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FlexShares Disciplined Duration MBS Index Fund

Objective and Strategy

The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of The BofA Merrill Lynch Constrained Duration US Mortgage Backed Securities Index (Underlying Index).

Different, by Design

1. Create a disciplined duration MBS portfolio, managing to an effective duration between 3.25 and 4.25 years
2. Track an innovative index that applies security and pool constraints to help manage portfolio liquidity

*Credit ratings are variable and subject to change

Spotlight on MBSD

Fund Facts

as of 02/21/2017
Inception09/03/2014
CUSIP33939L779
Total Net Assets$ 33,742,297.96
Shares Outstanding1,400,001
# of Holdings*216
Gross Expense Ratio.22%
Net Expense Ratio**.20%
Index ProviderBofA Merrill Lynch
Primary ExchangeNASDAQ
MarginableY
Derivative UseY
*Cash positions and derivatives such as futures and currency forwards are not included in the number of holdings.

**NTI has contractually agreed to reimburse the fees and expenses of the Fund’s independent trustees and independent legal counsel until March 1, 2017.

Tickers

ETF TickerMBSD
Related IndexM375
NAVMBSD.NV
IOPVMBSD.IV
Shares OutstandingMBSD.SO
Estimated CashMBSD.EU
Total CashMBSD.TC

Maturity (%)

as of 02/21/2017
0 - 5 years4.23
5 - 10 years5.69
10 - 15 years10.67
15 - 20 years13.70
20 - 25 years27.08
25+ years38.63
Total100.00

Fund Characteristics1

as of 02/21/2017
SEC Subsidized Yield2*** (as of 01/31/2017)2.01%
SEC Unsubsidized Yield3
 (as of 01/31/2017)
1.99%
Distribution Yield4***3.29%
12-Month Dividend Yield5***3.11%
Weighted Avg Yield to Worst2.84
Weighted Avg Yield to Maturity2.84%
Weighted Avg Coupon4.21
Weighted Avg Effective Duration4.07
Weighted Avg Option Adjusted Spread43.01
Weighted Average Life5.86
View Standardized Performance
***These calculations reflect voluntary expense reimbursements by the Fund’s Administrator of management fees paid by the Fund. Without such expense reimbursements, the yield shown would have been lower. The Fund’s Administrator can modify or terminate the expense reimbursements at any time without notice, which may lower the Fund’s yield or return.

Asset Allocation (%)

as of 02/21/2017
Bond100.00
Total100.00

Quality Allocations

  • S&P
  • Moody's
  • Fitch
as of 02/21/2017% of Total
AA+100.00
Total100.00
as of 02/21/2017% of Total
Agency66.47
Govt33.53
Total100.00
as of 02/21/2017% of Total
Agency66.47
Govt33.53
Total100.00

Top 5 Issuers

as of 02/21/2017
FEDERAL NATIONAL MORTGAGE ASSOCIATION35.05
FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD28.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I17.05
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II16.48
FEDERAL HOME LOAN MORTGAGE CORPORATION3.39
Total100.00

MBS Coupon Ranges by % Fund

.

Performance information presented on this website is historical, and is not indicative of future results. Investment returns and principal may vary, and at the time of sale an investment may be worth more or worth less than its original value. For most recent month end performance please call 1-855-353-9383 (1-855-FlexETF). All performance figures assume reinvestment of dividend and capital gains at net asset value; actual returns may differ. Performance 1-year and less are cumulative; performance over 1-year are average annualized total returns. The fund inception date is generally several days prior to when the fund begins trading. NAV prices are used to calculate market price performance prior to 09/04/2014, when the fund first traded on NASDAQ. Market performance is determined using the bid/ask midpoint at 4:00pm Eastern time, when the NAV is typically calculated. They do not represent the returns you would receive if you traded shares at other times. Index performance does not represent FlexShares fund performance. It is not possible to invest directly in an index.

