Invesco Quality Income Fund
as of 06/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
2.50
07/01/2050
20.79
Ginnie Mae II Pool
2.50
07/01/2050
8.71
Fannie Mae or Freddie Mac
2.50
07/01/2035
8.66
Fannie Mae or Freddie Mac
3.00
07/01/2050
7.05
Ginnie Mae II Pool
3.00
07/01/2050
5.65
Fannie Mae or Freddie Mac
2.00
07/01/2035
5.23
Fannie Mae or Freddie Mac
2.00
08/01/2050
3.08
Federal National Mortgage Associati
1.75
07/02/2024
2.83
Mortgage-Linked Amortizing Notes
2.06
01/15/2022
2.00
Fannie Mae Pool
3.50
05/01/2050
1.69
Fannie Mae Pool
3.50
05/01/2046
1.56
Freddie Mac Pool
3.50
02/01/2050
1.44
Fannie Mae Pool
3.50
12/01/2034
1.29
Fannie Mae Pool
3.50
04/01/2050
1.26
Ginnie Mae II Pool
3.50
07/01/2050
1.26
Fannie Mae Pool
4.00
10/01/2048
1.23
Fannie Mae Pool
4.00
06/01/2047
1.22
Freddie Mac Pool
3.50
04/01/2050
1.17
Freddie Mac Pool
3.50
05/01/2050
1.16
Fannie Mae or Freddie Mac
2.00
07/01/2050
1.13
Fannie Mae Pool
3.50
11/01/2034
1.10
Ginnie Mae II Pool
3.50
05/20/2050
1.10
Freddie Mac Pool
4.00
07/01/2049
1.10
Freddie Mac Pool
3.00
03/01/2050
1.09
Fannie Mae Pool
3.00
10/01/2049
1.06
Freddie Mac Gold Pool
3.50
12/01/2046
1.02
Fannie Mae Pool
3.00
06/01/2050
0.98
Federal National Mortgage Associati
1.88
03/10/2030
0.97
Fannie Mae Pool
3.00
06/01/2050
0.95
Fannie Mae Pool
4.00
03/01/2050
0.95
Fannie Mae Pool
4.00
09/01/2043
0.93
Fannie Mae Pool
3.79
11/01/2028
0.88
Fannie Mae Pool
3.00
02/01/2035
0.88
Fannie Mae Pool
3.00
03/01/2050
0.87
Freddie Mac Pool
3.00
02/01/2035
0.86
Freddie Mac Pool
3.00
01/01/2050
0.81
Fannie Mae Pool
3.50
11/01/2049
0.81
Fannie Mae Pool
3.59
10/01/2028
0.77
Government National Mortgage Associ
3.50
11/16/2040
0.73
Freddie Mac Multifamily Structured
2.77
04/25/2024
0.72
Fannie Mae Pool
3.00
01/01/2035
0.71
Freddie Mac Pool
3.00
02/01/2050
0.70
Fannie Mae Pool
3.50
04/01/2050
0.70
Freddie Mac Multifamily Structured
2.32
03/25/2024
0.68
Fannie Mae Pool
4.00
02/01/2050
0.65
Fannie Mae Pool
2.50
03/01/2035
0.64
Freddie Mac Multifamily Structured
2.49
11/25/2024
0.64
Fannie Mae Pool
4.00
03/01/2031
0.64
Fannie Mae Pool
3.00
02/01/2035
0.62
Freddie Mac Multifamily Structured
2.83
12/25/2024
0.62
Fannie Mae Pool
3.50
09/01/2040
0.62
Fannie Mae Pool
3.50
04/01/2045
0.59
Freddie Mac Gold Pool
3.00
02/01/2032
0.57
Freddie Mac Gold Pool
4.00
12/01/2045
0.57
Freddie Mac Gold Pool
7.50
08/01/2037
0.57
Fannie Mae Pool
3.00
01/01/2035
0.56
Freddie Mac Multifamily Structured
2.72
08/25/2024
0.56
Fannie Mae Pool
3.50
09/01/2047
0.55
Fannie Mae Pool
3.00
11/01/2030
0.54
Invitation Homes 2017-SFR2 Trust
1.99
12/17/2036
0.54
Freddie Mac Multifamily Structured
2.70
01/25/2025
0.54
Freddie Mac Gold Pool
4.50
08/01/2041
0.52
Freddie Mac Multifamily Structured
2.69
12/25/2024
0.52
Fannie Mae Pool
3.50
05/01/2050
0.51
Fannie Mae Connecticut Avenue Secur
4.18
05/25/2025
0.51
Freddie Mac Pool
3.00
04/01/2035
0.50
Freddie Mac Pool
3.50
12/01/2049
0.50
Fannie Mae Pool
3.50
11/01/2048
0.48
Freddie Mac Pool
3.00
05/01/2050
0.48
Freddie Mac Gold Pool
4.00
11/01/2048
0.46
Fannie Mae Pool
3.50
08/01/2049
0.46
Home Partners of America 2017-1 Tru
2.09
07/17/2034
0.45
Freddie Mac Pool
3.00
01/01/2050
0.45
New Residential Mortgage Loan Trust
2.80
09/25/2059
0.44
BX Commercial Mortgage Trust 2018-B
1.31
03/15/2037
0.43
Fannie Mae Pool
3.00
05/01/2035
0.41
Fannie Mae Pool
3.50
03/01/2046
0.40
Fannie Mae Pool
4.50
12/01/2049
0.40
Freddie Mac Gold Pool
3.50
09/01/2045
0.40
Starwood Waypoint Homes 2017-1 Trus
2.13
01/17/2035
0.39
FREMF 2014-K38 Mortgage Trust
4.79
06/25/2047
0.38
Freddie Mac Pool
4.00
07/01/2049
0.38
Freddie Mac Multifamily Structured
2.53
10/25/2023
0.38
Freddie Mac Pool
4.00
11/01/2049
0.37
Fannie Mae Pool
3.50
06/01/2049
0.37
United States Treasury Bill
0.00
09/03/2020
0.37
Ginnie Mae II Pool
3.50
06/20/2050
0.37
Freddie Mac Pool
3.00
12/01/2034
0.37
Freddie Mac Pool
3.50
09/01/2049
0.37
Fannie Mae Pool
3.50
01/01/2046
0.37
Fannie Mae Pool
4.00
07/01/2046
0.36
Ginnie Mae II Pool
3.00
02/20/2050
0.36
Fannie Mae Pool
3.50
11/01/2030
0.36
Ginnie Mae II Pool
3.50
07/20/2046
0.36
Freddie Mac REMICS
3.00
01/15/2026
0.35
DBUBS 2011-LC3 Mortgage Trust 144A
5.51
08/10/2044
0.34
Invitation Homes 2018-SFR3 Trust
1.34
07/17/2037
0.34
Freddie Mac Multifamily Structured
3.53
07/25/2023
0.34
Fannie Mae Pool
3.50
09/01/2049
0.34
Freddie Mac Multifamily Structured
3.32
02/25/2023
0.33
Fannie Mae Pool
3.50
01/01/2050
0.33
Freddie Mac Gold Pool
4.00
06/01/2042
0.32
Fannie Mae Pool
4.00
10/01/2048
0.32
Fannie Mae Pool
4.50
07/01/2044
0.31
Fannie Mae Pool
4.00
02/01/2045
0.31
Federal National Mortgage Associati
1.88
09/24/2026
0.31
Fannie Mae Pool
4.00
11/01/2048
0.31
CSMC Trust 2013-7 144A
3.56
08/25/2043
0.29
Invitation Homes 2018-SFR4 Trust
1.59
01/17/2038
0.29
Freddie Mac Pool
3.50
09/01/2047
0.29
Ginnie Mae II Pool
3.50
05/20/2046
0.28
Fannie Mae Pool
3.00
09/01/2034
0.28
Freddie Mac Multifamily Structured
3.25
04/25/2023
0.28
Freddie Mac Pool
3.50
01/01/2050
0.28
Freddie Mac Multifamily Structured
2.27
06/25/2024
0.28
Freddie Mac Pool
3.00
12/01/2049
0.28
Freddie Mac Pool
4.00
11/01/2048
0.27
Arroyo Mortgage Trust 2019-3
3.42
10/25/2048
0.27
Freddie Mac Pool
3.00
09/01/2049
0.27
Ginnie Mae II Pool
4.00
02/20/2048
0.27
Freddie Mac Pool
3.00
01/01/2050
0.26
Freddie Mac Pool
4.50
11/01/2049
0.26
Fannie Mae Pool
3.50
08/01/2045
0.26
Fannie Mae Pool
4.00
03/01/2050
0.25
Ginnie Mae II Pool
4.00
03/20/2050
0.25
Freddie Mac Multifamily Structured
2.64
01/25/2023
0.25
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.25
Verus Securitization Trust 2019-3
2.78
07/25/2059
0.25
GCAT 2019-NQM1 LLC
2.98
02/25/2059
0.25
Freddie Mac Multifamily Structured
3.11
02/25/2023
0.25
JP Morgan Mortgage Trust 2018-7FRB
0.93
04/25/2046
0.24
FREMF 2014-K36 Mortgage Trust
4.50
12/25/2046
0.23
Fannie Mae Pool
4.00
04/01/2045
0.23
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.23
Fannie Mae REMICS
1.50
01/25/2040
0.23
Freddie Mac Multifamily Structured
2.62
03/25/2023
0.23
Fannie Mae Connecticut Avenue Secur
5.18
07/25/2025
0.23
Freddie Mac Pool
3.50
11/01/2049
0.23
Agate Bay Mortgage Trust 2015-2 144
3.72
03/25/2045
0.22
Freddie Mac Multifamily Structured
0.50
03/25/2024
0.22
Freddie Mac Gold Pool
4.50
02/01/2042
0.22
Freddie Mac REMICS
1.50
07/15/2023
0.22
GCAT 2019-NQM2 Trust
2.85
09/25/2059
0.22
Invitation Homes 2017-SFR2 Trust
1.64
12/17/2036
0.22
Fannie Mae REMICS
4.00
03/25/2039
0.22
Towd Point Mortgage Trust 2017-2 14
2.75
04/25/2057
0.21
Westlake Automobile Receivables Tru
4.00
10/16/2023
0.21
Home Partners of America 2017-1 Tru
1.74
07/17/2034
0.21
Fannie Mae Pool
3.50
01/01/2046
0.21
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
0.20
JP Morgan Trust 2015-3 144A
3.50
05/25/2045
0.20
Fannie Mae Pool
4.50
10/01/2041
0.20
JP Morgan Mortgage Trust 2017-5
3.14
10/26/2048
0.20
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.19
Government National Mortgage Associ
7.15
11/20/2033
0.19
GM Financial Automobile Leasing Tru
3.95
05/22/2023
0.19
Fannie Mae Pool
4.26
07/01/2021
0.19
Santander Drive Auto Receivables Tr
3.65
04/15/2025
0.19
New Residential Mortgage Loan Trust
0.93
01/25/2048
0.19
Fannie Mae Pool
4.00
03/01/2045
0.19
Fannie Mae Connecticut Avenue Secur
3.08
07/25/2024
0.19
CGDBB Commercial Mortgage Trust 201
1.15
07/15/2032
0.19
Freddie Mac Gold Pool
2.50
02/01/2031
0.19
Fannie Mae REMICS
2.75
01/25/2039
0.18
Freddie Mac Structured Agency Credi
4.43
11/25/2023
0.18
CGDBB Commercial Mortgage Trust 201
1.23
07/15/2032
0.18
Fannie Mae Pool
3.00
11/01/2045
0.18
DT Auto Owner Trust 2016-4
6.49
09/15/2023
0.18
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.18
Drive Auto Receivables Trust 2019-2
3.69
08/17/2026
0.18
Freddie Mac Pool
4.00
07/01/2049
0.18
OBX 2018-EXP1 Trust
1.03
04/25/2048
0.18
Progress Residential 2020-SFR1 Trus
2.18
04/17/2037
0.17
FREMF 2014-K714 Mortgage Trust
4.20
01/25/2047
0.17
Fannie Mae Pool
3.50
05/01/2047
0.17
Fannie Mae Pool
3.50
04/01/2046
0.17
Fannie Mae Pool
3.50
10/01/2049
0.17
Government National Mortgage Associ
3.50
01/20/2025
0.17
Drive Auto Receivables Trust 2019-1
4.09
06/15/2026
0.17
Fannie Mae Pool
4.50
12/01/2048
0.17
Fannie Mae Pool
4.00
02/01/2042
0.16
Freddie Mac Structured Agency Credi
2.38
02/25/2024
0.16
Verus Securitization Trust 2019-INV
2.95
11/25/2059
0.16
Deutsche Mortgage Securities Inc Re
3.23
06/27/2037
0.16
WFRBS Commercial Mortgage Trust 201
5.21
12/15/2046
0.16
Fannie Mae Pool
4.00
04/01/2046
0.15
Freddie Mac Multifamily Structured
2.55
02/25/2025
0.15
Americredit Automobile Receivables
2.99
06/18/2025
0.15
Seasoned Loans Structured Transacti
3.50
05/25/2029
0.15
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.15
Verus Securitization Trust 2018-3
4.18
10/25/2058
0.15
Freddie Mac REMICS
0.48
03/15/2036
0.15
FREMF 2014-K715 Mortgage Trust
4.27
02/25/2046
0.15
JP Morgan Mortgage Trust 2014-1 144
4.00
01/25/2044
0.15
COMM 2014-LC15 Mortgage Trust 144A
5.15
04/10/2047
0.15
Fannie Mae Pool
6.00
10/01/2023
0.15
Fannie Mae Pool
4.00
06/01/2044
0.15
Freddie Mac Multifamily Structured
3.06
07/25/2023
0.15
Fannie Mae Pool
5.00
01/01/2041
0.15
Chase Mortgage Finance Corp 144A
3.75
04/25/2045
0.15
Chase Mortgage Finance Corp
3.75
12/25/2045
0.14
