Invesco Quality Income Fund
as of 12/31/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
2.00
02/01/2051
8.09
GOVERNMENT NATIONAL MORTGAGE ASSOCI
2.50
01/21/2020
6.03
Fannie Mae or Freddie Mac
1.50
01/01/2036
5.22
Ginnie Mae II Pool
2.00
01/01/2051
4.14
Fannie Mae or Freddie Mac
2.00
01/01/2036
3.05
Fannie Mae Pool
3.50
05/01/2050
2.06
Freddie Mac Pool
3.50
02/01/2050
1.81
Fannie Mae Pool
3.50
05/01/2046
1.77
Fannie Mae Pool
3.50
04/01/2050
1.55
Federal National Mortgage Associati
0.50
11/07/2025
1.53
Fannie Mae Pool
3.50
12/01/2034
1.53
Ginnie Mae II Pool
3.50
05/20/2050
1.42
Fannie Mae Pool
4.00
10/01/2048
1.36
Freddie Mac Pool
3.50
05/01/2050
1.33
Fannie Mae Pool
4.00
06/01/2047
1.33
Freddie Mac Pool
3.00
03/01/2050
1.31
Fannie Mae Pool
3.00
10/01/2049
1.29
Fannie Mae Pool
3.00
06/01/2050
1.25
Fannie Mae Pool
3.50
11/01/2034
1.25
Freddie Mac Gold Pool
3.50
12/01/2046
1.25
Fannie Mae Pool
2.00
11/01/2035
1.22
Freddie Mac Pool
3.50
04/01/2050
1.22
Freddie Mac Pool
4.00
07/01/2049
1.20
STIT - Treasury Portfolio
1.20
Fannie Mae or Freddie Mac
2.50
02/01/2051
1.20
Federal National Mortgage Associati
1.88
09/24/2026
1.18
Fannie Mae Pool
3.00
06/01/2050
1.16
Fannie Mae Pool
3.79
11/01/2028
1.15
Fannie Mae Pool
3.00
03/01/2050
1.06
STIT - Government & Agency Portfoli
1.05
Fannie Mae Pool
4.00
09/01/2043
1.05
Freddie Mac Pool
3.00
01/01/2050
1.01
Fannie Mae Pool
3.59
10/01/2028
1.00
Fannie Mae Pool
4.00
03/01/2050
0.99
Freddie Mac Pool
3.00
02/01/2035
0.97
Fannie Mae Pool
2.00
09/01/2035
0.96
Fannie Mae Pool
3.00
02/01/2035
0.91
Fannie Mae Pool
3.50
04/01/2050
0.89
Fannie Mae Pool
3.00
01/01/2035
0.87
Fannie Mae Pool
3.50
11/01/2049
0.85
Freddie Mac Pool
2.50
09/01/2050
0.85
Government National Mortgage Associ
1.50
04/16/2062
0.84
Fannie Mae Pool
2.50
10/01/2050
0.84
Fannie Mae Pool
2.50
03/01/2035
0.81
Freddie Mac Pool
3.00
02/01/2050
0.79
Fannie Mae Pool
4.00
02/01/2050
0.76
INVESCO LIQUID ASSET CASH MF
0.75
Fannie Mae Pool
3.00
02/01/2035
0.72
Invitation Homes 2017-SFR2 Trust
1.95
12/17/2036
0.71
Fannie Mae Pool
3.50
04/01/2045
0.68
Freddie Mac Gold Pool
7.50
08/01/2037
0.67
Freddie Mac Gold Pool
3.00
02/01/2032
0.66
Fannie Mae Pool
3.00
11/01/2030
0.64
Fannie Mae Pool
3.00
01/01/2035
0.63
Freddie Mac Gold Pool
4.00
12/01/2045
0.62
Fannie Mae Pool
3.50
09/01/2040
0.62
Freddie Mac Pool
3.00
05/01/2050
0.62
Freddie Mac Pool
3.00
04/01/2035
0.61
Home Partners of America 2017-1 Tru
2.05
07/17/2034
0.59
BX Commercial Mortgage Trust 2018-B
1.28
03/15/2037
0.58
Fannie Mae Pool
3.50
09/01/2047
0.58
New Residential Mortgage Loan Trust
2.80
09/25/2059
0.56
Freddie Mac Gold Pool
4.50
08/01/2041
0.55
Freddie Mac Pool
3.50
12/01/2049
0.55
Freddie Mac Pool
3.00
01/01/2050
0.54
FREMF 2014-K38 Mortgage Trust
4.63
06/25/2047
0.51
Fannie Mae Connecticut Avenue Secur
4.15
05/25/2025
0.51
Ginnie Mae II Pool
3.50
06/20/2050
0.48
Fannie Mae Pool
3.50
05/01/2050
0.48
Freddie Mac Gold Pool
4.00
11/01/2048
0.48
Freddie Mac Gold Pool
3.50
09/01/2045
0.46
Fannie Mae Pool
3.50
08/01/2049
0.45
Invitation Homes 2018-SFR3 Trust
1.30
07/17/2037
0.45
Fannie Mae Pool
4.50
12/01/2049
0.43
Freddie Mac Pool
3.00
12/01/2034
0.43
Fannie Mae Pool
3.50
06/01/2049
0.43
Fannie Mae Pool
3.50
11/01/2048
0.43
Fannie Mae Pool
3.00
05/01/2035
0.42
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.42
Fannie Mae Pool
3.50
11/01/2030
0.42
Fannie Mae Pool
3.50
01/01/2046
0.42
Freddie Mac Pool
4.00
11/01/2049
0.41
Freddie Mac Gold Pool
4.00
06/01/2042
0.40
Ginnie Mae II Pool
3.00
02/20/2050
0.40
Fannie Mae Pool
3.50
01/01/2050
0.39
Invitation Homes 2018-SFR4 Trust
1.55
01/17/2038
0.38
Ginnie Mae II Pool
3.50
07/20/2046
0.37
Freddie Mac Pool
4.00
07/01/2049
0.36
Federal National Mortgage Associati
0.38
08/25/2025
0.36
Fannie Mae Pool
4.00
07/01/2046
0.36
Fannie Mae Pool
4.00
02/01/2045
0.35
United States Treasury Bill
0.00
02/04/2021
0.35
Fannie Mae Pool
4.00
11/01/2048
0.34
Fannie Mae Pool
3.00
09/01/2034
0.34
Freddie Mac Pool
3.50
01/01/2050
0.34
Fannie Mae Pool
4.50
07/01/2044
0.33
Arroyo Mortgage Trust 2019-3
3.42
10/25/2048
0.33
Ginnie Mae II Pool
4.00
02/20/2048
0.33
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.33
Fannie Mae Pool
4.00
10/01/2048
0.32
Freddie Mac Pool
3.00
12/01/2049
0.32
FREMF 2014-K36 Mortgage Trust
4.50
12/25/2046
0.31
Fannie Mae Pool
3.50
03/01/2046
0.31
Ginnie Mae II Pool
4.00
03/20/2050
0.31
CSMC Trust 2013-7
3.55
08/25/2043
0.31
Fannie Mae Pool
4.00
03/01/2050
0.30
Fannie Mae Pool
3.50
08/01/2045
0.29
Freddie Mac Pool
3.00
09/01/2049
0.29
Ginnie Mae II Pool
3.50
05/20/2046
0.29
Invitation Homes 2017-SFR2 Trust
1.60
12/17/2036
0.29
Fannie Mae Pool
4.00
04/01/2045
0.28
Westlake Automobile Receivables Tru
4.00
10/16/2023
0.28
JP Morgan Mortgage Trust 2018-7FRB
0.90
04/25/2046
0.28
Freddie Mac Pool
3.00
01/01/2050
0.27
Home Partners of America 2017-1 Tru
1.70
07/17/2034
0.27
Freddie Mac Gold Pool
4.50
02/01/2042
0.26
Freddie Mac Pool
4.50
11/01/2049
0.26
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.26
Agate Bay Mortgage Trust 2015-2
3.71
03/25/2045
0.25
Santander Drive Auto Receivables Tr
3.65
04/15/2025
0.25
Freddie Mac Multifamily Structured
0.50
03/25/2024
0.25
CGDBB Commercial Mortgage Trust 201
1.13
07/15/2032
0.25
CGDBB Commercial Mortgage Trust 201
1.21
07/15/2032
0.24
Drive Auto Receivables Trust 2019-2
3.69
08/17/2026
0.24
Fannie Mae Pool
4.26
07/01/2021
0.24
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.24
Freddie Mac Pool
4.00
11/01/2048
0.23
Fannie Mae Pool
3.50
01/01/2046
0.23
WFRBS Commercial Mortgage Trust 201
5.04
12/15/2046
0.23
Progress Residential 2020-SFR1 Trus
