
| FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042 | 0% |
| FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027 | 0% |
| FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042 | 0% |
| FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027 | 0% |
| FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027 | 0% |
| FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031 | 0% |
| FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043 | 0% |
| FREDDIE MAC Series 4265, Class IB, 4.50%, due 12/15/2024 | 0% |
| FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028 | 0% |
| FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035 | 0% |
| FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054 | 0% |
| FreddieMac Strip Series 243, Class 11, Variable rate, due 08/15/2036 | 0% |
| FreddieMac Strip Series 267, Class S5, Variable rate, due 08/15/2042 | 0% |
| FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043 | 0% |
| FreddieMac Strip Series 303, Class C2, 3.50%, due 01/15/2028 | 0% |
| FreddieMac Strip Series 304, Class C37, 3.50%, due 12/15/2027 | 0% |
| FreddieMac Strip Series 304, Class C40, 3.50%, due 09/15/2026 | 0% |
| GMAC Mortgage Corporation Loan Trust Series 2003-J10, Class A1, 4.75%, due 01/25/2019 | 0% |
| GNMA G2 3172, 6%, due 12/20/2031 | 0% |
| GNMA G2 3227, 6%, due 04/20/2032 | 0% |
| GNMA G2 AG8899, 4%, due 12/20/2043 | 0% |
| GNMA G2 MA2215, 3.50%, due 09/20/2044 | 0% |
| GNMA G2 MA2897, 6%, due 03/20/2045 | 0% |
| GNMA GN 455986, 5.25%, due 07/15/2025 | 0% |
| GNMA GN 553144, 5.50%, due 04/15/2033 | 0% |
| GNMA GN 627123, 5.50%, due 03/15/2034 | 0% |
| GNMA GN 687833, 6%, due 08/15/2038 | 0% |
| GNMA GN 726394, 4.50%, due 10/15/2039 | 0% |
| GNMA GN 728921, 4.50%, due 12/15/2024 | 0% |
| GNMA GN 781697, 6%, due 11/15/2033 | 0% |
| GNMA GN 781862, 5.50%, due 01/15/2035 | 0% |
| GNMA GN 782070, 7%, due 06/15/2032 | 0% |
| GNMA GN 782810, 4.50%, due 11/15/2039 | 0% |
| GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034 | 0% |
| GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034 | 0% |
| GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034 | 0% |
| GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037 | 0% |
| GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037 | 0% |
| GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038 | 0% |
| GNMA Series 2008-71, Class JI, 6%, due 04/20/2038 | 0% |
| GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039 | 0% |
| GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039 | 0% |
| GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038 | 0% |
| GNMA Series 2010-4, Class WA, 3%, due 01/16/2040 | 0% |
| GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037 | 0% |
| GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026 | 0% |
| GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041 | 0% |
| GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041 | 0% |
| GNMA Series 2011-63, Class BI, 6%, due 02/20/2038 | 0% |
| GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035 | 0% |
| GNMA Series 2012-143, Class TI, 3%, due 12/16/2027 | 0% |
| GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044 | 0% |
| GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042 | 0% |
| GNMA Series 2013-69, Class PI, 5%, due 05/20/2043 | 0% |
| GNMA Series 2014-115, Class QI, 3%, due 03/20/2029 | 0% |
| GNMA Series 2014-44, Class IC, 3%, due 04/20/2028 | 0% |
| GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040 | 0% |
| GNMA Series 2015-124, Class DI, 3.50%, due 01/20/2038 | 0% |
| GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044 | 0% |
| GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034 | 0% |
| GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 | 0% |
| GNMA Series 2015-95, Class IK, 1%, due 05/16/2037 | 0% |
| GNMA Series 2016-167, Class KI, 6%, due 12/16/2046 | 0% |
| GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031 | 0% |
| GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040 | 0% |
| JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019 | 0% |
| Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018 | 0% |