Freddie Mac Structured Agency Credi
3.98
03/25/2025
0.14
Fannie Mae Pool
3.00
02/01/2029
0.14
Fannie Mae Pool
4.00
02/01/2042
0.14
Fannie Mae Pool
3.00
04/01/2043
0.14
Freddie Mac Multifamily Structured
3.13
06/25/2021
0.14
Freddie Mac REMICS
2.50
07/15/2038
0.14
Freddie Mac Gold Pool
5.45
11/25/2038
0.14
COMM 2015-CCRE26 Mortgage Trust
4.63
10/10/2048
0.14
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.13
Government National Mortgage Associ
4.50
07/20/2041
0.13
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
0.13
CarMax Auto Owner Trust 2017-1
3.43
07/17/2023
0.13
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.13
Fannie Mae Pool
3.50
04/01/2045
0.13
Fannie Mae REMICS
2.00
05/25/2044
0.13
American Credit Acceptance Receivab
3.50
04/14/2025
0.13
DT Auto Owner Trust 2019-1
3.87
11/15/2024
0.13
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.13
Fannie Mae REMICS
2.50
12/25/2025
0.13
Fannie Mae Pool
2.00
03/01/2023
0.12
Fannie Mae-Aces
1.12
10/25/2024
0.12
Fannie Mae Pool
6.50
12/01/2029
0.12
Drive Auto Receivables Trust
4.30
09/16/2024
0.12
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.12
CSMLT 2015-1 Trust 144A
3.50
05/25/2045
0.11
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.11
Mill City Mortgage Loan Trust 2017-
2.75
11/25/2058
0.11
JP Morgan Mortgage Trust 144A
2.65
12/25/2046
0.11
Fannie Mae Pool
6.00
05/01/2023
0.11
Freddie Mac REMICS
4.00
12/15/2038
0.11
Government National Mortgage Associ
5.87
01/20/2039
0.11
Fannie Mae Pool
5.50
05/01/2035
0.11
Freddie Mac Multifamily Structured
0.68
09/25/2025
0.11
Freddie Mac Gold Pool
4.00
05/01/2027
0.10
Fannie Mae Pool
5.50
12/01/2021
0.10
Fannie Mae REMICS
0.52
06/25/2035
0.10
Freddie Mac Structured Agency Credi
1.37
10/25/2029
0.10
Freddie Mac Gold Pool
5.00
06/01/2040
0.10
CCG Receivables Trust
3.22
09/14/2026
0.10
Freddie Mac REMICS
2.00
09/15/2025
0.10
Freddie Mac REMICS
3.00
07/15/2039
0.10
Fannie Mae REMICS
3.00
05/25/2031
0.10
Fannie Mae REMICS
4.00
07/25/2024
0.10
Fannie Mae REMICS
3.50
02/25/2022
0.09
Wells Fargo Commercial Mortgage Tru
1.34
12/15/2036
0.09
Freddie Mac Structured Agency Credi
2.02
10/25/2027
0.09
STACR Trust 2018-HRP2
1.43
02/25/2047
0.09
COMM 2015-CCRE24 Mortgage Trust
0.91
08/10/2048
0.09
Fannie Mae Pool
5.50
05/01/2022
0.09
Government National Mortgage Associ
3.50
04/20/2040
0.09
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.09
Freddie Mac Gold Pool
7.50
01/01/2032
0.09
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.09
Government National Mortgage Associ
3.29
09/20/2041
0.09
Fannie Mae Pool
3.50
11/01/2042
0.09
Fannie Mae Pool
7.50
01/01/2033
0.09
American Credit Acceptance Receivab
3.57
01/10/2024
0.09
Freddie Mac Gold Pool
5.00
01/01/2037
0.09
Fannie Mae REMICS
5.50
12/25/2025
0.08
Bear Stearns ARM Trust 2005-1
3.75
03/25/2035
0.08
Freddie Mac REMICS
2.50
05/15/2025
0.08
Freddie Mac REMICS
3.00
05/15/2040
0.08
American Credit Acceptance Receivab
3.41
06/12/2025
0.08
Fannie Mae Pool
4.50
01/01/2040
0.08
Citigroup Commercial Mortgage Trust
1.25
10/12/2050
0.08
Fannie Mae Pool
5.50
09/01/2025
0.08
Freddie Mac Strips
0.68
05/15/2036
0.08
Fannie Mae Pool
7.50
08/01/2033
0.08
Fannie Mae Pool
7.00
04/01/2034
0.07
Freddie Mac Gold Pool
5.35
10/17/2038
0.07
Fannie Mae Pool
4.00
05/01/2045
0.07
CSMC Trust 2013-6 144A
3.50
08/25/2043
0.07
Freddie Mac Gold Pool
5.00
07/01/2035
0.07
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.07
Fannie Mae-Aces
2.07
04/25/2026
0.07
Fannie Mae REMICS
3.00
05/25/2037
0.07
Fannie Mae REMICS
2.00
01/25/2040
0.07
Fannie Mae REMICS
3.00
11/25/2029
0.07
Fannie Mae REMICS
0.68
09/25/2034
0.07
Freddie Mac Gold Pool
4.50
06/01/2041
0.07
Fannie Mae REMICS
0.53
10/25/2035
0.07
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.07
Fannie Mae REMICS
4.00
11/25/2027
0.07
JP Morgan Trust 2015-5 144A
2.76
05/25/2045
0.07
Freddie Mac REMICS
3.50
05/15/2032
0.07
GMACM Mortgage Loan Trust 2005-AR3
3.56
06/19/2035
0.07
Fannie Mae REMICS
1.12
06/25/2037
0.07
Freddie Mac REMICS
6.50
05/15/2031
0.07
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.07
Citigroup Mortgage Loan Trust 2005-
4.38
10/25/2035
0.06
Government National Mortgage Associ
0.62
07/20/2044
0.06
Fannie Mae-Aces
2.76
09/25/2023
0.06
Freddie Mac REMICS
3.00
07/15/2039
0.06
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.06
Freddie Mac REMICS
2.50
05/15/2031
0.06
FREMF 2013-K27 Mortgage Trust 144A
3.62
01/25/2046
0.06
Freddie Mac Multifamily Structured
2.24
05/25/2044
0.06
Fannie Mae Pool
3.50
08/01/2040
0.06
Santander Drive Auto Receivables Tr
3.32
03/15/2024
0.06
FREMF 2013-K25 Mortgage Trust
3.74
11/25/2045
0.06
Freddie Mac Gold Pool
5.00
11/01/2039
0.06
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.06
Sequoia Mortgage Trust 2013-4
1.55
04/25/2043
0.05
JP Morgan Mortgage Trust 2019-INV2
3.50
02/25/2050
0.05
JP Morgan Mortgage Trust 2005-A1
3.99
02/25/2035
0.05
Structured Asset Mortgage Investmen
0.64
05/25/2045
0.05
Freddie Mac REMICS
3.50
10/15/2026
0.05
COMM 2013-LC13 Mortgage Trust
1.30
08/10/2046
0.05
Freddie Mac REMICS
2.00
12/15/2023
0.05
Fannie Mae REMICS
5.00
04/25/2040
0.05
Fannie Mae Pool
6.50
11/01/2031
0.05
Fannie Mae Pool
7.00
12/01/2032
0.05
Fannie Mae Pool
5.00
12/01/2035
0.05
Fannie Mae REMICS
6.60
06/25/2039
0.05
Verus Securitization Trust 2018-INV
4.05
03/25/2058
0.05
Fannie Mae REMICS
3.00
01/25/2031
0.05
Fannie Mae Pool
6.00
05/01/2022
0.05
RALI Series 2007-QS6 Trust
5.75
04/25/2037
0.05
Fannie Mae Pool
5.50
02/01/2038
0.05
Freddie Mac Gold Pool
5.80
01/20/2039
0.05
CSFB Mortgage-Backed Pass-Through C
3.76
06/25/2034
0.05
Freddie Mac REMICS
6.50
02/15/2031
0.05
UBS Commercial Mortgage Trust 2017-
1.15
11/15/2050
0.05
Freddie Mac Gold Pool
5.35
07/01/2038
0.05
Freddie Mac REMICS
0.73
10/15/2036
0.04
Fannie Mae Pool
5.00
02/01/2036
0.04
JP Morgan Mortgage Trust 2005-A3
3.82
06/25/2035
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Fannie Mae Pool
4.00
04/01/2045
0.04
Fannie Mae Pool
4.50
01/01/2027
0.04
Fannie Mae REMICS
2.90
02/25/2056
0.04
Fannie Mae Pool
6.50
01/01/2034
0.04
Fannie Mae Pool
6.00
12/01/2029
0.04
Fannie Mae REMICS
5.00
09/25/2047
0.04
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.04
Freddie Mac REMICS
4.00
04/15/2040
0.04
FREMF 2013-K26 Mortgage Trust
3.72
12/25/2045
0.04
Fannie Mae REMICS
0.68
06/25/2046
0.04
STACR Trust 2018-DNA2
0.98
12/25/2030
0.04
FREMF 2017-KF41 Mortgage Trust
2.83
11/25/2024
0.04
Freddie Mac Gold Pool
3.00
02/01/2032
0.04
Fannie Mae Pool
5.00
03/01/2023
0.04
Ginnie Mae II Pool
5.00
11/20/2037
0.04
Benchmark 2018-B1 Mortgage Trust
0.66
01/15/2051
0.04
Fannie Mae REMICS
4.00
03/25/2041
0.04
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.04
Freddie Mac REMICS
3.50
11/15/2025
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Freddie Mac REMICS
4.00
10/15/2024
0.04
Fannie Mae-Aces
0.38
12/25/2022
0.03
Fannie Mae Pool
4.50
04/01/2023
0.03
Fannie Mae Pool
5.00
10/01/2035
0.03
Fannie Mae Pool
3.00
02/01/2028
0.03
Freddie Mac Gold Pool
4.50
05/01/2038
0.03
Freddie Mac REMICS
6.50
10/15/2029
0.03
Wells Fargo Commercial Mortgage Tru
1.03
12/15/2050
0.03
Deephaven Residential Mortgage Trus
2.58
10/25/2047
0.03
Fannie Mae REMICS
0.53
08/25/2035
0.03
Banc of America Funding 2006-A Trus
4.22
02/20/2036
0.03
Freddie Mac STACR Trust 2019-HRP1
1.57
02/25/2049
0.03
Chase Mortgage Finance Trust Series
4.14
06/25/2035
0.03
Fannie Mae Pool
5.50
09/01/2025
0.03
Freddie Mac Gold Pool
5.50
01/01/2024
0.03
Fannie Mae Pool
4.50
07/01/2025
0.03
Merrill Lynch Mortgage Investors Tr
0.64
03/25/2030
0.03
Fannie Mae Pool
6.50
11/01/2038
0.03
Fannie Mae Pool
6.00
01/01/2036
0.03
Freddie Mac Structured Agency Credi
1.47
04/25/2029
0.03
Chase Mortgage Finance Trust Series
4.14
06/25/2035
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Fannie Mae Pool
5.00
06/01/2027
0.03
GSR Mortgage Loan Trust 2004-12
3.93
12/25/2034
0.03
Fannie Mae Pool
6.00
07/01/2038
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.03
Fannie Mae Pool
5.50
04/01/2038
0.03
Fannie Mae Pool
5.50
02/01/2034
0.03
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.03
Government National Mortgage Associ
3.00
12/16/2025
0.03
Freddie Mac REMICS
0.58
11/15/2039
0.03
Government National Mortgage Associ
6.45
04/16/2041
0.03
Merrill Lynch Mortgage Investors Tr
4.01
11/25/2035
0.03
Fannie Mae Pool
7.50
08/01/2037
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
Fannie Mae REMICS
0.63
08/25/2037
0.03
Fannie Mae REMICS
4.00
12/25/2040
0.03
Fannie Mae REMICS
3.00
12/25/2025
0.03
Freddie Mac REMICS
4.00
06/15/2038
0.03
Freddie Mac REMICS
3.00
09/15/2027
0.03
Fannie Mae Pool
8.00
04/01/2033
0.03
Fannie Mae Pool
5.00
03/01/2025
0.03
Fannie Mae REMICS
23.89
03/25/2036
0.03
Fannie Mae REMICS
3.50
02/25/2037
0.03
Fannie Mae REMICS
7.00
03/18/2027
0.02
Towd Point Mortgage Trust 2015-4 14
3.50
04/25/2055
0.02
Fannie Mae REMICS
1.19
12/18/2032
0.02
CCG Receivables Trust
3.57
09/14/2026
0.02
Adjustable Rate Mortgage Trust 2005
3.46
10/25/2035
0.02
Fannie Mae Pool
8.50
10/01/2032
0.02
Fannie Mae Pool
7.00
01/01/2030
0.02
CD 2017-CD6 Mortgage Trust
1.10
11/13/2050
0.02
Structured Adjustable Rate Mortgage
0.48
09/25/2034
0.02
Government National Mortgage Associ
6.00
10/16/2047