Definitions

1All Fund Characteristics terms are defined in the glossary.
2SEC Subsidized Yield:
The 30-Day SEC Subsidized Yield is computed under an SEC standardized formula based on net income earned over the past 30 days. It is a "subsidized" yield, which means it includes contractual and voluntary expense reimbursements and it would be lower without those reimbursements. It may also include an inflation adjustment that can cause the yield to vary substantially from one month to the next.
3SEC Unsubsidized Yield
The 30-Day SEC Unsubsidized Yield calculation is also computed under the same SEC standardized formula based on net income earned over the past 30 days, but excludes contractual and voluntary expense reimbursements, resulting in a lower yield. It may also include an inflation adjustment that can cause the yield to vary substantially from one month to the next.
4Distribution Yield
This yield is calculated by taking the most recent distribution annualized and dividing by the fund NAV from the as of date. For Funds that distribute monthly, an NA will be displayed if the fund has not distributed within the last 35 days.
512-Month Dividend Yield
This yield is calculated by assuming any income distributions over the past twelve months and dividing by the sum of the most recent NAV and any capital gain distributions made over the past twelve months.

Month End Performance (%)

as of 01/31/2017
 1 MonthQTDYTD1 YearSince Inception
09/03/2014
Market Price.33.33.33-.061.66
NAV-.08-.08-.08.261.52
The BofA Merrill Lynch Constrained Duration US MBS Index (M375)-.04-.04-.04.571.82
Barclays Capital U.S. MBS Index (LUMSTRUU)-.03-.03-.03.342.01

Quarter End Performance (%)

as of 12/31/2016
 1 MonthQTDYTD1 YearSince Inception
09/03/2014
Market Price-.31-2.11.58.581.58
NAV-.18-1.711.361.361.61
The BofA Merrill Lynch Constrained Duration US MBS Index (M375)-.19-1.751.491.491.91
Barclays Capital U.S. MBS Index (LUMSTRUU) -.00-1.971.671.672.10
Performance information presented on this website is historical, and is not indicative of future results. Investment returns and principal may vary, and at the time of sale an investment may be worth more or worth less than its original value. For most recent month end performance please call 1-855-353-9383 (1-855-FlexETF). All performance figures assume reinvestment of dividend and capital gains at net asset value; actual returns may differ. Performance 1-year and less are cumulative; performance over 1-year are average annualized total returns. The fund inception date is generally several days prior to when the fund begins trading. NAV prices are used to calculate market price performance prior to 09/04/2014, when the fund first traded on NASDAQ. Market performance is determined using the bid/ask midpoint at 4:00pm Eastern time, when the NAV is typically calculated. They do not represent the returns you would receive if you traded shares at other times. Index performance does not represent FlexShares fund performance. It is not possible to invest directly in an index.

Expense Ratios

as of 02/21/2017
Gross Expense Ratio.22%
Net Expense Ratio*.20%
*NTI has contractually agreed to reimburse the fees and expenses of the Fund’s independent trustees and independent legal counsel until March 1, 2017.


Definitions

  • Net Asset Value (NAV)
    NAV is a fund’s price per share, which is calculated by dividing the total value of all the securities in the fund’s portfolio plus cash, interest and receivables less any liabilities by the number of fund shares outstanding.
  • Market Price
    Because ETFs trade like stocks, ETF shares trade at market value on the secondary market, which can be a dollar value above (trading at a premium) or below (trading at a discount) the fund’s NAV.

