Invesco Quality Income Fund
as of 03/31/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
2.00
04/01/2053
7.21
Fannie Mae or Freddie Mac
2.50
04/01/2053
5.29
Ginnie Mae II Pool
3.00
04/01/2053
4.13
Ginnie Mae II Pool
4.50
04/01/2053
3.51
Ginnie Mae II Pool
2.50
04/01/2053
3.23
BPCE SA
0.00
11/15/2023
2.98
Societe Generale SA
0.00
11/15/2023
2.98
Ginnie Mae II Pool
5.00
04/01/2053
2.78
Fannie Mae Pool
2.50
12/01/2051
2.70
Fannie Mae or Freddie Mac
4.50
04/01/2053
2.23
Fannie Mae or Freddie Mac
5.00
04/01/2053
2.04
Freddie Mac Pool
5.50
11/01/2052
2.00
Fannie Mae Pool
2.50
04/01/2052
1.98
Fannie Mae or Freddie Mac
4.00
04/01/2038
1.76
Fannie Mae or Freddie Mac
3.50
04/01/2053
1.63
Freddie Mac Pool
2.50
10/01/2051
1.56
Fannie Mae Pool
3.50
05/01/2046
1.51
Freddie Mac Pool
5.50
10/01/2052
1.50
Fannie Mae Pool
3.59
10/01/2028
1.44
Ginnie Mae II Pool
3.50
04/01/2053
1.40
Canadian Imperial Bank of Commerce/
5.55
08/04/2023
1.39
Fannie Mae Pool
2.00
11/01/2035
1.34
Fannie Mae Pool
2.00
09/01/2051
1.28
Fannie Mae Pool
3.50
12/01/2034
1.24
Fannie Mae Pool
2.50
03/01/2051
1.23
Fannie Mae Pool
3.00
04/01/2051
1.22
Invesco Government & Agency Portfol
1.20
Freddie Mac Pool
5.00
07/01/2052
1.18
Fannie Mae Pool
2.00
01/01/2051
1.18
BNP Paribas SA
0.00
02/08/2024
1.18
Fannie Mae Pool
2.50
10/01/2051
1.18
Freddie Mac Gold Pool
3.50
12/01/2046
1.16
Fannie Mae Pool
2.00
05/01/2041
1.14
Fannie Mae Pool
4.00
10/01/2048
1.12
Fannie Mae Pool
3.00
10/01/2049
1.10
Svenska Handelsbanken AB
5.52
08/29/2023
1.08
Fannie Mae Pool
5.00
01/01/2053
1.07
Freddie Mac Pool
2.00
01/01/2052
1.07
Fannie Mae Pool
2.50
12/01/2050
1.04
Fannie Mae Pool
3.00
06/01/2051
1.02
Fannie Mae Pool
2.00
09/01/2035
1.01
Freddie Mac Pool
4.50
06/01/2052
1.01
Freddie Mac Pool
5.50
03/01/2053
1.00
Ginnie Mae II Pool
5.50
04/01/2053
1.00
Freddie Mac Pool
4.00
07/01/2049
0.98
Government National Mortgage Associ
1.50
04/16/2062
0.98
Fannie Mae Pool
4.00
09/01/2043
0.94
Freddie Mac Pool
3.00
03/01/2050
0.93
Fannie Mae Pool
3.50
11/01/2034
0.93
Freddie Mac Pool
3.50
05/01/2050
0.93
Ginnie Mae II Pool
3.50
05/20/2050
0.92
SG Residential Mortgage Trust 2021-
1.74
12/25/2061
0.90
Freddie Mac Pool
2.50
09/01/2050
0.87
Fannie Mae Pool
3.00
01/01/2035
0.86
Fannie Mae Pool
2.50
10/01/2050
0.85
Connecticut Avenue Securities Trust
7.92
01/25/2043
0.85
Freddie Mac REMICS
1.50
08/15/2027
0.85
Freddie Mac Pool
2.00
12/01/2051
0.84
Fannie Mae Pool
3.00
03/01/2050
0.80
Fannie Mae Pool
2.00
11/01/2051
0.80
Freddie Mac STACR REMIC Trust 2022-
6.86
08/25/2042
0.79
Fannie Mae Pool
2.00
01/01/2052
0.78
Fannie Mae Pool
3.00
06/01/2050
0.77
Freddie Mac Pool
4.50
07/01/2052
0.75
Fannie Mae Pool
2.50
03/01/2035
0.73
Freddie Mac STACR REMIC Trust 2022-
7.91
05/25/2042
0.72
Fannie Mae Pool
4.00
03/01/2050
0.72
Connecticut Avenue Securities Trust
6.66
03/25/2042
0.71
Ginnie Mae II Pool
2.00
04/01/2053
0.65
Fannie Mae Pool
4.00
02/01/2050
0.65
Fannie Mae Pool
3.00
01/01/2052
0.65
Invitation Homes 2018-SFR4 Trust
6.11
01/17/2038
0.65
Fannie Mae REMICS
3.00
07/25/2045
0.64
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.63
Fannie Mae Pool
2.50
11/01/2051
0.62
Fannie Mae Pool
3.50
04/01/2045
0.62
Fannie Mae Pool
3.00
11/01/2030
0.57
Freddie Mac Gold Pool
7.50
08/01/2037
0.57
Connecticut Avenue Securities Trust
7.31
05/25/2042
0.57
Freddie Mac Gold Pool
3.00
02/01/2032
0.55
Freddie Mac Pool
3.00
02/01/2050
0.53
Fannie Mae Pool
3.00
01/01/2035
0.52
Freddie Mac Gold Pool
4.00
12/01/2045
0.52
Fannie Mae Pool
3.50
05/01/2050
0.52
Freddie Mac Pool
3.00
01/01/2050
0.52
Freddie Mac Gold Pool
4.50
08/01/2041
0.47
Freddie Mac Pool
3.00
04/01/2035
0.46
Fannie Mae REMICS
2.50
08/25/2049
0.45
Fannie Mae Pool
3.50
09/01/2040
0.44
Freddie Mac Gold Pool
3.50
09/01/2045
0.44
BINOM Securitization Trust 2021-INV
2.03
06/25/2056
0.43
Freddie Mac Pool
3.00
01/01/2050
0.42
Fannie Mae Pool
3.50
09/01/2047
0.40
Ginnie Mae II Pool
3.50
06/20/2050
0.39
Freddie Mac Pool
3.00
05/01/2050
0.38
Ginnie Mae II Pool
3.00
02/20/2050
0.37
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.37
Fannie Mae Pool
2.00
11/01/2051
0.36
Freddie Mac Gold Pool
4.00
11/01/2048
0.36
Progress Residential 2020-SFR1 Trus
2.18
04/17/2037
0.36
Freddie Mac Pool
2.00
01/01/2052
0.35
Fannie Mae Pool
4.00
07/01/2046
0.35
Fannie Mae Pool
3.00
05/01/2035
0.33
Freddie Mac Gold Pool
4.00
06/01/2042
0.32
Ginnie Mae II Pool
4.00
02/20/2048
0.31
Ginnie Mae II Pool
4.00
03/20/2050
0.31
Fannie Mae Pool
3.00
09/01/2034
0.30
Fannie Mae Pool
4.00
02/01/2045
0.29
Seasoned Loans Structured Transacti
3.50
05/25/2029
0.29
Freddie Mac Pool
3.00
12/01/2034
0.29
Fannie Mae Pool
4.50
07/01/2044
0.28
Freddie Mac Pool
3.00
12/01/2049
0.27
Fannie Mae Pool
4.00
11/01/2048
0.26
Fannie Mae Pool
3.50
08/01/2045
0.25
Fannie Mae Pool
4.00
10/01/2048
0.25
Fannie Mae Pool
3.00
07/01/2050
0.25
United States Treasury Bill
0.00
05/11/2023
0.25
Freddie Mac Pool
4.00
07/01/2049
0.24
Freddie Mac Pool
3.00
09/01/2049
0.22
Fannie Mae Pool
3.00
11/01/2045
0.22
Fannie Mae Pool
4.00
02/01/2042
0.22
Freddie Mac Pool
4.50
11/01/2049
0.22
Fannie Mae Pool
4.00
03/01/2045
0.22
Agate Bay Mortgage Trust 2015-2
3.62
03/25/2045
0.21
Ginnie Mae II Pool
3.50
07/20/2046
0.21
Chase Mortgage Finance Corp
3.75
12/25/2045
0.21
Fannie Mae Pool
4.50
10/01/2041
0.20
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.20
Fannie Mae Pool
3.50
03/01/2046
0.20
Deutsche Mortgage Securities Inc Re
3.48
06/27/2037
0.19
Ginnie Mae II Pool
3.50
05/20/2046
0.19
Freddie Mac REMICS
4.98
03/15/2036
0.19
CSMC Trust 2013-7
3.53
08/25/2043
0.19
Freddie Mac REMICS
2.50
09/25/2048
0.18
Fannie Mae Pool
5.00
01/01/2041
0.17
Freddie Mac Gold Pool
5.45
11/25/2038
0.16
CASH & EQUIVALENTS
0.00
0.16
Fannie Mae Pool
4.00
02/01/2042
0.16
Freddie Mac Gold Pool
2.50
02/01/2031
0.16
Chase Mortgage Finance Corp
3.75
04/25/2045
0.15
Fannie Mae Pool
3.00
04/01/2043
0.15
Verus Securitization Trust 2019-INV
2.95
11/25/2059
0.15
Fannie Mae Pool
5.50
05/01/2035
0.14
Fannie Mae Pool
4.00
06/01/2044
0.14
Freddie Mac Pool
4.00
11/01/2048
0.14
Fannie Mae Pool
3.00
02/01/2029
0.14
Freddie Mac REMICS
2.50
07/15/2038
0.13
Freddie Mac Pool
3.50
11/01/2049
0.13
Fannie Mae REMICS