0.02
Fannie Mae REMICS
6.47
03/25/2039
0.02
Morgan Stanley Capital I 2017-HR2
0.93
12/15/2050
0.02
Fannie Mae Pool
6.00
11/01/2029
0.02
Fannie Mae REMICS
3.00
08/25/2037
0.02
Freddie Mac Multifamily Structured
0.34
09/25/2022
0.02
Freddie Mac REMICS
5.89
05/15/2038
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
0.02
Freddie Mac Gold Pool
3.50
08/01/2026
0.02
Fannie Mae Pool
5.50
12/01/2027
0.02
Freddie Mac REMICS
3.00
07/15/2026
0.02
GSR Mortgage Loan Trust 2005-AR4
3.34
07/25/2035
0.02
Fannie Mae REMICS
0.58
03/25/2042
0.02
Fannie Mae REMICS
3.00
02/25/2028
0.02
Fannie Mae Pool
5.45
01/01/2038
0.02
Government National Mortgage Associ
4.77
07/17/2033
0.02
Fannie Mae REMICS
5.87
03/25/2035
0.02
Fannie Mae Pool
6.00
01/01/2037
0.02
Fannie Mae REMICS
23.52
06/25/2036
0.02
Fannie Mae Pool
5.63
08/01/2032
0.02
Freddie Mac Gold Pool
6.50
08/01/2031
0.02
Freddie Mac Gold Pool
7.50
09/01/2033
0.02
Freddie Mac REMICS
6.95
03/15/2028
0.02
CHL Mortgage Pass-Through Trust 200
0.72
02/25/2035
0.02
WaMu Mortgage Pass-Through Certific
4.19
10/25/2033
0.02
Freddie Mac Strips
0.00
03/01/2032
0.02
Freddie Mac REMICS
6.00
04/15/2029
0.02
Freddie Mac Gold Pool
7.50
05/01/2035
0.02
Freddie Mac REMICS
3.27
02/15/2039
0.02
Freddie Mac Multifamily Structured
0.38
02/25/2023
0.02
Freddie Mac REMICS
6.52
01/15/2035
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Freddie Mac REMICS
5.00
09/15/2023
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Fannie Mae Pool
6.00
08/01/2034
0.02
Fannie Mae Pool
6.00
01/01/2036
0.02
Fannie Mae Pool
5.50
03/01/2025
0.02
Fannie Mae Pool
7.50
03/01/2033
0.02
Fannie Mae Interest Strip
6.50
04/25/2032
0.02
Fannie Mae REMICS
6.50
11/25/2029
0.02
Freddie Mac REMICS
1.07
03/15/2029
0.02
RBSSP Resecuritization Trust 2010-1
4.22
07/26/2045
0.02
Freddie Mac REMICS
3.10
03/15/2025
0.02
FHLMC-GNMA
6.50
10/17/2024
0.02
Fannie Mae REMICS
2.50
10/25/2026
0.02
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
7.50
02/01/2027
0.01
Fannie Mae REMICS
1.19
03/18/2032
0.01
Freddie Mac REMICS
6.50
06/15/2031
0.01
Freddie Mac REMICS
0.87
03/15/2042
0.01
Freddie Mac REMICS
2.25
03/15/2024
0.01
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.01
Fannie Mae REMICS
1.18
12/25/2031
0.01
MASTR Adjustable Rate Mortgages Tru
4.33
04/21/2034
0.01
Fannie Mae Pool
6.00
12/01/2035
0.01
Freddie Mac Gold Pool
8.50
08/01/2031
0.01
Fannie Mae Pool
5.50
01/01/2024
0.01
Fannie Mae REMICS
7.00
09/25/2032
0.01
Fannie Mae REMICS
5.97
12/25/2042
0.01
Freddie Mac REMICS
4.00
07/15/2042
0.01
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.01
Freddie Mac REMICS
0.53
02/15/2029
0.01
Fannie Mae Pool
5.50
11/01/2022
0.01
Fannie Mae REMICS
23.52
06/25/2036
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.50
05/01/2024
0.01
Fannie Mae REMICS
0.68
09/25/2032
0.01
Freddie Mac REMICS
0.68
02/15/2032
0.01
Freddie Mac Gold Pool
5.50
12/01/2036
0.01
Fannie Mae REMICS
3.00
06/25/2027
0.01
Freddie Mac Strips
8.00
06/15/2031
0.01
Fannie Mae REMICS
1.18
07/25/2032
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Freddie Mac Gold Pool
6.50
08/01/2029
0.01
Freddie Mac Gold Pool
5.50
09/01/2024
0.01
Freddie Mac REMICS
0.63
07/15/2037
0.01
Freddie Mac Gold Pool
8.00
08/01/2032
0.01
Freddie Mac REMICS
3.00
11/15/2027
0.01
Structured Adjustable Rate Mortgage
3.37
01/25/2035
0.01
Fannie Mae REMICS
1.18
12/25/2032
0.01
Fannie Mae Pool
7.00
07/01/2032
0.01
Citigroup Commercial Mortgage Trust
1.18
11/10/2046
0.01
Freddie Mac REMICS
1.13
08/15/2031
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Freddie Mac REMICS
0.58
06/15/2029
0.01
Fannie Mae Pool
5.50
10/01/2034
0.01
Freddie Mac REMICS
0.68
03/15/2032
0.01
Freddie Mac REMICS
0.58
01/15/2033
0.01
Freddie Mac REMICS
0.68
03/15/2032
0.01
Freddie Mac REMICS
6.50
08/15/2028
0.01
Structured Asset Sec Mortgage Pass-
3.72
11/25/2032
0.01
Fannie Mae Pool
6.00
08/01/2021
0.01
Ginnie Mae I Pool
5.50
07/15/2033
0.01
Freddie Mac Gold Pool
6.50
12/01/2030
0.01
Freddie Mac Gold Pool
6.00
10/01/2022
0.01
Freddie Mac REMICS
1.18
03/15/2032
0.01
Vendee Mortgage Trust 2002-3
0.33
08/15/2032
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Pool
6.00
06/01/2030
0.01
Fannie Mae REMICS
6.52
05/25/2035
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Citigroup Mortgage Loan Trust Inc
2.97
08/25/2034
0.01
Fannie Mae Pool
5.00
08/01/2040
0.01
Freddie Mac REMICS
5.92
01/15/2044
0.01
Fannie Mae Pool
6.50
07/01/2029
0.01
Freddie Mac REMICS
3.00
06/15/2027
0.01
Freddie Mac REMICS
8.00
03/15/2030
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Fannie Mae REMICS
4.50
02/25/2043
0.01
Fannie Mae REMICS
0.68
08/25/2032
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae REMICS
6.52
10/25/2031
0.01
Freddie Mac Gold Pool
5.00
03/01/2037
0.01
Fannie Mae REMICS
0.58
11/25/2033
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Interest Strip
8.00
05/25/2030
0.01
WaMu Mortgage Pass-Through Certific
3.93
11/25/2036
0.01
Fannie Mae REMICS
1.18
04/25/2032
0.01
Freddie Mac Strips
0.00
12/01/2031
0.01
Freddie Mac REMICS
1.18
02/15/2032
0.01
Freddie Mac Gold Pool
5.80
10/01/2038
0.01
Fannie Mae REMICS
3.50
09/25/2023
0.01
Freddie Mac REMICS
0.78
12/15/2031
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Freddie Mac REMICS
1.18
02/15/2032
0.01
Ginnie Mae II Pool
6.00
04/20/2029
0.01
Fannie Mae REMICS
23.52
06/25/2036
0.01
Fannie Mae REMICS
8.07
05/25/2033
0.01
Angel Oak Mortgage Trust I LLC 2017
2.81
01/25/2047
0.01
Freddie Mac REMICS
2.50
09/15/2027
0.01
Freddie Mac Gold Pool
6.50
07/01/2033
0.01
Fannie Mae REMICS
3.50
08/25/2042
0.01
Fannie Mae Pool
5.50
04/01/2036
0.01
Freddie Mac Strips
7.00
09/01/2029
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac Gold Pool
6.50
04/01/2022
0.01
Fannie Mae Pool
7.00
11/01/2032
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Fannie Mae Interest Strip
5.50
04/25/2034
0.01
Freddie Mac REMICS
0.73
03/15/2032
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac REMICS
24.07
08/15/2035
0.01
Fannie Mae Pool
6.50
12/01/2033
0.01
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Freddie Mac REMICS
5.82
03/15/2024
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Freddie Mac REMICS
6.07
12/15/2039
0.00
COMM 2014-FL5 Mortgage Trust 144A
1.57
10/15/2031
0.00
GSAA Home Equity Trust 2007-7
0.44
07/25/2037
0.00
Fannie Mae REMICS
7.00
05/25/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Interest Strip
0.00
09/25/2032
0.00
Fannie Mae Pool
6.50
11/01/2028
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Vendee Mortgage Trust 2003-1
0.13
11/15/2032
0.00
Freddie Mac Gold Pool
7.00
10/01/2031
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae REMICS
8.00
09/18/2027
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
06/01/2034
0.00
Fannie Mae REMICS
7.91
12/18/2032
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Pool
5.00
10/01/2020
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Fannie Mae Pool
7.00
10/01/2035
0.00
Freddie Mac REMICS
6.54
05/15/2035
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Fannie Mae REMICS
0.67
09/25/2032
0.00
Fannie Mae REMICS
0.69
10/18/2032
0.00
Fannie Mae REMICS
0.67
09/25/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae REMICS
6.37
10/25/2041
0.00
Fannie Mae REMICS
6.42
05/25/2035
0.00
Freddie Mac REMICS
4.00
12/15/2041
0.00
Freddie Mac REMICS
0.83
07/15/2029
0.00
Fannie Mae Pool
6.00
05/01/2040
0.00
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Fannie Mae REMICS
6.82
08/25/2032
0.00
Fannie Mae Pool
5.00
07/01/2037
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae REMICS
7.82
07/25/2032
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae REMICS
7.81
03/18/2032
0.00
Fannie Mae REMICS
3.00
10/25/2026
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2026
0.00
Fannie Mae Pool
6.50
05/01/2032
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae REMICS
8.07
02/25/2033
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Fannie Mae Pool
5.50
09/01/2021
0.00
Fannie Mae Pool
6.50
01/01/2027
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac REMICS
6.57
02/15/2035
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Fannie Mae REMICS
7.82
09/25/2032
0.00
Freddie Mac Gold Pool
6.50
04/01/2031
0.00
Freddie Mac REMICS
7.92
06/15/2029
0.00
Luminent Mortgage Trust 2006-1
0.65
04/25/2036
0.00
Fannie Mae REMICS
6.82
04/25/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae Interest Strip
6.00
10/25/2033
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Freddie Mac REMICS
0.78
01/15/2029
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Fannie Mae REMICS
7.92
03/25/2032
0.00
Ginnie Mae I Pool
7.50
06/15/2028
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae REMICS
7.82
07/25/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
01/01/2033
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Citigroup Mortgage Loan Trust 2006-
3.94
03/25/2036
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
6.00
12/01/2038
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae REMICS
7.72
11/25/2031
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
08/01/2033
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae REMICS
7.92
04/25/2032
0.00
Fannie Mae REMICS