Market Price

as of 02/21/2017
Price$24.15
Price $ Change$ .00
Price % Change .00%
Avg Bid/Ask Spread$.06
Bid/Ask Midpoint$24.11
Closing Bid Price$24.07
Closing Ask Price$24.14

NAV Price

as of 02/21/2017
Price$24.10
Price $ Change$-.01
Price % Change-.04%

Trading

as of 02/21/2017
52-Week High$26.39
52-Week Low$23.90
Premium/Discount$ .00
Daily Trading Volume (Shares)255
Average Trading Volume (Shares)8,287
Shares Outstanding1,400,001

TOP TEN HOLDINGS

as of 02/21/2017
NameFund
Weight
%
Shares HeldCouponSector/Type  Credit
  Rating
  (S&P)
Issuer
GNMA II MORTPASS 5.5% 20/MAR/2036 SF PN# 0038301.57004622125.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 6% 01/MAY/2035 G0 PN# G055341.30493618166.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4% 01/APR/2025 J1 PN# J120851.30184161084.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 5.5% 15/JUN/2033 SF PN# 6044211.27633717405.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 6% 15/MAR/2033 SP PN# 7816071.21563449216.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 3% 01/MAY/2035 C9 PN# C918261.19693899223.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 4% 20/MAR/2046 SF PN# MA35221.19403708904.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA II MORTPASS 3.5% 20/DEC/2045 SF PN# MA33101.17593723243.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 7258801.13633238386.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 2% 01/SEP/2031 CI PN# AS78551.13143828152.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 3.5% 15/JAN/2045 SF PN# AL17631.13063566063.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 4% 20/MAY/2046 SF PN# MA36641.12453493144.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA I MORTPASS 3% 15/OCT/2042 SF PN# AB83511.12243646193.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 5.5% 01/MAR/2039 CL PN# AL00311.06623115815.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 7233390.99702935735.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 3.5% 01/AUG/2027 E0 PN# E040430.98103090123.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 3% 15/MAY/2043 SF PN# AA64010.97913180763.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 4.5% 01/JUN/2024 J0 PN# J099870.97583104324.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 2% 01/NOV/2031 G1 PN# G186180.97213286922.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4% 01/MAY/2046 CL PN# AS72470.97083040934.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3% 01/APR/2046 G0 PN# G087010.95843184803.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 5.5% 01/JUN/2041 G6 PN# G606840.94632800235.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 6% 01/AUG/2034 CL PN# 7933490.94602717596.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 2.5% 20/MAR/2031 SF PN# MA34950.92703010422.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA I MORTPASS 4% 15/MAR/2046 SF PN# AR07000.91012830864.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 4.5% 01/JUN/2025 J1 PN# J123980.90852799724.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC32560.90642822824.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3% 01/FEB/2043 CL PN# AR20010.90482994743.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/MAR/2046 CL PN# AL82080.90032754804.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3.5% 01/NOV/2041 Q0 PN# Q051080.89922879053.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4.5% 01/MAY/2046 G0 PN# G087080.89902752024.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/JUL/2046 CL PN# AS75680.89722744034.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/OCT/2044 CL PN# AS36550.86352643034.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 4297840.85552386256.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 5.5% 01/AUG/2041 CL PN# AI83800.85012488335.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 5% 15/JUN/2039 SF PN# 7019430.84002482145.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 4% 15/JUN/2041 SF PN# 3669830.83952603964.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 4% 01/OCT/2045 G0 PN# G086720.83722622784.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4% 01/SEP/2024 J1 PN# J105020.83692612564.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 3% 01/MAR/2033 CT PN# MA13660.82572670823.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/JAN/2020 CI PN# AB03390.82202633544.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/MAR/2039 G0 PN# G054090.82112429645.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
GNMA II MORTPASS 3.5% 20/APR/2046 SF PN# MA35970.81222571603.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 8897270.80792378545.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3.5% 01/MAY/2046 G0 PN# G087060.80202579763.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 6% 01/OCT/2034 CL PN# 8006650.79512294046.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/JUL/2044 G0 PN# G079980.77802374054.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 5.5% 20/SEP/2041 SF PN# 0051770.77222281165.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 5.5% 01/JAN/2040 Q3 PN# Q342980.72962159075.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 3% 15/MAR/2045 SF PN# AK72830.70952307863.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 5% 01/FEB/2042 G6 PN# G605640.70672125135.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 3% 01/JUN/2043 Q1 PN# Q194700.70332325803.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 3.5% 15/JUN/2043 SF PN# 7713620.69632194833.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 3% 01/MAY/2045 CL PN# AS49800.68392269673.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 5.5% 15/MAR/2038 SF PN# 6726240.67861996875.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 9056900.65251920325.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/FEB/2020 G1 PN# G116490.64902062134.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
