Invesco Quality Income Fund
as of 12/31/2018
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Ginnie Mae II Pool
3.50
01/01/2049
6.64
Fannie Mae Pool
3.00
01/01/2049
6.33
Freddie Mac Gold Pool
3.00
01/01/2049
5.23
Ginnie Mae II Pool
3.00
01/01/2049
5.21
Freddie Mac Gold Pool
3.50
01/01/2049
5.07
Fannie Mae Pool
3.50
01/01/2049
3.73
Freddie Mac Gold Pool
4.00
01/01/2049
3.62
Ginnie Mae II Pool
4.00
01/01/2049
3.49
Fannie Mae Pool
3.00
01/01/2034
3.29
Fannie Mae Pool
4.00
01/01/2049
3.04
Fannie Mae Pool
2.50
01/01/2034
2.38
Freddie Mac Gold Pool
4.50
08/01/2041
2.04
Freddie Mac Gold Pool
3.00
02/01/2032
2.01
Invitation Homes 2017-SFR2 Trust
4.26
12/17/2036
1.61
Fannie Mae Pool
3.00
05/01/2035
1.50
Fannie Mae Pool
3.50
03/01/2046
1.48
Ginnie Mae II Pool
3.50
07/20/2046
1.46
Fannie Mae Pool
4.00
04/01/2045
1.39
Freddie Mac Gold Pool
3.50
09/01/2045
1.36
Home Partners of America 2017-1 Tru
4.36
07/17/2034
1.34
Fannie Mae Pool
3.50
11/01/2030
1.32
Fannie Mae Pool
3.50
01/01/2046
1.30
BX Commercial Mortgage Trust 2018-B
3.58
03/15/2037
1.29
Hertz Vehicle Financing II LP
2.73
03/25/2021
1.21
Fannie Mae Pool
4.00
02/01/2045
1.20
Fannie Mae Pool
4.50
07/01/2044
1.17
JP Morgan Mortgage Trust 2018-7FRB
3.03
04/25/2046
1.17
Starwood Waypoint Homes 2017-1 Trus
4.41
01/17/2035
1.16
Government National Mortgage Associ
3.00
01/20/2046
1.11
Freddie Mac Structured Agency Credi
6.31
03/25/2025
1.07
Fannie Mae Pool
4.00
10/01/2048
1.06
DBUBS 2011-LC3 Mortgage Trust 144A
5.34
08/10/2044
1.05
Freddie Mac Structured Agency Credi
4.36
10/25/2027
1.04
Fannie Mae Pool
3.50
04/01/2046
1.04
Freddie Mac Structured Agency Credi
3.71
10/25/2029
1.03
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
1.03
STACR Trust 2018-DNA2
3.31
12/25/2030
1.01
Invitation Homes 2018-SFR3 Trust
3.61
07/17/2037
1.01
New Residential Mortgage Loan Trust
4.09
11/25/2048
1.00
CSMC Trust 2013-7 144A
3.57
08/25/2043
0.99
Freddie Mac Gold Pool
4.00
06/01/2042
0.94
DBGS 2018-BIOD Mortgage Trust
3.26
05/15/2035
0.94
New Residential Mortgage Loan Trust
3.26
01/25/2048
0.92
Towd Point Mortgage Trust 2017-2 14
2.75
04/25/2057
0.90
Fannie Mae Pool
3.50
08/01/2045
0.89
Fannie Mae Connecticut Avenue Secur
5.41
07/25/2024
0.88
Ginnie Mae II Pool
2.50
10/20/2047
0.86
Ginnie Mae II Pool
4.00
02/20/2048
0.86
Invitation Homes 2018-SFR4 Trust
3.86
01/17/2038
0.86
JP Morgan Mortgage Trust 2017-5
3.18
10/26/2048
0.86
JP Morgan Trust 2015-3 144A
3.50
05/25/2045
0.86
OBX 2018-EXP1 Trust
3.36
04/25/2048
0.83
Verus Securitization Trust 2018-3
4.18
10/25/2058
0.82
Fannie Mae Pool
3.50
01/01/2046
0.82
Fannie Mae Pool
4.50
10/01/2041
0.80
NextGear Floorplan Master Owner Tru
3.14
10/17/2022
0.77
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.77
Freddie Mac Structured Agency Credi
5.41
07/25/2028
0.76
Freddie Mac Gold Pool
4.50
02/01/2042
0.74
Fannie Mae Pool
2.75
03/01/2046
0.73
Fannie Mae Pool
3.50
04/01/2045
0.73
Freddie Mac Structured Agency Credi
4.76
11/25/2028
0.72
Freddie Mac Structured Agency Credi
3.81
04/25/2029
0.72
CAL Funding II Ltd
4.34
09/25/2043
0.71
Agate Bay Mortgage Trust 2015-2 144
3.73
03/25/2045
0.70
Freddie Mac Gold Pool
2.50
02/01/2031
0.67
Verus Securitization Trust 2018-1
3.21
02/25/2048
0.67
Invitation Homes 2017-SFR2 Trust
3.91
12/17/2036
0.65
Deutsche Mortgage Securities Inc Re
3.66
06/27/2037
0.64
Fannie Mae Pool
4.00
02/01/2042
0.63
Fannie Mae-Aces
2.89
09/25/2023
0.62
Fannie Mae Pool
3.00
11/01/2045
0.61
Home Partners of America 2017-1 Tru
4.01
07/17/2034
0.61
CGDBB Commercial Mortgage Trust 201
3.43
07/15/2032
0.60
JP Morgan Mortgage Trust 2014-1 144
4.00
01/25/2044
0.60
Chase Mortgage Trust 2016-1 144A
3.75
04/25/2045
0.59
Verus Securitization Trust 2017-2
2.64
07/25/2047
0.59
CGDBB Commercial Mortgage Trust 201
3.51
07/15/2032
0.59
Verus Securitization Trust 2017-2
2.85
07/25/2047
0.58
Chase Mortgage Trust 2016-2
3.75
12/25/2045
0.57
Fannie Mae Pool
4.00
06/01/2044
0.54
Fannie Mae Pool
3.00
02/01/2029
0.54
Mill City Mortgage Loan Trust 2017-
2.75
11/25/2058
0.53
Freddie Mac Structured Agency Credi
5.07
09/25/2028
0.52
Government National Mortgage Associ
4.49
07/20/2041
0.52
JP Morgan Mortgage Trust 144A
2.65
12/25/2046
0.51
Thornburg Mortgage Securities Trust
3.63
07/25/2045
0.50
WFRBS Commercial Mortgage Trust 201
5.06
12/15/2046
0.50
CSMLT 2015-1 Trust 144A
3.50
05/25/2045
0.49
Freddie Mac Gold Pool
5.45
11/25/2038
0.49
United States Treasury Bill
0.00
01/24/2019
0.48
Fannie Mae Pool
3.00
04/01/2043
0.47
Fannie Mae Pool
5.00
01/01/2041
0.46
Fannie Mae Pool
4.00
05/01/2045
0.43
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.43
Fannie Mae REMICS
3.00
05/25/2045
0.42
Fannie Mae Pool
4.00
02/01/2042
0.41
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.41