2.00
03/25/2051
0.13
Government National Mortgage Associ
7.10
11/20/2033
0.13
Government National Mortgage Associ
5.90
01/20/2039
0.12
Government National Mortgage Associ
4.52
07/20/2041
0.12
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
0.12
Fannie Mae Pool
3.50
10/01/2049
0.12
Fannie Mae REMICS
5.19
06/25/2035
0.12
Fannie Mae Pool
6.50
12/01/2029
0.11
Bear Stearns ARM Trust 2005-1
4.15
03/25/2035
0.11
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.10
Freddie Mac Pool
4.00
07/01/2049
0.10
Fannie Mae Pool
4.00
04/01/2046
0.10
Freddie Mac Gold Pool
5.00
06/01/2040
0.10
Fannie Mae REMICS
5.79
06/25/2037
0.10
Fannie Mae Pool
3.50
11/01/2042
0.10
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.09
Freddie Mac Gold Pool
4.50
02/01/2042
0.09
Freddie Mac Gold Pool
7.50
01/01/2032
0.09
Freddie Mac Gold Pool
5.35
10/17/2038
0.09
Freddie Mac Gold Pool
5.00
01/01/2037
0.09
Freddie Mac Multifamily Structured
0.50
09/25/2025
0.09
Government National Mortgage Associ
2.74
09/20/2041
0.09
Citigroup Commercial Mortgage Trust
1.03
10/12/2050
0.09
GMACM Mortgage Loan Trust 2005-AR3
2.96
06/19/2035
0.09
Fannie Mae Pool
7.50
01/01/2033
0.08
Freddie Mac Strips
5.18
05/15/2036
0.08
JP Morgan Trust 2015-3
3.50
05/25/2045
0.08
JP Morgan Mortgage Trust 2014-1
0.79
01/25/2044
0.08
Fannie Mae REMICS
5.35
09/25/2034
0.08
Fannie Mae Pool
4.50
01/01/2040
0.08
Citigroup Mortgage Loan Trust 2005-
5.41
10/25/2035
0.07
Fannie Mae Pool
7.50
08/01/2033
0.07
Fannie Mae Pool
7.00
04/01/2034
0.07
Freddie Mac Gold Pool
5.35
07/01/2038
0.07
Freddie Mac REMICS
6.50
05/15/2031
0.07
Freddie Mac Gold Pool
5.80
01/20/2039
0.07
COMM 2015-CCRE24 Mortgage Trust
0.69
08/10/2048
0.07
JP Morgan Mortgage Trust 2017-5
3.30
10/26/2048
0.07
Fannie Mae REMICS
5.20
10/25/2035
0.07
Freddie Mac REMICS
5.23
10/15/2036
0.07
Freddie Mac REMICS
3.50
05/15/2032
0.07
Government National Mortgage Associ
3.21
07/20/2044
0.06
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.06
Fannie Mae REMICS
2.50
12/25/2025
0.06
Freddie Mac Gold Pool
4.50
06/01/2041
0.06
Structured Asset Mortgage Investmen
5.08
05/25/2045
0.06
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.06
Freddie Mac Multifamily Structured
4.20
05/25/2044
0.06
Fannie Mae Pool
7.00
12/01/2032
0.06
JP Morgan Mortgage Trust 2005-A1
3.86
02/25/2035
0.05
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.05
Fannie Mae Pool
6.00
07/01/2038
0.05
Fannie Mae REMICS
6.60
06/25/2039
0.05
Freddie Mac Gold Pool
5.00
11/01/2039
0.05
Fannie Mae REMICS
5.30
08/25/2037
0.05
Ginnie Mae II Pool
5.00
11/20/2037
0.05
Freddie Mac REMICS
6.50
02/15/2031
0.05
UBS Commercial Mortgage Trust 2017-
1.07
11/15/2050
0.05
Fannie Mae Pool
6.50
11/01/2031
0.05
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.05
Fannie Mae Pool
5.00
12/01/2035
0.05
Fannie Mae REMICS
5.35
06/25/2046
0.05
Fannie Mae Pool
5.50
02/01/2038
0.05
Wells Fargo Commercial Mortgage Tru
0.86
12/15/2050
0.05
Fannie Mae Pool
3.50
08/01/2040
0.04
Fannie Mae Pool
5.00
02/01/2036
0.04
CSMLT 2015-1 Trust
3.50
05/25/2045
0.04
CSFB Mortgage-Backed Pass-Through C
3.98
06/25/2034
0.04
Freddie Mac Gold Pool
3.00
02/01/2032
0.04
Fannie Mae REMICS
4.00
03/25/2041
0.04
Fannie Mae Pool
6.50
01/01/2034
0.04
Fannie Mae Pool
5.50
04/01/2038
0.04
Fannie Mae Pool
6.50
11/01/2038
0.04
Fannie Mae Pool
6.00
12/01/2029
0.04
Benchmark 2018-B1 Mortgage Trust
0.55
01/15/2051
0.04
Fannie Mae Pool
5.45
01/01/2038
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.04
Fannie Mae REMICS
0.00
02/25/2056
0.04
Merrill Lynch Mortgage Investors Tr
5.08
03/25/2030
0.04
Fannie Mae Pool
6.00
01/01/2036
0.04
Freddie Mac Gold Pool
4.50
05/01/2038
0.04
Fannie Mae Pool
5.00
10/01/2035
0.04
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.03
Fannie Mae Pool
7.50
09/01/2032
0.03
Fannie Mae Pool
5.50
02/01/2034
0.03
Fannie Mae REMICS
2.00
05/25/2044
0.03
Structured Adjustable Rate Mortgage
5.15
09/25/2034
0.03
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.03
Fannie Mae REMICS
4.00
07/25/2024
0.03
JP Morgan Mortgage Trust 2005-A3
3.63
06/25/2035
0.03
Freddie Mac REMICS
6.50
10/15/2029
0.03
Freddie Mac REMICS
3.00
05/15/2040
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Morgan Stanley Capital I 2017-HR2
0.85
12/15/2050
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.03
Chase Mortgage Finance Trust Series
4.14
06/25/2035
0.03
CD 2017-CD6 Mortgage Trust
0.88
11/13/2050
0.03
Fannie Mae REMICS
5.76
12/18/2032
0.03
Banc of America Funding 2006-A Trus
4.16
02/20/2036
0.03
Fannie Mae Pool
7.50
08/01/2037
0.03
Fannie Mae REMICS
5.20
08/25/2035
0.03
Chase Mortgage Finance Trust Series
4.14
06/25/2035
0.03
Fannie Mae REMICS
5.00
04/25/2040
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
Fannie Mae Pool
8.00
04/01/2033
0.02
Fannie Mae Pool
8.50
10/01/2032
0.02
Fannie Mae REMICS
6.80
03/25/2036
0.02
GSR Mortgage Loan Trust 2004-12
1.46
12/25/2034
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
0.02
Freddie Mac Gold Pool
7.50
09/01/2033
0.02
Freddie Mac Strips
0.00
03/01/2032
0.02
Freddie Mac REMICS
2.00
12/15/2023
0.02
JP Morgan Mortgage Trust 2019-INV2
3.50
02/25/2050
0.02
Freddie Mac REMICS
3.50
11/15/2025
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Adjustable Rate Mortgage Trust 2005
0.77
10/25/2035
0.02
Fannie Mae REMICS
1.05
09/25/2047
0.02
CHL Mortgage Pass-Through Trust 200
5.39
02/25/2035
0.02
Fannie Mae Pool
4.50
07/01/2025
0.02
WaMu Mortgage Pass-Through Certific
4.23
10/25/2033
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae REMICS
7.00
03/18/2027
0.02
Fannie Mae Pool
6.00
01/01/2037
0.02
Fannie Mae REMICS
5.76
03/18/2032
0.02
Fannie Mae Pool
6.00
01/01/2036
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Fannie Mae REMICS
5.25
03/25/2042
0.02
Fannie Mae Pool
7.00
01/01/2030
0.02
Freddie Mac REMICS
4.00
06/15/2038
0.02
Fannie Mae Pool
6.00
08/01/2034
0.02
Fannie Mae REMICS
5.50
12/25/2025
0.02
Freddie Mac Gold Pool
7.50
05/01/2035
0.02
Freddie Mac REMICS
6.00
04/15/2029
0.02
Fannie Mae REMICS
5.85
12/25/2031
0.02
Freddie Mac REMICS
3.87
03/15/2042
0.02
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.02
Fannie Mae Pool
5.50
12/01/2027
0.02
Freddie Mac REMICS