GNMA II MORTPASS 5.5% 20/FEB/2039 SP PN# 7826110.64901925355.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4% 01/MAY/2024 CI PN# AA60690.63841998674.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/AUG/2041 G0 PN# G075430.62891919614.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 2.5% 20/APR/2027 SF PN# MA00060.62662035042.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 6% 01/DEC/2035 G0 PN# G060080.62121785736.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/APR/2039 CL PN# AA57800.62021899174.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3.5% 01/DEC/2040 G0 PN# G062180.61681974743.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/NOV/2020 CI PN# 7453940.60841935924.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/OCT/2030 CT PN# MA05600.60661935243.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3% 20/SEP/2046 SF PN# MA39360.60141957273.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 5% 01/MAY/2044 CL PN# AL58530.59581782245.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/AUG/2042 CL PN# AB60170.59311898983.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5% 01/MAY/2039 A8 PN# A862550.58341736315.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 3% 20/DEC/2045 SF PN# MA33090.57851882853.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA II MORTPASS 3% 20/SEP/2043 SF PN# MA12840.57471864903.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AH55750.55751740684.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/SEP/2045 Q3 PN# Q362410.55671704864.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 3.5% 01/JAN/2042 CL PN# AB43000.55001760263.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/MAR/2041 A9 PN# A971860.54171655614.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 2.5% 20/MAY/2043 SF PN# MA10100.54131833882.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA I MORTPASS 5% 15/APR/2039 SF PN# 7085540.53261581345.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 3.5% 15/SEP/2041 SP PN# 7834030.52951677803.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 4% 01/NOV/2045 CL PN# BA62130.52401628994.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/MAY/2046 CL PN# BC08900.51911668713.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3.5% 20/AUG/2044 SF PN# MA21480.51571631883.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA I MORTPASS 5.5% 15/JUN/2033 SP PN# 7816330.50471469335.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 2.5% 20/NOV/2044 SF PN# MA24430.50001694252.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 4% 01/APR/2042 G0 PN# G073870.49981555154.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4.5% 01/MAR/2044 G0 PN# G077630.48381479594.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 2.5% 01/OCT/2027 J2 PN# J206440.48131564472.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 5% 15/MAY/2039 SP PN# 7826640.47981430695.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AL02150.47581450584.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3% 01/APR/2045 CL PN# AS47890.46631547603.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A7 PN# A790900.46361353406.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 5% 01/MAR/2044 CL PN# AS19350.46241358745.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3% 01/APR/2043 C0 PN# C090350.46201526693.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 2.5% 01/DEC/2027 CI PN# AQ07980.46021496542.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4% 01/MAY/2046 G0 PN# G087070.45761433744.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A957160.44901399254.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 3% 01/FEB/2045 CL PN# AS44740.44461475613.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3.5% 20/NOV/2041 SF PN# 0052320.43631378173.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 3% 01/JUN/2043 CL PN# AR73960.41931389243.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4% 01/APR/2046 G0 PN# G087030.41701306424.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 6% 01/AUG/2037 CL PN# AD02170.41611192006.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4% 01/FEB/2045 CL PN# AS45150.41601303004.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3% 01/SEP/2030 CI PN# AZ96380.40881308973.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/AUG/2043 CL PN# AU51390.40441295503.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4% 01/MAR/2020 CI PN# 8882260.40421290664.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 3.5% 15/JUN/2043 SF PN# AE70160.40041261953.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 3% 20/MAR/2045 SF PN# MA26770.39881297793.