Fannie Mae Pool
4.00
04/01/2045
0.41
COMM 2015-CCRE26 Mortgage Trust
4.64
10/10/2048
0.40
Stonemont Portfolio Trust 2017-STON
6.07
08/20/2030
0.40
JP Morgan Trust 2015-5 144A
3.16
05/25/2045
0.39
COLT 2017-2 Mortgage Loan Trust
2.57
10/25/2047
0.38
COMM 2015-CCRE24 Mortgage Trust
0.79
08/10/2048
0.37
Government National Mortgage Associ
3.48
09/20/2041
0.36
Fannie Mae Pool
3.85
02/01/2039
0.36
Freddie Mac Gold Pool
5.00
06/01/2040
0.35
Government National Mortgage Associ
5.88
01/20/2039
0.35
Fannie Mae Pool
5.50
05/01/2035
0.34
Wells Fargo Mortgage Backed Securit
4.65
03/25/2036
0.34
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.33
Citigroup Mortgage Loan Trust 2005-
4.82
10/25/2035
0.33
Freddie Mac Gold Pool
5.00
01/01/2037
0.31
Freddie Mac Multifamily Structured
2.90
10/25/2021
0.31
Citigroup Mortgage Loan Trust Inc
3.93
09/25/2034
0.31
Wells Fargo Commercial Mortgage Tru
3.61
12/15/2036
0.30
JP Morgan Mortgage Trust 2005-A1
4.36
02/25/2035
0.30
Fannie Mae Pool
3.50
11/01/2042
0.30
Bear Stearns ARM Trust 2005-1
3.90
03/25/2035
0.30
Fannie Mae Pool
4.50
01/01/2040
0.29
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.29
Freddie Mac Non Gold Pool
4.39
07/01/2036
0.28
CSMC Trust 2013-6 144A
3.50
08/25/2043
0.28
Freddie Mac Structured Agency Credi
4.52
02/25/2024
0.28
GMACM Mortgage Loan Trust 2005-AR3
4.02
06/19/2035
0.28
Freddie Mac Gold Pool
4.50
06/01/2041
0.27
Freddie Mac Gold Pool
5.00
07/01/2035
0.26
CSFB Mortgage-Backed Pass-Through C
4.26
06/25/2034
0.25
COMM 2013-LC13 Mortgage Trust
1.16
08/10/2046
0.25
Verus Securitization Trust 2018-INV
4.05
03/25/2058
0.25
COLT 2017-1 Mortgage Loan Trust 144
3.07
05/27/2047
0.25
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.24
Freddie Mac Gold Pool
5.35
10/17/2038
0.23
Wells Fargo Mortgage Backed Securit
4.33
05/25/2036
0.22
Freddie Mac REMICS
2.91
10/15/2036
0.21
COLT 2017-1 Mortgage Loan Trust 144
2.61
05/27/2047
0.21
Wells Fargo Mortgage Backed Securit
4.77
03/25/2036
0.21
JP Morgan Mortgage Trust 2005-A3
3.89
06/25/2035
0.20
Structured Asset Mortgage Investmen
2.97
05/25/2045
0.20
Freddie Mac Gold Pool
5.00
11/01/2039
0.20
RBSSP Resecuritization Trust 2010-1
3.81
07/26/2045
0.20
Government National Mortgage Associ
2.50
10/20/2043
0.20
Fannie Mae Pool
5.00
12/01/2035
0.18
Freddie Mac Gold Pool
5.80
01/20/2039
0.18
Fannie Mae REMICS
6.59
06/25/2039
0.18
FREMF 2017-KF41 Mortgage Trust
4.85
11/25/2024
0.17
Fannie Mae Pool
4.50
07/01/2025
0.17
Fannie Mae Pool
5.50
02/01/2038
0.17
Freddie Mac Non Gold Pool
4.78
11/01/2037
0.17
Freddie Mac REMICS
3.01
10/15/2036
0.17
Fannie Mae Pool
3.05
08/01/2042
0.16
Fannie Mae Pool
5.00
02/01/2036
0.16
Towd Point Mortgage Trust 2015-4 14
3.50
04/25/2055
0.16
Ginnie Mae II Pool
5.00
11/20/2037
0.16
Freddie Mac Gold Pool
5.35
07/01/2038
0.16
GSR Mortgage Loan Trust 2004-12
4.45
12/25/2034
0.15
Fannie Mae Pool
6.00
07/01/2038
0.15
Chase Mortgage Finance Trust Series
4.51
07/25/2037
0.14
Fannie Mae Pool
3.00
02/01/2028
0.14
Banc of America Funding 2006-A Trus
4.63
02/20/2036
0.14
Fannie Mae REMICS
3.01
06/25/2046
0.14
Merrill Lynch Mortgage Investors Tr
2.97
03/25/2030
0.14
Fannie Mae REMICS
1.39
02/25/2056
0.13
Chase Mortgage Finance Trust Series
4.51
07/25/2037
0.13
Freddie Mac Gold Pool
4.50
05/01/2038
0.13
Fannie Mae Pool
5.00
06/01/2027
0.13
Freddie Mac Gold Pool
3.00
02/01/2032
0.13
Fannie Mae Pool
5.00
10/01/2035
0.12
JP Morgan Mortgage Trust 2005-A6
4.37
08/25/2035
0.12
Merrill Lynch Mortgage Investors Tr
4.22
11/25/2035
0.12
Fannie Mae REMICS
3.00
02/25/2028
0.12
Wells Fargo Mortgage Backed Securit
4.62
04/25/2036
0.12
Fannie Mae Pool
6.50
11/01/2038
0.12
Fannie Mae Pool
5.50
02/01/2034
0.11
Fannie Mae Pool
7.50
08/01/2037
0.10
Fannie Mae Pool
5.50
10/01/2034
0.10
Wells Fargo Mortgage Backed Securit
4.51
05/25/2035
0.10
Fannie Mae REMICS
4.14
03/25/2039
0.10
Fannie Mae REMICS
3.00
06/25/2027
0.10
Freddie Mac Non Gold Pool
4.38
05/01/2037
0.10
Freddie Mac Non Gold Pool
4.14
03/01/2037
0.09
Fannie Mae Pool
8.00
04/01/2033
0.09
Fannie Mae Pool
8.50
10/01/2032
0.09
Adjustable Rate Mortgage Trust 2005
3.88
10/25/2035
0.09
Fannie Mae Pool
5.50
11/01/2022
0.09
Fannie Mae Pool
5.50
04/01/2038
0.09
Freddie Mac Gold Pool
3.50
08/01/2026
0.08
Fannie Mae Pool
5.50
12/01/2027
0.08
Fannie Mae Pool
5.45
01/01/2038
0.08
Structured Adjustable Rate Mortgage
0.49
09/25/2034
0.08
Fannie Mae Pool
6.00
01/01/2037
0.07
Fannie Mae Pool
5.63
08/01/2032
0.07
Angel Oak Mortgage Trust LLC 2015-1
2.81
01/25/2047
0.07
Fannie Mae Pool
6.00
10/01/2039
0.07
Freddie Mac Gold Pool
7.50
05/01/2035
0.07
CHL Mortgage Pass-Through Trust 200
3.05
02/25/2035
0.07
Freddie Mac REMICS
2.80
03/15/2042
0.06
Fannie Mae Pool
6.00