6.95
03/15/2028
0.02
Fannie Mae Pool
5.00
06/01/2027
0.02
Government National Mortgage Associ
3.00
12/16/2025
0.02
Freddie Mac Gold Pool
6.50
08/01/2031
0.02
Freddie Mac REMICS
5.56
03/15/2029
0.02
Freddie Mac REMICS
6.50
06/15/2031
0.02
MASTR Adjustable Rate Mortgages Tru
4.10
04/21/2034
0.02
Fannie Mae REMICS
5.35
09/25/2032
0.02
Freddie Mac Gold Pool
8.50
08/01/2031
0.01
Fannie Mae REMICS
7.00
09/25/2032
0.01
GSR Mortgage Loan Trust 2005-AR4
3.65
07/25/2035
0.01
Freddie Mac REMICS
0.00
02/15/2039
0.01
Fannie Mae Pool
5.50
10/01/2034
0.01
Fannie Mae REMICS
6.43
06/25/2036
0.01
Fannie Mae REMICS
5.85
07/25/2032
0.01
Freddie Mac REMICS
5.03
02/15/2029
0.01
Freddie Mac REMICS
5.18
02/15/2032
0.01
Fannie Mae Pool
7.50
03/01/2033
0.01
Fannie Mae Pool
6.00
11/01/2029
0.01
Fannie Mae Pool
6.00
12/01/2035
0.01
Fannie Mae REMICS
6.50
11/25/2029
0.01
Freddie Mac REMICS
3.00
09/15/2027
0.01
Fannie Mae Interest Strip
6.50
04/25/2032
0.01
Freddie Mac Gold Pool
5.00
03/01/2037
0.01
Ginnie Mae I Pool
5.50
07/15/2033
0.01
Freddie Mac REMICS
5.63
08/15/2031
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae REMICS
5.85
12/25/2032
0.01
Freddie Mac Gold Pool
5.50
12/01/2036
0.01
Freddie Mac REMICS
5.18
03/15/2032
0.01
Fannie Mae Pool
7.50
02/01/2027
0.01
Freddie Mac REMICS
3.00
07/15/2026
0.01
Fannie Mae Pool
7.00
07/01/2032
0.01
Government National Mortgage Associ
1.92
04/16/2041
0.01
Freddie Mac Gold Pool
6.50
08/01/2029
0.01
Freddie Mac REMICS
5.08
01/15/2033
0.01
Fannie Mae REMICS
6.43
06/25/2036
0.01
Freddie Mac Strips
8.00
06/15/2031
0.01
Freddie Mac REMICS
1.39
05/15/2038
0.01
Fannie Mae REMICS
3.00
02/25/2028
0.01
Freddie Mac REMICS
5.18
03/15/2032
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Freddie Mac REMICS
5.68
03/15/2032
0.01
Freddie Mac REMICS
5.08
06/15/2029
0.01
Freddie Mac REMICS
5.13
07/15/2037
0.01
Freddie Mac Gold Pool
8.00
08/01/2032
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Government National Mortgage Associ
1.47
10/16/2047
0.01
Fannie Mae REMICS
5.35
08/25/2032
0.01
Fannie Mae REMICS
2.50
10/25/2026
0.01
Fannie Mae Pool
5.63
08/01/2032
0.01
Freddie Mac REMICS
6.50
08/15/2028
0.01
Freddie Mac Gold Pool
6.50
12/01/2030
0.01
Freddie Mac REMICS
5.28
12/15/2031
0.01
Fannie Mae Pool
7.00
11/01/2032
0.01
Freddie Mac REMICS
8.00
03/15/2030
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Freddie Mac REMICS
4.00
10/15/2024
0.01
Fannie Mae REMICS
1.20
03/25/2035
0.01
Fannie Mae REMICS
5.25
11/25/2033
0.01
Fannie Mae REMICS
5.85
04/25/2032
0.01
Fannie Mae Pool
6.50
07/01/2029
0.01
Fannie Mae Pool
6.00
06/01/2030
0.01
Fannie Mae REMICS
4.50
02/25/2043
0.01
Citigroup Mortgage Loan Trust 2004-
4.65
08/25/2034
0.01
Freddie Mac REMICS
3.50
10/15/2026
0.01
Freddie Mac REMICS
5.68
02/15/2032
0.01
Freddie Mac REMICS
5.68
02/15/2032
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae REMICS
1.30
12/25/2042
0.01
Ginnie Mae I Pool
7.50
08/15/2028
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
6.00
05/01/2040
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Structured Adjustable Rate Mortgage
3.84
01/25/2035
0.01
Fannie Mae REMICS
3.50
08/25/2042
0.01
Fannie Mae Interest Strip
8.00
05/25/2030
0.01
Fannie Mae REMICS
7.00
05/25/2033
0.01
Fannie Mae Pool
5.50
04/01/2036
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
Freddie Mac Strips
0.00
12/01/2031
0.01
Fannie Mae Pool
7.00
06/01/2034
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae REMICS
4.00
08/25/2047
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Freddie Mac REMICS
5.23
03/15/2032
0.01
Freddie Mac REMICS
3.00
11/15/2027
0.01
WaMu Mortgage Pass-Through Certific
3.77
11/25/2036
0.01
Fannie Mae Pool
5.00
08/01/2040
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Fannie Mae REMICS
3.00
06/25/2027
0.01
Fannie Mae Interest Strip
5.50
04/25/2034
0.01
Freddie Mac REMICS
2.02
01/15/2035
0.01
Ginnie Mae II Pool
6.00
04/20/2029
0.01
Ginnie Mae I Pool
7.00
08/15/2029
0.01
Fannie Mae Interest Strip
0.00
09/25/2032
0.01
Freddie Mac Gold Pool
6.50
07/01/2033
0.01
Fannie Mae Pool
6.50
10/01/2028
0.01
Vendee Mortgage Trust 2002-3
0.26
08/15/2032
0.00
Fannie Mae Pool
6.50
11/01/2028
0.00
Fannie Mae Interest Strip
5.50
11/25/2033
0.00
Fannie Mae REMICS
5.26
10/18/2032
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae REMICS
5.35
09/25/2032
0.00
Fannie Mae REMICS
5.35
09/25/2032
0.00
Freddie Mac REMICS
1.42
01/15/2044
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae REMICS
6.43
06/25/2036
0.00
Structured Asset Sec Mortgage Pass-
4.67
11/25/2032
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Freddie Mac REMICS
3.00
06/15/2027
0.00
Freddie Mac REMICS
7.57
08/15/2035
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae REMICS
3.40
05/25/2033
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Ginnie Mae I Pool
7.50
06/15/2028
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae REMICS
1.85
05/25/2035
0.00
Fannie Mae Pool
5.50
05/01/2024
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Luminent Mortgage Trust 2006-1
5.57
04/25/2036
0.00
Freddie Mac REMICS
5.33
07/15/2029
0.00
Fannie Mae Pool
5.00
07/01/2037
0.00
Freddie Mac Gold Pool
7.00
10/01/2031
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Freddie Mac REMICS
3.44
03/15/2024
0.00
GSAA Home Equity Trust 2007-7
5.39
07/25/2037
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.00
Freddie Mac Gold Pool
6.50
08/01/2033
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Freddie Mac Gold Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Vendee Mortgage Trust 2003-1
0.07
11/15/2032
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
COMM 2013-LC13 Mortgage Trust
0.95
08/10/2046
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae REMICS
1.85
10/25/2031
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Freddie Mac REMICS
5.28
01/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
FHLMC-GNMA
6.50
10/17/2024
0.00
Fannie Mae Pool
5.50
09/01/2025
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Freddie Mac REMICS
2.50
09/15/2027
0.00
Fannie Mae Interest Strip
6.00
10/25/2033
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae REMICS
5.85
04/25/2032