1.18
04/25/2032
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
6.50
05/01/2030
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae REMICS
7.71
12/18/2031
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae REMICS
7.82
09/25/2032
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae REMICS
3.00
03/25/2025
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Chase Mortgage Finance Trust Series
3.81
12/25/2035
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2033
0.00
Fannie Mae REMICS
7.62
04/25/2032
0.00
American Home Mortgage Investment T
2.58
06/25/2045
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Fannie Mae REMICS
7.91
12/18/2032
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2037
0.00
Freddie Mac REMICS
7.92
09/15/2029
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Interest Strip
7.50
01/25/2032
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Ginnie Mae I Pool
6.00
01/15/2029
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Freddie Mac Gold Pool
8.50
03/01/2031
0.00
Fannie Mae REMICS
7.77
01/25/2032
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Ginnie Mae I Pool
7.00
10/15/2027
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
Freddie Mac REMICS
0.78
12/15/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
7.00
04/01/2035
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Fannie Mae REMICS
6.57
03/25/2035
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Ginnie Mae I Pool
6.50
01/15/2024
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae Pool
6.50
06/01/2032
0.00
Fannie Mae Pool
6.00
04/01/2021
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.00
11/01/2021
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
5.50
12/01/2036
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
RALI Series 2006-QO2 Trust
0.71
02/25/2046
0.00
Freddie Mac REMICS
8.51
07/17/2028
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
01/01/2039
0.00
Vendee Mortgage Trust 2002-2
0.05
01/15/2032
0.00
Fannie Mae Pool
6.50
04/01/2024
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae REMICS
13.73
12/25/2033
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Fannie Mae Pool
6.00
05/01/2026
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
6.00
01/01/2029
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Freddie Mac REMICS
0.53
11/15/2032
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae REMICS
0.58
03/25/2033
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Fannie Mae Pool
6.00
05/01/2022
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
7.00
11/01/2033
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae REMICS
3.50
03/25/2043
0.00
Ginnie Mae I Pool
7.50
07/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Fannie Mae REMICS
4.00
10/25/2046
0.00
Freddie Mac REMICS
5.82
04/15/2038
0.00
Fannie Mae Pool
6.00
05/01/2028
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae REMICS
6.50
05/25/2033
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Freddie Mac REMICS
3.00
04/15/2026
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
5.50
04/01/2022
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
7.00
12/01/2029
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Freddie Mac REMICS
6.82
12/15/2037
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac REMICS
7.47
07/15/2026
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Fannie Mae Pool
6.00
07/01/2022
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Freddie Mac Gold Pool
5.00
10/01/2021
0.00
Freddie Mac REMICS
8.51
07/17/2028
0.00
Freddie Mac REMICS
5.00
06/15/2040
0.00
Fannie Mae Pool
6.00
11/01/2021
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
6.50
06/01/2022
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae Pool
6.00
03/01/2021
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 Pool
5.00
07/01/2022
0.00
Fannie Mae Pool
6.00
12/01/2037
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Fannie Mae REMICS
3.00
12/25/2020
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2033
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
6.50
02/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae Pool
6.00
06/01/2022
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae REMICS
4.50
12/25/2022
0.00
Fannie Mae Pool
6.00
04/01/2036
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
7.00
01/01/2036
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Ginnie Mae I Pool
6.00
01/15/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Fannie Mae Pool
5.00
10/01/2020
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.00
05/01/2023
0.00
Fannie Mae Pool
7.00
04/01/2031
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
04/01/2031
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.00
07/01/2021
0.00
Fannie Mae Pool
6.00
03/01/2022
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
9.50
11/15/2021
0.00
Freddie Mac REMICS
5.50
04/15/2025
0.00
Freddie Mac REMICS
3.00
09/15/2025
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Vendee Mortgage Trust 2001-3
0.01
10/15/2031
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae REMICS
3.00
01/25/2021
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Freddie Mac REMICS
3.00
12/15/2020
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Freddie Mac Gold Pool
6.50
04/01/2021
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae REMICS
4.50
02/25/2023
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae Pool
6.00
02/01/2040
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Fannie Mae Pool
5.50
11/01/2021
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Fannie Mae Pool
7.00
02/01/2035
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Fannie Mae Pool
6.50
03/01/2029
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
Freddie Mac REMICS
2.50
07/15/2024
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Ginnie Mae I Pool
6.00
06/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2038
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae REMICS
5.87
07/25/2038
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Fannie Mae REMICS
8.50
09/25/2021
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
9.00
02/15/2023
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Ginnie Mae I Pool
6.00
08/15/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
8.00
06/15/2021
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Fannie Mae Pool
5.00
06/01/2022
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
9.50
02/15/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
07/01/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
6.50
11/15/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Ginnie Mae I Pool
6.00
09/15/2028
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.50
11/01/2029
0.00
Fannie Mae Pool
6.00
11/01/2037
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Freddie Mac Gold Pool
5.00
07/01/2021
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Freddie Mac Gold Pool
5.00
06/01/2021
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Freddie Mac Gold Pool
5.00
04/01/2021
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac REMICS
4.50
07/15/2020
0.00
Fannie Mae Pool
6.00
01/01/2021
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Fannie Mae REMICS
6.52
02/25/2024
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Vendee Mortgage Trust 1999-3
0.00
10/15/2029
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae Pool
8.00
02/01/2021
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Fannie Mae REMICS
4.50
09/25/2023
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Fannie Mae REMICS
0.75
10/25/2031
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
9.50
06/15/2022
0.00
Ginnie Mae I Pool
9.50
05/15/2021
0.00
STIT - Government & Agency Portfoli
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Fannie Mae Pool
6.00
04/01/2021
0.00
Fannie Mae Pool
5.00
03/01/2021
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae I Pool
9.50
01/15/2022
0.00
Fannie Mae Pool
7.00
08/01/2031
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Fannie Mae Pool
5.50
12/01/2021
0.00
Ginnie Mae I Pool
9.50
08/15/2021
0.00
Fannie Mae Pool
5.00
09/01/2020
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Ginnie Mae I Pool
9.50
09/15/2020
0.00
Fannie Mae REMICS
5.00
04/25/2023
0.00
Ginnie Mae I Pool
9.50
06/15/2022
0.00
Ginnie Mae I Pool
9.50
12/15/2020
0.00
Ginnie Mae I Pool
9.50
11/15/2020
0.00
Fannie Mae Pool
7.00
11/01/2028
0.00
Freddie Mac REMICS
0.83
06/15/2021
0.00
Stonemont Portfolio Trust 2017-STON
5.36
08/20/2030
0.00
INVESCO LIQUID ASSET CASH MF
0.00
Fannie Mae REMICS
5.50
10/25/2024
0.00
Freddie Mac Structured Agency Credi
3.85
07/25/2028
0.00
Freddie Mac Structured Agency Credi
4.38
09/25/2028
0.00
Freddie Mac Structured Agency Credi
2.42
11/25/2028
0.00
Wells Fargo Mortgage Backed Securit
5.09
05/25/2036
0.00
Ginnie Mae I Pool
9.50
01/15/2021
0.00
Ginnie Mae I Pool
9.50
05/15/2020
0.00
Ginnie Mae I Pool
9.50
04/15/2020
0.00
Ginnie Mae I Pool
9.50
04/15/2020
0.00
CASH & EQUIVALENTS
0.00
-1.31
as of 06/30/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Fannie Mae or Freddie Mac | 2.50 | 07/01/2050 | 20.79 |