01/01/2036
0.06
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.05
Freddie Mac Gold Pool
8.50
08/01/2031
0.05
Freddie Mac REMICS
1.49
02/15/2039
0.05
Fannie Mae REMICS
7.00
09/25/2032
0.05
Fannie Mae Pool
6.50
04/01/2029
0.05
Freddie Mac Strips
8.00
06/15/2031
0.05
Fannie Mae Pool
5.50
11/01/2034
0.05
Fannie Mae Pool
6.00
12/01/2035
0.05
Structured Adjustable Rate Mortgage
3.98
01/25/2035
0.04
Freddie Mac Gold Pool
8.00
08/01/2032
0.04
Freddie Mac Gold Pool
5.50
12/01/2036
0.04
Freddie Mac Non Gold Pool
3.86
01/01/2038
0.04
Citigroup Mortgage Loan Trust Inc
4.26
08/25/2034
0.04
American Home Mortgage Investment T
4.89
06/25/2045
0.04
Fannie Mae Pool
6.00
05/01/2040
0.04
Fannie Mae Pool
4.11
03/01/2038
0.04
Structured Asset Sec Mortgage Pass-
4.50
11/25/2032
0.03
Fannie Mae Pool
6.50
04/01/2029
0.03
Ginnie Mae I Pool
5.50
07/15/2033
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
GSR Mortgage Loan Trust 2004-11
4.43
09/25/2034
0.03
Ginnie Mae I Pool
5.50
08/15/2033
0.03
Fannie Mae Pool
6.50
07/01/2029
0.03
Freddie Mac REMICS
2.50
09/15/2027
0.03
WaMu Mortgage Pass-Through Certific
4.14
11/25/2036
0.03
Fannie Mae REMICS
3.50
08/25/2042
0.03
Fannie Mae Interest Strip
8.00
05/25/2030
0.03
Fannie Mae Pool
6.00
05/01/2040
0.03
Wells Fargo Mortgage Backed Securit
4.09
03/25/2035
0.03
Fannie Mae REMICS
3.00
10/25/2026
0.03
Fannie Mae Pool
5.00
08/01/2040
0.03
Freddie Mac REMICS
3.00
04/15/2026
0.03
Fannie Mae Pool
5.50
11/01/2034
0.03
Ginnie Mae II Pool
6.00
04/20/2029
0.03
Fannie Mae Pool
5.50
11/01/2034
0.03
Fannie Mae REMICS
8.00
09/18/2027
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Freddie Mac REMICS
4.00
12/15/2041
0.02
Fannie Mae REMICS
7.00
05/25/2033
0.02
Ginnie Mae I Pool
5.50
08/15/2033
0.02
COMM 2014-FL5 Mortgage Trust 144A
3.69
10/15/2031
0.02
GSAA Home Equity Trust 2007-7
2.78
07/25/2037
0.02
Freddie Mac Non Gold Pool
4.01
02/01/2037
0.02
Freddie Mac Gold Pool
5.00
03/01/2037
0.02
Freddie Mac Gold Pool
5.80
10/01/2038
0.02
Fannie Mae Pool
6.50
11/01/2028
0.02
Fannie Mae Pool
5.50
06/01/2037
0.02
Freddie Mac Gold Pool
6.50
07/01/2033
0.02
Fannie Mae Pool
7.00
11/01/2032
0.02
Fannie Mae Pool
5.50
04/01/2036
0.02
Freddie Mac Gold Pool
6.50
06/01/2029
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae Pool
5.50
11/01/2036
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae Pool
6.50
10/01/2028
0.02
Fannie Mae Pool
6.50
12/01/2033
0.02
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.01
Ginnie Mae I Pool
5.50
06/15/2033
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Morgan Stanley Capital I Trust 2006
5.39
11/12/2041
0.01
Fannie Mae Pool
6.50
10/01/2023
0.01
Fannie Mae Pool
6.50
01/01/2027
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
6.50
04/01/2026
0.01
Freddie Mac REMICS
3.00
09/15/2025
0.01
Citigroup Mortgage Loan Trust 2006-
4.01
03/25/2036
0.01
Fannie Mae Pool
5.00
07/01/2037
0.01
Fannie Mae Pool
5.50
12/01/2034
0.01
Luminent Mortgage Trust 2006-1
2.75
04/25/2036
0.01
Fannie Mae Pool
6.00
08/01/2038
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Ginnie Mae I Pool
7.00
04/15/2028
0.01
Freddie Mac Gold Pool
6.50
04/01/2031
0.01
Fannie Mae Pool
6.50
05/01/2032
0.01
Freddie Mac Gold Pool
6.50
08/01/2033
0.01
Freddie Mac Gold Pool
6.50
03/01/2029
0.01
Ginnie Mae I Pool
5.50
07/15/2034
0.01
Fannie Mae Pool
5.50
10/01/2033
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Ginnie Mae I Pool
5.50
10/15/2034
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Ginnie Mae I Pool
7.00
08/15/2028
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
7.00
01/01/2033
0.01
Fannie Mae Pool
7.00
12/01/2033
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
9.50
04/01/2030
0.01
Fannie Mae Pool
6.50
05/01/2030
0.01
Fannie Mae Pool
6.50
09/01/2032
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Chase Mortgage Finance Trust Series
4.15
12/25/2035
0.01
Fannie Mae Pool
6.50
07/01/2032
0.01
Fannie Mae Pool
5.50
11/01/2036
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
5.50
11/01/2033
0.01
Ginnie Mae I Pool
6.50
10/15/2028
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Ginnie Mae I Pool
5.50
03/15/2034
0.01
Ginnie Mae I Pool
5.50
10/15/2034
0.01
Ginnie Mae I Pool
6.50
09/15/2028
0.01
Freddie Mac Gold Pool
5.00
10/01/2021
0.01
Ginnie Mae I Pool
6.00
12/15/2028
0.01
Fannie Mae Pool
5.50
04/01/2034
0.01
Fannie Mae Interest Strip
7.50
01/25/2032
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.50
04/01/2037
0.01
Fannie Mae Pool
5.50
06/01/2037
0.01
Fannie Mae Pool
6.50
10/01/2033
0.01
Fannie Mae Pool
5.50
09/01/2034
0.01
Ginnie Mae I Pool
6.00
01/15/2029
0.01
Fannie Mae Pool
6.50
02/01/2031
0.01
Fannie Mae Pool
5.50
11/01/2037
0.01
Ginnie Mae I Pool
7.00