2.18
04/17/2037
0.23
Drive Auto Receivables Trust 2019-1
4.09
06/15/2026
0.23
Fannie Mae Pool
4.50
10/01/2041
0.22
Fannie Mae Pool
4.00
03/01/2045
0.22
Verus Securitization Trust 2019-INV
2.95
11/25/2059
0.22
New Residential Mortgage Loan Trust
0.90
01/25/2048
0.21
Fannie Mae Pool
3.00
11/01/2045
0.21
Government National Mortgage Associ
7.14
11/20/2033
0.21
Americredit Automobile Receivables
2.99
06/18/2025
0.21
Freddie Mac Gold Pool
2.50
02/01/2031
0.20
Verus Securitization Trust 2018-3
4.18
10/25/2058
0.20
Deutsche Mortgage Securities Inc Re
3.26
06/27/2037
0.20
Freddie Mac Pool
3.50
11/01/2049
0.20
Seasoned Loans Structured Transacti
3.50
05/25/2029
0.20
JP Morgan Mortgage Trust 2017-5
3.13
10/26/2048
0.20
FREMF 2014-K715 Mortgage Trust
4.12
02/25/2046
0.20
Commonbond Student Loan Trust 2018-
3.87
02/25/2046
0.20
Fannie Mae Pool
4.00
02/01/2042
0.20
Fannie Mae Pool
3.50
10/01/2049
0.19
COMM 2015-CCRE26 Mortgage Trust
4.48
10/10/2048
0.19
JP Morgan Trust 2015-3
3.50
05/25/2045
0.18
Freddie Mac REMICS
0.46
03/15/2036
0.18
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.18
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
0.18
Fannie Mae Pool
3.50
05/01/2047
0.18
Freddie Mac Pool
4.00
07/01/2049
0.17
Fannie Mae Pool
3.00
02/01/2029
0.17
Fannie Mae Connecticut Avenue Secur
5.15
07/25/2025
0.17
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.17
Chase Mortgage Finance Corp
3.75
12/25/2045
0.17
DT Auto Owner Trust 2019-1
3.87
11/15/2024
0.17
Fannie Mae Pool
3.00
04/01/2043
0.16
Fannie Mae Pool
4.00
04/01/2046
0.16
Freddie Mac Gold Pool
5.45
11/25/2038
0.16
Chase Mortgage Finance Corp
3.75
04/25/2045
0.16
Fannie Mae Pool
5.00
01/01/2041
0.16
Fannie Mae REMICS
2.75
01/25/2039
0.16
Freddie Mac Structured Pass-Through
6.50
02/25/2043
0.16
Fannie Mae Pool
4.00
06/01/2044
0.16
Galton Funding Mortgage Trust 2017-
3.50
11/25/2057
0.16
Freddie Mac REMICS
2.50
07/15/2038
0.16
Drive Auto Receivables Trust
4.30
09/16/2024
0.15
Fannie Mae Pool
3.50
04/01/2045
0.15
Fannie Mae Pool
4.00
02/01/2042
0.15
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.15
Fannie Mae REMICS
4.00
03/25/2039
0.14
Fannie Mae Pool
4.50
12/01/2048
0.14
Fannie Mae Pool
6.50
12/01/2029
0.14
JP Morgan Mortgage Trust 2014-1
4.00
01/25/2044
0.14
CCG Receivables Trust
3.22
09/14/2026
0.13
Fannie Mae REMICS
2.50
12/25/2025
0.13
Fannie Mae REMICS
2.00
05/25/2044
0.13
Freddie Mac Multifamily Structured
0.54
09/25/2025
0.12
Fannie Mae Pool
5.50
05/01/2035
0.12
Government National Mortgage Associ
5.89
01/20/2039
0.12
Fannie Mae Pool
2.00
03/01/2023
0.12
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.12
Fannie Mae REMICS
0.49
06/25/2035
0.12
Government National Mortgage Associ
4.50
07/20/2041
0.12
Freddie Mac Gold Pool
5.00
06/01/2040
0.11
COMM 2015-CCRE24 Mortgage Trust
0.76
08/10/2048
0.11
American Credit Acceptance Receivab
3.41
06/12/2025
0.11
STACR Trust 2018-HRP2
1.40
02/25/2047
0.11
Freddie Mac Gold Pool
7.50
01/01/2032
0.11
Fannie Mae Pool
3.50
11/01/2042
0.10
Fannie Mae Pool
7.50
01/01/2033
0.10
Bear Stearns ARM Trust 2005-1
3.33
03/25/2035
0.10
Freddie Mac Gold Pool
5.00
01/01/2037
0.10
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.10
Government National Mortgage Associ
2.82
09/20/2041
0.10
Fannie Mae Pool
6.00
05/01/2023
0.10
CSMLT 2015-1 Trust
3.50
05/25/2045
0.10
Fannie Mae REMICS
4.00
07/25/2024
0.10
Citigroup Commercial Mortgage Trust
1.10
10/12/2050
0.09
CASH & EQUIVALENTS
0.00
0.09
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.09
Shellpoint Asset Funding Trust 2013
3.75
07/25/2043
0.09
Fannie Mae Pool
4.50
01/01/2040
0.09
Fannie Mae Pool
7.50
08/01/2033
0.09
Freddie Mac Strips
0.66
05/15/2036
0.09
Fannie Mae Pool
6.00
10/01/2023
0.08
Fannie Mae Pool
7.00
04/01/2034
0.08
Freddie Mac Gold Pool
5.00
07/01/2035
0.08
Fannie Mae REMICS
3.50
02/25/2022
0.08
Fannie Mae REMICS
1.09
06/25/2037
0.08
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.08
Fannie Mae REMICS
5.50
12/25/2025
0.08
GMACM Mortgage Loan Trust 2005-AR3
3.30
06/19/2035
0.08
Fannie Mae REMICS
0.65
09/25/2034
0.08
Freddie Mac REMICS
3.00
05/15/2040
0.08
Fannie Mae REMICS
0.50
10/25/2035
0.08
Freddie Mac Gold Pool
5.35
10/17/2038
0.08
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.08
FREMF 2013-K27 Mortgage Trust
3.50
01/25/2046
0.08
Freddie Mac REMICS
3.00
07/15/2039
0.08
Freddie Mac REMICS
3.50
05/15/2032
0.08
Freddie Mac REMICS
6.50
05/15/2031
0.08
FREMF 2013-K25 Mortgage Trust
3.62
11/25/2045
0.07
Freddie Mac Gold Pool
4.50
06/01/2041
0.07
Citigroup Mortgage Loan Trust 2005-
2.53
10/25/2035
0.07
Freddie Mac REMICS
2.50
05/15/2025
0.07
Fannie Mae Pool
4.00
05/01/2045
0.07
Freddie Mac Gold Pool
5.00
11/01/2039
0.07
Freddie Mac Whole Loan Securities T
3.00
09/25/2045
0.07
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.07
Structured Asset Mortgage Investmen
0.61
05/25/2045
0.06
Government National Mortgage Associ
0.60
07/20/2044
0.06
JP Morgan Mortgage Trust 2005-A1
3.30
02/25/2035
0.06
Fannie Mae Pool
7.00
12/01/2032
0.06
Freddie Mac Gold Pool
5.35
07/01/2038
0.06
Fannie Mae Pool
6.50
11/01/2031
0.06
Fannie Mae Pool
5.50
09/01/2025
0.06
Fannie Mae Pool
3.50
08/01/2040
0.06
Fannie Mae Pool
5.00
12/01/2035
0.06
Freddie Mac REMICS
2.00
12/15/2023
0.06
Freddie Mac REMICS
0.71
10/15/2036
0.06
Fannie Mae REMICS
6.60
06/25/2039
0.06
COMM 2013-LC13 Mortgage Trust
1.11
08/10/2046
0.06
Freddie Mac Gold Pool
5.80
01/20/2039
0.06
Freddie Mac Multifamily Structured
1.35
05/25/2044
0.06
JP Morgan Mortgage Trust 2019-INV2
3.50
02/25/2050
0.06
UBS Commercial Mortgage Trust 2017-
1.00
11/15/2050
0.06
Freddie Mac REMICS