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac REMICS
1.57
12/15/2039
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae REMICS
3.34
12/18/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Fannie Mae Pool
6.00
12/01/2038
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2037
0.00
Fannie Mae Pool
6.50
10/01/2033
0.00
Fannie Mae Pool
6.50
04/01/2026
0.00
Freddie Mac Gold Pool
8.50
03/01/2031
0.00
Fannie Mae REMICS
8.00
09/18/2027
0.00
Fannie Mae Pool
6.50
01/01/2027
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae REMICS
3.15
07/25/2032
0.00
Ginnie Mae I Pool
6.00
01/15/2029
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
Chase Mortgage Finance Trust Series
3.94
12/25/2035
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Fannie Mae REMICS
3.40
02/25/2033
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae REMICS
3.24
03/18/2032
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Fannie Mae Pool
5.50
03/01/2025
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
6.50
05/01/2030
0.00
Fannie Mae REMICS
2.15
08/25/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Citigroup Mortgage Loan Trust 2006-
2.56
03/25/2036
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Citigroup Commercial Mortgage Trust
0.99
11/10/2046
0.00
Fannie Mae REMICS
1.70
10/25/2041
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae REMICS
1.75
05/25/2035
0.00
Fannie Mae REMICS
3.15
09/25/2032
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Freddie Mac REMICS
2.04
05/15/2035
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
3.15
07/25/2032
0.00
Fannie Mae REMICS
3.25
03/25/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae Pool
6.50
06/01/2032
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Fannie Mae Pool
5.50
09/01/2025
0.00
Freddie Mac REMICS
5.28
12/15/2032
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
RALI Series 2006-QO2 Trust
5.39
02/25/2046
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Pool
5.50
12/01/2036
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Fannie Mae Pool
5.00
03/01/2025
0.00
Fannie Mae REMICS
2.15
04/25/2032
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Pool
7.00
04/01/2035
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Fannie Mae Interest Strip
7.50
01/25/2032
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae REMICS
3.05
11/25/2031
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Freddie Mac REMICS
5.00
09/15/2023
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae REMICS
3.25
04/25/2032
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae REMICS
3.15
09/25/2032
0.00
Freddie Mac REMICS
3.42
06/15/2029
0.00
Fannie Mae REMICS
4.00
11/25/2027
0.00
Ginnie Mae I Pool
7.50
07/15/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac REMICS
2.07
02/15/2035
0.00
Fannie Mae REMICS
3.00
10/25/2026
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae REMICS
2.95
04/25/2032
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
6.00
05/01/2026
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Fannie Mae Pool
6.00
05/01/2028
0.00
Fannie Mae REMICS
5.25
03/25/2033
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Freddie Mac Gold Pool
5.50
01/01/2024
0.00
Fannie Mae REMICS
3.14
12/18/2031
0.00
Fannie Mae REMICS
3.10
01/25/2032
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae REMICS
3.34
12/18/2032
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
1.90
03/25/2035
0.00
Freddie Mac REMICS
3.42
09/15/2029
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Fannie Mae REMICS
6.50
05/25/2033
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Freddie Mac REMICS
1.32
04/15/2038
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Fannie Mae Pool
7.00
01/01/2036
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Ginnie Mae I Pool
6.50
01/15/2024
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
6.00
01/01/2029
0.00
Fannie Mae Pool
7.00
04/01/2031
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2033
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.50
02/15/2028
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Freddie Mac Gold Pool
5.50
09/01/2024
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.00
12/01/2037
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Freddie Mac REMICS
2.32
12/15/2037
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.00
04/01/2036
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae REMICS
3.50
09/25/2023
0.00
Fannie Mae Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Fannie Mae Pool
6.00
01/01/2039
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.00
02/01/2040
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Fannie Mae Pool
6.00
10/01/2038
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Fannie Mae REMICS
1.80
03/25/2039
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Vendee Mortgage Trust 2002-2
0.00
01/15/2032
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
7.00
04/01/2029
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Freddie Mac REMICS
1.32
03/15/2024
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Freddie Mac REMICS
2.97
07/15/2026
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Ginnie Mae I Pool
6.00
06/15/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
3.99
07/17/2028
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
6.50
11/01/2029
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.00
11/01/2037
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
6.00
09/15/2028
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Fannie Mae REMICS
1.20
07/25/2038
0.00
Fannie Mae Pool
5.50
01/01/2024
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Fannie Mae REMICS
0.75
10/25/2031
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.00
05/01/2023
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Freddie Mac REMICS
3.99
07/17/2028
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Vendee Mortgage Trust 1999-3
0.00
10/15/2029
0.00
Vendee Mortgage Trust 2001-3
0.00
10/15/2031
0.00
as of 03/31/2023
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Fannie Mae or Freddie Mac | 2.00 | 04/01/2053 | 7.21 |