10/15/2027
0.01
Fannie Mae Pool
5.50
04/01/2037
0.01
Freddie Mac Non Gold Pool
3.98
03/01/2041
0.01
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
RALI Series 2006-QO2 Trust
2.78
02/25/2046
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.50
06/01/2032
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
5.50
12/01/2036
0.00
Fannie Mae Pool
6.00
10/01/2038
0.00
Fannie Mae Pool
6.50
04/01/2024
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Fannie Mae Pool
4.50
09/01/2019
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
06/01/2022
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
7.00
11/01/2033
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
4.00
06/01/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Ginnie Mae I Pool
6.50
01/15/2028
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Fannie Mae Pool
7.00
12/01/2029
0.00
Freddie Mac Gold Pool
5.00
02/01/2020
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Freddie Mac Gold Pool
6.50
05/01/2028
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Fannie Mae Pool
4.50
09/01/2019
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Ginnie Mae I Pool
9.50
11/15/2021
0.00
Ginnie Mae I Pool
6.50
02/15/2028
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
4.50
08/01/2019
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Ginnie Mae I Pool
9.50
04/15/2020
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
9.50
05/15/2021
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Fannie Mae Pool
4.50
09/01/2019
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
6.00
01/15/2028
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
7.00
04/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
9.50
04/15/2020
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
9.50
11/15/2020
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Ginnie Mae I Pool
8.00
06/15/2021
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
9.50
02/15/2021
0.00
Ginnie Mae I Pool
8.00
07/15/2021
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Freddie Mac Gold Pool
5.00
06/01/2021
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Freddie Mac Gold Pool
5.00
07/01/2021
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Fannie Mae Pool
7.00
04/01/2029
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Freddie Mac Gold Pool
5.00
04/01/2021
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.50
12/15/2020
0.00
Ginnie Mae I Pool
9.00
02/15/2023
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Ginnie Mae I Pool
6.00
06/15/2028
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Fannie Mae Pool
8.00
02/01/2021
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
9.00
08/15/2019
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Ginnie Mae I Pool
9.00
08/15/2024
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
4.50
06/01/2019
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
6.00
08/15/2028
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Freddie Mac Gold Pool
5.00
03/01/2020
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Fannie Mae REMICS
2.00
06/25/2019
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.50
05/15/2019
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
6.00
09/15/2028
0.00
Ginnie Mae I Pool
8.00
03/15/2020
0.00
Fannie Mae Pool
6.50
11/01/2029
0.00
Ginnie Mae I Pool
6.50
11/15/2028
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.50
11/15/2019
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
9.50
07/15/2020
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
9.50
06/15/2022
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.50
01/15/2021
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Ginnie Mae I Pool
9.00
02/15/2020
0.00
Fannie Mae Pool
4.50
05/01/2019
0.00
Ginnie Mae I Pool
9.50
01/15/2022
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Ginnie Mae I Pool
9.50
06/15/2022
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae I Pool
9.50
11/15/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.50
08/15/2020
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.00
12/15/2019
0.00
Fannie Mae Pool
7.00
08/01/2031
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.00
09/15/2019
0.00
Freddie Mac Gold Pool
5.00
03/01/2019
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
9.50
08/15/2021
0.00
Ginnie Mae I Pool
9.50
02/15/2020
0.00
Ginnie Mae I Pool
9.50
08/15/2021
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
9.00
10/15/2019
0.00
Ginnie Mae I Pool
9.50
08/15/2020
0.00
Fannie Mae Pool
4.50
07/01/2019
0.00
Ginnie Mae I Pool
9.50
12/15/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.50
11/15/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Ginnie Mae I Pool