6.50
02/15/2031
0.06
Fannie Mae Pool
5.50
02/01/2038
0.05
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.05
Fannie Mae REMICS
5.00
04/25/2040
0.05
CSFB Mortgage-Backed Pass-Through C
3.47
06/25/2034
0.05
FREMF 2013-K26 Mortgage Trust
3.60
12/25/2045
0.05
Fannie Mae Pool
5.00
02/01/2036
0.05
Fannie Mae REMICS
2.20
02/25/2056
0.05
Fannie Mae REMICS
4.00
11/25/2027
0.05
Fannie Mae REMICS
3.00
05/25/2031
0.05
Fannie Mae Pool
7.50
09/01/2032
0.05
Fannie Mae Pool
6.50
01/01/2034
0.05
Fannie Mae Pool
6.00
12/01/2029
0.05
JP Morgan Mortgage Trust 2005-A3
3.79
06/25/2035
0.05
Ginnie Mae II Pool
5.00
11/20/2037
0.05
Benchmark 2018-B1 Mortgage Trust
0.52
01/15/2051
0.05
Freddie Mac REMICS
3.50
10/15/2026
0.05
Freddie Mac REMICS
2.50
05/15/2031
0.05
Fannie Mae REMICS
4.00
03/25/2041
0.05
Fannie Mae Pool
5.50
05/01/2022
0.05
Freddie Mac Gold Pool
3.00
02/01/2032
0.04
Fannie Mae REMICS
0.65
06/25/2046
0.04
Freddie Mac STACR Trust 2019-HRP1
1.55
02/25/2049
0.04
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.04
Fannie Mae REMICS
5.00
09/25/2047
0.04
Wells Fargo Commercial Mortgage Tru
0.88
12/15/2050
0.04
Freddie Mac REMICS
3.00
07/15/2039
0.04
Fannie Mae Pool
7.50
09/01/2032
0.04
Banc of America Funding 2006-A Trus
2.83
02/20/2036
0.04
Fannie Mae Pool
5.00
10/01/2035
0.04
Freddie Mac Gold Pool
4.50
05/01/2038
0.04
Fannie Mae Pool
5.50
12/01/2021
0.04
Freddie Mac REMICS
6.50
10/15/2029
0.04
Fannie Mae Pool
6.00
01/01/2036
0.04
Fannie Mae Pool
4.50
01/01/2027
0.04
Fannie Mae Pool
6.50
11/01/2038
0.04
Merrill Lynch Mortgage Investors Tr
0.61
03/25/2030
0.04
Freddie Mac REMICS
3.50
11/15/2025
0.04
Fannie Mae Pool
6.00
07/01/2038
0.04
Freddie Mac REMICS
4.00
10/15/2024
0.04
Fannie Mae Pool
3.00
02/01/2028
0.04
CCG Receivables Trust 2019-2
2.89
03/15/2027
0.04
Fannie Mae REMICS
0.50
08/25/2035
0.04
Chase Mortgage Finance Trust Series
2.77
06/25/2035
0.04
Fannie Mae Pool
5.50
02/01/2034
0.03
Fannie Mae Pool
4.00
04/01/2045
0.03
Freddie Mac Gold Pool
6.00
10/01/2029
0.03
Fannie Mae REMICS
0.60
08/25/2037
0.03
Government National Mortgage Associ
3.50
04/20/2040
0.03
Fannie Mae REMICS
3.00
05/25/2037
0.03
GSR Mortgage Loan Trust 2004-12
2.64
12/25/2034
0.03
Fannie Mae Pool
5.50
04/01/2038
0.03
Chase Mortgage Finance Trust Series
2.77
06/25/2035
0.03
Fannie Mae Pool
4.50
07/01/2025
0.03
Freddie Mac Multifamily Structured
0.63
11/25/2024
0.03
Fannie Mae Pool
5.00
03/01/2023
0.03
Fannie Mae Pool
5.00
06/01/2027
0.03
Merrill Lynch Mortgage Investors Tr
2.61
11/25/2035
0.03
Fannie Mae Pool
7.50
08/01/2037
0.03
CCG Receivables Trust
3.57
09/14/2026
0.03
Fannie Mae Pool
5.50
09/01/2025
0.03
Freddie Mac REMICS
4.00
04/15/2040
0.03
Government National Mortgage Associ
6.50
04/16/2041
0.03
Fannie Mae Pool
5.50
10/01/2034
0.03
Fannie Mae Pool
8.00
04/01/2033
0.03
Fannie Mae Pool
4.50
04/01/2023
0.03
Government National Mortgage Associ
3.00
12/16/2025
0.03
Freddie Mac REMICS
4.00
06/15/2038
0.03
Fannie Mae-Aces
0.27
12/25/2022
0.03
Structured Adjustable Rate Mortgage
0.45
09/25/2034
0.03
Fannie Mae REMICS
3.00
11/25/2029
0.03
Fannie Mae REMICS
24.02
03/25/2036
0.03
Fannie Mae REMICS
3.00
01/25/2031
0.03
Fannie Mae REMICS
1.16
12/18/2032
0.03
Fannie Mae REMICS
7.00
03/18/2027
0.03
CD 2017-CD6 Mortgage Trust
0.92
11/13/2050
0.03
Fannie Mae Pool
8.50
10/01/2032
0.03
Morgan Stanley Capital I 2017-HR2
0.79
12/15/2050
0.03
Adjustable Rate Mortgage Trust 2005
3.31
10/25/2035
0.03
Freddie Mac REMICS
3.00
09/15/2027
0.03
Fannie Mae Pool
5.45
01/01/2038
0.03
Fannie Mae Pool
7.00
01/01/2030
0.02
Fannie Mae REMICS
4.00
12/25/2040
0.02
Fannie Mae Pool
6.00
11/01/2029
0.02
Freddie Mac REMICS
5.91
05/15/2038
0.02
Freddie Mac Gold Pool
7.00
03/01/2035
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 Gold Pool
3.50
08/01/2026
0.02
Fannie Mae Pool
6.00
01/01/2037
0.02
Fannie Mae REMICS
5.90
03/25/2035
0.02
Fannie Mae REMICS
0.55
03/25/2042
0.02
Fannie Mae Pool
5.00
03/01/2025
0.02
CHL Mortgage Pass-Through Trust 200
0.69
02/25/2035
0.02
Freddie Mac REMICS
6.95
03/15/2028
0.02
Freddie Mac Gold Pool
7.50
09/01/2033
0.02
Freddie Mac Gold Pool
5.50
01/01/2024
0.02
GSR Mortgage Loan Trust 2005-AR4
3.33
07/25/2035
0.02
Freddie Mac REMICS
3.00
07/15/2026
0.02
Government National Mortgage Associ
6.05
10/16/2047
0.02
Fannie Mae REMICS
3.00
02/25/2028
0.02
Fannie Mae REMICS
23.66
06/25/2036
0.02
Freddie Mac REMICS
2.57
02/15/2039
0.02
Freddie Mac REMICS
0.56
11/15/2039
0.02
Freddie Mac Strips
0.00
03/01/2032
0.02
Freddie Mac REMICS
6.00
04/15/2029
0.02
Freddie Mac Gold Pool
7.50
05/01/2035
0.02
Fannie Mae Pool
6.00
08/01/2034
0.02
Fannie Mae Pool
6.00
05/01/2022
0.02
WaMu Mortgage Pass-Through Certific
2.57
10/25/2033
0.02
Fannie Mae Pool
6.00
01/01/2036
0.02
Fannie Mae REMICS
3.50
08/25/2035
0.02
Fannie Mae Pool
5.50
11/01/2034
0.02
Fannie Mae REMICS
6.50
03/25/2039
0.02
Government National Mortgage Associ
4.77
07/17/2033
0.02
Freddie Mac REMICS
6.54
01/15/2035
0.02
Freddie Mac REMICS
1.05
03/15/2029
0.02
Fannie Mae REMICS
6.50
11/25/2029
0.02
Freddie Mac REMICS
6.50
06/15/2031
0.02
Fannie Mae REMICS
1.16
03/18/2032
0.02
Fannie Mae Pool
7.50
03/01/2033
0.02
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.02
Fannie Mae Pool
7.50
02/01/2027
0.02
Fannie Mae Grantor Trust 1999-T2
7.50
01/19/2039
0.02
Government National Mortgage Associ
4.50
09/16/2047
0.02
Freddie Mac REMICS
0.65
03/15/2042
0.02
MASTR Adjustable Rate Mortgages Tru
3.11
04/21/2034
0.02
Fannie Mae Pool
6.00
12/01/2035
0.02
Fannie Mae REMICS
1.15
12/25/2031
0.02
Fannie Mae REMICS
2.50
10/25/2026
0.02
Fannie Mae Interest Strip
6.50
04/25/2032
0.02
Freddie Mac REMICS