| Fannie Mae or Freddie Mac | 2.50 | 04/01/2053 | 5.29 |
| Ginnie Mae II Pool | 3.00 | 04/01/2053 | 4.13 |
| Ginnie Mae II Pool | 4.50 | 04/01/2053 | 3.51 |
| Ginnie Mae II Pool | 2.50 | 04/01/2053 | 3.23 |
| BPCE SA | 0.00 | 11/15/2023 | 2.98 |
| Societe Generale SA | 0.00 | 11/15/2023 | 2.98 |
| Ginnie Mae II Pool | 5.00 | 04/01/2053 | 2.78 |
| Fannie Mae Pool | 2.50 | 12/01/2051 | 2.70 |
| Fannie Mae or Freddie Mac | 4.50 | 04/01/2053 | 2.23 |
| Fannie Mae or Freddie Mac | 5.00 | 04/01/2053 | 2.04 |
| Freddie Mac Pool | 5.50 | 11/01/2052 | 2.00 |
| Fannie Mae Pool | 2.50 | 04/01/2052 | 1.98 |
| Fannie Mae or Freddie Mac | 4.00 | 04/01/2038 | 1.76 |
| Fannie Mae or Freddie Mac | 3.50 | 04/01/2053 | 1.63 |
| Freddie Mac Pool | 2.50 | 10/01/2051 | 1.56 |
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.51 |
| Freddie Mac Pool | 5.50 | 10/01/2052 | 1.50 |
| Fannie Mae Pool | 3.59 | 10/01/2028 | 1.44 |
| Ginnie Mae II Pool | 3.50 | 04/01/2053 | 1.40 |
| Canadian Imperial Bank of Commerce/ | 5.55 | 08/04/2023 | 1.39 |
| Fannie Mae Pool | 2.00 | 11/01/2035 | 1.34 |
| Fannie Mae Pool | 2.00 | 09/01/2051 | 1.28 |
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.24 |
| Fannie Mae Pool | 2.50 | 03/01/2051 | 1.23 |
| Fannie Mae Pool | 3.00 | 04/01/2051 | 1.22 |
| Invesco Government & Agency Portfol | 1.20 | ||
| Freddie Mac Pool | 5.00 | 07/01/2052 | 1.18 |
| Fannie Mae Pool | 2.00 | 01/01/2051 | 1.18 |
| BNP Paribas SA | 0.00 | 02/08/2024 | 1.18 |
| Fannie Mae Pool | 2.50 | 10/01/2051 | 1.18 |
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.16 |
| Fannie Mae Pool | 2.00 | 05/01/2041 | 1.14 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.12 |
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.10 |
| Svenska Handelsbanken AB | 5.52 | 08/29/2023 | 1.08 |
| Fannie Mae Pool | 5.00 | 01/01/2053 | 1.07 |
| Freddie Mac Pool | 2.00 | 01/01/2052 | 1.07 |
| Fannie Mae Pool | 2.50 | 12/01/2050 | 1.04 |
| Fannie Mae Pool | 3.00 | 06/01/2051 | 1.02 |
| Fannie Mae Pool | 2.00 | 09/01/2035 | 1.01 |
| Freddie Mac Pool | 4.50 | 06/01/2052 | 1.01 |
| Freddie Mac Pool | 5.50 | 03/01/2053 | 1.00 |
| Ginnie Mae II Pool | 5.50 | 04/01/2053 | 1.00 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.98 |
| Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.98 |
| Fannie Mae Pool | 4.00 | 09/01/2043 | 0.94 |
| Freddie Mac Pool | 3.00 | 03/01/2050 | 0.93 |
| Fannie Mae Pool | 3.50 | 11/01/2034 | 0.93 |
| Freddie Mac Pool | 3.50 | 05/01/2050 | 0.93 |
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 0.92 |
| SG Residential Mortgage Trust 2021- | 1.74 | 12/25/2061 | 0.90 |
| Freddie Mac Pool | 2.50 | 09/01/2050 | 0.87 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.86 |
| Fannie Mae Pool | 2.50 | 10/01/2050 | 0.85 |
| Connecticut Avenue Securities Trust | 7.92 | 01/25/2043 | 0.85 |
| Freddie Mac REMICS | 1.50 | 08/15/2027 | 0.85 |
| Freddie Mac Pool | 2.00 | 12/01/2051 | 0.84 |
| Fannie Mae Pool | 3.00 | 03/01/2050 | 0.80 |
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.80 |
| Freddie Mac STACR REMIC Trust 2022- | 6.86 | 08/25/2042 | 0.79 |
| Fannie Mae Pool | 2.00 | 01/01/2052 | 0.78 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 0.77 |
| Freddie Mac Pool | 4.50 | 07/01/2052 | 0.75 |
| Fannie Mae Pool | 2.50 | 03/01/2035 | 0.73 |
| Freddie Mac STACR REMIC Trust 2022- | 7.91 | 05/25/2042 | 0.72 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.72 |
| Connecticut Avenue Securities Trust | 6.66 | 03/25/2042 | 0.71 |
| Ginnie Mae II Pool | 2.00 | 04/01/2053 | 0.65 |
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.65 |
| Fannie Mae Pool | 3.00 | 01/01/2052 | 0.65 |
| Invitation Homes 2018-SFR4 Trust | 6.11 | 01/17/2038 | 0.65 |
| Fannie Mae REMICS | 3.00 | 07/25/2045 | 0.64 |
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.63 |
| Fannie Mae Pool | 2.50 | 11/01/2051 | 0.62 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.62 |
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.57 |
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.57 |
| Connecticut Avenue Securities Trust | 7.31 | 05/25/2042 | 0.57 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.55 |
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.53 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.52 |
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.52 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.52 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.52 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.47 |
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.46 |
| Fannie Mae REMICS | 2.50 | 08/25/2049 | 0.45 |
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.44 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.44 |
| BINOM Securitization Trust 2021-INV | 2.03 | 06/25/2056 | 0.43 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.42 |
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.40 |
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.39 |
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.38 |
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.37 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.37 |
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.36 |
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.36 |
| Progress Residential 2020-SFR1 Trus | 2.18 | 04/17/2037 | 0.36 |
| Freddie Mac Pool | 2.00 | 01/01/2052 | 0.35 |
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.35 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.33 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.32 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.31 |
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.31 |
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.30 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.29 |
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.29 |
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.29 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.28 |
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.27 |
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.26 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.25 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.25 |