9.00
11/15/2019
0.00
Fannie Mae Pool
8.00
07/01/2020
0.00
Ginnie Mae I Pool
9.50
03/15/2019
0.00
Ginnie Mae I Pool
9.50
11/15/2020
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
as of 12/31/2018
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Ginnie Mae II Pool | 3.50 | 01/01/2049 | 6.64 |
| Fannie Mae Pool | 3.00 | 01/01/2049 | 6.33 |
| Freddie Mac Gold Pool | 3.00 | 01/01/2049 | 5.23 |
| Ginnie Mae II Pool | 3.00 | 01/01/2049 | 5.21 |
| Freddie Mac Gold Pool | 3.50 | 01/01/2049 | 5.07 |
| Fannie Mae Pool | 3.50 | 01/01/2049 | 3.73 |
| Freddie Mac Gold Pool | 4.00 | 01/01/2049 | 3.62 |
| Ginnie Mae II Pool | 4.00 | 01/01/2049 | 3.49 |
| Fannie Mae Pool | 3.00 | 01/01/2034 | 3.29 |
| Fannie Mae Pool | 4.00 | 01/01/2049 | 3.04 |
| Fannie Mae Pool | 2.50 | 01/01/2034 | 2.38 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 2.04 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 2.01 |
| Invitation Homes 2017-SFR2 Trust | 4.26 | 12/17/2036 | 1.61 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 1.50 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 1.48 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 1.46 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 1.39 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 1.36 |
| Home Partners of America 2017-1 Tru | 4.36 | 07/17/2034 | 1.34 |
| Fannie Mae Pool | 3.50 | 11/01/2030 | 1.32 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 1.30 |
| BX Commercial Mortgage Trust 2018-B | 3.58 | 03/15/2037 | 1.29 |
| Hertz Vehicle Financing II LP | 2.73 | 03/25/2021 | 1.21 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 1.20 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 1.17 |
| JP Morgan Mortgage Trust 2018-7FRB | 3.03 | 04/25/2046 | 1.17 |
| Starwood Waypoint Homes 2017-1 Trus | 4.41 | 01/17/2035 | 1.16 |
| Government National Mortgage Associ | 3.00 | 01/20/2046 | 1.11 |
| Freddie Mac Structured Agency Credi | 6.31 | 03/25/2025 | 1.07 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.06 |
| DBUBS 2011-LC3 Mortgage Trust 144A | 5.34 | 08/10/2044 | 1.05 |
| Freddie Mac Structured Agency Credi | 4.36 | 10/25/2027 | 1.04 |
| Fannie Mae Pool | 3.50 | 04/01/2046 | 1.04 |
| Freddie Mac Structured Agency Credi | 3.71 | 10/25/2029 | 1.03 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 1.03 |
| STACR Trust 2018-DNA2 | 3.31 | 12/25/2030 | 1.01 |
| Invitation Homes 2018-SFR3 Trust | 3.61 | 07/17/2037 | 1.01 |
| New Residential Mortgage Loan Trust | 4.09 | 11/25/2048 | 1.00 |
| CSMC Trust 2013-7 144A | 3.57 | 08/25/2043 | 0.99 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.94 |
| DBGS 2018-BIOD Mortgage Trust | 3.26 | 05/15/2035 | 0.94 |
| New Residential Mortgage Loan Trust | 3.26 | 01/25/2048 | 0.92 |
| Towd Point Mortgage Trust 2017-2 14 | 2.75 | 04/25/2057 | 0.90 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.89 |
| Fannie Mae Connecticut Avenue Secur | 5.41 | 07/25/2024 | 0.88 |
| Ginnie Mae II Pool | 2.50 | 10/20/2047 | 0.86 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.86 |
| Invitation Homes 2018-SFR4 Trust | 3.86 | 01/17/2038 | 0.86 |
| JP Morgan Mortgage Trust 2017-5 | 3.18 | 10/26/2048 | 0.86 |
| JP Morgan Trust 2015-3 144A | 3.50 | 05/25/2045 | 0.86 |
| OBX 2018-EXP1 Trust | 3.36 | 04/25/2048 | 0.83 |
| Verus Securitization Trust 2018-3 | 4.18 | 10/25/2058 | 0.82 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.82 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.80 |
| NextGear Floorplan Master Owner Tru | 3.14 | 10/17/2022 | 0.77 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.77 |
| Freddie Mac Structured Agency Credi | 5.41 | 07/25/2028 | 0.76 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.74 |
| Fannie Mae Pool | 2.75 | 03/01/2046 | 0.73 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.73 |
| Freddie Mac Structured Agency Credi | 4.76 | 11/25/2028 | 0.72 |
| Freddie Mac Structured Agency Credi | 3.81 | 04/25/2029 | 0.72 |
| CAL Funding II Ltd | 4.34 | 09/25/2043 | 0.71 |
| Agate Bay Mortgage Trust 2015-2 144 | 3.73 | 03/25/2045 | 0.70 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.67 |
| Verus Securitization Trust 2018-1 | 3.21 | 02/25/2048 | 0.67 |
| Invitation Homes 2017-SFR2 Trust | 3.91 | 12/17/2036 | 0.65 |
| Deutsche Mortgage Securities Inc Re | 3.66 | 06/27/2037 | 0.64 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.63 |
| Fannie Mae-Aces | 2.89 | 09/25/2023 | 0.62 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.61 |
| Home Partners of America 2017-1 Tru | 4.01 | 07/17/2034 | 0.61 |
| CGDBB Commercial Mortgage Trust 201 | 3.43 | 07/15/2032 | 0.60 |
| JP Morgan Mortgage Trust 2014-1 144 | 4.00 | 01/25/2044 | 0.60 |