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4.5% 01/APR/2023 CI PN# 9744010.39081217444.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 3% 01/JUL/2045 G0 PN# G086530.39081298573.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 3.5% 01/APR/2042 CL PN# AK69830.38361228053.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 5.5% 15/DEC/2039 SP PN# 7828850.37941116385.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 3.5% 15/OCT/2044 SF PN# 6680050.37861193263.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 3% 01/JUN/2029 V6 PN# V605650.37331193743.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/JAN/2027 CI PN# AL64490.36881155274.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/SEP/2044 G0 PN# G086070.36681123684.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 4% 15/DEC/2044 SF PN# AK28630.36311129414.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 3.5% 20/FEB/2045 SF PN# MA26010.36261148173.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4.5% 01/SEP/2043 CL PN# AT73660.35841097284.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 6% 01/APR/2034 C0 PN# C018130.3469995976.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FNMA MORTPASS 4% 01/JAN/2042 CL PN# AJ99190.34351072214.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3% 20/FEB/2043 SF PN# AD17440.34331116033.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA II MORTPASS 2.5% 20/JAN/2028 SF PN# MA06740.33101075002.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 2.5% 01/AUG/2028 CI PN# AS00570.32431054802.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3% 20/JAN/2045 SF PN# MA25200.32261049733.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4% 01/JUL/2029 CI PN# AL97420.3115974774.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/OCT/2018 CI PN# AD01170.3078986244.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/FEB/2041 CL PN# AE08280.3075983983.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/JUN/2040 C0 PN# C035050.3047901145.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/OCT/2019 CI PN# 7452720.2924936904.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/SEP/2037 G0 PN# G048370.2835838855.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FHLMCGLD MORTPASS 6.5% 01/DEC/2037 G0 PN# G041730.2826824926.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 G0 PN# G025610.2785823235.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
GNMA II MORTPASS 3.5% 20/DEC/2044 SF PN# MA24450.2722861313.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 2.5% 01/SEP/2028 CI PN# AS04860.2698877472.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4% 01/APR/2045 CL PN# AS47090.2689836654.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4% 01/FEB/2045 CL PN# MA21900.2630823884.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/DEC/2036 A5 PN# A576630.2611772855.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FNMA MORTPASS 5.5% 01/SEP/2041 CL PN# AL56160.2590762365.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3% 20/DEC/2044 SF PN# MA24440.2555831343.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 6.5% 01/APR/2039 G0 PN# G060180.2524705646.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 3% 01/APR/2033 K9 PN# K903110.2506811203.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 2.5% 01/FEB/2028 J2 PN# J224450.2376772242.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 3% 01/JUN/2028 CI PN# AB96570.2351751253.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3.5% 01/JUL/2043 CL PN# AL39300.2348751943.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 4% 15/SEP/2044 SF PN# AJ62950.2346729654.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 3.5% 20/AUG/2042 SF PN# MA03180.2315730613.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 6% 01/NOV/2035 CL PN# AD06870.2286655096.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/JAN/2042 CL PN# AX53160.2283697284.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 5.5% 01/APR/2040 CL PN# AD38150.2267668915.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/AUG/2041 CL PN# AB33940.2250684824.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 5% 01/JUN/2044 CL PN# MA19780.2227668285.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 3.5% 15/MAR/2043 SF PN# AD88010.2131672083.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 4% 01/DEC/2018 CI PN# 5559690.2121677464.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/MAR/2041 G0 PN# G084380.2100642204.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 5.5% 20/JAN/2041 SF PN# 0049250.2008593485.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 3% 01/MAR/2028 CI PN# AR86780.1980632203.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/AUG/2018 E9 PN# E986830.1976634474.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4.5% 01/DEC/2044 G0 PN# G086210.1963601734.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 5.5% 01/JAN/2040 CL PN# AC67740.1943572395.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 5.5% 20/FEB/2042 SF PN# 0053170.1916564225.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 9949410.1866547845.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 4% 20/SEP/2039 SF PN# 0045390.1837566444.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4.5% 01/FEB/2041 CL PN# AE64010.1808551464.