5.00
09/15/2023
0.02
Fannie Mae REMICS
7.00
09/25/2032
0.02
Freddie Mac Gold Pool
8.50
08/01/2031
0.02
FHLMC-GNMA
6.50
10/17/2024
0.02
Freddie Mac REMICS
0.51
02/15/2029
0.02
Freddie Mac REMICS
1.89
03/15/2024
0.02
Fannie Mae Pool
6.50
04/01/2029
0.02
Fannie Mae REMICS
0.65
09/25/2032
0.01
Freddie Mac REMICS
0.66
02/15/2032
0.01
RBSSP Resecuritization Trust 2010-1
3.04
07/26/2045
0.01
Fannie Mae REMICS
6.00
12/25/2042
0.01
Freddie Mac REMICS
0.61
07/15/2037
0.01
Fannie Mae Pool
5.50
05/01/2024
0.01
Freddie Mac Gold Pool
5.50
12/01/2036
0.01
Fannie Mae Pool
5.50
03/01/2025
0.01
Fannie Mae REMICS
23.66
06/25/2036
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
Freddie Mac Gold Pool
6.50
08/01/2029
0.01
Freddie Mac Gold Pool
8.00
08/01/2032
0.01
Fannie Mae REMICS
1.15
07/25/2032
0.01
Fannie Mae REMICS
3.00
12/25/2025
0.01
Fannie Mae REMICS
1.15
12/25/2032
0.01
Fannie Mae Pool
5.50
10/01/2034
0.01
Freddie Mac Structured Agency Credi
2.35
02/25/2024
0.01
Fannie Mae Pool
7.00
07/01/2032
0.01
Freddie Mac REMICS
1.11
08/15/2031
0.01
Fannie Mae Pool
5.50
11/01/2022
0.01
Fannie Mae Pool
7.00
04/01/2033
0.01
Fannie Mae REMICS
3.00
06/25/2027
0.01
Freddie Mac REMICS
0.56
06/15/2029
0.01
Citigroup Commercial Mortgage Trust
1.03
11/10/2046
0.01
Freddie Mac REMICS
0.56
01/15/2033
0.01
Ginnie Mae I Pool
5.50
07/15/2033
0.01
Freddie Mac REMICS
3.00
11/15/2027
0.01
Freddie Mac REMICS
0.66
03/15/2032
0.01
Freddie Mac REMICS
0.66
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
Structured Asset Sec Mortgage Pass-
2.34
11/25/2032
0.01
Fannie Mae Pool
5.63
08/01/2032
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Freddie Mac REMICS
1.16
03/15/2032
0.01
Fannie Mae Pool
6.00
06/01/2030
0.01
Fannie Mae REMICS
6.55
05/25/2035
0.01
Freddie Mac Gold Pool
6.50
12/01/2030
0.01
Structured Adjustable Rate Mortgage
2.98
01/25/2035
0.01
Vendee Mortgage Trust 2002-3
0.30
08/15/2032
0.01
Freddie Mac REMICS
8.00
03/15/2030
0.01
Freddie Mac Gold Pool
5.00
03/01/2037
0.01
Fannie Mae Pool
6.50
07/01/2029
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.00
08/01/2040
0.01
Fannie Mae Interest Strip
6.50
02/25/2033
0.01
Fannie Mae REMICS
4.50
02/25/2043
0.01
Fannie Mae REMICS
0.65
08/25/2032
0.01
Fannie Mae REMICS
0.55
11/25/2033
0.01
Freddie Mac REMICS
3.00
06/15/2027
0.01
Freddie Mac Gold Pool
5.80
10/01/2038
0.01
Fannie Mae Interest Strip
8.00
05/25/2030
0.01
Fannie Mae Pool
5.50
01/01/2024
0.01
Freddie Mac Gold Pool
6.00
10/01/2022
0.01
Fannie Mae REMICS
5.50
07/25/2046
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Fannie Mae REMICS
6.55
10/25/2031
0.01
Citigroup Mortgage Loan Trust Inc
2.46
08/25/2034
0.01
Freddie Mac REMICS
0.76
12/15/2031
0.01
Fannie Mae REMICS
1.15
04/25/2032
0.01
Freddie Mac Strips
0.00
12/01/2031
0.01
Freddie Mac REMICS
1.16
02/15/2032
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Freddie Mac REMICS
1.16
02/15/2032
0.01
Freddie Mac Gold Pool
6.50
07/01/2033
0.01
Ginnie Mae II Pool
6.00
04/20/2029
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Interest Strip
6.00
08/25/2035
0.01
Fannie Mae REMICS
23.66
06/25/2036
0.01
Fannie Mae Pool
5.50
11/01/2034
0.01
Fannie Mae Pool
7.00
11/01/2032
0.01
WaMu Mortgage Pass-Through Certific
3.05
11/25/2036
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
6.50
12/01/2033
0.01
Fannie Mae REMICS
3.50
08/25/2042
0.01
Freddie Mac Gold Pool
6.50
06/01/2029
0.01
Freddie Mac Strips
7.00
09/01/2029
0.01
Ginnie Mae I Pool
7.50
08/15/2028
0.01
Freddie Mac REMICS
0.71
03/15/2032
0.01
Fannie Mae Interest Strip
5.50
04/25/2034
0.01
Freddie Mac REMICS
2.50
09/15/2027
0.01
Freddie Mac REMICS
5.94
01/15/2044
0.01
Fannie Mae Pool
6.00
08/01/2021
0.01
Freddie Mac REMICS
24.17
08/15/2035
0.01
Freddie Mac REMICS
6.09
12/15/2039
0.01
Freddie Mac Gold Pool
7.00
10/01/2031
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Fannie Mae Interest Strip
0.00
09/25/2032
0.01
Ginnie Mae I Pool
5.50
08/15/2033
0.01
Fannie Mae Pool
7.00
10/01/2035
0.01
Freddie Mac Gold Pool
5.50
09/01/2024
0.01
Fannie Mae Pool
6.50
11/01/2028
0.01
Fannie Mae REMICS
7.00
05/25/2033
0.01
Fannie Mae REMICS
3.50
09/25/2023
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
Vendee Mortgage Trust 2003-1
0.12
11/15/2032
0.01
Fannie Mae Pool
6.50
04/01/2029
0.01
Fannie Mae Pool
5.50
11/01/2036
0.01
Fannie Mae Interest Strip
6.00
02/25/2033
0.01
Ginnie Mae I Pool
7.00
08/15/2029
0.01
Fannie Mae Pool
6.50
10/01/2028
0.01
Fannie Mae REMICS
7.94
12/18/2032
0.00
Fannie Mae Interest Strip
7.00
02/25/2028
0.00
Fannie Mae Pool
7.00
06/01/2034
0.00
Fannie Mae REMICS
0.66
10/18/2032
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Fannie Mae Pool
6.00
05/01/2040
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
8.00
09/18/2027
0.00
Fannie Mae REMICS
6.40
10/25/2041
0.00
Freddie Mac REMICS
5.84
03/15/2024
0.00
Fannie Mae REMICS
6.45
05/25/2035
0.00
Freddie Mac REMICS
6.56
05/15/2035
0.00
Freddie Mac Gold Pool
6.50
04/01/2022
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Freddie Mac REMICS
0.81
07/15/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2029
0.00
Freddie Mac REMICS
6.50
03/15/2032
0.00
Banc of America Funding 2006-3 Trus
5.50
03/25/2036
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Pool
6.50
05/01/2032
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae REMICS
7.84
03/18/2032
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Fannie Mae Pool
6.50
04/01/2026
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae REMICS
6.85
08/25/2032
0.00
Fannie Mae REMICS
4.00
08/25/2047
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
8.10