| Ginnie Mae II Pool | 2.50 | 07/01/2050 | 8.71 |
| Fannie Mae or Freddie Mac | 2.50 | 07/01/2035 | 8.66 |
| Fannie Mae or Freddie Mac | 3.00 | 07/01/2050 | 7.05 |
| Ginnie Mae II Pool | 3.00 | 07/01/2050 | 5.65 |
| Fannie Mae or Freddie Mac | 2.00 | 07/01/2035 | 5.23 |
| Fannie Mae or Freddie Mac | 2.00 | 08/01/2050 | 3.08 |
| Federal National Mortgage Associati | 1.75 | 07/02/2024 | 2.83 |
| Mortgage-Linked Amortizing Notes | 2.06 | 01/15/2022 | 2.00 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 1.69 |
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.56 |
| Freddie Mac Pool | 3.50 | 02/01/2050 | 1.44 |
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.29 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 1.26 |
| Ginnie Mae II Pool | 3.50 | 07/01/2050 | 1.26 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.23 |
| Fannie Mae Pool | 4.00 | 06/01/2047 | 1.22 |
| Freddie Mac Pool | 3.50 | 04/01/2050 | 1.17 |
| Freddie Mac Pool | 3.50 | 05/01/2050 | 1.16 |
| Fannie Mae or Freddie Mac | 2.00 | 07/01/2050 | 1.13 |
| Fannie Mae Pool | 3.50 | 11/01/2034 | 1.10 |
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 1.10 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 1.10 |
| Freddie Mac Pool | 3.00 | 03/01/2050 | 1.09 |
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.06 |
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.02 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 0.98 |
| Federal National Mortgage Associati | 1.88 | 03/10/2030 | 0.97 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 0.95 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.95 |
| Fannie Mae Pool | 4.00 | 09/01/2043 | 0.93 |
| Fannie Mae Pool | 3.79 | 11/01/2028 | 0.88 |
| Fannie Mae Pool | 3.00 | 02/01/2035 | 0.88 |
| Fannie Mae Pool | 3.00 | 03/01/2050 | 0.87 |
| Freddie Mac Pool | 3.00 | 02/01/2035 | 0.86 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.81 |
| Fannie Mae Pool | 3.50 | 11/01/2049 | 0.81 |
| Fannie Mae Pool | 3.59 | 10/01/2028 | 0.77 |
| Government National Mortgage Associ | 3.50 | 11/16/2040 | 0.73 |
| Freddie Mac Multifamily Structured | 2.77 | 04/25/2024 | 0.72 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.71 |
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.70 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 0.70 |
| Freddie Mac Multifamily Structured | 2.32 | 03/25/2024 | 0.68 |
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.65 |
| Fannie Mae Pool | 2.50 | 03/01/2035 | 0.64 |
| Freddie Mac Multifamily Structured | 2.49 | 11/25/2024 | 0.64 |
| Fannie Mae Pool | 4.00 | 03/01/2031 | 0.64 |
| Fannie Mae Pool | 3.00 | 02/01/2035 | 0.62 |
| Freddie Mac Multifamily Structured | 2.83 | 12/25/2024 | 0.62 |
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.62 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.59 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.57 |
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.57 |
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.57 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.56 |
| Freddie Mac Multifamily Structured | 2.72 | 08/25/2024 | 0.56 |
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.55 |
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.54 |
| Invitation Homes 2017-SFR2 Trust | 1.99 | 12/17/2036 | 0.54 |
| Freddie Mac Multifamily Structured | 2.70 | 01/25/2025 | 0.54 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.52 |
| Freddie Mac Multifamily Structured | 2.69 | 12/25/2024 | 0.52 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.51 |
| Fannie Mae Connecticut Avenue Secur | 4.18 | 05/25/2025 | 0.51 |
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.50 |
| Freddie Mac Pool | 3.50 | 12/01/2049 | 0.50 |
| Fannie Mae Pool | 3.50 | 11/01/2048 | 0.48 |
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.48 |
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.46 |
| Fannie Mae Pool | 3.50 | 08/01/2049 | 0.46 |
| Home Partners of America 2017-1 Tru | 2.09 | 07/17/2034 | 0.45 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.45 |
| New Residential Mortgage Loan Trust | 2.80 | 09/25/2059 | 0.44 |
| BX Commercial Mortgage Trust 2018-B | 1.31 | 03/15/2037 | 0.43 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.41 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.40 |
| Fannie Mae Pool | 4.50 | 12/01/2049 | 0.40 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.40 |
| Starwood Waypoint Homes 2017-1 Trus | 2.13 | 01/17/2035 | 0.39 |
| FREMF 2014-K38 Mortgage Trust | 4.79 | 06/25/2047 | 0.38 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.38 |
| Freddie Mac Multifamily Structured | 2.53 | 10/25/2023 | 0.38 |
| Freddie Mac Pool | 4.00 | 11/01/2049 | 0.37 |
| Fannie Mae Pool | 3.50 | 06/01/2049 | 0.37 |
| United States Treasury Bill | 0.00 | 09/03/2020 | 0.37 |
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.37 |
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.37 |
| Freddie Mac Pool | 3.50 | 09/01/2049 | 0.37 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.37 |
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.36 |
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.36 |
| Fannie Mae Pool | 3.50 | 11/01/2030 | 0.36 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.36 |
| Freddie Mac REMICS | 3.00 | 01/15/2026 | 0.35 |
| DBUBS 2011-LC3 Mortgage Trust 144A | 5.51 | 08/10/2044 | 0.34 |
| Invitation Homes 2018-SFR3 Trust | 1.34 | 07/17/2037 | 0.34 |
| Freddie Mac Multifamily Structured | 3.53 | 07/25/2023 | 0.34 |
| Fannie Mae Pool | 3.50 | 09/01/2049 | 0.34 |
| Freddie Mac Multifamily Structured | 3.32 | 02/25/2023 | 0.33 |
| Fannie Mae Pool | 3.50 | 01/01/2050 | 0.33 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.32 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.32 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.31 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.31 |
| Federal National Mortgage Associati | 1.88 | 09/24/2026 | 0.31 |
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.31 |
| CSMC Trust 2013-7 144A | 3.56 | 08/25/2043 | 0.29 |
| Invitation Homes 2018-SFR4 Trust | 1.59 | 01/17/2038 | 0.29 |
| Freddie Mac Pool | 3.50 | 09/01/2047 | 0.29 |
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.28 |
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.28 |
| Freddie Mac Multifamily Structured | 3.25 | 04/25/2023 | 0.28 |
| Freddie Mac Pool | 3.50 | 01/01/2050 | 0.28 |
| Freddie Mac Multifamily Structured | 2.27 | 06/25/2024 | 0.28 |
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.28 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.27 |
| Arroyo Mortgage Trust 2019-3 | 3.42 | 10/25/2048 | 0.27 |
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.27 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.27 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.26 |
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.26 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.26 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.25 |
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.25 |
| Freddie Mac Multifamily Structured | 2.64 | 01/25/2023 | 0.25 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.25 |
| Verus Securitization Trust 2019-3 | 2.78 | 07/25/2059 | 0.25 |
| GCAT 2019-NQM1 LLC | 2.98 | 02/25/2059 | 0.25 |
| Freddie Mac Multifamily Structured | 3.11 | 02/25/2023 | 0.25 |
| JP Morgan Mortgage Trust 2018-7FRB | 0.93 | 04/25/2046 | 0.24 |
| FREMF 2014-K36 Mortgage Trust | 4.50 | 12/25/2046 | 0.23 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.23 |
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.23 |
| Fannie Mae REMICS | 1.50 | 01/25/2040 | 0.23 |
| Freddie Mac Multifamily Structured | 2.62 | 03/25/2023 | 0.23 |
| Fannie Mae Connecticut Avenue Secur | 5.18 | 07/25/2025 | 0.23 |
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.23 |
| Agate Bay Mortgage Trust 2015-2 144 | 3.72 | 03/25/2045 | 0.22 |
| Freddie Mac Multifamily Structured | 0.50 | 03/25/2024 | 0.22 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.22 |
| Freddie Mac REMICS | 1.50 | 07/15/2023 | 0.22 |
| GCAT 2019-NQM2 Trust | 2.85 | 09/25/2059 | 0.22 |
| Invitation Homes 2017-SFR2 Trust | 1.64 | 12/17/2036 | 0.22 |
| Fannie Mae REMICS | 4.00 | 03/25/2039 | 0.22 |
| Towd Point Mortgage Trust 2017-2 14 | 2.75 | 04/25/2057 | 0.21 |
| Westlake Automobile Receivables Tru | 4.00 | 10/16/2023 | 0.21 |
| Home Partners of America 2017-1 Tru | 1.74 | 07/17/2034 | 0.21 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.21 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.20 |
| JP Morgan Trust 2015-3 144A | 3.50 | 05/25/2045 | 0.20 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.20 |
| JP Morgan Mortgage Trust 2017-5 | 3.14 | 10/26/2048 | 0.20 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.19 |
| Government National Mortgage Associ | 7.15 | 11/20/2033 | 0.19 |
| GM Financial Automobile Leasing Tru | 3.95 | 05/22/2023 | 0.19 |
| Fannie Mae Pool | 4.26 | 07/01/2021 | 0.19 |
| Santander Drive Auto Receivables Tr | 3.65 | 04/15/2025 | 0.19 |
| New Residential Mortgage Loan Trust | 0.93 | 01/25/2048 | 0.19 |
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.19 |