| Chase Mortgage Trust 2016-1 144A | 3.75 | 04/25/2045 | 0.59 |
| Verus Securitization Trust 2017-2 | 2.64 | 07/25/2047 | 0.59 |
| CGDBB Commercial Mortgage Trust 201 | 3.51 | 07/15/2032 | 0.59 |
| Verus Securitization Trust 2017-2 | 2.85 | 07/25/2047 | 0.58 |
| Chase Mortgage Trust 2016-2 | 3.75 | 12/25/2045 | 0.57 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.54 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.54 |
| Mill City Mortgage Loan Trust 2017- | 2.75 | 11/25/2058 | 0.53 |
| Freddie Mac Structured Agency Credi | 5.07 | 09/25/2028 | 0.52 |
| Government National Mortgage Associ | 4.49 | 07/20/2041 | 0.52 |
| JP Morgan Mortgage Trust 144A | 2.65 | 12/25/2046 | 0.51 |
| Thornburg Mortgage Securities Trust | 3.63 | 07/25/2045 | 0.50 |
| WFRBS Commercial Mortgage Trust 201 | 5.06 | 12/15/2046 | 0.50 |
| CSMLT 2015-1 Trust 144A | 3.50 | 05/25/2045 | 0.49 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.49 |
| United States Treasury Bill | 0.00 | 01/24/2019 | 0.48 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.47 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.46 |
| Fannie Mae Pool | 4.00 | 05/01/2045 | 0.43 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.43 |
| Fannie Mae REMICS | 3.00 | 05/25/2045 | 0.42 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.41 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.41 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.41 |
| COMM 2015-CCRE26 Mortgage Trust | 4.64 | 10/10/2048 | 0.40 |
| Stonemont Portfolio Trust 2017-STON | 6.07 | 08/20/2030 | 0.40 |
| JP Morgan Trust 2015-5 144A | 3.16 | 05/25/2045 | 0.39 |
| COLT 2017-2 Mortgage Loan Trust | 2.57 | 10/25/2047 | 0.38 |
| COMM 2015-CCRE24 Mortgage Trust | 0.79 | 08/10/2048 | 0.37 |
| Government National Mortgage Associ | 3.48 | 09/20/2041 | 0.36 |
| Fannie Mae Pool | 3.85 | 02/01/2039 | 0.36 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.35 |
| Government National Mortgage Associ | 5.88 | 01/20/2039 | 0.35 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.34 |
| Wells Fargo Mortgage Backed Securit | 4.65 | 03/25/2036 | 0.34 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.33 |
| Citigroup Mortgage Loan Trust 2005- | 4.82 | 10/25/2035 | 0.33 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.31 |
| Freddie Mac Multifamily Structured | 2.90 | 10/25/2021 | 0.31 |
| Citigroup Mortgage Loan Trust Inc | 3.93 | 09/25/2034 | 0.31 |
| Wells Fargo Commercial Mortgage Tru | 3.61 | 12/15/2036 | 0.30 |
| JP Morgan Mortgage Trust 2005-A1 | 4.36 | 02/25/2035 | 0.30 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.30 |
| Bear Stearns ARM Trust 2005-1 | 3.90 | 03/25/2035 | 0.30 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.29 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.29 |
| Freddie Mac Non Gold Pool | 4.39 | 07/01/2036 | 0.28 |
| CSMC Trust 2013-6 144A | 3.50 | 08/25/2043 | 0.28 |
| Freddie Mac Structured Agency Credi | 4.52 | 02/25/2024 | 0.28 |
| GMACM Mortgage Loan Trust 2005-AR3 | 4.02 | 06/19/2035 | 0.28 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.27 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2035 | 0.26 |
| CSFB Mortgage-Backed Pass-Through C | 4.26 | 06/25/2034 | 0.25 |
| COMM 2013-LC13 Mortgage Trust | 1.16 | 08/10/2046 | 0.25 |
| Verus Securitization Trust 2018-INV | 4.05 | 03/25/2058 | 0.25 |
| COLT 2017-1 Mortgage Loan Trust 144 | 3.07 | 05/27/2047 | 0.25 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.24 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.23 |
| Wells Fargo Mortgage Backed Securit | 4.33 | 05/25/2036 | 0.22 |
| Freddie Mac REMICS | 2.91 | 10/15/2036 | 0.21 |
| COLT 2017-1 Mortgage Loan Trust 144 | 2.61 | 05/27/2047 | 0.21 |
| Wells Fargo Mortgage Backed Securit | 4.77 | 03/25/2036 | 0.21 |
| JP Morgan Mortgage Trust 2005-A3 | 3.89 | 06/25/2035 | 0.20 |
| Structured Asset Mortgage Investmen | 2.97 | 05/25/2045 | 0.20 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.20 |
| RBSSP Resecuritization Trust 2010-1 | 3.81 | 07/26/2045 | 0.20 |
| Government National Mortgage Associ | 2.50 | 10/20/2043 | 0.20 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.18 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.18 |
| Fannie Mae REMICS | 6.59 | 06/25/2039 | 0.18 |
| FREMF 2017-KF41 Mortgage Trust | 4.85 | 11/25/2024 | 0.17 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.17 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.17 |
| Freddie Mac Non Gold Pool | 4.78 | 11/01/2037 | 0.17 |
| Freddie Mac REMICS | 3.01 | 10/15/2036 | 0.17 |
| Fannie Mae Pool | 3.05 | 08/01/2042 | 0.16 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.16 |