02/25/2033
0.00
Fannie Mae Pool
6.50
05/01/2028
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac REMICS
3.00
12/15/2027
0.00
Fannie Mae REMICS
6.50
10/25/2028
0.00
Fannie Mae REMICS
3.00
11/25/2027
0.00
Freddie Mac Gold Pool
6.50
04/01/2031
0.00
Luminent Mortgage Trust 2006-1
0.87
04/25/2036
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
5.00
07/01/2037
0.00
Freddie Mac Gold Pool
6.50
04/01/2034
0.00
Fannie Mae Pool
7.00
09/01/2033
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
01/01/2027
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Ginnie Mae I Pool
7.50
06/15/2028
0.00
Freddie Mac Gold Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac REMICS
6.59
02/15/2035
0.00
Freddie Mac Gold Pool
6.50
05/01/2029
0.00
Freddie Mac REMICS
4.00
12/15/2041
0.00
Fannie Mae REMICS
6.85
04/25/2032
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
7.00
01/01/2033
0.00
Freddie Mac REMICS
0.76
01/15/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Freddie Mac REMICS
7.94
06/15/2029
0.00
COMM 2014-FL5 Mortgage Trust
1.53
10/15/2031
0.00
Freddie Mac REMICS
4.00
03/15/2045
0.00
Fannie Mae Interest Strip
6.00
09/25/2035
0.00
Fannie Mae REMICS
7.95
03/25/2032
0.00
Fannie Mae Interest Strip
6.00
10/25/2033
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Fannie Mae REMICS
7.85
07/25/2032
0.00
Fannie Mae Pool
6.00
12/01/2038
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Freddie Mac Gold Pool
6.50
08/01/2033
0.00
Fannie Mae REMICS
3.00
10/25/2026
0.00
Citigroup Mortgage Loan Trust 2006-
3.63
03/25/2036
0.00
Fannie Mae Pool
5.50
11/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2036
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae REMICS
1.15
04/25/2032
0.00
Fannie Mae REMICS
7.75
11/25/2031
0.00
Fannie Mae REMICS
7.95
04/25/2032
0.00
Freddie Mac Gold Pool
7.00
10/01/2037
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Freddie Mac REMICS
2.50
05/15/2028
0.00
Freddie Mac Strips
3.00
12/15/2027
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
6.50
05/01/2030
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2033
0.00
Fannie Mae Pool
5.50
06/01/2037
0.00
Fannie Mae Pool
6.50
02/01/2033
0.00
Fannie Mae REMICS
7.74
12/18/2031
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Ginnie Mae I Pool
5.50
10/15/2034
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae REMICS
7.85
09/25/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
5.50
11/01/2037
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Freddie Mac Gold Pool
6.50
11/01/2028
0.00
Fannie Mae Pool
6.50
11/01/2032
0.00
Ginnie Mae I Pool
6.00
01/15/2029
0.00
Chase Mortgage Finance Trust Series
3.05
12/25/2035
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Fannie Mae REMICS
7.65
04/25/2032
0.00
Freddie Mac Gold Pool
6.00
07/01/2024
0.00
Ginnie Mae I Pool
7.00
10/15/2027
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Freddie Mac REMICS
7.94
09/15/2029
0.00
Fannie Mae Pool
5.50
10/01/2037
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae REMICS
7.94
12/18/2032
0.00
Fannie Mae Pool
6.50
09/01/2033
0.00
Freddie Mac Gold Pool
8.50
03/01/2031
0.00
Fannie Mae Interest Strip
7.50
01/25/2032
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae REMICS
7.80
01/25/2032
0.00
Fannie Mae Pool
9.50
04/01/2030
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Freddie Mac REMICS
0.76
12/15/2032
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
6.50
02/01/2031
0.00
Fannie Mae REMICS
4.00
12/25/2044
0.00
RALI Series 2006-QO2 Trust
0.69
02/25/2046
0.00
Fannie Mae Pool
7.00
04/01/2035
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Fannie Mae REMICS
6.60
03/25/2035
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Fannie Mae Pool
6.50
06/01/2032
0.00
Fannie Mae Pool
5.50
03/01/2037
0.00
Fannie Mae Pool
5.50
12/01/2036
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Freddie Mac Strips
3.27
12/15/2027
0.00
Fannie Mae Pool
5.50
11/01/2036
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
5.50
04/01/2034
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Ginnie Mae I Pool
6.50
01/15/2024
0.00
Fannie Mae Pool
7.00
10/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
12/01/2030
0.00
Fannie Mae Pool
5.50
04/01/2037
0.00
Fannie Mae Pool
6.50
04/01/2024
0.00
Fannie Mae Pool
6.50
01/01/2033
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae REMICS
4.00
04/25/2041
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.00
05/01/2026
0.00
Fannie Mae Pool
5.50
12/01/2032
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
5.50
09/01/2034
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Fannie Mae Pool
6.00
01/01/2029
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Vendee Mortgage Trust 2002-2
0.05
01/15/2032
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae Pool
7.00
11/01/2033
0.00
Fannie Mae Pool
6.50
05/01/2024
0.00
Fannie Mae Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Ginnie Mae I Pool
7.50
07/15/2028
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Fannie Mae REMICS
0.55
03/25/2033
0.00
Fannie Mae Pool
6.00
01/01/2039
0.00
Fannie Mae Pool
6.00
05/01/2028
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Fannie Mae Pool
6.50
06/01/2028
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Freddie Mac REMICS
5.84
04/15/2038
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae Pool
7.00
12/01/2029
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
5.50
10/01/2034
0.00
Fannie Mae Pool
6.00
05/01/2022
0.00
Fannie Mae Pool
5.50
10/01/2036
0.00
Fannie Mae REMICS
6.50
05/25/2033
0.00
Freddie Mac Gold Pool
9.00
01/01/2025