| Fannie Mae Connecticut Avenue Secur | 3.08 | 07/25/2024 | 0.19 |
| CGDBB Commercial Mortgage Trust 201 | 1.15 | 07/15/2032 | 0.19 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.19 |
| Fannie Mae REMICS | 2.75 | 01/25/2039 | 0.18 |
| Freddie Mac Structured Agency Credi | 4.43 | 11/25/2023 | 0.18 |
| CGDBB Commercial Mortgage Trust 201 | 1.23 | 07/15/2032 | 0.18 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.18 |
| DT Auto Owner Trust 2016-4 | 6.49 | 09/15/2023 | 0.18 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.18 |
| Drive Auto Receivables Trust 2019-2 | 3.69 | 08/17/2026 | 0.18 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.18 |
| OBX 2018-EXP1 Trust | 1.03 | 04/25/2048 | 0.18 |
| Progress Residential 2020-SFR1 Trus | 2.18 | 04/17/2037 | 0.17 |
| FREMF 2014-K714 Mortgage Trust | 4.20 | 01/25/2047 | 0.17 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.17 |
| Fannie Mae Pool | 3.50 | 04/01/2046 | 0.17 |
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.17 |
| Government National Mortgage Associ | 3.50 | 01/20/2025 | 0.17 |
| Drive Auto Receivables Trust 2019-1 | 4.09 | 06/15/2026 | 0.17 |
| Fannie Mae Pool | 4.50 | 12/01/2048 | 0.17 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.16 |
| Freddie Mac Structured Agency Credi | 2.38 | 02/25/2024 | 0.16 |
| Verus Securitization Trust 2019-INV | 2.95 | 11/25/2059 | 0.16 |
| Deutsche Mortgage Securities Inc Re | 3.23 | 06/27/2037 | 0.16 |
| WFRBS Commercial Mortgage Trust 201 | 5.21 | 12/15/2046 | 0.16 |
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.15 |
| Freddie Mac Multifamily Structured | 2.55 | 02/25/2025 | 0.15 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.15 |
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.15 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.15 |
| Verus Securitization Trust 2018-3 | 4.18 | 10/25/2058 | 0.15 |
| Freddie Mac REMICS | 0.48 | 03/15/2036 | 0.15 |
| FREMF 2014-K715 Mortgage Trust | 4.27 | 02/25/2046 | 0.15 |
| JP Morgan Mortgage Trust 2014-1 144 | 4.00 | 01/25/2044 | 0.15 |
| COMM 2014-LC15 Mortgage Trust 144A | 5.15 | 04/10/2047 | 0.15 |
| Fannie Mae Pool | 6.00 | 10/01/2023 | 0.15 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.15 |
| Freddie Mac Multifamily Structured | 3.06 | 07/25/2023 | 0.15 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.15 |
| Chase Mortgage Finance Corp 144A | 3.75 | 04/25/2045 | 0.15 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.14 |
| Freddie Mac Structured Agency Credi | 3.98 | 03/25/2025 | 0.14 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.14 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.14 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.14 |
| Freddie Mac Multifamily Structured | 3.13 | 06/25/2021 | 0.14 |
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.14 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.14 |
| COMM 2015-CCRE26 Mortgage Trust | 4.63 | 10/10/2048 | 0.14 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.13 |
| Government National Mortgage Associ | 4.50 | 07/20/2041 | 0.13 |
| Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 0.13 |
| CarMax Auto Owner Trust 2017-1 | 3.43 | 07/17/2023 | 0.13 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.13 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.13 |
| Fannie Mae REMICS | 2.00 | 05/25/2044 | 0.13 |
| American Credit Acceptance Receivab | 3.50 | 04/14/2025 | 0.13 |
| DT Auto Owner Trust 2019-1 | 3.87 | 11/15/2024 | 0.13 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.13 |
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.13 |
| Fannie Mae Pool | 2.00 | 03/01/2023 | 0.12 |
| Fannie Mae-Aces | 1.12 | 10/25/2024 | 0.12 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.12 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.12 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.12 |
| CSMLT 2015-1 Trust 144A | 3.50 | 05/25/2045 | 0.11 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.11 |
| Mill City Mortgage Loan Trust 2017- | 2.75 | 11/25/2058 | 0.11 |
| JP Morgan Mortgage Trust 144A | 2.65 | 12/25/2046 | 0.11 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.11 |
| Freddie Mac REMICS | 4.00 | 12/15/2038 | 0.11 |
| Government National Mortgage Associ | 5.87 | 01/20/2039 | 0.11 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.11 |
| Freddie Mac Multifamily Structured | 0.68 | 09/25/2025 | 0.11 |
| Freddie Mac Gold Pool | 4.00 | 05/01/2027 | 0.10 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.10 |
| Fannie Mae REMICS | 0.52 | 06/25/2035 | 0.10 |
| Freddie Mac Structured Agency Credi | 1.37 | 10/25/2029 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.10 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.10 |
| Freddie Mac REMICS | 2.00 | 09/15/2025 | 0.10 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.10 |
| Fannie Mae REMICS | 3.00 | 05/25/2031 | 0.10 |
| Fannie Mae REMICS | 4.00 | 07/25/2024 | 0.10 |
| Fannie Mae REMICS | 3.50 | 02/25/2022 | 0.09 |
| Wells Fargo Commercial Mortgage Tru | 1.34 | 12/15/2036 | 0.09 |
| Freddie Mac Structured Agency Credi | 2.02 | 10/25/2027 | 0.09 |
| STACR Trust 2018-HRP2 | 1.43 | 02/25/2047 | 0.09 |
| COMM 2015-CCRE24 Mortgage Trust | 0.91 | 08/10/2048 | 0.09 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.09 |
| Government National Mortgage Associ | 3.50 | 04/20/2040 | 0.09 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.09 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.09 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.09 |
| Government National Mortgage Associ | 3.29 | 09/20/2041 | 0.09 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.09 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.09 |
| American Credit Acceptance Receivab | 3.57 | 01/10/2024 | 0.09 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.09 |
| Fannie Mae REMICS | 5.50 | 12/25/2025 | 0.08 |
| Bear Stearns ARM Trust 2005-1 | 3.75 | 03/25/2035 | 0.08 |
| Freddie Mac REMICS | 2.50 | 05/15/2025 | 0.08 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.08 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.08 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.08 |
| Citigroup Commercial Mortgage Trust | 1.25 | 10/12/2050 | 0.08 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.08 |
| Freddie Mac Strips | 0.68 | 05/15/2036 | 0.08 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.08 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.07 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.07 |
| Fannie Mae Pool | 4.00 | 05/01/2045 | 0.07 |
| CSMC Trust 2013-6 144A | 3.50 | 08/25/2043 | 0.07 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2035 | 0.07 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.07 |
| Fannie Mae-Aces | 2.07 | 04/25/2026 | 0.07 |
| Fannie Mae REMICS | 3.00 | 05/25/2037 | 0.07 |
| Fannie Mae REMICS | 2.00 | 01/25/2040 | 0.07 |
| Fannie Mae REMICS | 3.00 | 11/25/2029 | 0.07 |
| Fannie Mae REMICS | 0.68 | 09/25/2034 | 0.07 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.07 |
| Fannie Mae REMICS | 0.53 | 10/25/2035 | 0.07 |
| DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.07 |
| Fannie Mae REMICS | 4.00 | 11/25/2027 | 0.07 |
| JP Morgan Trust 2015-5 144A | 2.76 | 05/25/2045 | 0.07 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.07 |
| GMACM Mortgage Loan Trust 2005-AR3 | 3.56 | 06/19/2035 | 0.07 |
| Fannie Mae REMICS | 1.12 | 06/25/2037 | 0.07 |
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.07 |
| Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.07 |
| Citigroup Mortgage Loan Trust 2005- | 4.38 | 10/25/2035 | 0.06 |
| Government National Mortgage Associ | 0.62 | 07/20/2044 | 0.06 |
| Fannie Mae-Aces | 2.76 | 09/25/2023 | 0.06 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.06 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.06 |
| Freddie Mac REMICS | 2.50 | 05/15/2031 | 0.06 |
| FREMF 2013-K27 Mortgage Trust 144A | 3.62 | 01/25/2046 | 0.06 |
| Freddie Mac Multifamily Structured | 2.24 | 05/25/2044 | 0.06 |
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.06 |
| Santander Drive Auto Receivables Tr | 3.32 | 03/15/2024 | 0.06 |
| FREMF 2013-K25 Mortgage Trust | 3.74 | 11/25/2045 | 0.06 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.06 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.06 |
| Sequoia Mortgage Trust 2013-4 | 1.55 | 04/25/2043 | 0.05 |
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.05 |
| JP Morgan Mortgage Trust 2005-A1 | 3.99 | 02/25/2035 | 0.05 |
| Structured Asset Mortgage Investmen | 0.64 | 05/25/2045 | 0.05 |
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.05 |
| COMM 2013-LC13 Mortgage Trust | 1.30 | 08/10/2046 | 0.05 |
| Freddie Mac REMICS | 2.00 | 12/15/2023 | 0.05 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.05 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.05 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.05 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.05 |
| Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.05 |
| Verus Securitization Trust 2018-INV | 4.05 | 03/25/2058 | 0.05 |
| Fannie Mae REMICS | 3.00 | 01/25/2031 | 0.05 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.05 |