| Fannie Mae Pool | 3.00 | 07/01/2050 | 0.25 |
| United States Treasury Bill | 0.00 | 05/11/2023 | 0.25 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.24 |
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.22 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.22 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.22 |
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.22 |
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.22 |
| Agate Bay Mortgage Trust 2015-2 | 3.62 | 03/25/2045 | 0.21 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.21 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.21 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.20 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.20 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.20 |
| Deutsche Mortgage Securities Inc Re | 3.48 | 06/27/2037 | 0.19 |
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.19 |
| Freddie Mac REMICS | 4.98 | 03/15/2036 | 0.19 |
| CSMC Trust 2013-7 | 3.53 | 08/25/2043 | 0.19 |
| Freddie Mac REMICS | 2.50 | 09/25/2048 | 0.18 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.17 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.16 |
| CASH & EQUIVALENTS | 0.00 | 0.16 | |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.16 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.16 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.15 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.15 |
| Verus Securitization Trust 2019-INV | 2.95 | 11/25/2059 | 0.15 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.14 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.14 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.14 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.14 |
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.13 |
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.13 |
| Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.13 |
| Government National Mortgage Associ | 7.10 | 11/20/2033 | 0.13 |
| Government National Mortgage Associ | 5.90 | 01/20/2039 | 0.12 |
| Government National Mortgage Associ | 4.52 | 07/20/2041 | 0.12 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.12 |
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.12 |
| Fannie Mae REMICS | 5.19 | 06/25/2035 | 0.12 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.11 |
| Bear Stearns ARM Trust 2005-1 | 4.15 | 03/25/2035 | 0.11 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.10 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.10 |
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.10 |
| Fannie Mae REMICS | 5.79 | 06/25/2037 | 0.10 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.10 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.09 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.09 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.09 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.09 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.09 |
| Freddie Mac Multifamily Structured | 0.50 | 09/25/2025 | 0.09 |
| Government National Mortgage Associ | 2.74 | 09/20/2041 | 0.09 |
| Citigroup Commercial Mortgage Trust | 1.03 | 10/12/2050 | 0.09 |
| GMACM Mortgage Loan Trust 2005-AR3 | 2.96 | 06/19/2035 | 0.09 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.08 |
| Freddie Mac Strips | 5.18 | 05/15/2036 | 0.08 |
| JP Morgan Trust 2015-3 | 3.50 | 05/25/2045 | 0.08 |
| JP Morgan Mortgage Trust 2014-1 | 0.79 | 01/25/2044 | 0.08 |
| Fannie Mae REMICS | 5.35 | 09/25/2034 | 0.08 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.08 |
| Citigroup Mortgage Loan Trust 2005- | 5.41 | 10/25/2035 | 0.07 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.07 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.07 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.07 |
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.07 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.07 |
| COMM 2015-CCRE24 Mortgage Trust | 0.69 | 08/10/2048 | 0.07 |
| JP Morgan Mortgage Trust 2017-5 | 3.30 | 10/26/2048 | 0.07 |
| Fannie Mae REMICS | 5.20 | 10/25/2035 | 0.07 |
| Freddie Mac REMICS | 5.23 | 10/15/2036 | 0.07 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.07 |
| Government National Mortgage Associ | 3.21 | 07/20/2044 | 0.06 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.06 |
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.06 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.06 |
| Structured Asset Mortgage Investmen | 5.08 | 05/25/2045 | 0.06 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.06 |
| Freddie Mac Multifamily Structured | 4.20 | 05/25/2044 | 0.06 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.06 |
| JP Morgan Mortgage Trust 2005-A1 | 3.86 | 02/25/2035 | 0.05 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.05 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.05 |
| Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.05 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.05 |
| Fannie Mae REMICS | 5.30 | 08/25/2037 | 0.05 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.05 |
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.05 |
| UBS Commercial Mortgage Trust 2017- | 1.07 | 11/15/2050 | 0.05 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.05 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.05 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.05 |
| Fannie Mae REMICS | 5.35 | 06/25/2046 | 0.05 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.05 |
| Wells Fargo Commercial Mortgage Tru | 0.86 | 12/15/2050 | 0.05 |
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.04 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.04 |
| CSMLT 2015-1 Trust | 3.50 | 05/25/2045 | 0.04 |
| CSFB Mortgage-Backed Pass-Through C | 3.98 | 06/25/2034 | 0.04 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.04 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.04 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.04 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.04 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.04 |