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
6.50
03/15/2028
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae REMICS
8.00
08/18/2027
0.00
Ginnie Mae I Pool
5.50
10/15/2033
0.00
Freddie Mac REMICS
6.84
12/15/2037
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2029
0.00
Fannie Mae REMICS
6.00
05/25/2033
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Fannie Mae Pool
6.00
11/01/2021
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
5.50
05/01/2022
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
7.00
07/01/2034
0.00
Freddie Mac REMICS
7.49
07/15/2026
0.00
Fannie Mae Pool
6.00
11/01/2033
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.00
12/01/2037
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Fannie Mae Pool
6.00
07/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
6.50
10/15/2028
0.00
Fannie Mae Pool
6.50
04/01/2029
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.00
03/01/2038
0.00
Freddie Mac Gold Pool
6.50
03/01/2029
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Freddie Mac REMICS
8.55
07/17/2028
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Ginnie Mae I Pool
6.50
09/15/2028
0.00
Fannie Mae Pool
6.50
01/01/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.50
05/01/2029
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Fannie Mae Interest Strip
6.50
10/25/2024
0.00
Fannie Mae Pool
6.50
06/01/2022
0.00
Fannie Mae Pool
5.00
07/01/2022
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
8.00
11/15/2021
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
7.00
07/01/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.00
11/01/2021
0.00
Fannie Mae Pool
6.00
04/01/2036
0.00
Fannie Mae Pool
6.00
10/01/2033
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae Pool
7.00
01/01/2036
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Fannie Mae Pool
6.50
10/01/2023
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
6.00
06/01/2030
0.00
Fannie Mae Pool
7.00
12/01/2030
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
12/01/2027
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Fannie Mae REMICS
4.00
10/25/2046
0.00
Fannie Mae Pool
7.00
04/01/2031
0.00
Freddie Mac Gold Pool
6.00
03/01/2029
0.00
Fannie Mae REMICS
3.50
02/25/2037
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
5.50
06/15/2033
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
6.50
04/01/2031
0.00
Fannie Mae Pool
5.50
12/01/2034
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Pool
6.00
05/01/2023
0.00
Ginnie Mae I Pool
6.00
03/15/2029
0.00
Fannie Mae Pool
5.50
04/01/2022
0.00
Fannie Mae Pool
6.00
06/01/2022
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
6.00
12/01/2021
0.00
Fannie Mae Pool
5.50
10/01/2033
0.00
Ginnie Mae I Pool
5.50
04/15/2034
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Ginnie Mae I Pool
7.00
01/15/2029
0.00
Fannie Mae REMICS
13.80
12/25/2033
0.00
Fannie Mae Pool
5.50
11/01/2034
0.00
Fannie Mae Pool
6.00
03/01/2022
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.50
09/01/2023
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
7.00
10/15/2023
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
9.50
11/15/2021
0.00
Freddie Mac Gold Pool
5.00
10/01/2021
0.00
Ginnie Mae I Pool
6.50
04/15/2026
0.00
Ginnie Mae I Pool
6.00
04/15/2029
0.00
Fannie Mae Pool
6.00
02/01/2040
0.00
Fannie Mae Pool
5.50
09/01/2021
0.00
Fannie Mae Pool
6.00
04/01/2021
0.00
Fannie Mae Pool
6.50
05/01/2027
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Freddie Mac REMICS
3.00
04/15/2026
0.00
Fannie Mae Pool
6.00
06/01/2038
0.00
Ginnie Mae I Pool
5.50
11/15/2033
0.00
Fannie Mae Pool
7.00
02/01/2035
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
11/01/2038
0.00
Fannie Mae Pool
6.00
04/01/2038
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Freddie Mac Gold Pool
9.00
05/01/2025
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Ginnie Mae I Pool
5.50
09/15/2033
0.00
Fannie Mae Pool
5.50
04/01/2034
0.00
Fannie Mae Pool
6.50
04/01/2028
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
7.00
04/01/2029
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Ginnie Mae I Pool
5.50
07/15/2034
0.00
Fannie Mae Pool
6.00
07/01/2021
0.00
Fannie Mae Pool
6.50
04/01/2033
0.00
Fannie Mae Pool
5.50
11/01/2021
0.00
Ginnie Mae I Pool
5.50
08/15/2033
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2038
0.00
Ginnie Mae I Pool
6.00
06/15/2028
0.00
Fannie Mae Pool
6.00
08/01/2021
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
6.00
03/01/2021
0.00
Fannie Mae Pool
6.00
08/01/2038
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
5.50
01/15/2034
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Ginnie Mae I Pool
5.50
06/15/2033
0.00
Fannie Mae Pool
6.00
02/01/2022
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
5.50
05/15/2033
0.00
Fannie Mae REMICS
5.90
07/25/2038
0.00
Ginnie Mae I Pool
6.00
12/15/2028
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Ginnie Mae I Pool
5.50
03/15/2034
0.00
Fannie Mae Pool
6.00
08/01/2022
0.00
Ginnie Mae I Pool
6.50
08/15/2028
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Fannie Mae Pool
7.00
07/01/2023
0.00
Freddie Mac Gold Pool
6.50
04/01/2021
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Freddie Mac REMICS
5.50
04/15/2025
0.00
Ginnie Mae I Pool
9.00
02/15/2023
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.00
02/01/2022
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
6.50
11/15/2028
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
5.50
07/15/2033
0.00
Fannie Mae Pool
5.00
06/01/2022
0.00
Freddie Mac REMICS
2.50
07/15/2024