| Towd Point Mortgage Trust 2015-4 14 | 3.50 | 04/25/2055 | 0.16 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.16 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.16 |
| GSR Mortgage Loan Trust 2004-12 | 4.45 | 12/25/2034 | 0.15 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.15 |
| Chase Mortgage Finance Trust Series | 4.51 | 07/25/2037 | 0.14 |
| Fannie Mae Pool | 3.00 | 02/01/2028 | 0.14 |
| Banc of America Funding 2006-A Trus | 4.63 | 02/20/2036 | 0.14 |
| Fannie Mae REMICS | 3.01 | 06/25/2046 | 0.14 |
| Merrill Lynch Mortgage Investors Tr | 2.97 | 03/25/2030 | 0.14 |
| Fannie Mae REMICS | 1.39 | 02/25/2056 | 0.13 |
| Chase Mortgage Finance Trust Series | 4.51 | 07/25/2037 | 0.13 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.13 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.13 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.13 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.12 |
| JP Morgan Mortgage Trust 2005-A6 | 4.37 | 08/25/2035 | 0.12 |
| Merrill Lynch Mortgage Investors Tr | 4.22 | 11/25/2035 | 0.12 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.12 |
| Wells Fargo Mortgage Backed Securit | 4.62 | 04/25/2036 | 0.12 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.12 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.11 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.10 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.10 |
| Wells Fargo Mortgage Backed Securit | 4.51 | 05/25/2035 | 0.10 |
| Fannie Mae REMICS | 4.14 | 03/25/2039 | 0.10 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.10 |
| Freddie Mac Non Gold Pool | 4.38 | 05/01/2037 | 0.10 |
| Freddie Mac Non Gold Pool | 4.14 | 03/01/2037 | 0.09 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.09 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.09 |
| Adjustable Rate Mortgage Trust 2005 | 3.88 | 10/25/2035 | 0.09 |
| Fannie Mae Pool | 5.50 | 11/01/2022 | 0.09 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.09 |
| Freddie Mac Gold Pool | 3.50 | 08/01/2026 | 0.08 |
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.08 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.08 |
| Structured Adjustable Rate Mortgage | 0.49 | 09/25/2034 | 0.08 |
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.07 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.07 |
| Angel Oak Mortgage Trust LLC 2015-1 | 2.81 | 01/25/2047 | 0.07 |
| Fannie Mae Pool | 6.00 | 10/01/2039 | 0.07 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.07 |
| CHL Mortgage Pass-Through Trust 200 | 3.05 | 02/25/2035 | 0.07 |
| Freddie Mac REMICS | 2.80 | 03/15/2042 | 0.06 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.06 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.05 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.05 |
| Freddie Mac REMICS | 1.49 | 02/15/2039 | 0.05 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.05 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.05 |
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.05 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.05 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.05 |
| Structured Adjustable Rate Mortgage | 3.98 | 01/25/2035 | 0.04 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.04 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.04 |
| Freddie Mac Non Gold Pool | 3.86 | 01/01/2038 | 0.04 |
| Citigroup Mortgage Loan Trust Inc | 4.26 | 08/25/2034 | 0.04 |
| American Home Mortgage Investment T | 4.89 | 06/25/2045 | 0.04 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.04 |
| Fannie Mae Pool | 4.11 | 03/01/2038 | 0.04 |
| Structured Asset Sec Mortgage Pass- | 4.50 | 11/25/2032 | 0.03 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.03 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| GSR Mortgage Loan Trust 2004-11 | 4.43 | 09/25/2034 | 0.03 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.03 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.03 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.03 |
| WaMu Mortgage Pass-Through Certific | 4.14 | 11/25/2036 | 0.03 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.03 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.03 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.03 |
| Wells Fargo Mortgage Backed Securit | 4.09 | 03/25/2035 | 0.03 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.03 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.03 |
| Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.03 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.03 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.03 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.03 |