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 2.5% 01/AUG/2027 CI PN# AB58870.1803586362.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3% 01/NOV/2028 CI PN# AV17250.1764563953.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 3% 01/JUL/2028 CI PN# AU13580.1756561463.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/JAN/2018 E0 PN# E013040.1705547284.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA II MORTPASS 3% 20/DEC/2042 SF PN# AA58780.1682547113.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4.5% 01/JUN/2041 CL PN# AI35050.1658504544.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4.5% 01/SEP/2020 G1 PN# G117760.1634521764.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB20710.1592509443.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 5% 15/APR/2039 SF PN# 6924720.1562465745.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 2.5% 01/DEC/2027 CI PN# AQ87160.1551504282.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3% 20/MAR/2043 SF PN# AA61480.1525495553.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4% 01/SEP/2043 CL PN# AU68810.1491463814.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G036040.1478437295.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
GNMA II MORTPASS 2.5% 20/DEC/2028 SF PN# MA14950.1463475132.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AH58580.1421444494.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4% 01/AUG/2043 CL PN# AS02340.1405440054.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/APR/2041 G0 PN# G066950.1373404935.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 3% 01/MAR/2043 C0 PN# C046190.1358448793.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 5.5% 15/SEP/2039 SP PN# 7827800.1337393505.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 3.5% 15/JAN/2042 SF PN# 7787940.1306412993.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 6% 01/DEC/2032 CL PN# AL00450.1271364236.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 2.5% 01/APR/2028 J2 PN# J233030.1220396402.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 6% 15/MAR/2039 SF PN# 7934710.1133328276.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FHLMCGLD MORTPASS 4.5% 01/OCT/2039 A8 PN# A893850.1106338344.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 4% 15/AUG/2040 SF PN# 7217460.1101340674.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA II MORTPASS 5.5% 20/FEB/2043 SF PN# MA07870.1074318385.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 4.5% 01/JUL/2019 B1 PN# B157590.1060339944.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FNMA MORTPASS 2.5% 01/JUN/2027 CI PN# AB53570.1031335252.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA I MORTPASS 4% 15/OCT/2040 SF PN# 7311100.1026319404.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 4.5% 01/NOV/2018 CI PN# AA72430.1022327554.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD38410.1013310034.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5.5% 01/DEC/2038 G0 PN# G083090.0997294425.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 5% 01/FEB/2039 Z4 PN# Z400450.0990297975.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 2.5% 01/NOV/2028 J2 PN# J264080.0934303532.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4.5% 01/APR/2020 CI PN# 8090870.0934298924.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 3.5% 20/DEC/2042 SF PN# AB77840.0880277483.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
GNMA II MORTPASS 3.5% 20/OCT/2044 SF PN# MA23030.0874276693.50Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FNMA MORTPASS 5.5% 01/FEB/2037 CL PN# 9281370.0867252495.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4% 01/JUN/2044 G0 PN# G085920.0763238884.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FHLMCGLD MORTPASS 4% 01/FEB/2040 A9 PN# A912170.0626196134.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 5% 01/JAN/2039 CL PN# 9952450.0625187615.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5% 01/SEP/2039 G0 PN# G070210.0605181945.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 5.5% 01/APR/2041 CL PN# AH84470.0564165955.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 4% 01/JUN/2019 B1 PN# B150630.0535171004.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION
FNMA MORTPASS 3% 01/MAY/2043 CL PN# AT27210.0528175063.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FHLMCGLD MORTPASS 5% 01/AUG/2039 A8 PN# A879030.0473140995.00Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
FNMA MORTPASS 4% 01/JUL/2019 CI PN# AE09680.0446142384.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
GNMA II MORTPASS 5% 20/JAN/2044 SF PN# MA16030.0387117805.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 G0 PN# G044480.031392735.50Mortgage Backed  AA+FEDERAL HOME LOAN MORTGAGE CORPORATION - GOLD
GNMA I MORTPASS 4% 15/MAR/2041 SP PN# 7832670.025779724.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
GNMA I MORTPASS 5% 15/NOV/2039 SF PN# 7234330.012035805.00Mortgage Backed  AA+GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
FNMA MORTPASS 5% 01/DEC/2023 CT PN# 255029 .0000 05.00Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA MORTPASS 5.5% 01/APR/2022 CI PN# 256679 .0000 05.50Mortgage Backed  AA+FEDERAL NATIONAL MORTGAGE ASSOCIATION