0.00
Ginnie Mae I Pool
7.00
02/15/2024
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
03/01/2021
0.00
Fannie Mae Pool
6.00
11/01/2037
0.00
Ginnie Mae I Pool
6.00
09/15/2028
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.00
01/01/2022
0.00
Fannie Mae Pool
6.00
09/01/2038
0.00
Ginnie Mae I Pool
6.00
10/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Fannie Mae Pool
6.50
04/01/2030
0.00
Fannie Mae Pool
6.50
08/01/2023
0.00
Ginnie Mae I Pool
6.00
02/15/2029
0.00
Vendee Mortgage Trust 2001-3
0.00
10/15/2031
0.00
Ginnie Mae I Pool
6.00
08/15/2028
0.00
Ginnie Mae I Pool
8.00
06/15/2021
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Ginnie Mae I Pool
7.00
11/15/2022
0.00
Ginnie Mae I Pool
8.00
12/15/2021
0.00
Fannie Mae Pool
6.00
05/01/2021
0.00
Fannie Mae Pool
7.00
09/01/2031
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Fannie Mae Pool
6.00
09/01/2021
0.00
Fannie Mae REMICS
0.75
10/25/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
6.00
10/01/2021
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Fannie Mae Pool
6.00
12/01/2021
0.00
Fannie Mae REMICS
6.55
02/25/2024
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Fannie Mae Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.00
08/01/2021
0.00
Vendee Mortgage Trust 1999-3
0.00
10/15/2029
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
4.50
12/25/2022
0.00
Fannie Mae Pool
6.00
06/01/2021
0.00
Fannie Mae Pool
7.00
08/01/2031
0.00
Fannie Mae Pool
5.50
12/01/2021
0.00
Freddie Mac Gold Pool
9.00
03/01/2024
0.00
Ginnie Mae I Pool
9.50
01/15/2022
0.00
Ginnie Mae I Pool
9.50
02/15/2021
0.00
Ginnie Mae I Pool
8.00
11/15/2021
0.00
Ginnie Mae I Pool
9.50
08/15/2021
0.00
Freddie Mac Gold Pool
5.00
06/01/2021
0.00
Fannie Mae Pool
6.00
01/01/2021
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Freddie Mac Gold Pool
9.00
08/01/2022
0.00
Fannie Mae Pool
6.00
03/01/2021
0.00
Fannie Mae REMICS
8.50
09/25/2021
0.00
Fannie Mae REMICS
4.50
02/25/2023
0.00
as of 12/31/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Fannie Mae or Freddie Mac | 2.00 | 02/01/2051 | 8.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCI | 2.50 | 01/21/2020 | 6.03 |
| Fannie Mae or Freddie Mac | 1.50 | 01/01/2036 | 5.22 |
| Ginnie Mae II Pool | 2.00 | 01/01/2051 | 4.14 |
| Fannie Mae or Freddie Mac | 2.00 | 01/01/2036 | 3.05 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 2.06 |
| Freddie Mac Pool | 3.50 | 02/01/2050 | 1.81 |
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.77 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 1.55 |
| Federal National Mortgage Associati | 0.50 | 11/07/2025 | 1.53 |
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.53 |
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 1.42 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.36 |
| Freddie Mac Pool | 3.50 | 05/01/2050 | 1.33 |
| Fannie Mae Pool | 4.00 | 06/01/2047 | 1.33 |
| Freddie Mac Pool | 3.00 | 03/01/2050 | 1.31 |
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.29 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 1.25 |
| Fannie Mae Pool | 3.50 | 11/01/2034 | 1.25 |
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.25 |
| Fannie Mae Pool | 2.00 | 11/01/2035 | 1.22 |
| Freddie Mac Pool | 3.50 | 04/01/2050 | 1.22 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 1.20 |
| STIT - Treasury Portfolio | 1.20 | ||
| Fannie Mae or Freddie Mac | 2.50 | 02/01/2051 | 1.20 |
| Federal National Mortgage Associati | 1.88 | 09/24/2026 | 1.18 |
| Fannie Mae Pool | 3.00 | 06/01/2050 | 1.16 |
| Fannie Mae Pool | 3.79 | 11/01/2028 | 1.15 |
| Fannie Mae Pool | 3.00 | 03/01/2050 | 1.06 |
| STIT - Government & Agency Portfoli | 1.05 | ||
| Fannie Mae Pool | 4.00 | 09/01/2043 | 1.05 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 1.01 |
| Fannie Mae Pool | 3.59 | 10/01/2028 | 1.00 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.99 |
| Freddie Mac Pool | 3.00 | 02/01/2035 | 0.97 |
| Fannie Mae Pool | 2.00 | 09/01/2035 | 0.96 |
| Fannie Mae Pool | 3.00 | 02/01/2035 | 0.91 |
| Fannie Mae Pool | 3.50 | 04/01/2050 | 0.89 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.87 |
| Fannie Mae Pool | 3.50 | 11/01/2049 | 0.85 |
| Freddie Mac Pool | 2.50 | 09/01/2050 | 0.85 |
| Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.84 |
| Fannie Mae Pool | 2.50 | 10/01/2050 | 0.84 |
| Fannie Mae Pool | 2.50 | 03/01/2035 | 0.81 |
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.79 |
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.76 |
| INVESCO LIQUID ASSET CASH MF | 0.75 | ||
| Fannie Mae Pool | 3.00 | 02/01/2035 | 0.72 |
| Invitation Homes 2017-SFR2 Trust | 1.95 | 12/17/2036 | 0.71 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.68 |
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.67 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.66 |
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.64 |
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.63 |
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.62 |
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.62 |
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.62 |
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.61 |
| Home Partners of America 2017-1 Tru | 2.05 | 07/17/2034 | 0.59 |
| BX Commercial Mortgage Trust 2018-B | 1.28 | 03/15/2037 | 0.58 |
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.58 |
| New Residential Mortgage Loan Trust | 2.80 | 09/25/2059 | 0.56 |
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.55 |
| Freddie Mac Pool | 3.50 | 12/01/2049 | 0.55 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.54 |