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.04 |
| Benchmark 2018-B1 Mortgage Trust | 0.55 | 01/15/2051 | 0.04 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.04 |
| Fannie Mae REMICS | 0.00 | 02/25/2056 | 0.04 |
| Merrill Lynch Mortgage Investors Tr | 5.08 | 03/25/2030 | 0.04 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.04 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.04 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.04 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.03 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.03 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.03 |
| Fannie Mae REMICS | 2.00 | 05/25/2044 | 0.03 |
| Structured Adjustable Rate Mortgage | 5.15 | 09/25/2034 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.03 |
| Fannie Mae REMICS | 4.00 | 07/25/2024 | 0.03 |
| JP Morgan Mortgage Trust 2005-A3 | 3.63 | 06/25/2035 | 0.03 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.03 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Morgan Stanley Capital I 2017-HR2 | 0.85 | 12/15/2050 | 0.03 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.03 |
| Chase Mortgage Finance Trust Series | 4.14 | 06/25/2035 | 0.03 |
| CD 2017-CD6 Mortgage Trust | 0.88 | 11/13/2050 | 0.03 |
| Fannie Mae REMICS | 5.76 | 12/18/2032 | 0.03 |
| Banc of America Funding 2006-A Trus | 4.16 | 02/20/2036 | 0.03 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.03 |
| Fannie Mae REMICS | 5.20 | 08/25/2035 | 0.03 |
| Chase Mortgage Finance Trust Series | 4.14 | 06/25/2035 | 0.03 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.02 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.02 |
| Fannie Mae REMICS | 6.80 | 03/25/2036 | 0.02 |
| GSR Mortgage Loan Trust 2004-12 | 1.46 | 12/25/2034 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.02 |
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 |
| Freddie Mac REMICS | 2.00 | 12/15/2023 | 0.02 |
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.02 |
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Adjustable Rate Mortgage Trust 2005 | 0.77 | 10/25/2035 | 0.02 |
| Fannie Mae REMICS | 1.05 | 09/25/2047 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 5.39 | 02/25/2035 | 0.02 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 4.23 | 10/25/2033 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.02 |
| Fannie Mae REMICS | 5.76 | 03/18/2032 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Fannie Mae REMICS | 5.25 | 03/25/2042 | 0.02 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.02 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.02 |
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.02 |
| Fannie Mae REMICS | 5.50 | 12/25/2025 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.02 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.02 |
| Fannie Mae REMICS | 5.85 | 12/25/2031 | 0.02 |
| Freddie Mac REMICS | 3.87 | 03/15/2042 | 0.02 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.02 |
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.02 |
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.02 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.02 |
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.02 |
| Freddie Mac REMICS | 5.56 | 03/15/2029 | 0.02 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.02 |
| MASTR Adjustable Rate Mortgages Tru | 4.10 | 04/21/2034 | 0.02 |
| Fannie Mae REMICS | 5.35 | 09/25/2032 | 0.02 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.01 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.65 | 07/25/2035 | 0.01 |
| Freddie Mac REMICS | 0.00 | 02/15/2039 | 0.01 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.01 |
| Fannie Mae REMICS | 6.43 | 06/25/2036 | 0.01 |
| Fannie Mae REMICS | 5.85 | 07/25/2032 | 0.01 |
| Freddie Mac REMICS | 5.03 | 02/15/2029 | 0.01 |
| Freddie Mac REMICS | 5.18 | 02/15/2032 | 0.01 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.01 |
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.01 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.01 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.01 |
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 |
| Freddie Mac REMICS | 5.63 | 08/15/2031 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae REMICS | 5.85 | 12/25/2032 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 |
| Freddie Mac REMICS | 5.18 | 03/15/2032 | 0.01 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.01 |
| Freddie Mac REMICS | 3.00 | 07/15/2026 | 0.01 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 |
| Government National Mortgage Associ | 1.92 | 04/16/2041 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 |
| Freddie Mac REMICS | 5.08 | 01/15/2033 | 0.01 |
| Fannie Mae REMICS | 6.43 | 06/25/2036 | 0.01 |
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.01 |
| Freddie Mac REMICS | 1.39 | 05/15/2038 | 0.01 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.01 |
| Freddie Mac REMICS | 5.18 | 03/15/2032 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Freddie Mac REMICS | 5.68 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 5.08 | 06/15/2029 | 0.01 |
| Freddie Mac REMICS | 5.13 | 07/15/2037 | 0.01 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Government National Mortgage Associ | 1.47 | 10/16/2047 | 0.01 |
| Fannie Mae REMICS | 5.35 | 08/25/2032 | 0.01 |
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.01 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.01 |
| Freddie Mac REMICS | 6.50 | 08/15/2028 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 |
| Freddie Mac REMICS | 5.28 | 12/15/2031 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Freddie Mac REMICS | 4.00 | 10/15/2024 | 0.01 |
| Fannie Mae REMICS | 1.20 | 03/25/2035 | 0.01 |
| Fannie Mae REMICS | 5.25 | 11/25/2033 | 0.01 |
| Fannie Mae REMICS | 5.85 | 04/25/2032 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.01 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.01 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.01 |
| Citigroup Mortgage Loan Trust 2004- | 4.65 | 08/25/2034 | 0.01 |
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.01 |
| Freddie Mac REMICS | 5.68 | 02/15/2032 | 0.01 |