DISTRIBUTION SCHEDULE

View by year:
Ex-DateRecord DatePayable DateIncomeShort-Term
Capital Gains
Long-Term
Capital Gains
Return of CapitalTotal Distribution
12/21/201712/26/201712/28/2017
12/01/201712/05/201712/07/2017
11/01/201711/03/201711/07/2017
10/02/201710/04/201710/06/2017
09/01/201709/06/201709/08/2017
08/01/201708/03/201708/07/2017
07/03/201707/06/201707/10/2017
06/01/201706/05/201706/07/2017
05/01/201705/03/201705/05/2017
04/03/201704/05/201704/07/2017
03/01/201703/03/201703/07/2017
02/01/201702/03/201702/07/20170.0607990000.060799
12/22/201612/27/201612/29/20160.0681240000.068124
12/01/201612/05/201612/07/20160.0570130000.057013
11/01/201611/03/201611/07/20160.0595890000.059589
10/03/201610/05/201610/07/20160.0631930000.063193
09/01/201609/06/201609/08/20160.0629250000.062925
08/01/201608/03/201608/05/20160.0595960000.059596
07/01/201607/06/201607/08/20160.0605920000.060592
06/01/201606/03/201606/07/20160.0699420000.069942
05/02/201605/04/201605/06/20160.0643820000.064382
04/01/201604/05/201604/07/20160.0600180000.060018
03/01/201603/03/201603/07/20160.0634300000.063430
02/01/201602/03/201602/05/20160.0405480000.040548
12/29/201512/31/201501/05/20160.2564530000.256453
12/01/201512/03/201512/07/20150.0043020000.004302
11/02/201511/04/201511/06/20150.0616360000.061636
10/01/201510/05/201510/07/20150.0634200000.063420
09/01/201509/03/201509/08/20150.0622730000.062273
08/03/201508/05/201508/07/20150.0522120000.052212
07/01/201507/06/201507/08/20150.0609430000.060943
06/01/201506/03/201506/05/20150.0586640000.058664
05/01/201505/05/201505/07/20150.0597370000.059737
04/01/201504/06/201504/08/20150.0547740000.054774
03/02/201503/04/201503/06/20150.0512210000.051221
02/02/201502/04/201502/06/20150.0706570000.070657
12/29/201412/31/201401/05/20150.0164480.004970000.021418
12/01/201412/03/201412/05/20140.0633870000.063387
11/03/201411/05/201411/07/20140.0646350000.064635
10/01/201410/03/201410/07/20140.0594560000.059456

The BofA Merrill Lynch Constrained Duration US Mortgage Backed Securities Index tracks the performance of US dollar denominated 30-year, 20-year and 15-year fixed rate residential mortgage pass-through securities publicly issued by US agencies in the US domestic market. Fixed rate mortgage pools are included in the Index provided they have at least one year remaining term to final maturity and a minimum amount outstanding of at least $5 billion per generic coupon. In addition, individual production years within a generic coupon must have at least $1 billion outstanding face value to enter the index and at least $250 million outstanding face value to remain in the index. Balloon, mobile home, graduated payment and quarter coupon fixed rate mortgages are excluded from the index, as are all collateralized mortgage obligations.