Invesco Quality Income Fund
as of 06/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
3.00
06/01/2052
5.13
Fannie Mae or Freddie Mac
2.00
08/01/2052
4.93
Fannie Mae or Freddie Mac
2.50
08/01/2052
4.49
Fannie Mae or Freddie Mac
4.50
07/01/2052
3.89
Ginnie Mae II Pool
3.00
07/01/2052
3.86
UBS AG/London
1.46
11/16/2022
3.48
Toronto-Dominion Bank/NY
1.69
11/15/2022
3.48
Royal Bank of Canada/New York NY
1.71
11/10/2022
3.47
Svenska Handelsbanken/New York NY
1.74
11/30/2022
3.47
Goldman Sachs International
0.00
11/10/2022
3.44
Ginnie Mae II Pool
2.50
07/01/2052
3.04
Fannie Mae or Freddie Mac
2.50
07/01/2037
2.89
Fannie Mae Pool
2.50
12/01/2051
2.67
Fannie Mae Pool
2.50
04/01/2052
1.97
Fannie Mae or Freddie Mac
3.00
08/01/2052
1.91
Fannie Mae or Freddie Mac
4.00
08/01/2052
1.89
Fannie Mae or Freddie Mac
3.50
08/01/2052
1.55
Freddie Mac Pool
2.50
10/01/2051
1.54
Fannie Mae Pool
3.50
05/01/2046
1.49
Fannie Mae Pool
2.00
11/01/2035
1.36
Fannie Mae Pool
3.59
10/01/2028
1.34
Fannie Mae Pool
3.50
12/01/2034
1.32
Ginnie Mae II Pool
3.50
07/01/2052
1.31
Fannie Mae Pool
2.00
09/01/2051
1.27
Fannie Mae Pool
2.00
01/01/2051
1.21
Fannie Mae Pool
2.50
03/01/2051
1.20
Fannie Mae Pool
3.00
04/01/2051
1.20
Fannie Mae or Freddie Mac
5.00
07/01/2052
1.19
Freddie Mac Gold Pool
3.50
12/01/2046
1.17
Fannie Mae Pool
2.50
10/01/2051
1.15
Fannie Mae Pool
2.00
05/01/2041
1.14
Fannie Mae Pool
3.00
10/01/2049
1.14
Fannie Mae Pool
4.00
10/01/2048
1.13
Freddie Mac Pool
2.00
01/01/2052
1.06
Ginnie Mae II Pool
3.50
05/20/2050
1.04
Fannie Mae Pool
2.00
09/01/2035
1.03
PRKCM 2021-AFC2 Trust
2.07
11/25/2056
1.01
Freddie Mac Pool
4.00
07/01/2049
1.01
Fannie Mae Pool
3.00
06/01/2051
1.00
Fannie Mae or Freddie Mac
4.00
07/01/2037
1.00
Fannie Mae Pool
3.50
11/01/2034
0.99
Freddie Mac Pool
4.50
06/01/2052
0.99
Fannie Mae Pool
4.00
09/01/2043
0.97
Government National Mortgage Associ
1.50
04/16/2062
0.97
SG Residential Mortgage Trust 2021-
1.74
12/25/2061
0.96
Freddie Mac Pool
3.50
05/01/2050
0.96
Freddie Mac Pool
3.00
03/01/2050
0.94
Fannie Mae Pool
3.00
01/01/2035
0.89
Fannie Mae Pool
2.50
10/01/2050
0.87
Freddie Mac Pool
2.50
09/01/2050
0.87
Onslow Bay Mortgage Loan Trust
1.96
10/25/2061
0.86
Fannie Mae Pool
3.00
03/01/2050
0.85
Freddie Mac Pool
2.00
12/01/2051
0.83
Fannie Mae Pool
2.00
11/01/2051
0.81
Fannie Mae Pool
2.00
01/01/2052
0.80
Freddie Mac REMICS
1.50
08/15/2027
0.78
Connecticut Avenue Securities Trust
3.03
03/25/2042
0.76
Fannie Mae Pool
3.00
06/01/2050
0.74
Fannie Mae Pool
2.50
03/01/2035
0.73
Freddie Mac Pool
4.50
07/01/2052
0.71
Fannie Mae REMICS
3.00
07/25/2045
0.71
Ginnie Mae II Pool
4.50
07/01/2052
0.71
Fannie Mae Pool
4.00
02/01/2050
0.71
Fannie Mae Pool
4.00
03/01/2050
0.70
Freddie Mac Gold Pool
7.50
08/01/2037
0.66
Fannie Mae Pool
3.50
04/01/2045
0.64
Fannie Mae Pool
3.00
01/01/2052
0.64
Freddie Mac Gold Pool
3.00
02/01/2032
0.62
Fannie Mae Pool
2.50
11/01/2051
0.62
Ginnie Mae II Pool
2.00
07/01/2052
0.62
Fannie Mae Pool
3.00
11/01/2030
0.61
Connecticut Avenue Securities Trust
3.70
05/25/2042
0.59
Invitation Homes 2018-SFR4 Trust
2.92
01/17/2038
0.58
Starwood Mortgage Residential Trust
1.92
11/25/2066
0.57
Fannie Mae Pool
3.00
01/01/2035
0.55
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.54
Freddie Mac Gold Pool
4.00
12/01/2045
0.54
Freddie Mac Pool
3.00
02/01/2050
0.53
Freddie Mac Pool
3.00
04/01/2035
0.51
Freddie Mac Pool
3.00
01/01/2050
0.51
Fannie Mae Pool
3.50
05/01/2050
0.50
Freddie Mac Gold Pool
4.50
08/01/2041
0.47
Fannie Mae Pool
3.50
09/01/2047
0.45
BINOM Securitization Trust 2021-INV
2.03
06/25/2056
0.45
Fannie Mae Pool
3.50
09/01/2040
0.44
Freddie Mac Pool
3.00
01/01/2050
0.44
Freddie Mac Gold Pool
3.50
09/01/2045
0.42
Ginnie Mae II Pool
3.50
06/20/2050
0.41
Freddie Mac Pool
3.00
05/01/2050
0.39
Freddie Mac Gold Pool
4.00
11/01/2048
0.37
Freddie Mac Gold Pool
4.00
06/01/2042
0.36
Freddie Mac Pool
2.00
01/01/2052
0.36
Fannie Mae Pool
2.00
11/01/2051
0.35
Ginnie Mae II Pool
3.00
02/20/2050
0.35
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.35
Fannie Mae Pool
3.00
05/01/2035
0.35
Fannie Mae Pool
4.00
07/01/2046
0.35
Ginnie Mae II Pool
4.00
03/20/2050
0.34
Freddie Mac Pool
3.00
12/01/2034
0.33
Progress Residential 2020-SFR1 Trus
2.18
04/17/2037
0.33
Ginnie Mae II Pool
4.00
02/20/2048
0.32
Fannie Mae Pool
3.00
09/01/2034
0.30
Fannie Mae Pool
4.00
02/01/2045
0.29
Fannie Mae Pool
4.50
07/01/2044
0.28
Fannie Mae Pool
4.00
11/01/2048
0.28
Fannie Mae Pool
3.50
08/01/2045
0.28
Seasoned Loans Structured Transacti
3.50
05/25/2029
0.27
Freddie Mac Pool
3.00
12/01/2049
0.27
Fannie Mae Pool
4.00
10/01/2048
0.26
Fannie Mae Pool
3.00
07/01/2050
0.25
Freddie Mac Pool
4.00
07/01/2049
0.23
Agate Bay Mortgage Trust 2015-2
3.63
03/25/2045
0.23
Ginnie Mae II Pool
3.50
07/20/2046
0.22
Freddie Mac Pool
3.00
09/01/2049
0.22
Fannie Mae Pool
4.00
03/01/2045
0.22
Fannie Mae Pool
4.00
02/01/2042
0.21
Fannie Mae Pool
3.00
11/01/2045
0.21
Chase Mortgage Finance Corp
3.75
12/25/2045
0.21
Deutsche Mortgage Securities Inc Re
3.48
06/27/2037
0.21
Freddie Mac Pool
4.50
11/01/2049
0.20
CSMC Trust 2013-7
3.54
08/25/2043
0.20
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.20
Verus Securitization Trust 2019-INV
2.95
11/25/2059
0.20
Ginnie Mae II Pool
3.50
05/20/2046
0.19
Fannie Mae Pool
4.50
10/01/2041
0.19
Fannie Mae Pool
3.50
03/01/2046
0.19
Freddie Mac REMICS
1.62
03/15/2036
0.19
CCG Receivables Trust
3.22
09/14/2026
0.18
Fannie Mae Pool
4.00
02/01/2042
0.18
Chase Mortgage Finance Corp
3.75
04/25/2045
0.18
Freddie Mac Gold Pool
2.50
02/01/2031
0.17
Freddie Mac Multifamily Structured
1.91
03/25/2024
0.16
Fannie Mae Pool
5.00
01/01/2041
0.16
Freddie Mac Gold Pool
5.45
11/25/2038
0.16
Government National Mortgage Associ
7.13
11/20/2033
0.16
Fannie Mae Pool
3.00
04/01/2043
0.15
Fannie Mae Pool
3.00
02/01/2029
0.15
Fannie Mae Pool
5.50
05/01/2035
0.14
Freddie Mac Gold Pool
4.50
02/01/2042
0.14
Freddie Mac REMICS
2.50
07/15/2038
0.14
Freddie Mac Pool
4.00
11/01/2048
0.14
Fannie Mae Pool
4.00
06/01/2044
0.14
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
0.13
Fannie Mae Pool
6.50
12/01/2029
0.13
Government National Mortgage Associ
4.51
07/20/2041
0.13
Fannie Mae Pool
3.50
10/01/2049
0.13
Fannie Mae REMICS
2.00
03/25/2051
0.13
Freddie Mac Pool
3.50
11/01/2049
0.13
Government National Mortgage Associ
5.90
01/20/2039
0.13
Fannie Mae REMICS
1.96
06/25/2035
0.12
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.12
Freddie Mac Multifamily Structured
0.64
09/25/2025
0.11
Fannie Mae REMICS
2.56
06/25/2037
0.11
Bear Stearns ARM Trust 2005-1
2.95
03/25/2035
0.11
Freddie Mac Pool
4.00
07/01/2049
0.11
Freddie Mac Gold Pool
7.50
01/01/2032
0.11
Fannie Mae Pool
3.50
11/01/2042
0.10
Freddie Mac Gold Pool
5.00
06/01/2040
0.10
COMM 2015-CCRE24 Mortgage Trust
0.89
08/10/2048
0.10
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.10
Citigroup Commercial Mortgage Trust
1.22
10/12/2050
0.10
Government National Mortgage Associ
1.95
09/20/2041
0.10
Fannie Mae Pool
4.00
04/01/2046
0.10
Freddie Mac Gold Pool
5.00
01/01/2037
0.09
Fannie Mae Pool
7.50
01/01/2033
0.09
United States Treasury Bill
0.00
11/17/2022
0.09
JP Morgan Trust 2015-3
3.50
05/25/2045
0.09
Freddie Mac Gold Pool
5.35
10/17/2038
0.09
Fannie Mae REMICS
2.12
09/25/2034
0.09
GMACM Mortgage Loan Trust 2005-AR3
2.96
06/19/2035
0.09
JP Morgan Mortgage Trust 2017-5
3.05
10/26/2048
0.09
JP Morgan Mortgage Trust 2014-1
0.79
01/25/2044
0.09
Freddie Mac Strips
1.82
05/15/2036
0.09
Fannie Mae REMICS
2.50
12/25/2025
0.08
Fannie Mae Pool
7.50
08/01/2033
0.08
Fannie Mae Pool
7.00
04/01/2034
0.08
Fannie Mae Pool
4.50
01/01/2040
0.08
Freddie Mac REMICS
6.50
05/15/2031
0.08
Citigroup Mortgage Loan Trust 2005-
2.47
10/25/2035
0.08
Fannie Mae REMICS
1.97
10/25/2035
0.08
Freddie Mac REMICS
3.50
05/15/2032
0.07
Government National Mortgage Associ
1.51
07/20/2044
0.07
Freddie Mac REMICS
1.87
10/15/2036
0.07
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.07
Freddie Mac Gold Pool
5.35
07/01/2038
0.07
Freddie Mac Gold Pool
5.80
01/20/2039
0.07
Structured Asset Mortgage Investmen
2.08
05/25/2045
0.06
Fannie Mae Pool
7.00
12/01/2032
0.06
Freddie Mac Gold Pool
4.50
06/01/2041
0.06
UBS Commercial Mortgage Trust 2017-
1.12
11/15/2050
0.06
Fannie Mae REMICS
6.61
06/25/2039
0.06
JP Morgan Mortgage Trust 2005-A1
2.72
02/25/2035
0.06
Freddie Mac Multifamily Structured
1.22
05/25/2044
0.06
Freddie Mac Gold Pool
5.00
11/01/2039
0.06
Freddie Mac REMICS
6.50
02/15/2031
0.06
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.06
Fannie Mae Pool
6.50
11/01/2031
0.05
Fannie Mae REMICS
4.00
07/25/2024
0.05
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.05
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.05
Fannie Mae Pool
6.00
07/01/2038
0.05
Fannie Mae Pool
5.00
12/01/2035
0.05
Ginnie Mae II Pool
5.00
11/20/2037
0.05
CSFB Mortgage-Backed Pass-Through C
3.19
06/25/2034
0.05
Fannie Mae Pool
5.50
02/01/2038
0.05
Fannie Mae REMICS
2.07
08/25/2037
0.05
Wells Fargo Commercial Mortgage Tru
1.02
12/15/2050
0.05
Fannie Mae REMICS
2.12
06/25/2046
0.05
Fannie Mae Pool
6.50
01/01/2034
0.05
Benchmark 2018-B1 Mortgage Trust
0.63
01/15/2051
0.05
CCG Receivables Trust
3.57
09/14/2026
0.05
Fannie Mae REMICS
2.00
05/25/2044
0.05
Fannie Mae Pool
3.50
08/01/2040
0.05
Fannie Mae REMICS
4.00
03/25/2041
0.05
Fannie Mae Pool
5.00
02/01/2036
0.05
Freddie Mac Gold Pool
3.00
02/01/2032
0.05
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.05
Fannie Mae Pool
6.00
12/01/2029
0.04
CSMLT 2015-1 Trust
3.50
05/25/2045
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Fannie Mae Pool
6.50
11/01/2038
0.04
Fannie Mae Pool
5.50
02/01/2034
0.04
Freddie Mac REMICS
3.00
05/15/2040
0.04
Fannie Mae REMICS
5.50
12/25/2025
0.04
Fannie Mae Pool
5.50
04/01/2038
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Fannie Mae REMICS
0.99
02/25/2056
0.04
Merrill Lynch Mortgage Investors Tr
2.08
03/25/2030
0.04
Fannie Mae Pool
5.00
10/01/2035
0.04
Fannie Mae Pool
6.00
01/01/2036
0.04
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.04
Freddie Mac Gold Pool
4.50
05/01/2038
0.04
Fannie Mae REMICS
5.00
04/25/2040
0.04
Fannie Mae Pool
5.45
01/01/2038
0.03
Freddie Mac REMICS
2.00
12/15/2023
0.03
Merrill Lynch Mortgage Investors Tr
2.39
11/25/2035
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.03
JP Morgan Mortgage Trust 2005-A3
3.02
06/25/2035
0.03
Freddie Mac REMICS
6.50
10/15/2029
0.03
Structured Adjustable Rate Mortgage
1.92
09/25/2034
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Fannie Mae Pool
2.00
03/01/2023
0.03
Banc of America Funding 2006-A Trus
2.74
02/20/2036
0.03
Fannie Mae Pool
7.50
08/01/2037
0.03
Fannie Mae REMICS
2.75
01/25/2039
0.03
Fannie Mae REMICS
1.97
08/25/2035
0.03
CD 2017-CD6 Mortgage Trust
1.06
11/13/2050
0.03
Morgan Stanley Capital I 2017-HR2
0.92
12/15/2050
0.03
Fannie Mae REMICS
2.60
12/18/2032
0.03
Chase Mortgage Finance Trust Series
2.43
06/25/2035
0.03
Fannie Mae Pool
8.00
04/01/2033
0.03
Freddie Mac REMICS
3.50
11/15/2025
0.03
Fannie Mae Pool
8.50
10/01/2032
0.03
Chase Mortgage Finance Trust Series
2.43
06/25/2035
0.03
Fannie Mae REMICS
4.28
09/25/2047
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
Fannie Mae REMICS
18.61
03/25/2036
0.03
Freddie Mac Gold Pool
7.50
09/01/2033
0.02
Fannie Mae REMICS
7.00
03/18/2027
0.02
Fannie Mae Pool
4.50
07/01/2025
0.02
GSR Mortgage Loan Trust 2004-12
1.46
12/25/2034
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
0.02
CHL Mortgage Pass-Through Trust 200
2.16
02/25/2035
0.02
Adjustable Rate Mortgage Trust 2005
0.77
10/25/2035
0.02
Fannie Mae Pool
5.00
06/01/2027
0.02
JP Morgan Mortgage Trust 2019-INV2
3.50
02/25/2050
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Freddie Mac Strips
0.00
03/01/2032
0.02
Government National Mortgage Associ
3.00
12/16/2025
0.02
Fannie Mae Pool
7.00
01/01/2030
0.02
COMM 2013-LC13 Mortgage Trust
1.14
08/10/2046
0.02
Fannie Mae Pool
6.00
01/01/2037
0.02
WaMu Mortgage Pass-Through Certific
2.50
10/25/2033
0.02
Freddie Mac REMICS
6.95
03/15/2028
0.02
Fannie Mae Pool
5.50
12/01/2027
0.02
Freddie Mac Gold Pool
6.50
08/01/2031
0.02
Freddie Mac REMICS
6.00
04/15/2029
0.02
Freddie Mac Gold Pool
7.50
05/01/2035
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae Pool
6.00
01/01/2036
0.02
Fannie Mae REMICS
2.60
03/18/2032
0.02
Fannie Mae REMICS
2.02
03/25/2042
0.02
Freddie Mac REMICS
1.96
03/15/2029
0.02
Fannie Mae Pool
6.00
08/01/2034
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Fannie Mae Pool
6.00
11/01/2029
0.02
Government National Mortgage Associ
5.14
04/16/2041
0.02
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.02
Fannie Mae REMICS
2.62
12/25/2031
0.02
Freddie Mac REMICS
1.30
03/15/2042
0.02
Freddie Mac REMICS
6.50
06/15/2031
0.02
Fannie Mae Pool
4.50
01/01/2027
0.02
Freddie Mac REMICS
3.00
09/15/2027
0.02
Fannie Mae REMICS
18.25
06/25/2036
0.02
Freddie Mac REMICS
4.00
06/15/2038
0.02
MASTR Adjustable Rate Mortgages Tru
2.68
04/21/2034
0.02
Freddie Mac REMICS
1.67
02/15/2029
0.02
Freddie Mac Gold Pool
8.50
08/01/2031
0.02
Freddie Mac REMICS
4.00
10/15/2024
0.02
Fannie Mae Pool
7.50
03/01/2033
0.02
Fannie Mae REMICS
7.00
09/25/2032
0.02
Freddie Mac REMICS
3.00
07/15/2026
0.02
Fannie Mae REMICS
2.12
09/25/2032
0.02
Freddie Mac REMICS
4.75
05/15/2038
0.02
Freddie Mac REMICS
3.50
10/15/2026
0.02
Fannie Mae REMICS
6.50
11/25/2029
0.02
Fannie Mae Pool
5.50
10/01/2034
0.02
Freddie Mac REMICS
1.82
02/15/2032
0.01
GSR Mortgage Loan Trust 2005-AR4
3.57
07/25/2035
0.01
Fannie Mae REMICS
3.00
02/25/2028
0.01
Fannie Mae Interest Strip
6.50
04/25/2032
0.01
Fannie Mae REMICS
2.62
07/25/2032
0.01
Fannie Mae Pool
7.50
02/01/2027
0.01
Fannie Mae Pool
6.00
12/01/2035
0.01
Freddie Mac REMICS
1.13
02/15/2039
0.01
Freddie Mac Strips
8.00
06/15/2031
0.01
Freddie Mac REMICS
2.27
08/15/2031
0.01
Fannie Mae REMICS
2.62
12/25/2032
0.01
Fannie Mae REMICS
18.25
06/25/2036
0.01
Fannie Mae Pool
4.50
04/01/2023
0.01
Fannie Mae REMICS
4.43
03/25/2035
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Freddie Mac Gold Pool
5.50
12/01/2036
0.01
Ginnie Mae I Pool
5.50
07/15/2033
0.01
Government National Mortgage Associ
4.69
10/16/2047
0.01
Fannie Mae Pool
7.00
07/01/2032
0.01
Freddie Mac REMICS
1.82
03/15/2032
0.01
Freddie Mac Gold Pool
5.00
03/01/2037
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Freddie Mac Gold Pool
8.00
08/01/2032
0.01
Freddie Mac Gold Pool
6.50
08/01/2029
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Pool
6.00
05/01/2023
0.01
Freddie Mac REMICS
1.72
01/15/2033
0.01
Fannie Mae REMICS
2.50
10/25/2026
0.01
Freddie Mac REMICS
1.82
03/15/2032
0.01
Freddie Mac REMICS
1.72
06/15/2029
0.01
Freddie Mac REMICS
2.32
03/15/2032
0.01
Fannie Mae Pool
5.50
09/01/2025
0.01
Freddie Mac REMICS
6.50
08/15/2028
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Freddie Mac REMICS
1.77
07/15/2037
0.01
Fannie Mae Pool
5.63
08/01/2032
0.01
Freddie Mac REMICS
8.00
03/15/2030
0.01
Freddie Mac Gold Pool
6.50
12/01/2030
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae REMICS
2.12
08/25/2032
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Freddie Mac REMICS
1.92
12/15/2031
0.01
Freddie Mac REMICS
5.38
01/15/2035
0.01
Fannie Mae Pool
6.50
07/01/2029
0.01
Fannie Mae Pool
6.00
06/01/2030
0.01
Fannie Mae REMICS
4.53
12/25/2042
0.01
Fannie Mae REMICS
4.50
02/25/2043
0.01
Fannie Mae REMICS
2.02
11/25/2033
0.01
Fannie Mae REMICS
2.62
04/25/2032
0.01
Fannie Mae Pool
7.00
11/01/2032
0.01
Citigroup Mortgage Loan Trust Inc
3.01
08/25/2034
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae REMICS
3.00
06/25/2027
0.01
Freddie Mac REMICS
1.51
03/15/2024
0.01
Fannie Mae Pool
5.50
09/01/2025
0.01
Freddie Mac REMICS
3.00
11/15/2027
0.01
Fannie Mae Pool
5.50
05/01/2024
0.01
Fannie Mae Interest Strip
8.00
05/25/2030
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Freddie Mac REMICS
2.32
02/15/2032
0.01
Structured Asset Sec Mortgage Pass-
2.53
11/25/2032
0.01
Freddie Mac REMICS
2.32
02/15/2032
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
FHLMC-GNMA
6.50
10/17/2024
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Structured Adjustable Rate Mortgage
3.03
01/25/2035
0.01
Ginnie Mae I Pool
7.50
08/15/2028
0.01
Fannie Mae Pool
5.50
04/01/2036
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae REMICS
3.50
08/25/2042
0.01
Freddie Mac Strips
0.00
12/01/2031
0.01
Citigroup Commercial Mortgage Trust
1.15
11/10/2046
0.01
Fannie Mae Pool
5.00
08/01/2040
0.01
Vendee Mortgage Trust 2002-3
0.28
08/15/2032
0.01
Ginnie Mae II Pool
6.00
04/20/2029
0.01
Fannie Mae Pool
6.00
05/01/2040
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Freddie Mac REMICS
1.87
03/15/2032
0.01
Fannie Mae Pool
7.00
06/01/2034
0.01
Fannie Mae REMICS
4.00
08/25/2047
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac REMICS
3.00
06/15/2027
0.01
Fannie Mae REMICS
5.08
05/25/2035
0.01
Fannie Mae Interest Strip
5.50
04/25/2034
0.01
Freddie Mac REMICS
5.00
09/15/2023
0.01
Freddie Mac REMICS
4.78
01/15/2044
0.01
Fannie Mae Pool
5.00
03/01/2025
0.01
WaMu Mortgage Pass-Through Certific
2.88
11/25/2036
0.01
Fannie Mae Pool
6.50
11/01/2028
0.01
Fannie Mae Interest Strip
0.00
09/25/2032
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Pool
6.50
10/01/2028
0.01
Freddie Mac Strips
7.00
09/01/2029
0.01
Ginnie Mae I Pool
7.00
08/15/2029
0.01
Fannie Mae REMICS
6.63
05/25/2033
0.01
Fannie Mae REMICS
7.00
05/25/2033
0.01
Fannie Mae REMICS
18.25
06/25/2036
0.01
Fannie Mae REMICS
2.10
10/18/2032
0.01
Fannie Mae REMICS
2.12
09/25/2032
0.01
Fannie Mae REMICS
2.12
09/25/2032
0.00
Freddie Mac Gold Pool
6.50
07/01/2033
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac REMICS
19.90
08/15/2035
0.00
Fannie Mae REMICS
4.00
11/25/2027
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae REMICS
5.08
10/25/2031
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Freddie Mac Gold Pool
7.00
10/01/2031
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Freddie Mac REMICS
1.97
07/15/2029
0.00
Ginnie Mae I Pool
7.50
06/15/2028
0.00
Government National Mortgage Associ
4.77
07/17/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Freddie Mac Gold Pool
6.50
04/01/2031
0.00
Luminent Mortgage Trust 2006-1
1.49
04/25/2036
0.00
GSAA Home Equity Trust 2007-7
2.16
07/25/2037
0.00
Fannie Mae Pool
5.50
03/01/2025
0.00
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.00
Vendee Mortgage Trust 2003-1
0.09
11/15/2032
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae Pool
5.00
07/01/2037
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Freddie Mac REMICS
2.50
09/15/2027
0.00
Freddie Mac REMICS
4.93
12/15/2039
0.00
Fannie Mae REMICS
6.50
12/18/2032
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Freddie Mac Gold Pool
6.50
08/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
6.50
04/01/2026
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Freddie Mac REMICS
1.92
01/15/2029
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae REMICS
8.00
09/18/2027
0.00
Fannie Mae REMICS
6.38
07/25/2032
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Fannie Mae Interest Strip
6.00
10/25/2033
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae REMICS
6.40
03/18/2032
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae REMICS
4.98
05/25/2035
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
5.00
03/01/2023
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae REMICS
2.62
04/25/2032
0.00
Fannie Mae Pool
6.50
01/01/2027
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Freddie Mac REMICS
5.40
05/15/2035
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Fannie Mae REMICS
5.38
08/25/2032
0.00
Fannie Mae REMICS
6.63
02/25/2033
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Fannie Mae REMICS
4.93
10/25/2041
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
Fannie Mae Pool
5.50
11/01/2037
0.00
Fannie Mae REMICS
6.38
09/25/2032
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae Pool
6.00
12/01/2038
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Freddie Mac Gold Pool
5.50
01/01/2024
0.00
Fannie Mae Pool
6.50
10/01/2033
0.00
Fannie Mae REMICS
5.03
03/25/2039
0.00
Fannie Mae REMICS
6.38
07/25/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Freddie Mac Gold Pool
8.50
03/01/2031
0.00
Ginnie Mae I Pool
6.00
01/15/2029
0.00
Fannie Mae REMICS
6.48
03/25/2032
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae REMICS
5.38
04/25/2032
0.00
Chase Mortgage Finance Trust Series
2.91
12/25/2035
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Citigroup Mortgage Loan Trust 2006-
2.56
03/25/2036
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
6.50
05/01/2030
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae REMICS
6.28
11/25/2031
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae REMICS
6.48
04/25/2032
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae-Aces
0.25
12/25/2022
0.00
Freddie Mac REMICS
6.78
06/15/2029
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Freddie Mac REMICS
1.92
12/15/2032
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Freddie Mac REMICS
5.43
02/15/2035
0.00
Fannie Mae Pool
6.50
06/01/2032
0.00
Fannie Mae Pool
5.50
12/01/2036
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Interest Strip
7.50
01/25/2032
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae REMICS
3.00
10/25/2026
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
RALI Series 2006-QO2 Trust
2.16
02/25/2046
0.00
Fannie Mae REMICS
6.38
09/25/2032
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Fannie Mae Pool
7.00
04/01/2035
0.00
Fannie Mae REMICS
6.18
04/25/2032
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae REMICS
3.50
09/25/2023
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae REMICS
6.30
12/18/2031
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
7.00
11/01/2033
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Fannie Mae REMICS
6.33
01/25/2032
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.00
05/01/2026
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
7.50
07/15/2028
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae REMICS
6.50
12/18/2032
0.00
Freddie Mac REMICS
4.68
03/15/2024
0.00
Fannie Mae Pool
5.50
11/01/2022
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Freddie Mac Gold Pool
6.00
10/01/2022
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Freddie Mac REMICS
6.78
09/15/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae REMICS
5.13
03/25/2035
0.00
Fannie Mae Pool
6.00
05/01/2028
0.00
Fannie Mae Pool
7.00
12/01/2029
0.00
Freddie Mac Gold Pool
5.50
09/01/2024
0.00
Fannie Mae REMICS
2.02
03/25/2033
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Ginnie Mae I Pool
6.50
01/15/2024
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Freddie Mac REMICS
4.68
04/15/2038
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
6.50
05/25/2033
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.00
01/01/2029
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
7.00
01/01/2036
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Freddie Mac REMICS
5.68
12/15/2037
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2028
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
6.00
10/01/2033
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Fannie Mae Pool
7.00
04/01/2031
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
6.00
12/01/2037
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
6.00
04/01/2036
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Freddie Mac REMICS
7.18
07/17/2028
0.00
Fannie Mae Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Freddie Mac REMICS
6.33
07/15/2026
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Vendee Mortgage Trust 2002-2
0.02
01/15/2032
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Fannie Mae Pool
6.00
02/01/2040
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
6.00
01/01/2039
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Fannie Mae Pool
6.00
10/01/2038
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Fannie Mae Pool
7.00
04/01/2029
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
5.50
01/01/2024
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Ginnie Mae I Pool
6.00
06/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Fannie Mae Pool
6.00
05/01/2023
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Freddie Mac REMICS
7.18
07/17/2028
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Fannie Mae Pool
6.50
11/01/2029
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Fannie Mae REMICS
4.43
07/25/2038
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
6.00
09/15/2028
0.00
Fannie Mae Pool
6.00
11/01/2037
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Fannie Mae REMICS
0.75
10/25/2031
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Freddie Mac REMICS
4.00
12/15/2041
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Fannie Mae Pool
6.00
10/01/2023
0.00
Vendee Mortgage Trust 1999-3
0.00
10/15/2029
0.00
Fannie Mae REMICS
5.08
02/25/2024
0.00
Vendee Mortgage Trust 2001-3
0.00
10/15/2031
0.00
Freddie Mac REMICS
3.00
04/15/2026
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
CASH & EQUIVALENTS
0.00
-4.80
as of 06/30/2022
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Fannie Mae or Freddie Mac | 3.00 | 06/01/2052 | 5.13 |
| Fannie Mae or Freddie Mac | 2.00 | 08/01/2052 | 4.93 |
| Fannie Mae or Freddie Mac | 2.50 | 08/01/2052 | 4.49 |
| Fannie Mae or Freddie Mac | 4.50 | 07/01/2052 | 3.89 |
| Ginnie Mae II Pool | 3.00 | 07/01/2052 | 3.86 |
| UBS AG/London | 1.46 | 11/16/2022 | 3.48 |
| Toronto-Dominion Bank/NY | 1.69 | 11/15/2022 | 3.48 |
| Royal Bank of Canada/New York NY | 1.71 | 11/10/2022 | 3.47 |
| Svenska Handelsbanken/New York NY | 1.74 | 11/30/2022 | 3.47 |
| Goldman Sachs International | 0.00 | 11/10/2022 | 3.44 |
| Ginnie Mae II Pool | 2.50 | 07/01/2052 | 3.04 |
| Fannie Mae or Freddie Mac | 2.50 | 07/01/2037 | 2.89 |
| Fannie Mae Pool | 2.50 | 12/01/2051 | 2.67 |
| Fannie Mae Pool | 2.50 | 04/01/2052 | 1.97 |
| Fannie Mae or Freddie Mac | 3.00 | 08/01/2052 | 1.91 |
| Fannie Mae or Freddie Mac | 4.00 | 08/01/2052 | 1.89 |
| Fannie Mae or Freddie Mac | 3.50 | 08/01/2052 | 1.55 |
| Freddie Mac Pool | 2.50 | 10/01/2051 | 1.54 |
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.49 |
| Fannie Mae Pool | 2.00 | 11/01/2035 | 1.36 |
| Fannie Mae Pool | 3.59 | 10/01/2028 | 1.34 |
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.32 |
| Ginnie Mae II Pool | 3.50 | 07/01/2052 | 1.31 |
| Fannie Mae Pool | 2.00 | 09/01/2051 | 1.27 |
| Fannie Mae Pool | 2.00 | 01/01/2051 | 1.21 |
| Fannie Mae Pool | 2.50 | 03/01/2051 | 1.20 |
| Fannie Mae Pool | 3.00 | 04/01/2051 | 1.20 |
| Fannie Mae or Freddie Mac | 5.00 | 07/01/2052 | 1.19 |
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.17 |
| Fannie Mae Pool | 2.50 | 10/01/2051 | 1.15 |
| Fannie Mae Pool | 2.00 | 05/01/2041 | 1.14 |
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.14 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.13 |
| Freddie Mac Pool | 2.00 | 01/01/2052 | 1.06 |
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 1.04 |
| Fannie Mae Pool | 2.00 | 09/01/2035 | 1.03 |
| PRKCM 2021-AFC2 Trust | 2.07 | 11/25/2056 | 1.01 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 1.01 |
| Fannie Mae Pool | 3.00 | 06/01/2051 | 1.00 |
| Fannie Mae or Freddie Mac | 4.00 | 07/01/2037 | 1.00 |
| Fannie Mae Pool | 3.50 | 11/01/2034 | 0.99 |
| Freddie Mac Pool | 4.50 | 06/01/2052 | 0.99 |
| Fannie Mae Pool | 4.00 | 09/01/2043 | 0.97 |
| Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.97 |
| SG Residential Mortgage Trust 2021- | 1.74 | 12/25/2061 | 0.96 |
| Freddie Mac Pool | 3.50 | 05/01/2050 | 0.96 |
| Freddie Mac Pool | 3.00 | 03/01/2050 | 0.94 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.89 |
| Fannie Mae Pool | 2.50 | 10/01/2050 | 0.87 |
| Freddie Mac Pool | 2.50 | 09/01/2050 | 0.87 |
| Onslow Bay Mortgage Loan Trust | 1.96 | 10/25/2061 | 0.86 |
| Fannie Mae Pool | 3.00 | 03/01/2050 | 0.85 |
| Freddie Mac Pool | 2.00 | 12/01/2051 | 0.83 |
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.81 |
| Fannie Mae Pool | 2.00 | 01/01/2052 | 0.80 |
| Freddie Mac REMICS | 1.50 | 08/15/2027 | 0.78 |
| Connecticut Avenue Securities Trust | 3.03 | 03/25/2042 | 0.76 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 0.74 |
| Fannie Mae Pool | 2.50 | 03/01/2035 | 0.73 |
| Freddie Mac Pool | 4.50 | 07/01/2052 | 0.71 |
| Fannie Mae REMICS | 3.00 | 07/25/2045 | 0.71 |
| Ginnie Mae II Pool | 4.50 | 07/01/2052 | 0.71 |
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.71 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.70 |
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.66 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.64 |
| Fannie Mae Pool | 3.00 | 01/01/2052 | 0.64 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.62 |
| Fannie Mae Pool | 2.50 | 11/01/2051 | 0.62 |
| Ginnie Mae II Pool | 2.00 | 07/01/2052 | 0.62 |
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.61 |
| Connecticut Avenue Securities Trust | 3.70 | 05/25/2042 | 0.59 |
| Invitation Homes 2018-SFR4 Trust | 2.92 | 01/17/2038 | 0.58 |
| Starwood Mortgage Residential Trust | 1.92 | 11/25/2066 | 0.57 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.55 |
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.54 |
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.54 |
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.53 |
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.51 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.51 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.50 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.47 |
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.45 |
| BINOM Securitization Trust 2021-INV | 2.03 | 06/25/2056 | 0.45 |
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.44 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.44 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.42 |
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.41 |
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.39 |
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.37 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.36 |
| Freddie Mac Pool | 2.00 | 01/01/2052 | 0.36 |
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.35 |
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.35 |
| ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.35 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.35 |
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.35 |
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.34 |
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.33 |
| Progress Residential 2020-SFR1 Trus | 2.18 | 04/17/2037 | 0.33 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.32 |
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.30 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.29 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.28 |
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.28 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.28 |
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.27 |
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.27 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.26 |
| Fannie Mae Pool | 3.00 | 07/01/2050 | 0.25 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.23 |
| Agate Bay Mortgage Trust 2015-2 | 3.63 | 03/25/2045 | 0.23 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.22 |
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.22 |
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.22 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.21 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.21 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.21 |
| Deutsche Mortgage Securities Inc Re | 3.48 | 06/27/2037 | 0.21 |
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.20 |
| CSMC Trust 2013-7 | 3.54 | 08/25/2043 | 0.20 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.20 |
| Verus Securitization Trust 2019-INV | 2.95 | 11/25/2059 | 0.20 |
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.19 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.19 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.19 |
| Freddie Mac REMICS | 1.62 | 03/15/2036 | 0.19 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.18 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.18 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.18 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.17 |
| Freddie Mac Multifamily Structured | 1.91 | 03/25/2024 | 0.16 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.16 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.16 |
| Government National Mortgage Associ | 7.13 | 11/20/2033 | 0.16 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.15 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.15 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.14 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.14 |
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.14 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.14 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.14 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.13 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.13 |
| Government National Mortgage Associ | 4.51 | 07/20/2041 | 0.13 |
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.13 |
| Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.13 |
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.13 |
| Government National Mortgage Associ | 5.90 | 01/20/2039 | 0.13 |
| Fannie Mae REMICS | 1.96 | 06/25/2035 | 0.12 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.12 |
| Freddie Mac Multifamily Structured | 0.64 | 09/25/2025 | 0.11 |
| Fannie Mae REMICS | 2.56 | 06/25/2037 | 0.11 |
| Bear Stearns ARM Trust 2005-1 | 2.95 | 03/25/2035 | 0.11 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.11 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.11 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.10 |
| COMM 2015-CCRE24 Mortgage Trust | 0.89 | 08/10/2048 | 0.10 |
| Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.10 |
| Citigroup Commercial Mortgage Trust | 1.22 | 10/12/2050 | 0.10 |
| Government National Mortgage Associ | 1.95 | 09/20/2041 | 0.10 |
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.09 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.09 |
| United States Treasury Bill | 0.00 | 11/17/2022 | 0.09 |
| JP Morgan Trust 2015-3 | 3.50 | 05/25/2045 | 0.09 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.09 |
| Fannie Mae REMICS | 2.12 | 09/25/2034 | 0.09 |
| GMACM Mortgage Loan Trust 2005-AR3 | 2.96 | 06/19/2035 | 0.09 |
| JP Morgan Mortgage Trust 2017-5 | 3.05 | 10/26/2048 | 0.09 |
| JP Morgan Mortgage Trust 2014-1 | 0.79 | 01/25/2044 | 0.09 |
| Freddie Mac Strips | 1.82 | 05/15/2036 | 0.09 |
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.08 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.08 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.08 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.08 |
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.08 |
| Citigroup Mortgage Loan Trust 2005- | 2.47 | 10/25/2035 | 0.08 |
| Fannie Mae REMICS | 1.97 | 10/25/2035 | 0.08 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.07 |
| Government National Mortgage Associ | 1.51 | 07/20/2044 | 0.07 |
| Freddie Mac REMICS | 1.87 | 10/15/2036 | 0.07 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.07 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.07 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.07 |
| Structured Asset Mortgage Investmen | 2.08 | 05/25/2045 | 0.06 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.06 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.06 |
| UBS Commercial Mortgage Trust 2017- | 1.12 | 11/15/2050 | 0.06 |
| Fannie Mae REMICS | 6.61 | 06/25/2039 | 0.06 |
| JP Morgan Mortgage Trust 2005-A1 | 2.72 | 02/25/2035 | 0.06 |
| Freddie Mac Multifamily Structured | 1.22 | 05/25/2044 | 0.06 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.06 |
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.06 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.06 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.05 |
| Fannie Mae REMICS | 4.00 | 07/25/2024 | 0.05 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.05 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.05 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.05 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.05 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.05 |
| CSFB Mortgage-Backed Pass-Through C | 3.19 | 06/25/2034 | 0.05 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.05 |
| Fannie Mae REMICS | 2.07 | 08/25/2037 | 0.05 |
| Wells Fargo Commercial Mortgage Tru | 1.02 | 12/15/2050 | 0.05 |
| Fannie Mae REMICS | 2.12 | 06/25/2046 | 0.05 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.05 |
| Benchmark 2018-B1 Mortgage Trust | 0.63 | 01/15/2051 | 0.05 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.05 |
| Fannie Mae REMICS | 2.00 | 05/25/2044 | 0.05 |
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.05 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.05 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.05 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.05 |
| Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.05 |
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.04 |
| CSMLT 2015-1 Trust | 3.50 | 05/25/2045 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.04 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.04 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.04 |
| Fannie Mae REMICS | 5.50 | 12/25/2025 | 0.04 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Fannie Mae REMICS | 0.99 | 02/25/2056 | 0.04 |
| Merrill Lynch Mortgage Investors Tr | 2.08 | 03/25/2030 | 0.04 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.04 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.04 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.04 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.04 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.04 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.03 |
| Freddie Mac REMICS | 2.00 | 12/15/2023 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.03 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.03 |
| JP Morgan Mortgage Trust 2005-A3 | 3.02 | 06/25/2035 | 0.03 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.03 |
| Structured Adjustable Rate Mortgage | 1.92 | 09/25/2034 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Fannie Mae Pool | 2.00 | 03/01/2023 | 0.03 |
| Banc of America Funding 2006-A Trus | 2.74 | 02/20/2036 | 0.03 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.03 |
| Fannie Mae REMICS | 2.75 | 01/25/2039 | 0.03 |
| Fannie Mae REMICS | 1.97 | 08/25/2035 | 0.03 |
| CD 2017-CD6 Mortgage Trust | 1.06 | 11/13/2050 | 0.03 |
| Morgan Stanley Capital I 2017-HR2 | 0.92 | 12/15/2050 | 0.03 |
| Fannie Mae REMICS | 2.60 | 12/18/2032 | 0.03 |
| Chase Mortgage Finance Trust Series | 2.43 | 06/25/2035 | 0.03 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.03 |
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 0.03 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.03 |
| Chase Mortgage Finance Trust Series | 2.43 | 06/25/2035 | 0.03 |
| Fannie Mae REMICS | 4.28 | 09/25/2047 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| Fannie Mae REMICS | 18.61 | 03/25/2036 | 0.03 |
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.02 |
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.02 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.02 |
| GSR Mortgage Loan Trust 2004-12 | 1.46 | 12/25/2034 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 2.16 | 02/25/2035 | 0.02 |
| Adjustable Rate Mortgage Trust 2005 | 0.77 | 10/25/2035 | 0.02 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.02 |
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 |
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.02 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.02 |
| COMM 2013-LC13 Mortgage Trust | 1.14 | 08/10/2046 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 2.50 | 10/25/2033 | 0.02 |
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.02 |
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.02 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 |
| Fannie Mae REMICS | 2.60 | 03/18/2032 | 0.02 |
| Fannie Mae REMICS | 2.02 | 03/25/2042 | 0.02 |
| Freddie Mac REMICS | 1.96 | 03/15/2029 | 0.02 |
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.02 |
| Government National Mortgage Associ | 5.14 | 04/16/2041 | 0.02 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.02 |
| Fannie Mae REMICS | 2.62 | 12/25/2031 | 0.02 |
| Freddie Mac REMICS | 1.30 | 03/15/2042 | 0.02 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.02 |
| Fannie Mae Pool | 4.50 | 01/01/2027 | 0.02 |
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.02 |
| Fannie Mae REMICS | 18.25 | 06/25/2036 | 0.02 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.02 |
| MASTR Adjustable Rate Mortgages Tru | 2.68 | 04/21/2034 | 0.02 |
| Freddie Mac REMICS | 1.67 | 02/15/2029 | 0.02 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.02 |
| Freddie Mac REMICS | 4.00 | 10/15/2024 | 0.02 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.02 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.02 |
| Freddie Mac REMICS | 3.00 | 07/15/2026 | 0.02 |
| Fannie Mae REMICS | 2.12 | 09/25/2032 | 0.02 |
| Freddie Mac REMICS | 4.75 | 05/15/2038 | 0.02 |
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.02 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.02 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.02 |
| Freddie Mac REMICS | 1.82 | 02/15/2032 | 0.01 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.57 | 07/25/2035 | 0.01 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.01 |
| Fannie Mae REMICS | 2.62 | 07/25/2032 | 0.01 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.01 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.01 |
| Freddie Mac REMICS | 1.13 | 02/15/2039 | 0.01 |
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.01 |
| Freddie Mac REMICS | 2.27 | 08/15/2031 | 0.01 |
| Fannie Mae REMICS | 2.62 | 12/25/2032 | 0.01 |
| Fannie Mae REMICS | 18.25 | 06/25/2036 | 0.01 |
| Fannie Mae Pool | 4.50 | 04/01/2023 | 0.01 |
| Fannie Mae REMICS | 4.43 | 03/25/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 |
| Government National Mortgage Associ | 4.69 | 10/16/2047 | 0.01 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 |
| Freddie Mac REMICS | 1.82 | 03/15/2032 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.01 |
| Freddie Mac REMICS | 1.72 | 01/15/2033 | 0.01 |
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.01 |
| Freddie Mac REMICS | 1.82 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 1.72 | 06/15/2029 | 0.01 |
| Freddie Mac REMICS | 2.32 | 03/15/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.01 |
| Freddie Mac REMICS | 6.50 | 08/15/2028 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Freddie Mac REMICS | 1.77 | 07/15/2037 | 0.01 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.01 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae REMICS | 2.12 | 08/25/2032 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Freddie Mac REMICS | 1.92 | 12/15/2031 | 0.01 |
| Freddie Mac REMICS | 5.38 | 01/15/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.01 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.01 |
| Fannie Mae REMICS | 4.53 | 12/25/2042 | 0.01 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.01 |
| Fannie Mae REMICS | 2.02 | 11/25/2033 | 0.01 |
| Fannie Mae REMICS | 2.62 | 04/25/2032 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 |
| Citigroup Mortgage Loan Trust Inc | 3.01 | 08/25/2034 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.01 |
| Freddie Mac REMICS | 1.51 | 03/15/2024 | 0.01 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.01 |
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2024 | 0.01 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Freddie Mac REMICS | 2.32 | 02/15/2032 | 0.01 |
| Structured Asset Sec Mortgage Pass- | 2.53 | 11/25/2032 | 0.01 |
| Freddie Mac REMICS | 2.32 | 02/15/2032 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| FHLMC-GNMA | 6.50 | 10/17/2024 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Structured Adjustable Rate Mortgage | 3.03 | 01/25/2035 | 0.01 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 |
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.01 |
| Citigroup Commercial Mortgage Trust | 1.15 | 11/10/2046 | 0.01 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 |
| Vendee Mortgage Trust 2002-3 | 0.28 | 08/15/2032 | 0.01 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.01 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Freddie Mac REMICS | 1.87 | 03/15/2032 | 0.01 |
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.01 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.01 |
| Fannie Mae REMICS | 5.08 | 05/25/2035 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.01 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.01 |
| Freddie Mac REMICS | 4.78 | 01/15/2044 | 0.01 |
| Fannie Mae Pool | 5.00 | 03/01/2025 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 2.88 | 11/25/2036 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.01 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.01 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.01 |
| Fannie Mae REMICS | 6.63 | 05/25/2033 | 0.01 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.01 |
| Fannie Mae REMICS | 18.25 | 06/25/2036 | 0.01 |
| Fannie Mae REMICS | 2.10 | 10/18/2032 | 0.01 |
| Fannie Mae REMICS | 2.12 | 09/25/2032 | 0.01 |
| Fannie Mae REMICS | 2.12 | 09/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Freddie Mac REMICS | 19.90 | 08/15/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 11/25/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae REMICS | 5.08 | 10/25/2031 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Freddie Mac REMICS | 1.97 | 07/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 |
| Government National Mortgage Associ | 4.77 | 07/17/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.00 |
| Luminent Mortgage Trust 2006-1 | 1.49 | 04/25/2036 | 0.00 |
| GSAA Home Equity Trust 2007-7 | 2.16 | 07/25/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2025 | 0.00 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.00 |
| Vendee Mortgage Trust 2003-1 | 0.09 | 11/15/2032 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.00 |
| Freddie Mac REMICS | 4.93 | 12/15/2039 | 0.00 |
| Fannie Mae REMICS | 6.50 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Freddie Mac REMICS | 1.92 | 01/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.00 |
| Fannie Mae REMICS | 6.38 | 07/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae REMICS | 6.40 | 03/18/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae REMICS | 4.98 | 05/25/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 5.00 | 03/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae REMICS | 2.62 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Freddie Mac REMICS | 5.40 | 05/15/2035 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Fannie Mae REMICS | 5.38 | 08/25/2032 | 0.00 |
| Fannie Mae REMICS | 6.63 | 02/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Fannie Mae REMICS | 4.93 | 10/25/2041 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 |
| Fannie Mae REMICS | 6.38 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 |
| Fannie Mae REMICS | 5.03 | 03/25/2039 | 0.00 |
| Fannie Mae REMICS | 6.38 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.48 | 03/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae REMICS | 5.38 | 04/25/2032 | 0.00 |
| Chase Mortgage Finance Trust Series | 2.91 | 12/25/2035 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Citigroup Mortgage Loan Trust 2006- | 2.56 | 03/25/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae REMICS | 6.28 | 11/25/2031 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae REMICS | 6.48 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae-Aces | 0.25 | 12/25/2022 | 0.00 |
| Freddie Mac REMICS | 6.78 | 06/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Freddie Mac REMICS | 1.92 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Freddie Mac REMICS | 5.43 | 02/15/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| RALI Series 2006-QO2 Trust | 2.16 | 02/25/2046 | 0.00 |
| Fannie Mae REMICS | 6.38 | 09/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2035 | 0.00 |
| Fannie Mae REMICS | 6.18 | 04/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae REMICS | 3.50 | 09/25/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae REMICS | 6.30 | 12/18/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Fannie Mae REMICS | 6.33 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2026 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.50 | 12/18/2032 | 0.00 |
| Freddie Mac REMICS | 4.68 | 03/15/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Freddie Mac REMICS | 6.78 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae REMICS | 5.13 | 03/25/2035 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2024 | 0.00 |
| Fannie Mae REMICS | 2.02 | 03/25/2033 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Freddie Mac REMICS | 4.68 | 04/15/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Freddie Mac REMICS | 5.68 | 12/15/2037 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Freddie Mac REMICS | 7.18 | 07/17/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Freddie Mac REMICS | 6.33 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Vendee Mortgage Trust 2002-2 | 0.02 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2040 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 01/01/2024 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
| Freddie Mac REMICS | 7.18 | 07/17/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.43 | 07/25/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Freddie Mac REMICS | 4.00 | 12/15/2041 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2023 | 0.00 |
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 0.00 |
| Fannie Mae REMICS | 5.08 | 02/25/2024 | 0.00 |
| Vendee Mortgage Trust 2001-3 | 0.00 | 10/15/2031 | 0.00 |
| Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | -4.80 |
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