| RALI Series 2007-QS6 Trust | 5.75 | 04/25/2037 | 0.05 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.05 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.05 |
| CSFB Mortgage-Backed Pass-Through C | 3.76 | 06/25/2034 | 0.05 |
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.05 |
| UBS Commercial Mortgage Trust 2017- | 1.15 | 11/15/2050 | 0.05 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.05 |
| Freddie Mac REMICS | 0.73 | 10/15/2036 | 0.04 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.04 |
| JP Morgan Mortgage Trust 2005-A3 | 3.82 | 06/25/2035 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.04 |
| Fannie Mae Pool | 4.50 | 01/01/2027 | 0.04 |
| Fannie Mae REMICS | 2.90 | 02/25/2056 | 0.04 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.04 |
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.04 |
| Fannie Mae REMICS | 5.00 | 09/25/2047 | 0.04 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.04 |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.04 |
| FREMF 2013-K26 Mortgage Trust | 3.72 | 12/25/2045 | 0.04 |
| Fannie Mae REMICS | 0.68 | 06/25/2046 | 0.04 |
| STACR Trust 2018-DNA2 | 0.98 | 12/25/2030 | 0.04 |
| FREMF 2017-KF41 Mortgage Trust | 2.83 | 11/25/2024 | 0.04 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.04 |
| Fannie Mae Pool | 5.00 | 03/01/2023 | 0.04 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.04 |
| Benchmark 2018-B1 Mortgage Trust | 0.66 | 01/15/2051 | 0.04 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.04 |
| Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.04 |
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Freddie Mac REMICS | 4.00 | 10/15/2024 | 0.04 |
| Fannie Mae-Aces | 0.38 | 12/25/2022 | 0.03 |
| Fannie Mae Pool | 4.50 | 04/01/2023 | 0.03 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.03 |
| Fannie Mae Pool | 3.00 | 02/01/2028 | 0.03 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.03 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.03 |
| Wells Fargo Commercial Mortgage Tru | 1.03 | 12/15/2050 | 0.03 |
| Deephaven Residential Mortgage Trus | 2.58 | 10/25/2047 | 0.03 |
| Fannie Mae REMICS | 0.53 | 08/25/2035 | 0.03 |
| Banc of America Funding 2006-A Trus | 4.22 | 02/20/2036 | 0.03 |
| Freddie Mac STACR Trust 2019-HRP1 | 1.57 | 02/25/2049 | 0.03 |
| Chase Mortgage Finance Trust Series | 4.14 | 06/25/2035 | 0.03 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.03 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2024 | 0.03 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 0.64 | 03/25/2030 | 0.03 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.03 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.03 |
| Freddie Mac Structured Agency Credi | 1.47 | 04/25/2029 | 0.03 |
| Chase Mortgage Finance Trust Series | 4.14 | 06/25/2035 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.03 |
| GSR Mortgage Loan Trust 2004-12 | 3.93 | 12/25/2034 | 0.03 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.03 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.03 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.03 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.03 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.03 |
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.03 |
| Freddie Mac REMICS | 0.58 | 11/15/2039 | 0.03 |
| Government National Mortgage Associ | 6.45 | 04/16/2041 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 4.01 | 11/25/2035 | 0.03 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| Fannie Mae REMICS | 0.63 | 08/25/2037 | 0.03 |
| Fannie Mae REMICS | 4.00 | 12/25/2040 | 0.03 |
| Fannie Mae REMICS | 3.00 | 12/25/2025 | 0.03 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.03 |
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.03 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.03 |
| Fannie Mae Pool | 5.00 | 03/01/2025 | 0.03 |
| Fannie Mae REMICS | 23.89 | 03/25/2036 | 0.03 |
| Fannie Mae REMICS | 3.50 | 02/25/2037 | 0.03 |
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.02 |
| Towd Point Mortgage Trust 2015-4 14 | 3.50 | 04/25/2055 | 0.02 |
| Fannie Mae REMICS | 1.19 | 12/18/2032 | 0.02 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.02 |
| Adjustable Rate Mortgage Trust 2005 | 3.46 | 10/25/2035 | 0.02 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.02 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.02 |
| CD 2017-CD6 Mortgage Trust | 1.10 | 11/13/2050 | 0.02 |
| Structured Adjustable Rate Mortgage | 0.48 | 09/25/2034 | 0.02 |
| Government National Mortgage Associ | 6.00 | 10/16/2047 | 0.02 |
| Fannie Mae REMICS | 6.47 | 03/25/2039 | 0.02 |
| Morgan Stanley Capital I 2017-HR2 | 0.93 | 12/15/2050 | 0.02 |
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.02 |
| Fannie Mae REMICS | 3.00 | 08/25/2037 | 0.02 |
| Freddie Mac Multifamily Structured | 0.34 | 09/25/2022 | 0.02 |
| Freddie Mac REMICS | 5.89 | 05/15/2038 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.02 |
| Freddie Mac Gold Pool | 3.50 | 08/01/2026 | 0.02 |
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.02 |
| Freddie Mac REMICS | 3.00 | 07/15/2026 | 0.02 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.34 | 07/25/2035 | 0.02 |
| Fannie Mae REMICS | 0.58 | 03/25/2042 | 0.02 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.02 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.02 |
| Government National Mortgage Associ | 4.77 | 07/17/2033 | 0.02 |
| Fannie Mae REMICS | 5.87 | 03/25/2035 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.02 |
| Fannie Mae REMICS | 23.52 | 06/25/2036 | 0.02 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.02 |
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 0.72 | 02/25/2035 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 4.19 | 10/25/2033 | 0.02 |
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.02 |
| Freddie Mac REMICS | 3.27 | 02/15/2039 | 0.02 |
| Freddie Mac Multifamily Structured | 0.38 | 02/25/2023 | 0.02 |
| Freddie Mac REMICS | 6.52 | 01/15/2035 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 |
| Fannie Mae Pool | 5.50 | 03/01/2025 | 0.02 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.02 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.02 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.02 |
| Freddie Mac REMICS | 1.07 | 03/15/2029 | 0.02 |
| RBSSP Resecuritization Trust 2010-1 | 4.22 | 07/26/2045 | 0.02 |
| Freddie Mac REMICS | 3.10 | 03/15/2025 | 0.02 |
| FHLMC-GNMA | 6.50 | 10/17/2024 | 0.02 |
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.01 |
| Fannie Mae REMICS | 1.19 | 03/18/2032 | 0.01 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.01 |
| Freddie Mac REMICS | 0.87 | 03/15/2042 | 0.01 |
| Freddie Mac REMICS | 2.25 | 03/15/2024 | 0.01 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.01 |
| Fannie Mae REMICS | 1.18 | 12/25/2031 | 0.01 |
| MASTR Adjustable Rate Mortgages Tru | 4.33 | 04/21/2034 | 0.01 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.01 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 |
| Fannie Mae Pool | 5.50 | 01/01/2024 | 0.01 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.01 |
| Fannie Mae REMICS | 5.97 | 12/25/2042 | 0.01 |
| Freddie Mac REMICS | 4.00 | 07/15/2042 | 0.01 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.01 |
| Freddie Mac REMICS | 0.53 | 02/15/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2022 | 0.01 |
| Fannie Mae REMICS | 23.52 | 06/25/2036 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2024 | 0.01 |
| Fannie Mae REMICS | 0.68 | 09/25/2032 | 0.01 |
| Freddie Mac REMICS | 0.68 | 02/15/2032 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.01 |
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.01 |
| Fannie Mae REMICS | 1.18 | 07/25/2032 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2024 | 0.01 |
| Freddie Mac REMICS | 0.63 | 07/15/2037 | 0.01 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 |
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.01 |
| Structured Adjustable Rate Mortgage | 3.37 | 01/25/2035 | 0.01 |
| Fannie Mae REMICS | 1.18 | 12/25/2032 | 0.01 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 |
| Citigroup Commercial Mortgage Trust | 1.18 | 11/10/2046 | 0.01 |
| Freddie Mac REMICS | 1.13 | 08/15/2031 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Freddie Mac REMICS | 0.58 | 06/15/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.01 |
| Freddie Mac REMICS | 0.68 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 0.58 | 01/15/2033 | 0.01 |
| Freddie Mac REMICS | 0.68 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 6.50 | 08/15/2028 | 0.01 |
| Structured Asset Sec Mortgage Pass- | 3.72 | 11/25/2032 | 0.01 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.01 |
| Freddie Mac REMICS | 1.18 | 03/15/2032 | 0.01 |
| Vendee Mortgage Trust 2002-3 | 0.33 | 08/15/2032 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.01 |
| Fannie Mae REMICS | 6.52 | 05/25/2035 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Citigroup Mortgage Loan Trust Inc | 2.97 | 08/25/2034 | 0.01 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 |
| Freddie Mac REMICS | 5.92 | 01/15/2044 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.01 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.01 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.01 |
| Fannie Mae REMICS | 0.68 | 08/25/2032 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae REMICS | 6.52 | 10/25/2031 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 |
| Fannie Mae REMICS | 0.58 | 11/25/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.93 | 11/25/2036 | 0.01 |
| Fannie Mae REMICS | 1.18 | 04/25/2032 | 0.01 |
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.01 |
| Freddie Mac REMICS | 1.18 | 02/15/2032 | 0.01 |
| Freddie Mac Gold Pool | 5.80 | 10/01/2038 | 0.01 |
| Fannie Mae REMICS | 3.50 | 09/25/2023 | 0.01 |
| Freddie Mac REMICS | 0.78 | 12/15/2031 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Freddie Mac REMICS | 1.18 | 02/15/2032 | 0.01 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.01 |
| Fannie Mae REMICS | 23.52 | 06/25/2036 | 0.01 |
| Fannie Mae REMICS | 8.07 | 05/25/2033 | 0.01 |
| Angel Oak Mortgage Trust I LLC 2017 | 2.81 | 01/25/2047 | 0.01 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.01 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.01 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2022 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.01 |
| Freddie Mac REMICS | 0.73 | 03/15/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac REMICS | 24.07 | 08/15/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 12/01/2033 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Freddie Mac REMICS | 5.82 | 03/15/2024 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Freddie Mac REMICS | 6.07 | 12/15/2039 | 0.00 |
| COMM 2014-FL5 Mortgage Trust 144A | 1.57 | 10/15/2031 | 0.00 |
| GSAA Home Equity Trust 2007-7 | 0.44 | 07/25/2037 | 0.00 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Vendee Mortgage Trust 2003-1 | 0.13 | 11/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.00 |
| Fannie Mae REMICS | 7.91 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Pool | 5.00 | 10/01/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2035 | 0.00 |
| Freddie Mac REMICS | 6.54 | 05/15/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Fannie Mae REMICS | 0.67 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 0.69 | 10/18/2032 | 0.00 |
| Fannie Mae REMICS | 0.67 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae REMICS | 6.37 | 10/25/2041 | 0.00 |
| Fannie Mae REMICS | 6.42 | 05/25/2035 | 0.00 |
| Freddie Mac REMICS | 4.00 | 12/15/2041 | 0.00 |
| Freddie Mac REMICS | 0.83 | 07/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.00 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.82 | 08/25/2032 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae REMICS | 7.82 | 07/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Fannie Mae REMICS | 7.81 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 8.07 | 02/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac REMICS | 6.57 | 02/15/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Fannie Mae REMICS | 7.82 | 09/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.00 |
| Freddie Mac REMICS | 7.92 | 06/15/2029 | 0.00 |
| Luminent Mortgage Trust 2006-1 | 0.65 | 04/25/2036 | 0.00 |
| Fannie Mae REMICS | 6.82 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Freddie Mac REMICS | 0.78 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Fannie Mae REMICS | 7.92 | 03/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Fannie Mae REMICS | 7.82 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Citigroup Mortgage Loan Trust 2006- | 3.94 | 03/25/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae REMICS | 7.72 | 11/25/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae REMICS | 7.92 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.18 | 04/25/2032 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.71 | 12/18/2031 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae REMICS | 7.82 | 09/25/2032 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae REMICS | 3.00 | 03/25/2025 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Chase Mortgage Finance Trust Series | 3.81 | 12/25/2035 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 |
| Fannie Mae REMICS | 7.62 | 04/25/2032 | 0.00 |
| American Home Mortgage Investment T | 2.58 | 06/25/2045 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Fannie Mae REMICS | 7.91 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 |
| Freddie Mac REMICS | 7.92 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 |
| Fannie Mae REMICS | 7.77 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| Freddie Mac REMICS | 0.78 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.57 | 03/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2024 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| RALI Series 2006-QO2 Trust | 0.71 | 02/25/2046 | 0.00 |
| Freddie Mac REMICS | 8.51 | 07/17/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 |
| Vendee Mortgage Trust 2002-2 | 0.05 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae REMICS | 13.73 | 12/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2026 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Freddie Mac REMICS | 0.53 | 11/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae REMICS | 0.58 | 03/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae REMICS | 3.50 | 03/25/2043 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Fannie Mae REMICS | 4.00 | 10/25/2046 | 0.00 |
| Freddie Mac REMICS | 5.82 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Freddie Mac REMICS | 6.82 | 12/15/2037 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 7.47 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 10/01/2021 | 0.00 |
| Freddie Mac REMICS | 8.51 | 07/17/2028 | 0.00 |
| Freddie Mac REMICS | 5.00 | 06/15/2040 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2022 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 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 Pool | 5.00 | 07/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Fannie Mae REMICS | 3.00 | 12/25/2020 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae REMICS | 4.50 | 12/25/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Fannie Mae Pool | 5.00 | 10/01/2020 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2021 | 0.00 |
| Freddie Mac REMICS | 5.50 | 04/15/2025 | 0.00 |
| Freddie Mac REMICS | 3.00 | 09/15/2025 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Vendee Mortgage Trust 2001-3 | 0.01 | 10/15/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae REMICS | 3.00 | 01/25/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2020 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2040 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2035 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 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 |
| Freddie Mac REMICS | 2.50 | 07/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae REMICS | 5.87 | 07/25/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Fannie Mae REMICS | 8.50 | 09/25/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 02/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Fannie Mae Pool | 5.00 | 06/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 02/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 4.50 | 07/15/2020 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Fannie Mae REMICS | 6.52 | 02/25/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 8.00 | 02/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Fannie Mae REMICS | 4.50 | 09/25/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 06/15/2022 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2021 | 0.00 |
| STIT - Government & Agency Portfoli | 0.00 | ||
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 03/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2031 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 09/01/2020 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 09/15/2020 | 0.00 |
| Fannie Mae REMICS | 5.00 | 04/25/2023 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 06/15/2022 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 12/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2020 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2028 | 0.00 |
| Freddie Mac REMICS | 0.83 | 06/15/2021 | 0.00 |
| Stonemont Portfolio Trust 2017-STON | 5.36 | 08/20/2030 | 0.00 |
| INVESCO LIQUID ASSET CASH MF | 0.00 | ||
| Fannie Mae REMICS | 5.50 | 10/25/2024 | 0.00 |
| Freddie Mac Structured Agency Credi | 3.85 | 07/25/2028 | 0.00 |
| Freddie Mac Structured Agency Credi | 4.38 | 09/25/2028 | 0.00 |
| Freddie Mac Structured Agency Credi | 2.42 | 11/25/2028 | 0.00 |
| Wells Fargo Mortgage Backed Securit | 5.09 | 05/25/2036 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 05/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 04/15/2020 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 04/15/2020 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | -1.31 |
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