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Freddie Mac REMICS | 4.00 | 12/15/2041 | 0.02 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.02 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.02 |
| COMM 2014-FL5 Mortgage Trust 144A | 3.69 | 10/15/2031 | 0.02 |
| GSAA Home Equity Trust 2007-7 | 2.78 | 07/25/2037 | 0.02 |
| Freddie Mac Non Gold Pool | 4.01 | 02/01/2037 | 0.02 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.02 |
| Freddie Mac Gold Pool | 5.80 | 10/01/2038 | 0.02 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.02 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.02 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.02 |
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.02 |
| Fannie Mae Pool | 6.50 | 12/01/2033 | 0.02 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Morgan Stanley Capital I Trust 2006 | 5.39 | 11/12/2041 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.01 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.01 |
| Freddie Mac REMICS | 3.00 | 09/15/2025 | 0.01 |
| Citigroup Mortgage Loan Trust 2006- | 4.01 | 03/25/2036 | 0.01 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.01 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.01 |
| Luminent Mortgage Trust 2006-1 | 2.75 | 04/25/2036 | 0.01 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.01 |
| Fannie Mae Pool | 6.50 | 05/01/2032 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.01 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 7.00 | 01/01/2033 | 0.01 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.01 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.01 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Chase Mortgage Finance Trust Series | 4.15 | 12/25/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.01 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 10/01/2021 | 0.01 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.01 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.01 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.01 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.01 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.01 |
| Freddie Mac Non Gold Pool | 3.98 | 03/01/2041 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| RALI Series 2006-QO2 Trust | 2.78 | 02/25/2046 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Fannie Mae Pool | 4.50 | 09/01/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 4.00 | 06/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 02/01/2020 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 09/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 4.50 | 08/01/2019 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 04/15/2020 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 09/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 04/15/2020 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 02/15/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 07/15/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2021 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 12/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 02/15/2023 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Fannie Mae Pool | 8.00 | 02/01/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 08/15/2019 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 08/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 06/01/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2020 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Fannie Mae REMICS | 2.00 | 06/25/2019 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 03/15/2020 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2019 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 07/15/2020 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 06/15/2022 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 02/15/2020 | 0.00 |
| Fannie Mae Pool | 4.50 | 05/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2022 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 06/15/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 12/15/2019 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2031 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 09/15/2019 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2019 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 02/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 10/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2020 | 0.00 |
| Fannie Mae Pool | 4.50 | 07/01/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 12/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 11/15/2019 | 0.00 |
| Fannie Mae Pool | 8.00 | 07/01/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 03/15/2019 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |