Invesco Quality Income Fund
as of 09/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
2.00
10/01/2050
19.01
Fannie Mae or Freddie Mac
2.00
10/01/2035
11.19
Ginnie Mae II Pool
2.50
10/01/2050
5.61
Fannie Mae or Freddie Mac
2.50
10/01/2050
3.94
Ginnie Mae II Pool
2.00
10/01/2050
3.86
Fannie Mae or Freddie Mac
1.50
10/01/2035
2.06
Fannie Mae Pool
3.50
05/01/2050
1.99
Fannie Mae Pool
3.50
05/01/2046
1.80
Freddie Mac Pool
3.50
02/01/2050
1.73
Fannie Mae Pool
3.50
04/01/2050
1.52
Fannie Mae Pool
3.50
12/01/2034
1.52
Federal National Mortgage Associati
1.75
07/02/2024
1.51
Fannie Mae Pool
4.00
10/01/2048
1.39
Freddie Mac Pool
3.50
05/01/2050
1.39
Fannie Mae Pool
4.00
06/01/2047
1.37
Freddie Mac Pool
3.50
04/01/2050
1.34
Ginnie Mae II Pool
3.50
05/20/2050
1.33
Freddie Mac Pool
3.00
03/01/2050
1.30
Federal National Mortgage Associati
0.50
06/17/2025
1.26
Fannie Mae Pool
3.00
10/01/2049
1.25
Freddie Mac Pool
4.00
07/01/2049
1.24
Fannie Mae Pool
3.50
11/01/2034
1.23
Freddie Mac Gold Pool
3.50
12/01/2046
1.21
Fannie Mae Pool
3.00
06/01/2050
1.19
Fannie Mae Pool
3.00
06/01/2050
1.15
Fannie Mae Pool
3.79
11/01/2028
1.10
Fannie Mae Pool
4.00
09/01/2043
1.07
Fannie Mae Pool
4.00
03/01/2050
1.05
Fannie Mae Pool
3.00
03/01/2050
1.03
Freddie Mac Pool
3.00
02/01/2035
1.03
Fannie Mae Pool
3.00
02/01/2035
1.00
Freddie Mac Pool
3.00
01/01/2050
0.97
Fannie Mae Pool
3.50
11/01/2049
0.95
Fannie Mae Pool
3.59
10/01/2028
0.95
Fannie Mae Pool
2.00
09/01/2035
0.92
Fannie Mae Pool
3.50
04/01/2050
0.86
Government National Mortgage Associ
1.50
04/16/2062
0.86
Fannie Mae Pool
3.00
01/01/2035
0.85
Freddie Mac Pool
3.00
02/01/2050
0.81
Freddie Mac Pool
2.50
09/01/2050
0.80
Fannie Mae Pool
2.50
10/01/2050
0.80
Fannie Mae Pool
2.50
03/01/2035
0.77
Fannie Mae Pool
4.00
02/01/2050
0.74
Fannie Mae Pool
3.00
02/01/2035
0.72
Fannie Mae Pool
4.00
03/01/2031
0.70
Fannie Mae Pool
3.50
04/01/2045
0.69
Invitation Homes 2017-SFR2 Trust
1.95
12/17/2036
0.67
Freddie Mac Gold Pool
3.00
02/01/2032
0.67
Freddie Mac Gold Pool
7.50
08/01/2037
0.67
Fannie Mae Pool
3.50
09/01/2040
0.66
STIT - Treasury Portfolio
0.66
Fannie Mae Pool
3.00
01/01/2035
0.65
Freddie Mac Gold Pool
4.00
12/01/2045
0.64
Fannie Mae Pool
3.00
11/01/2030
0.64
Fannie Mae Pool
3.50
05/01/2050
0.62
Freddie Mac Pool
3.00
04/01/2035
0.59
Fannie Mae Pool
3.50
09/01/2047
0.59
Freddie Mac Pool
3.50
12/01/2049
0.58
Freddie Mac Gold Pool
4.50
08/01/2041
0.58
Freddie Mac Pool
3.00
05/01/2050
0.58
STIT - Government & Agency Portfoli
0.57
Home Partners of America 2017-1 Tru
2.05
07/17/2034
0.56
BX Commercial Mortgage Trust 2018-B
1.27
03/15/2037
0.54
Fannie Mae Connecticut Avenue Secur
4.15
05/25/2025
0.53
New Residential Mortgage Loan Trust
2.80
09/25/2059
0.52
Freddie Mac Pool
3.00
01/01/2050
0.52
Freddie Mac Gold Pool
4.00
11/01/2048
0.51
Fannie Mae Pool
3.50
11/01/2048
0.49
FREMF 2014-K38 Mortgage Trust
4.79
06/25/2047
0.48
Starwood Waypoint Homes 2017-1 Trus
2.10
01/17/2035
0.48
Fannie Mae Pool
3.50
08/01/2049
0.47
Freddie Mac Gold Pool
3.50
09/01/2045
0.47
Ginnie Mae II Pool
3.50
06/20/2050
0.45
Fannie Mae Pool
3.00
05/01/2035
0.45
Fannie Mae Pool
4.50
12/01/2049
0.45
Freddie Mac Pool
3.00
12/01/2034
0.43
Fannie Mae Pool
3.50
06/01/2049
0.43
Freddie Mac Pool
4.00
11/01/2049
0.42
Invitation Homes 2018-SFR3 Trust
1.30
07/17/2037
0.42
Fannie Mae Pool
3.50
01/01/2046
0.42
Fannie Mae Pool
3.50
11/01/2030
0.42
INVESCO LIQUID ASSET CASH MF
0.41
Freddie Mac Pool
4.00
07/01/2049
0.40
Ginnie Mae II Pool
3.50
07/20/2046
0.40
Ginnie Mae II Pool
3.00
02/20/2050
0.39
Freddie Mac Gold Pool
4.00
06/01/2042
0.39
Fannie Mae Pool
4.00
07/01/2046
0.38
Federal National Mortgage Associati
1.88
09/24/2026
0.38
Fannie Mae Pool
3.50
01/01/2050
0.36
Fannie Mae Pool
4.00
02/01/2045
0.36
Fannie Mae Pool
4.00
11/01/2048
0.36
Invitation Homes 2018-SFR4 Trust
1.55
01/17/2038
0.36
Fannie Mae Pool
4.50
07/01/2044
0.35
Fannie Mae Pool
3.50
03/01/2046
0.34
Fannie Mae Pool
4.00
10/01/2048
0.34
Freddie Mac Pool
3.50
01/01/2050
0.34
CSMC Trust 2013-7
3.52
08/25/2043
0.33
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.33
Fannie Mae Pool
3.00
09/01/2034
0.33
United States Treasury Bill
0.00
02/04/2021
0.32
Freddie Mac Pool
3.00
12/01/2049
0.32
Freddie Mac Pool
4.50
11/01/2049
0.32
Ginnie Mae II Pool
4.00
02/20/2048
0.32
Fannie Mae Pool
4.00
03/01/2050
0.31
Ginnie Mae II Pool
4.00
03/20/2050
0.31
Freddie Mac Pool
3.00
09/01/2049
0.31
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.31
Arroyo Mortgage Trust 2019-3
3.42
10/25/2048
0.31
Ginnie Mae II Pool
3.50
05/20/2046
0.30
Fannie Mae Pool
3.50
08/01/2045
0.30
FREMF 2014-K36 Mortgage Trust
4.50
12/25/2046
0.29
Fannie Mae Pool
4.00
04/01/2045
0.29
Freddie Mac Pool
3.00
01/01/2050
0.28
JP Morgan Mortgage Trust 2018-7FRB
0.90
04/25/2046
0.28
Freddie Mac Pool
3.50
11/01/2049
0.27
Freddie Mac Pool
4.00
11/01/2048
0.27
Invitation Homes 2017-SFR2 Trust
1.60
12/17/2036
0.27
CASH & EQUIVALENTS
0.00
0.27
Westlake Automobile Receivables Tru
4.00
10/16/2023
0.26
Agate Bay Mortgage Trust 2015-2
3.71
03/25/2045
0.26
Home Partners of America 2017-1 Tru
1.70
07/17/2034
0.25
Freddie Mac Multifamily Structured
0.50
03/25/2024
0.25
Freddie Mac Gold Pool
4.50
02/01/2042
0.25
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.24
Fannie Mae Pool
3.50
01/01/2046
0.24
Santander Drive Auto Receivables Tr
3.65
04/15/2025
0.23
Fannie Mae Pool
4.50
10/01/2041
0.23
CGDBB Commercial Mortgage Trust 201
1.12
07/15/2032
0.23
Fannie Mae Pool
4.26
07/01/2021
0.23
Drive Auto Receivables Trust 2019-2
3.69
08/17/2026
0.23
CGDBB Commercial Mortgage Trust 201
1.20
07/15/2032
0.23
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.22
Fannie Mae Pool
3.00
11/01/2045
0.22
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
0.22
Fannie Mae Pool
4.00
03/01/2045
0.22
New Residential Mortgage Loan Trust
0.90
01/25/2048
0.21
Government National Mortgage Associ
7.14
11/20/2033
0.21
Drive Auto Receivables Trust 2019-1
4.09
06/15/2026
0.21
Progress Residential 2020-SFR1 Trus
2.18
04/17/2037
0.21
FREMF 2014-K714 Mortgage Trust
4.40
01/25/2047
0.21
JP Morgan Trust 2015-3
3.50
05/25/2045
0.21
Freddie Mac Gold Pool
2.50
02/01/2031
0.21
COMM 2014-LC15 Mortgage Trust
5.15
04/10/2047
0.21
JP Morgan Mortgage Trust 2017-5
3.13
10/26/2048
0.21
WFRBS Commercial Mortgage Trust 201
5.21
12/15/2046
0.21
Fannie Mae Connecticut Avenue Secur
5.15
07/25/2025
0.21
Verus Securitization Trust 2019-INV
2.95
11/25/2059
0.20
Fannie Mae Pool
4.00
02/01/2042
0.20
Fannie Mae REMICS
4.00
03/25/2039
0.20
Fannie Mae Pool
3.50
10/01/2049
0.20
Americredit Automobile Receivables
2.99
06/18/2025
0.20
Freddie Mac Pool
4.00
07/01/2049
0.19
Deutsche Mortgage Securities Inc Re
3.24
06/27/2037
0.19
Seasoned Loans Structured Transacti
3.50
05/25/2029
0.19
Fannie Mae Pool
3.50
05/01/2047
0.19
Verus Securitization Trust 2018-3
4.18
10/25/2058
0.19
Fannie Mae REMICS
2.75
01/25/2039
0.19
FREMF 2014-K715 Mortgage Trust
4.29
02/25/2046
0.19
Chase Mortgage Finance Corp
3.75
12/25/2045
0.18
JP Morgan Mortgage Trust 2014-1
4.00
01/25/2044
0.18
Freddie Mac REMICS
0.45
03/15/2036
0.17
COMM 2015-CCRE26 Mortgage Trust
4.63
10/10/2048
0.17
Fannie Mae Pool
4.00
04/01/2046
0.17
Fannie Mae Pool
4.00
02/01/2042
0.17
Fannie Mae Pool
4.00
06/01/2044
0.17
Fannie Mae Pool
3.00
02/01/2029
0.17
Fannie Mae Pool
4.50
12/01/2048
0.17
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.17
Fannie Mae Pool
5.00
01/01/2041
0.16
Chase Mortgage Finance Corp
3.75
04/25/2045
0.16
Fannie Mae Pool
3.00
04/01/2043
0.16
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
0.16
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.16
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.16
Freddie Mac REMICS
2.50
07/15/2038
0.16
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.16
DT Auto Owner Trust 2019-1
3.87
11/15/2024
0.16
Freddie Mac Gold Pool
5.45
11/25/2038
0.15
Government National Mortgage Associ
4.52
07/20/2041
0.15
Drive Auto Receivables Trust
4.30
09/16/2024
0.14
Fannie Mae Pool
3.50
04/01/2045
0.14
Fannie Mae REMICS
2.00
05/25/2044
0.14
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.14
Fannie Mae Pool
2.00
03/01/2023
0.14
Fannie Mae Pool
6.50
12/01/2029
0.14
Fannie Mae REMICS
2.50
12/25/2025
0.13
Fannie Mae Pool
5.50
05/01/2035
0.13
Fannie Mae Pool
6.00
10/01/2023
0.13
Freddie Mac Multifamily Structured
0.68
09/25/2025
0.12
CCG Receivables Trust
3.22
09/14/2026
0.12
Government National Mortgage Associ
5.88
01/20/2039
0.12
CSMLT 2015-1 Trust
3.50
05/25/2045
0.12
Fannie Mae REMICS
0.49
06/25/2035
0.12
Freddie Mac Gold Pool
4.00
05/01/2027
0.11
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.11
Freddie Mac Gold Pool
5.00
06/01/2040
0.11
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.11
Fannie Mae Pool
6.00
05/01/2023
0.11
COMM 2015-CCRE24 Mortgage Trust
0.91
08/10/2048
0.11
Freddie Mac Gold Pool
7.50
01/01/2032
0.10
Fannie Mae REMICS
4.00
07/25/2024
0.10
American Credit Acceptance Receivab
3.41
06/12/2025
0.10
Bear Stearns ARM Trust 2005-1
3.51
03/25/2035
0.10
Freddie Mac REMICS
3.00
07/15/2039
0.10
Fannie Mae Pool
7.50
01/01/2033
0.10
Fannie Mae Pool
3.50
11/01/2042
0.10
Freddie Mac Gold Pool
5.00
01/01/2037
0.10
Government National Mortgage Associ
3.10
09/20/2041
0.10
Fannie Mae REMICS
3.50
02/25/2022
0.10
STACR Trust 2018-HRP2
1.40
02/25/2047
0.10
Citigroup Commercial Mortgage Trust
1.25
10/12/2050
0.09
Freddie Mac Structured Agency Credi
2.35
02/25/2024
0.09
Fannie Mae Pool
4.50
01/01/2040
0.09
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.09
Fannie Mae REMICS
5.50
12/25/2025
0.09
Freddie Mac REMICS
3.00
05/15/2040
0.09
Government National Mortgage Associ
3.50
01/20/2025
0.09
Fannie Mae Pool
7.50
08/01/2033
0.09
Fannie Mae REMICS
3.00
05/25/2031
0.09
Freddie Mac Strips
0.65
05/15/2036
0.09
Fannie Mae Pool
7.00
04/01/2034
0.09
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.08
Freddie Mac Gold Pool
5.00
07/01/2035
0.08
Freddie Mac REMICS
2.50
05/15/2025
0.08
Fannie Mae REMICS
1.09
06/25/2037
0.08
Fannie Mae REMICS
0.65
09/25/2034
0.08
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.08
Freddie Mac Multifamily Structured
1.09
05/25/2029
0.08
Fannie Mae REMICS
0.50
10/25/2035
0.08
GMACM Mortgage Loan Trust 2005-AR3
3.53
06/19/2035
0.08
Fannie Mae Pool
4.00
05/01/2045
0.08
Freddie Mac REMICS
3.50
05/15/2032
0.08
Fannie Mae Pool
5.50
12/01/2021
0.08
Freddie Mac Gold Pool
5.35
10/17/2038
0.08
Freddie Mac REMICS
6.50
05/15/2031
0.08
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.07
FREMF 2013-K27 Mortgage Trust
3.62
01/25/2046
0.07
Freddie Mac Gold Pool
4.50
06/01/2041
0.07
Fannie Mae Pool
5.50
09/01/2025
0.07
Citigroup Mortgage Loan Trust 2005-
2.53
10/25/2035
0.07
FREMF 2013-K25 Mortgage Trust
3.74
11/25/2045
0.07
Fannie Mae Pool
5.50
05/01/2022
0.07
Freddie Mac Gold Pool
5.00
11/01/2039
0.07
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.06
Freddie Mac Multifamily Structured
1.76
05/25/2044
0.06
Government National Mortgage Associ
0.61
07/20/2044
0.06
Fannie Mae REMICS
4.00
11/25/2027
0.06
Structured Asset Mortgage Investmen
0.61
05/25/2045
0.06
Fannie Mae Pool
3.50
08/01/2040
0.06
JP Morgan Mortgage Trust 2005-A1
3.56
02/25/2035
0.06
Fannie Mae REMICS
3.00
05/25/2037
0.06
Government National Mortgage Associ
3.50
04/20/2040
0.06
JP Morgan Mortgage Trust 2019-INV2
3.50
02/25/2050
0.06
Freddie Mac REMICS
4.00
12/15/2038
0.06
Freddie Mac REMICS
2.00
12/15/2023
0.06
COMM 2013-LC13 Mortgage Trust
1.29
08/10/2046
0.06
Fannie Mae Pool
7.00
12/01/2032
0.06
Fannie Mae Pool
6.50
11/01/2031
0.06
Fannie Mae Pool
5.00
12/01/2035
0.06
Freddie Mac REMICS
2.50
05/15/2031
0.06
CSFB Mortgage-Backed Pass-Through C
3.68
06/25/2034
0.06
Freddie Mac REMICS
2.00
09/15/2025
0.06
Freddie Mac REMICS
3.00
07/15/2039
0.06
Fannie Mae REMICS
6.60
06/25/2039
0.06
Freddie Mac Gold Pool
5.35
07/01/2038
0.06
Fannie Mae Pool
5.50
02/01/2038
0.06
Fannie Mae REMICS
3.00
11/25/2029
0.06
Freddie Mac REMICS
3.50
10/15/2026
0.05
Freddie Mac REMICS
0.70
10/15/2036
0.05
UBS Commercial Mortgage Trust 2017-
1.15
11/15/2050
0.05
Fannie Mae REMICS
5.00
04/25/2040
0.05
Freddie Mac REMICS
6.50
02/15/2031
0.05
Freddie Mac Gold Pool
5.80
01/20/2039
0.05
Fannie Mae Pool
5.00
02/01/2036
0.05
Fannie Mae Pool
7.50
09/01/2032
0.05
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.05
JP Morgan Mortgage Trust 2005-A3
3.80
06/25/2035
0.05
Fannie Mae REMICS
2.55
02/25/2056
0.05
FREMF 2013-K26 Mortgage Trust
3.72
12/25/2045
0.05
Fannie Mae Pool
6.50
01/01/2034
0.05
Fannie Mae Pool
6.00
12/01/2029
0.05
Benchmark 2018-B1 Mortgage Trust
0.66
01/15/2051
0.04
Freddie Mac Gold Pool
3.00
02/01/2032
0.04
Ginnie Mae II Pool
5.00
11/20/2037
0.04
Fannie Mae REMICS
0.65
06/25/2046
0.04
Fannie Mae REMICS
4.00
03/25/2041
0.04
Fannie Mae REMICS
5.00
09/25/2047
0.04
Freddie Mac Multifamily Structured
0.79
02/25/2026
0.04
Fannie Mae Pool
4.50
01/01/2027
0.04
Fannie Mae REMICS
3.00
01/25/2031
0.04
Wells Fargo Commercial Mortgage Tru
1.03
12/15/2050
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Banc of America Funding 2006-A Trus
3.89
02/20/2036
0.04
Freddie Mac REMICS
3.50
11/15/2025
0.04
Freddie Mac Gold Pool
4.50
05/01/2038
0.04
Fannie Mae Pool
6.00
05/01/2022
0.04
Freddie Mac REMICS
4.00
04/15/2040
0.04
Fannie Mae Pool
5.00
10/01/2035
0.04
Freddie Mac REMICS
4.00
10/15/2024
0.04
Freddie Mac STACR Trust 2019-HRP1
1.55
02/25/2049
0.04
Fannie Mae Pool
3.00
02/01/2028
0.04
Freddie Mac REMICS
6.50
10/15/2029
0.04
Fannie Mae REMICS
0.50
08/25/2035
0.04
Merrill Lynch Mortgage Investors Tr
0.61
03/25/2030
0.04
Fannie Mae Pool
5.00
03/01/2023
0.04
Fannie Mae Pool
6.00
01/01/2036
0.04
Fannie Mae Pool
6.50
11/01/2038
0.04
Chase Mortgage Finance Trust Series
3.53
06/25/2035
0.04
Fannie Mae Pool
4.50
07/01/2025
0.04
Fannie Mae Pool
6.00
07/01/2038
0.04
Fannie Mae Pool
4.50
04/01/2023
0.04
Fannie Mae Pool
5.50
04/01/2038
0.03
Fannie Mae-Aces
0.37
12/25/2022
0.03
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Fannie Mae Pool
5.50
09/01/2025
0.03
Chase Mortgage Finance Trust Series
3.53
06/25/2035
0.03
Fannie Mae Pool
5.50
02/01/2034
0.03
Fannie Mae Pool
4.00
04/01/2045
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.03
GSR Mortgage Loan Trust 2004-12
2.79
12/25/2034
0.03
Fannie Mae Pool
5.00
06/01/2027
0.03
Fannie Mae REMICS
0.60
08/25/2037
0.03
Merrill Lynch Mortgage Investors Tr
4.01
11/25/2035
0.03
Fannie Mae Pool
7.50
08/01/2037
0.03
Freddie Mac REMICS
4.00
06/15/2038
0.03
Government National Mortgage Associ
6.50
04/16/2041
0.03
Government National Mortgage Associ
3.00
12/16/2025
0.03
Fannie Mae Pool
8.00
04/01/2033
0.03
CCG Receivables Trust
3.57
09/14/2026
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
Freddie Mac Gold Pool
5.50
01/01/2024
0.03
Fannie Mae REMICS
24.02
03/25/2036
0.03
Fannie Mae REMICS
1.15
12/18/2032
0.03
Fannie Mae REMICS
7.00
03/18/2027
0.03
Fannie Mae REMICS
4.00
12/25/2040
0.03
Freddie Mac REMICS
3.00
09/15/2027
0.03
Structured Adjustable Rate Mortgage
0.45
09/25/2034
0.03
Fannie Mae Pool
8.50
10/01/2032
0.03
CD 2017-CD6 Mortgage Trust
1.07
11/13/2050
0.03
Freddie Mac REMICS
0.55
11/15/2039
0.03
Morgan Stanley Capital I 2017-HR2
0.93
12/15/2050
0.03
Freddie Mac Multifamily Structured
0.32
09/25/2022
0.03
Fannie Mae Pool
5.00
03/01/2025
0.03
Adjustable Rate Mortgage Trust 2005
3.41
10/25/2035
0.02
Freddie Mac REMICS
5.92
05/15/2038
0.02
Fannie Mae Pool
7.00
01/01/2030
0.02
Fannie Mae Pool
5.45
01/01/2038
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
0.02
Fannie Mae Pool
6.00
11/01/2029
0.02
Fannie Mae Pool
5.50
12/01/2027
0.02
Freddie Mac Gold Pool
3.50
08/01/2026
0.02
Fannie Mae REMICS
5.90
03/25/2035
0.02
Fannie Mae Pool
5.63
08/01/2032
0.02
Government National Mortgage Associ
6.05
10/16/2047
0.02
Freddie Mac Gold Pool
6.50
08/01/2031
0.02
Freddie Mac Gold Pool
7.50
09/01/2033
0.02
Fannie Mae REMICS
0.55
03/25/2042
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 Pool
6.00
01/01/2037
0.02
Fannie Mae REMICS
3.00
02/25/2028
0.02
Fannie Mae REMICS
6.50
03/25/2039
0.02
Freddie Mac REMICS
6.95
03/15/2028
0.02
Fannie Mae REMICS
23.66
06/25/2036
0.02
Fannie Mae REMICS
3.00
12/25/2025
0.02
CHL Mortgage Pass-Through Trust 200
0.69
02/25/2035
0.02
Freddie Mac Strips
0.00
03/01/2032
0.02
Government National Mortgage Associ
4.77
07/17/2033
0.02
Freddie Mac REMICS
6.00
04/15/2029
0.02
WaMu Mortgage Pass-Through Certific
3.61
10/25/2033
0.02
Freddie Mac Gold Pool
7.50
05/01/2035
0.02
Freddie Mac REMICS
2.94
02/15/2039
0.02
Fannie Mae Pool
6.00
01/01/2036
0.02
Fannie Mae Pool
6.00
08/01/2034
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Freddie Mac REMICS
6.55
01/15/2035
0.02
Fannie Mae REMICS
3.50
02/25/2037
0.02
Fannie Mae Interest Strip
6.50
04/25/2032
0.02
Freddie Mac REMICS
1.06
03/15/2029
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae Pool
7.50
03/01/2033
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 Pool
7.50
02/01/2027
0.02
Fannie Mae REMICS
1.15
03/18/2032
0.02
Fannie Mae REMICS
6.50
11/25/2029
0.02
Freddie Mac REMICS
6.50
06/15/2031
0.02
FHLMC-GNMA
6.50
10/17/2024
0.02
Freddie Mac REMICS
0.66
03/15/2042
0.02
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.02
Fannie Mae REMICS
2.50
10/25/2026
0.02
RBSSP Resecuritization Trust 2010-1
3.00
07/26/2045
0.02
Fannie Mae Pool
6.00
12/01/2035
0.02
Fannie Mae REMICS
1.15
12/25/2031
0.02
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.02
MASTR Adjustable Rate Mortgages Tru
3.74
04/21/2034
0.02
Fannie Mae REMICS
23.66
06/25/2036
0.02
Freddie Mac REMICS
2.05
03/15/2024
0.02
Fannie Mae Pool
5.50
03/01/2025
0.02
Fannie Mae REMICS
7.00
09/25/2032
0.02
Freddie Mac REMICS
0.50
02/15/2029
0.02
Freddie Mac Gold Pool
8.50
08/01/2031
0.02
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.50
05/01/2024
0.01
Fannie Mae REMICS
6.00
12/25/2042
0.01
Fannie Mae REMICS
0.65
09/25/2032
0.01
Freddie Mac REMICS
0.65
02/15/2032
0.01
Fannie Mae Pool
5.50
11/01/2022
0.01
Freddie Mac Gold Pool
5.50
12/01/2036
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Fannie Mae REMICS
1.15
07/25/2032
0.01
Freddie Mac REMICS
0.60
07/15/2037
0.01
Freddie Mac Gold Pool
6.50
08/01/2029
0.01
Freddie Mac Gold Pool
8.00
08/01/2032
0.01
Fannie Mae REMICS
1.15
12/25/2032
0.01
Fannie Mae REMICS
3.00
06/25/2027
0.01
Fannie Mae Pool
7.00
07/01/2032
0.01
Freddie Mac REMICS
1.10
08/15/2031
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Fannie Mae Pool
5.50
10/01/2034
0.01
Citigroup Commercial Mortgage Trust
1.18
11/10/2046
0.01
Freddie Mac REMICS
0.55
06/15/2029
0.01
Freddie Mac REMICS
3.00
11/15/2027
0.01
Structured Adjustable Rate Mortgage
3.22
01/25/2035
0.01
Freddie Mac REMICS
0.55
01/15/2033
0.01
Fannie Mae Pool
5.50
01/01/2024
0.01
Freddie Mac REMICS
0.65
03/15/2032
0.01
Freddie Mac Strips
8.00
06/15/2031
0.01
Freddie Mac REMICS
6.50
08/15/2028
0.01
Freddie Mac REMICS
0.65
03/15/2032
0.01
Ginnie Mae I Pool
5.50
07/15/2033
0.01
Structured Asset Sec Mortgage Pass-
3.32
11/25/2032
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Freddie Mac REMICS
1.15
03/15/2032
0.01
Vendee Mortgage Trust 2002-3
0.30
08/15/2032
0.01
Fannie Mae REMICS
6.55
05/25/2035
0.01
Fannie Mae Pool
6.00
06/01/2030
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac Gold Pool
6.50
12/01/2030
0.01
Fannie Mae Pool
6.50
07/01/2029
0.01
Freddie Mac Gold Pool
6.00
10/01/2022
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Freddie Mac REMICS
8.00
03/15/2030
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
Freddie Mac Gold Pool
5.00
03/01/2037
0.01
Freddie Mac Gold Pool
5.50
09/01/2024
0.01
Fannie Mae Pool
5.00
08/01/2040
0.01
Freddie Mac REMICS
3.00
06/15/2027
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac REMICS
5.95
01/15/2044
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae REMICS
0.65
08/25/2032
0.01
Fannie Mae REMICS
4.50
02/25/2043
0.01
Fannie Mae Pool
6.00
08/01/2021
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Fannie Mae REMICS
0.55
11/25/2033
0.01
Fannie Mae REMICS
6.55
10/25/2031
0.01
Fannie Mae Interest Strip
8.00
05/25/2030
0.01
Freddie Mac Gold Pool
5.80
10/01/2038
0.01
Fannie Mae REMICS
1.15
04/25/2032
0.01
Freddie Mac REMICS
0.75
12/15/2031
0.01
Citigroup Mortgage Loan Trust Inc
2.51
08/25/2034
0.01
Freddie Mac Strips
0.00
12/01/2031
0.01
Freddie Mac REMICS
1.15
02/15/2032
0.01
Freddie Mac REMICS
1.15
02/15/2032
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Ginnie Mae II Pool
6.00
04/20/2029
0.01
Freddie Mac Gold Pool
6.50
07/01/2033
0.01
Fannie Mae REMICS
23.66
06/25/2036
0.01
Fannie Mae Pool
5.50
04/01/2036
0.01
Fannie Mae REMICS
8.10
05/25/2033
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae REMICS
3.50
08/25/2042
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
WaMu Mortgage Pass-Through Certific
3.12
11/25/2036
0.01
Fannie Mae Pool
7.00
11/01/2032
0.01
Freddie Mac Strips
7.00
09/01/2029
0.01
Fannie Mae Pool
6.50
12/01/2033
0.01
Freddie Mac REMICS
2.50
09/15/2027
0.01
Freddie Mac Gold Pool
6.50
06/01/2029
0.01
Fannie Mae REMICS
3.50
09/25/2023
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Interest Strip
5.50
04/25/2034
0.01
Freddie Mac REMICS
0.70
03/15/2032
0.01
Freddie Mac REMICS
24.19
08/15/2035
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Ginnie Mae I Pool
7.50
08/15/2028
0.01
Freddie Mac REMICS
6.10
12/15/2039
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
GSAA Home Equity Trust 2007-7
0.69
07/25/2037
0.01
Freddie Mac Gold Pool
7.00
10/01/2031
0.01
Fannie Mae Interest Strip
0.00
09/25/2032
0.01
COMM 2014-FL5 Mortgage Trust
1.55
10/15/2031
0.01
Fannie Mae REMICS
7.00
05/25/2033
0.01
Fannie Mae Pool
7.00
06/01/2034
0.01
Fannie Mae Interest Strip
7.00
02/25/2028
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Vendee Mortgage Trust 2003-1
0.13
11/15/2032
0.01
Freddie Mac Gold Pool
6.50
04/01/2022
0.01
Fannie Mae Pool
6.50
11/01/2028
0.01
Freddie Mac REMICS
5.85
03/15/2024
0.01
Fannie Mae REMICS
7.95
12/18/2032
0.01
Fannie Mae Pool
7.00
10/01/2035
0.01
Fannie Mae Pool
6.50
10/01/2028
0.01
Fannie Mae Interest Strip
6.50
07/25/2032
0.01
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae REMICS
8.00
09/18/2027
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Freddie Mac REMICS
6.57
05/15/2035
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
0.65
10/18/2032
0.00
Fannie Mae REMICS
0.65
09/25/2032
0.00
Fannie Mae REMICS
0.65
09/25/2032
0.00
Fannie Mae REMICS
6.40
10/25/2041
0.00
Fannie Mae Pool
6.00
05/01/2040
0.00
Fannie Mae REMICS
6.45
05/25/2035
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Freddie Mac REMICS
0.80
07/15/2029
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Fannie Mae Pool
5.00
07/01/2037
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae REMICS
7.85
03/18/2032
0.00
Fannie Mae Pool
6.50
05/01/2032
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Fannie Mae REMICS
6.85
08/25/2032
0.00
Freddie Mac REMICS
4.00
12/15/2041
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae Pool
6.50
04/01/2026
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Fannie Mae REMICS
8.10
02/25/2033
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Fannie Mae Pool
6.50
01/01/2027
0.00
Freddie Mac Gold Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Freddie Mac REMICS
6.60
02/15/2035
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Luminent Mortgage Trust 2006-1
0.39
04/25/2036
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae REMICS
3.00
10/25/2026
0.00
Freddie Mac REMICS
7.95
06/15/2029
0.00
Fannie Mae REMICS
6.85
04/25/2032
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Ginnie Mae I Pool
7.50
06/15/2028
0.00
Freddie Mac REMICS
0.75
01/15/2029
0.00
Angel Oak Mortgage Trust I LLC 2017
2.81
01/25/2047
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae Interest Strip
6.00
10/25/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
7.95
03/25/2032
0.00
Fannie Mae Pool
7.00
01/01/2033
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Citigroup Mortgage Loan Trust 2006-
3.88
03/25/2036
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
6.00
12/01/2038
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac Gold Pool
6.50
08/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
7.75
11/25/2031
0.00
Fannie Mae REMICS
7.95
04/25/2032
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae REMICS
7.75
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
Chase Mortgage Finance Trust Series
3.83
12/25/2035
0.00
Fannie Mae Pool
6.50
05/01/2030
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Fannie Mae Pool
6.50
10/01/2033
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae Pool
5.50
11/01/2037
0.00
Fannie Mae REMICS
7.65
04/25/2032
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Freddie Mac REMICS
7.95
09/15/2029
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Ginnie Mae I Pool
6.00
01/15/2029
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Fannie Mae REMICS
7.95
12/18/2032
0.00
Freddie Mac Gold Pool
8.50
03/01/2031
0.00
Fannie Mae Pool
6.50
10/01/2032
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
5.50
12/01/2034
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
Fannie Mae Interest Strip
7.50
01/25/2032
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae REMICS
7.80
01/25/2032
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Freddie Mac REMICS
0.75
12/15/2032
0.00
Ginnie Mae I Pool
7.00
07/15/2029
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
7.00
04/01/2035
0.00
Fannie Mae REMICS
6.60
03/25/2035
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Fannie Mae Pool
6.00
09/01/2021
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
05/01/2022
0.00
RALI Series 2006-QO2 Trust
0.42
02/25/2046
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Ginnie Mae I Pool
6.50
01/15/2024
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Fannie Mae Pool
5.50
09/01/2021
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 Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2024
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Vendee Mortgage Trust 2002-2
0.05
01/15/2032
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.00
05/01/2026
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Freddie Mac REMICS
4.00
07/15/2042
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Pool
6.00
01/01/2029
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.00
11/01/2021
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Fannie Mae REMICS
0.55
03/25/2033
0.00
Fannie Mae Pool
6.00
12/01/2021
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 Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Pool
7.00
11/01/2033
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Ginnie Mae I Pool
7.50
07/15/2028
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Fannie Mae Pool
6.00
05/01/2022
0.00
Fannie Mae Pool
6.00
01/01/2039
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Freddie Mac REMICS
5.85
04/15/2038
0.00
Fannie Mae Pool
6.00
05/01/2028
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Ginnie Mae I Pool
6.00
04/15/2029
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
6.50
09/01/2032
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Fannie Mae REMICS
6.50
05/25/2033
0.00
Fannie Mae Pool
5.00
10/01/2020
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
7.00
12/01/2029
0.00
Fannie Mae REMICS
13.80
12/25/2033
0.00
Fannie Mae Pool
6.00
04/01/2021
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Freddie Mac REMICS
6.85
12/15/2037
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Freddie Mac REMICS
7.50
07/15/2026
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.00
07/01/2022
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 Pool
5.50
04/01/2022
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Freddie Mac REMICS
0.50
11/15/2032
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
4.00
10/25/2046
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
6.00
12/01/2037
0.00
Fannie Mae Pool
6.00
11/01/2021
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.50
06/01/2022
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
5.00
07/01/2022
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
6.50
02/15/2028
0.00
Ginnie Mae I Pool
6.00
02/15/2029
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
10/01/2033
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Freddie Mac Gold Pool
5.00
10/01/2021
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Freddie Mac REMICS
3.00
04/15/2026
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
6.00
04/01/2036
0.00
Fannie Mae Pool
5.50
02/01/2022
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
5.50
08/15/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae Pool
6.00
06/01/2022
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
5.50
05/01/2022
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.50
04/01/2031
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.00
05/01/2023
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae Pool
6.00
03/01/2022
0.00
Ginnie Mae I Pool
9.50
11/15/2021
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.50
09/01/2023
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Fannie Mae Pool
6.00
07/01/2021
0.00
Fannie Mae Pool
7.00
06/01/2029
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
02/01/2040
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Fannie Mae Pool
7.00
02/01/2035
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Fannie Mae Pool
5.50
11/01/2021
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae REMICS
3.00
12/25/2020
0.00
Freddie Mac Gold Pool
6.50
04/01/2021
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
7.00
04/01/2029
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Freddie Mac REMICS
5.50
04/15/2025
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Fannie Mae Pool
6.50
07/01/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
6.00
02/01/2022
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
5.50
01/15/2034
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Vendee Mortgage Trust 2001-3
0.00
10/15/2031
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Fannie Mae REMICS
5.90
07/25/2038
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Freddie Mac REMICS
2.50
07/15/2024
0.00
Ginnie Mae I Pool
6.00
08/15/2028
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Fannie Mae Pool
6.00
02/01/2022
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
6.00
02/01/2022
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
5.00
06/01/2022
0.00
Ginnie Mae I Pool
6.50
11/15/2028
0.00
Ginnie Mae I Pool
8.00
06/15/2021
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Vendee Mortgage Trust 1999-3
0.00
10/15/2029
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
7.00
01/15/2028
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
6.00
09/15/2028
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Fannie Mae REMICS
8.50
09/25/2021
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Ginnie Mae I Pool
9.50
02/15/2021
0.00
Fannie Mae REMICS
6.55
02/25/2024
0.00
Fannie Mae REMICS
4.50
12/25/2022
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Freddie Mac Gold Pool
5.00
04/01/2021
0.00
Freddie Mac Gold Pool
5.00
07/01/2021
0.00
Fannie Mae REMICS
0.75
10/25/2031
0.00
Freddie Mac REMICS
3.00
09/15/2025
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Fannie Mae Pool
5.00
10/01/2020
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Freddie Mac Gold Pool
5.00
06/01/2021
0.00
Fannie Mae Pool
6.00
01/01/2021
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Fannie Mae Pool
8.00
02/01/2021
0.00
Fannie Mae REMICS
3.00
01/25/2021
0.00
Fannie Mae Pool
7.00
08/01/2031
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Ginnie Mae I Pool
9.50
01/15/2022
0.00
Fannie Mae Pool
6.00
04/01/2021
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Fannie Mae Pool
5.50
12/01/2021
0.00
Fannie Mae REMICS
4.50
02/25/2023
0.00
Ginnie Mae I Pool
9.50
08/15/2021
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Fannie Mae Pool
5.00
03/01/2021
0.00
Freddie Mac REMICS
0.80
06/15/2021
0.00
Stonemont Portfolio Trust 2017-STON
5.36
08/20/2030
0.00
as of 09/30/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Fannie Mae or Freddie Mac | 2.00 | 10/01/2050 | 19.01 |
| Fannie Mae or Freddie Mac | 2.00 | 10/01/2035 | 11.19 |
| Ginnie Mae II Pool | 2.50 | 10/01/2050 | 5.61 |
| Fannie Mae or Freddie Mac | 2.50 | 10/01/2050 | 3.94 |
| Ginnie Mae II Pool | 2.00 | 10/01/2050 | 3.86 |
| Fannie Mae or Freddie Mac | 1.50 | 10/01/2035 | 2.06 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 1.99 |
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.80 |
| Freddie Mac Pool | 3.50 | 02/01/2050 | 1.73 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 1.52 |
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.52 |
| Federal National Mortgage Associati | 1.75 | 07/02/2024 | 1.51 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.39 |
| Freddie Mac Pool | 3.50 | 05/01/2050 | 1.39 |
| Fannie Mae Pool | 4.00 | 06/01/2047 | 1.37 |
| Freddie Mac Pool | 3.50 | 04/01/2050 | 1.34 |
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 1.33 |
| Freddie Mac Pool | 3.00 | 03/01/2050 | 1.30 |
| Federal National Mortgage Associati | 0.50 | 06/17/2025 | 1.26 |
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.25 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 1.24 |
| Fannie Mae Pool | 3.50 | 11/01/2034 | 1.23 |
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.21 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 1.19 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 1.15 |
| Fannie Mae Pool | 3.79 | 11/01/2028 | 1.10 |
| Fannie Mae Pool | 4.00 | 09/01/2043 | 1.07 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 1.05 |
| Fannie Mae Pool | 3.00 | 03/01/2050 | 1.03 |
| Freddie Mac Pool | 3.00 | 02/01/2035 | 1.03 |
| Fannie Mae Pool | 3.00 | 02/01/2035 | 1.00 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.97 |
| Fannie Mae Pool | 3.50 | 11/01/2049 | 0.95 |
| Fannie Mae Pool | 3.59 | 10/01/2028 | 0.95 |
| Fannie Mae Pool | 2.00 | 09/01/2035 | 0.92 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 0.86 |
| Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.86 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.85 |
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.81 |
| Freddie Mac Pool | 2.50 | 09/01/2050 | 0.80 |
| Fannie Mae Pool | 2.50 | 10/01/2050 | 0.80 |
| Fannie Mae Pool | 2.50 | 03/01/2035 | 0.77 |
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.74 |
| Fannie Mae Pool | 3.00 | 02/01/2035 | 0.72 |
| Fannie Mae Pool | 4.00 | 03/01/2031 | 0.70 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.69 |
| Invitation Homes 2017-SFR2 Trust | 1.95 | 12/17/2036 | 0.67 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.67 |
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.67 |
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.66 |
| STIT - Treasury Portfolio | 0.66 | ||
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.65 |
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.64 |
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.64 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.62 |
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.59 |
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.59 |
| Freddie Mac Pool | 3.50 | 12/01/2049 | 0.58 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.58 |
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.58 |
| STIT - Government & Agency Portfoli | 0.57 | ||
| Home Partners of America 2017-1 Tru | 2.05 | 07/17/2034 | 0.56 |
| BX Commercial Mortgage Trust 2018-B | 1.27 | 03/15/2037 | 0.54 |
| Fannie Mae Connecticut Avenue Secur | 4.15 | 05/25/2025 | 0.53 |
| New Residential Mortgage Loan Trust | 2.80 | 09/25/2059 | 0.52 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.52 |
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.51 |
| Fannie Mae Pool | 3.50 | 11/01/2048 | 0.49 |
| FREMF 2014-K38 Mortgage Trust | 4.79 | 06/25/2047 | 0.48 |
| Starwood Waypoint Homes 2017-1 Trus | 2.10 | 01/17/2035 | 0.48 |
| Fannie Mae Pool | 3.50 | 08/01/2049 | 0.47 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.47 |
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.45 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.45 |
| Fannie Mae Pool | 4.50 | 12/01/2049 | 0.45 |
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.43 |
| Fannie Mae Pool | 3.50 | 06/01/2049 | 0.43 |
| Freddie Mac Pool | 4.00 | 11/01/2049 | 0.42 |
| Invitation Homes 2018-SFR3 Trust | 1.30 | 07/17/2037 | 0.42 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.42 |
| Fannie Mae Pool | 3.50 | 11/01/2030 | 0.42 |
| INVESCO LIQUID ASSET CASH MF | 0.41 | ||
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.40 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.40 |
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.39 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.39 |
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.38 |
| Federal National Mortgage Associati | 1.88 | 09/24/2026 | 0.38 |
| Fannie Mae Pool | 3.50 | 01/01/2050 | 0.36 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.36 |
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.36 |
| Invitation Homes 2018-SFR4 Trust | 1.55 | 01/17/2038 | 0.36 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.35 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.34 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.34 |
| Freddie Mac Pool | 3.50 | 01/01/2050 | 0.34 |
| CSMC Trust 2013-7 | 3.52 | 08/25/2043 | 0.33 |
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.33 |
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.33 |
| United States Treasury Bill | 0.00 | 02/04/2021 | 0.32 |
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.32 |
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.32 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.32 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.31 |
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.31 |
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.31 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.31 |
| Arroyo Mortgage Trust 2019-3 | 3.42 | 10/25/2048 | 0.31 |
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.30 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.30 |
| FREMF 2014-K36 Mortgage Trust | 4.50 | 12/25/2046 | 0.29 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.29 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.28 |
| JP Morgan Mortgage Trust 2018-7FRB | 0.90 | 04/25/2046 | 0.28 |
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.27 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.27 |
| Invitation Homes 2017-SFR2 Trust | 1.60 | 12/17/2036 | 0.27 |
| CASH & EQUIVALENTS | 0.00 | 0.27 | |
| Westlake Automobile Receivables Tru | 4.00 | 10/16/2023 | 0.26 |
| Agate Bay Mortgage Trust 2015-2 | 3.71 | 03/25/2045 | 0.26 |
| Home Partners of America 2017-1 Tru | 1.70 | 07/17/2034 | 0.25 |
| Freddie Mac Multifamily Structured | 0.50 | 03/25/2024 | 0.25 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.25 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.24 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.24 |
| Santander Drive Auto Receivables Tr | 3.65 | 04/15/2025 | 0.23 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.23 |
| CGDBB Commercial Mortgage Trust 201 | 1.12 | 07/15/2032 | 0.23 |
| Fannie Mae Pool | 4.26 | 07/01/2021 | 0.23 |
| Drive Auto Receivables Trust 2019-2 | 3.69 | 08/17/2026 | 0.23 |
| CGDBB Commercial Mortgage Trust 201 | 1.20 | 07/15/2032 | 0.23 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.22 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.22 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.22 |
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.22 |
| New Residential Mortgage Loan Trust | 0.90 | 01/25/2048 | 0.21 |
| Government National Mortgage Associ | 7.14 | 11/20/2033 | 0.21 |
| Drive Auto Receivables Trust 2019-1 | 4.09 | 06/15/2026 | 0.21 |
| Progress Residential 2020-SFR1 Trus | 2.18 | 04/17/2037 | 0.21 |
| FREMF 2014-K714 Mortgage Trust | 4.40 | 01/25/2047 | 0.21 |
| JP Morgan Trust 2015-3 | 3.50 | 05/25/2045 | 0.21 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.21 |
| COMM 2014-LC15 Mortgage Trust | 5.15 | 04/10/2047 | 0.21 |
| JP Morgan Mortgage Trust 2017-5 | 3.13 | 10/26/2048 | 0.21 |
| WFRBS Commercial Mortgage Trust 201 | 5.21 | 12/15/2046 | 0.21 |
| Fannie Mae Connecticut Avenue Secur | 5.15 | 07/25/2025 | 0.21 |
| Verus Securitization Trust 2019-INV | 2.95 | 11/25/2059 | 0.20 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.20 |
| Fannie Mae REMICS | 4.00 | 03/25/2039 | 0.20 |
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.20 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.20 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.19 |
| Deutsche Mortgage Securities Inc Re | 3.24 | 06/27/2037 | 0.19 |
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.19 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.19 |
| Verus Securitization Trust 2018-3 | 4.18 | 10/25/2058 | 0.19 |
| Fannie Mae REMICS | 2.75 | 01/25/2039 | 0.19 |
| FREMF 2014-K715 Mortgage Trust | 4.29 | 02/25/2046 | 0.19 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.18 |
| JP Morgan Mortgage Trust 2014-1 | 4.00 | 01/25/2044 | 0.18 |
| Freddie Mac REMICS | 0.45 | 03/15/2036 | 0.17 |
| COMM 2015-CCRE26 Mortgage Trust | 4.63 | 10/10/2048 | 0.17 |
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.17 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.17 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.17 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.17 |
| Fannie Mae Pool | 4.50 | 12/01/2048 | 0.17 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.17 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.16 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.16 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.16 |
| Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 0.16 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.16 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.16 |
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.16 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.16 |
| DT Auto Owner Trust 2019-1 | 3.87 | 11/15/2024 | 0.16 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.15 |
| Government National Mortgage Associ | 4.52 | 07/20/2041 | 0.15 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.14 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.14 |
| Fannie Mae REMICS | 2.00 | 05/25/2044 | 0.14 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.14 |
| Fannie Mae Pool | 2.00 | 03/01/2023 | 0.14 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.14 |
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.13 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.13 |
| Fannie Mae Pool | 6.00 | 10/01/2023 | 0.13 |
| Freddie Mac Multifamily Structured | 0.68 | 09/25/2025 | 0.12 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.12 |
| Government National Mortgage Associ | 5.88 | 01/20/2039 | 0.12 |
| CSMLT 2015-1 Trust | 3.50 | 05/25/2045 | 0.12 |
| Fannie Mae REMICS | 0.49 | 06/25/2035 | 0.12 |
| Freddie Mac Gold Pool | 4.00 | 05/01/2027 | 0.11 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.11 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.11 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.11 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.11 |
| COMM 2015-CCRE24 Mortgage Trust | 0.91 | 08/10/2048 | 0.11 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.10 |
| Fannie Mae REMICS | 4.00 | 07/25/2024 | 0.10 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.10 |
| Bear Stearns ARM Trust 2005-1 | 3.51 | 03/25/2035 | 0.10 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.10 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.10 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.10 |
| Government National Mortgage Associ | 3.10 | 09/20/2041 | 0.10 |
| Fannie Mae REMICS | 3.50 | 02/25/2022 | 0.10 |
| STACR Trust 2018-HRP2 | 1.40 | 02/25/2047 | 0.10 |
| Citigroup Commercial Mortgage Trust | 1.25 | 10/12/2050 | 0.09 |
| Freddie Mac Structured Agency Credi | 2.35 | 02/25/2024 | 0.09 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.09 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.09 |
| Fannie Mae REMICS | 5.50 | 12/25/2025 | 0.09 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.09 |
| Government National Mortgage Associ | 3.50 | 01/20/2025 | 0.09 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.09 |
| Fannie Mae REMICS | 3.00 | 05/25/2031 | 0.09 |
| Freddie Mac Strips | 0.65 | 05/15/2036 | 0.09 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.09 |
| DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.08 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2035 | 0.08 |
| Freddie Mac REMICS | 2.50 | 05/15/2025 | 0.08 |
| Fannie Mae REMICS | 1.09 | 06/25/2037 | 0.08 |
| Fannie Mae REMICS | 0.65 | 09/25/2034 | 0.08 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.08 |
| Freddie Mac Multifamily Structured | 1.09 | 05/25/2029 | 0.08 |
| Fannie Mae REMICS | 0.50 | 10/25/2035 | 0.08 |
| GMACM Mortgage Loan Trust 2005-AR3 | 3.53 | 06/19/2035 | 0.08 |
| Fannie Mae Pool | 4.00 | 05/01/2045 | 0.08 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.08 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.08 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.08 |
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.08 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.07 |
| FREMF 2013-K27 Mortgage Trust | 3.62 | 01/25/2046 | 0.07 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.07 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.07 |
| Citigroup Mortgage Loan Trust 2005- | 2.53 | 10/25/2035 | 0.07 |
| FREMF 2013-K25 Mortgage Trust | 3.74 | 11/25/2045 | 0.07 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.07 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.07 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.06 |
| Freddie Mac Multifamily Structured | 1.76 | 05/25/2044 | 0.06 |
| Government National Mortgage Associ | 0.61 | 07/20/2044 | 0.06 |
| Fannie Mae REMICS | 4.00 | 11/25/2027 | 0.06 |
| Structured Asset Mortgage Investmen | 0.61 | 05/25/2045 | 0.06 |
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.06 |
| JP Morgan Mortgage Trust 2005-A1 | 3.56 | 02/25/2035 | 0.06 |
| Fannie Mae REMICS | 3.00 | 05/25/2037 | 0.06 |
| Government National Mortgage Associ | 3.50 | 04/20/2040 | 0.06 |
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.06 |
| Freddie Mac REMICS | 4.00 | 12/15/2038 | 0.06 |
| Freddie Mac REMICS | 2.00 | 12/15/2023 | 0.06 |
| COMM 2013-LC13 Mortgage Trust | 1.29 | 08/10/2046 | 0.06 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.06 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.06 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.06 |
| Freddie Mac REMICS | 2.50 | 05/15/2031 | 0.06 |
| CSFB Mortgage-Backed Pass-Through C | 3.68 | 06/25/2034 | 0.06 |
| Freddie Mac REMICS | 2.00 | 09/15/2025 | 0.06 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.06 |
| Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.06 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.06 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.06 |
| Fannie Mae REMICS | 3.00 | 11/25/2029 | 0.06 |
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.05 |
| Freddie Mac REMICS | 0.70 | 10/15/2036 | 0.05 |
| UBS Commercial Mortgage Trust 2017- | 1.15 | 11/15/2050 | 0.05 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.05 |
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.05 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.05 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.05 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.05 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.05 |
| JP Morgan Mortgage Trust 2005-A3 | 3.80 | 06/25/2035 | 0.05 |
| Fannie Mae REMICS | 2.55 | 02/25/2056 | 0.05 |
| FREMF 2013-K26 Mortgage Trust | 3.72 | 12/25/2045 | 0.05 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.05 |
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.05 |
| Benchmark 2018-B1 Mortgage Trust | 0.66 | 01/15/2051 | 0.04 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.04 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.04 |
| Fannie Mae REMICS | 0.65 | 06/25/2046 | 0.04 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.04 |
| Fannie Mae REMICS | 5.00 | 09/25/2047 | 0.04 |
| Freddie Mac Multifamily Structured | 0.79 | 02/25/2026 | 0.04 |
| Fannie Mae Pool | 4.50 | 01/01/2027 | 0.04 |
| Fannie Mae REMICS | 3.00 | 01/25/2031 | 0.04 |
| Wells Fargo Commercial Mortgage Tru | 1.03 | 12/15/2050 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Banc of America Funding 2006-A Trus | 3.89 | 02/20/2036 | 0.04 |
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 0.04 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.04 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.04 |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.04 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.04 |
| Freddie Mac REMICS | 4.00 | 10/15/2024 | 0.04 |
| Freddie Mac STACR Trust 2019-HRP1 | 1.55 | 02/25/2049 | 0.04 |
| Fannie Mae Pool | 3.00 | 02/01/2028 | 0.04 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.04 |
| Fannie Mae REMICS | 0.50 | 08/25/2035 | 0.04 |
| Merrill Lynch Mortgage Investors Tr | 0.61 | 03/25/2030 | 0.04 |
| Fannie Mae Pool | 5.00 | 03/01/2023 | 0.04 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.04 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.04 |
| Chase Mortgage Finance Trust Series | 3.53 | 06/25/2035 | 0.04 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.04 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.04 |
| Fannie Mae Pool | 4.50 | 04/01/2023 | 0.04 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.03 |
| Fannie Mae-Aces | 0.37 | 12/25/2022 | 0.03 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.03 |
| Chase Mortgage Finance Trust Series | 3.53 | 06/25/2035 | 0.03 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.03 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.03 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.03 |
| GSR Mortgage Loan Trust 2004-12 | 2.79 | 12/25/2034 | 0.03 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.03 |
| Fannie Mae REMICS | 0.60 | 08/25/2037 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 4.01 | 11/25/2035 | 0.03 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.03 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.03 |
| Government National Mortgage Associ | 6.50 | 04/16/2041 | 0.03 |
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.03 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.03 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2024 | 0.03 |
| Fannie Mae REMICS | 24.02 | 03/25/2036 | 0.03 |
| Fannie Mae REMICS | 1.15 | 12/18/2032 | 0.03 |
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.03 |
| Fannie Mae REMICS | 4.00 | 12/25/2040 | 0.03 |
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.03 |
| Structured Adjustable Rate Mortgage | 0.45 | 09/25/2034 | 0.03 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.03 |
| CD 2017-CD6 Mortgage Trust | 1.07 | 11/13/2050 | 0.03 |
| Freddie Mac REMICS | 0.55 | 11/15/2039 | 0.03 |
| Morgan Stanley Capital I 2017-HR2 | 0.93 | 12/15/2050 | 0.03 |
| Freddie Mac Multifamily Structured | 0.32 | 09/25/2022 | 0.03 |
| Fannie Mae Pool | 5.00 | 03/01/2025 | 0.03 |
| Adjustable Rate Mortgage Trust 2005 | 3.41 | 10/25/2035 | 0.02 |
| Freddie Mac REMICS | 5.92 | 05/15/2038 | 0.02 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.02 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.02 |
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.02 |
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.02 |
| Freddie Mac Gold Pool | 3.50 | 08/01/2026 | 0.02 |
| Fannie Mae REMICS | 5.90 | 03/25/2035 | 0.02 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.02 |
| Government National Mortgage Associ | 6.05 | 10/16/2047 | 0.02 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.02 |
| Fannie Mae REMICS | 0.55 | 03/25/2042 | 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 Pool | 6.00 | 01/01/2037 | 0.02 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.02 |
| Fannie Mae REMICS | 6.50 | 03/25/2039 | 0.02 |
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.02 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.02 |
| Fannie Mae REMICS | 3.00 | 12/25/2025 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 0.69 | 02/25/2035 | 0.02 |
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 |
| Government National Mortgage Associ | 4.77 | 07/17/2033 | 0.02 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 3.61 | 10/25/2033 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.02 |
| Freddie Mac REMICS | 2.94 | 02/15/2039 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 |
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Freddie Mac REMICS | 6.55 | 01/15/2035 | 0.02 |
| Fannie Mae REMICS | 3.50 | 02/25/2037 | 0.02 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.02 |
| Freddie Mac REMICS | 1.06 | 03/15/2029 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 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 Pool | 7.50 | 02/01/2027 | 0.02 |
| Fannie Mae REMICS | 1.15 | 03/18/2032 | 0.02 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.02 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.02 |
| FHLMC-GNMA | 6.50 | 10/17/2024 | 0.02 |
| Freddie Mac REMICS | 0.66 | 03/15/2042 | 0.02 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.02 |
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.02 |
| RBSSP Resecuritization Trust 2010-1 | 3.00 | 07/26/2045 | 0.02 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.02 |
| Fannie Mae REMICS | 1.15 | 12/25/2031 | 0.02 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.02 |
| MASTR Adjustable Rate Mortgages Tru | 3.74 | 04/21/2034 | 0.02 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.02 |
| Freddie Mac REMICS | 2.05 | 03/15/2024 | 0.02 |
| Fannie Mae Pool | 5.50 | 03/01/2025 | 0.02 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.02 |
| Freddie Mac REMICS | 0.50 | 02/15/2029 | 0.02 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.02 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2024 | 0.01 |
| Fannie Mae REMICS | 6.00 | 12/25/2042 | 0.01 |
| Fannie Mae REMICS | 0.65 | 09/25/2032 | 0.01 |
| Freddie Mac REMICS | 0.65 | 02/15/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2022 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Fannie Mae REMICS | 1.15 | 07/25/2032 | 0.01 |
| Freddie Mac REMICS | 0.60 | 07/15/2037 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 |
| Fannie Mae REMICS | 1.15 | 12/25/2032 | 0.01 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.01 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 |
| Freddie Mac REMICS | 1.10 | 08/15/2031 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.01 |
| Citigroup Commercial Mortgage Trust | 1.18 | 11/10/2046 | 0.01 |
| Freddie Mac REMICS | 0.55 | 06/15/2029 | 0.01 |
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.01 |
| Structured Adjustable Rate Mortgage | 3.22 | 01/25/2035 | 0.01 |
| Freddie Mac REMICS | 0.55 | 01/15/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 01/01/2024 | 0.01 |
| Freddie Mac REMICS | 0.65 | 03/15/2032 | 0.01 |
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.01 |
| Freddie Mac REMICS | 6.50 | 08/15/2028 | 0.01 |
| Freddie Mac REMICS | 0.65 | 03/15/2032 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 |
| Structured Asset Sec Mortgage Pass- | 3.32 | 11/25/2032 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Freddie Mac REMICS | 1.15 | 03/15/2032 | 0.01 |
| Vendee Mortgage Trust 2002-3 | 0.30 | 08/15/2032 | 0.01 |
| Fannie Mae REMICS | 6.55 | 05/25/2035 | 0.01 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2024 | 0.01 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac REMICS | 5.95 | 01/15/2044 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae REMICS | 0.65 | 08/25/2032 | 0.01 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.01 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Fannie Mae REMICS | 0.55 | 11/25/2033 | 0.01 |
| Fannie Mae REMICS | 6.55 | 10/25/2031 | 0.01 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.01 |
| Freddie Mac Gold Pool | 5.80 | 10/01/2038 | 0.01 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.01 |
| Freddie Mac REMICS | 0.75 | 12/15/2031 | 0.01 |
| Citigroup Mortgage Loan Trust Inc | 2.51 | 08/25/2034 | 0.01 |
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.01 |
| Freddie Mac REMICS | 1.15 | 02/15/2032 | 0.01 |
| Freddie Mac REMICS | 1.15 | 02/15/2032 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.01 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.01 |
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.01 |
| Fannie Mae REMICS | 8.10 | 05/25/2033 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.12 | 11/25/2036 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.01 |
| Fannie Mae Pool | 6.50 | 12/01/2033 | 0.01 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.01 |
| Fannie Mae REMICS | 3.50 | 09/25/2023 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.01 |
| Freddie Mac REMICS | 0.70 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 24.19 | 08/15/2035 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.01 |
| Freddie Mac REMICS | 6.10 | 12/15/2039 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| GSAA Home Equity Trust 2007-7 | 0.69 | 07/25/2037 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.01 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.01 |
| COMM 2014-FL5 Mortgage Trust | 1.55 | 10/15/2031 | 0.01 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.01 |
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.01 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Vendee Mortgage Trust 2003-1 | 0.13 | 11/15/2032 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2022 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.01 |
| Freddie Mac REMICS | 5.85 | 03/15/2024 | 0.01 |
| Fannie Mae REMICS | 7.95 | 12/18/2032 | 0.01 |
| Fannie Mae Pool | 7.00 | 10/01/2035 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Freddie Mac REMICS | 6.57 | 05/15/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 0.65 | 10/18/2032 | 0.00 |
| Fannie Mae REMICS | 0.65 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 0.65 | 09/25/2032 | 0.00 |
| Fannie Mae REMICS | 6.40 | 10/25/2041 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.00 |
| Fannie Mae REMICS | 6.45 | 05/25/2035 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Freddie Mac REMICS | 0.80 | 07/15/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae REMICS | 7.85 | 03/18/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Fannie Mae REMICS | 6.85 | 08/25/2032 | 0.00 |
| Freddie Mac REMICS | 4.00 | 12/15/2041 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 8.10 | 02/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Freddie Mac REMICS | 6.60 | 02/15/2035 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Luminent Mortgage Trust 2006-1 | 0.39 | 04/25/2036 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 |
| Freddie Mac REMICS | 7.95 | 06/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.85 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 |
| Freddie Mac REMICS | 0.75 | 01/15/2029 | 0.00 |
| Angel Oak Mortgage Trust I LLC 2017 | 2.81 | 01/25/2047 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 7.95 | 03/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
| Citigroup Mortgage Loan Trust 2006- | 3.88 | 03/25/2036 | 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 | 6.00 | 12/01/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 7.75 | 11/25/2031 | 0.00 |
| Fannie Mae REMICS | 7.95 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae REMICS | 7.75 | 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 |
| Chase Mortgage Finance Trust Series | 3.83 | 12/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 |
| Fannie Mae REMICS | 7.65 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Freddie Mac REMICS | 7.95 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Fannie Mae REMICS | 7.95 | 12/18/2032 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 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 | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Fannie Mae REMICS | 7.80 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Freddie Mac REMICS | 0.75 | 12/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 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 | 7.00 | 04/01/2035 | 0.00 |
| Fannie Mae REMICS | 6.60 | 03/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 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 | 05/01/2022 | 0.00 |
| RALI Series 2006-QO2 Trust | 0.42 | 02/25/2046 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2021 | 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 Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Vendee Mortgage Trust 2002-2 | 0.05 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2026 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Freddie Mac REMICS | 4.00 | 07/15/2042 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Fannie Mae REMICS | 0.55 | 03/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 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 Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Freddie Mac REMICS | 5.85 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 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 | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 |
| Fannie Mae Pool | 5.00 | 10/01/2020 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2029 | 0.00 |
| Fannie Mae REMICS | 13.80 | 12/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.85 | 12/15/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
| Freddie Mac REMICS | 7.50 | 07/15/2026 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2022 | 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 Pool | 5.50 | 04/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Freddie Mac REMICS | 0.50 | 11/15/2032 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 10/25/2046 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 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 | 10/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 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 | 5.50 | 08/15/2033 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2022 | 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 | 5.50 | 05/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2022 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 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 | 02/01/2040 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae REMICS | 3.00 | 12/25/2020 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Freddie Mac REMICS | 5.50 | 04/15/2025 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 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 | 5.50 | 01/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Vendee Mortgage Trust 2001-3 | 0.00 | 10/15/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Fannie Mae REMICS | 5.90 | 07/25/2038 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Freddie Mac REMICS | 2.50 | 07/15/2024 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 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 | 6.00 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 5.00 | 06/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 11/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 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 | 6.00 | 09/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Fannie Mae REMICS | 8.50 | 09/25/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 02/15/2021 | 0.00 |
| Fannie Mae REMICS | 6.55 | 02/25/2024 | 0.00 |
| Fannie Mae REMICS | 4.50 | 12/25/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 04/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2021 | 0.00 |
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 |
| Freddie Mac REMICS | 3.00 | 09/15/2025 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 10/01/2020 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Fannie Mae Pool | 8.00 | 02/01/2021 | 0.00 |
| Fannie Mae REMICS | 3.00 | 01/25/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2023 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 5.00 | 03/01/2021 | 0.00 |
| Freddie Mac REMICS | 0.80 | 06/15/2021 | 0.00 |
| Stonemont Portfolio Trust 2017-STON | 5.36 | 08/20/2030 | 0.00 |
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