| Freddie Mac REMICS | 5.68 | 02/15/2032 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 1.30 | 12/25/2042 | 0.01 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Structured Adjustable Rate Mortgage | 3.84 | 01/25/2035 | 0.01 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.01 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.01 |
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Freddie Mac REMICS | 5.23 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.77 | 11/25/2036 | 0.01 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.01 |
| Freddie Mac REMICS | 2.02 | 01/15/2035 | 0.01 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.01 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.01 |
| Vendee Mortgage Trust 2002-3 | 0.26 | 08/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 |
| Fannie Mae REMICS | 5.26 | 10/18/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 5.35 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 5.35 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 1.42 | 01/15/2044 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae REMICS | 6.43 | 06/25/2036 | 0.00 |
| Structured Asset Sec Mortgage Pass- | 4.67 | 11/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 |
| Freddie Mac REMICS | 7.57 | 08/15/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.40 | 05/25/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae REMICS | 1.85 | 05/25/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2024 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Luminent Mortgage Trust 2006-1 | 5.57 | 04/25/2036 | 0.00 |
| Freddie Mac REMICS | 5.33 | 07/15/2029 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.44 | 03/15/2024 | 0.00 |
| GSAA Home Equity Trust 2007-7 | 5.39 | 07/25/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Vendee Mortgage Trust 2003-1 | 0.07 | 11/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| COMM 2013-LC13 Mortgage Trust | 0.95 | 08/10/2046 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae REMICS | 1.85 | 10/25/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Freddie Mac REMICS | 5.28 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| FHLMC-GNMA | 6.50 | 10/17/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae REMICS | 5.85 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac REMICS | 1.57 | 12/15/2039 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.34 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 |
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 3.15 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| Chase Mortgage Finance Trust Series | 3.94 | 12/25/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Fannie Mae REMICS | 3.40 | 02/25/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 3.24 | 03/18/2032 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2025 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 |
| Fannie Mae REMICS | 2.15 | 08/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Citigroup Mortgage Loan Trust 2006- | 2.56 | 03/25/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Citigroup Commercial Mortgage Trust | 0.99 | 11/10/2046 | 0.00 |
| Fannie Mae REMICS | 1.70 | 10/25/2041 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae REMICS | 1.75 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 3.15 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Freddie Mac REMICS | 2.04 | 05/15/2035 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 3.15 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 3.25 | 03/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.00 |
| Freddie Mac REMICS | 5.28 | 12/15/2032 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| RALI Series 2006-QO2 Trust | 5.39 | 02/25/2046 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 5.00 | 03/01/2025 | 0.00 |
| Fannie Mae REMICS | 2.15 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2035 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae REMICS | 3.05 | 11/25/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae REMICS | 3.25 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 3.15 | 09/25/2032 | 0.00 |
| Freddie Mac REMICS | 3.42 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 4.00 | 11/25/2027 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Freddie Mac REMICS | 2.07 | 02/15/2035 | 0.00 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae REMICS | 2.95 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2026 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 |
| Fannie Mae REMICS | 5.25 | 03/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2024 | 0.00 |
| Fannie Mae REMICS | 3.14 | 12/18/2031 | 0.00 |
| Fannie Mae REMICS | 3.10 | 01/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae REMICS | 3.34 | 12/18/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 1.90 | 03/25/2035 | 0.00 |
| Freddie Mac REMICS | 3.42 | 09/15/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Freddie Mac REMICS | 1.32 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2036 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2024 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Freddie Mac REMICS | 2.32 | 12/15/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.50 | 09/25/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2040 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Fannie Mae REMICS | 1.80 | 03/25/2039 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Vendee Mortgage Trust 2002-2 | 0.00 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Freddie Mac REMICS | 1.32 | 03/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Freddie Mac REMICS | 2.97 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac REMICS | 3.99 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Fannie Mae REMICS | 1.20 | 07/25/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 01/01/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Freddie Mac REMICS | 3.99 | 07/17/2028 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 0.00 |
| Vendee Mortgage Trust 2001-3 | 0.00 | 10/15/2031 | 0.00 |
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