| FREMF 2014-K38 Mortgage Trust | 4.63 | 06/25/2047 | 0.51 |
| Fannie Mae Connecticut Avenue Secur | 4.15 | 05/25/2025 | 0.51 |
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.48 |
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.48 |
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.48 |
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.46 |
| Fannie Mae Pool | 3.50 | 08/01/2049 | 0.45 |
| Invitation Homes 2018-SFR3 Trust | 1.30 | 07/17/2037 | 0.45 |
| Fannie Mae Pool | 4.50 | 12/01/2049 | 0.43 |
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.43 |
| Fannie Mae Pool | 3.50 | 06/01/2049 | 0.43 |
| Fannie Mae Pool | 3.50 | 11/01/2048 | 0.43 |
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.42 |
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.42 |
| Fannie Mae Pool | 3.50 | 11/01/2030 | 0.42 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.42 |
| Freddie Mac Pool | 4.00 | 11/01/2049 | 0.41 |
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.40 |
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.40 |
| Fannie Mae Pool | 3.50 | 01/01/2050 | 0.39 |
| Invitation Homes 2018-SFR4 Trust | 1.55 | 01/17/2038 | 0.38 |
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.37 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.36 |
| Federal National Mortgage Associati | 0.38 | 08/25/2025 | 0.36 |
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.36 |
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.35 |
| United States Treasury Bill | 0.00 | 02/04/2021 | 0.35 |
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.34 |
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.34 |
| Freddie Mac Pool | 3.50 | 01/01/2050 | 0.34 |
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.33 |
| Arroyo Mortgage Trust 2019-3 | 3.42 | 10/25/2048 | 0.33 |
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.33 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.33 |
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.32 |
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.32 |
| FREMF 2014-K36 Mortgage Trust | 4.50 | 12/25/2046 | 0.31 |
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.31 |
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.31 |
| CSMC Trust 2013-7 | 3.55 | 08/25/2043 | 0.31 |
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.30 |
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.29 |
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.29 |
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.29 |
| Invitation Homes 2017-SFR2 Trust | 1.60 | 12/17/2036 | 0.29 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.28 |
| Westlake Automobile Receivables Tru | 4.00 | 10/16/2023 | 0.28 |
| JP Morgan Mortgage Trust 2018-7FRB | 0.90 | 04/25/2046 | 0.28 |
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.27 |
| Home Partners of America 2017-1 Tru | 1.70 | 07/17/2034 | 0.27 |
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.26 |
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.26 |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.26 |
| Agate Bay Mortgage Trust 2015-2 | 3.71 | 03/25/2045 | 0.25 |
| Santander Drive Auto Receivables Tr | 3.65 | 04/15/2025 | 0.25 |
| Freddie Mac Multifamily Structured | 0.50 | 03/25/2024 | 0.25 |
| CGDBB Commercial Mortgage Trust 201 | 1.13 | 07/15/2032 | 0.25 |
| CGDBB Commercial Mortgage Trust 201 | 1.21 | 07/15/2032 | 0.24 |
| Drive Auto Receivables Trust 2019-2 | 3.69 | 08/17/2026 | 0.24 |
| Fannie Mae Pool | 4.26 | 07/01/2021 | 0.24 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.24 |
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.23 |
| Fannie Mae Pool | 3.50 | 01/01/2046 | 0.23 |
| WFRBS Commercial Mortgage Trust 201 | 5.04 | 12/15/2046 | 0.23 |
| Progress Residential 2020-SFR1 Trus | 2.18 | 04/17/2037 | 0.23 |
| Drive Auto Receivables Trust 2019-1 | 4.09 | 06/15/2026 | 0.23 |
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.22 |
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.22 |
| Verus Securitization Trust 2019-INV | 2.95 | 11/25/2059 | 0.22 |
| New Residential Mortgage Loan Trust | 0.90 | 01/25/2048 | 0.21 |
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.21 |
| Government National Mortgage Associ | 7.14 | 11/20/2033 | 0.21 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.21 |
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.20 |
| Verus Securitization Trust 2018-3 | 4.18 | 10/25/2058 | 0.20 |
| Deutsche Mortgage Securities Inc Re | 3.26 | 06/27/2037 | 0.20 |
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.20 |
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.20 |
| JP Morgan Mortgage Trust 2017-5 | 3.13 | 10/26/2048 | 0.20 |
| FREMF 2014-K715 Mortgage Trust | 4.12 | 02/25/2046 | 0.20 |
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.20 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.20 |
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.19 |
| COMM 2015-CCRE26 Mortgage Trust | 4.48 | 10/10/2048 | 0.19 |
| JP Morgan Trust 2015-3 | 3.50 | 05/25/2045 | 0.18 |
| Freddie Mac REMICS | 0.46 | 03/15/2036 | 0.18 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.18 |
| Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 0.18 |
| Fannie Mae Pool | 3.50 | 05/01/2047 | 0.18 |
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.17 |
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.17 |
| Fannie Mae Connecticut Avenue Secur | 5.15 | 07/25/2025 | 0.17 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.17 |
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.17 |
| DT Auto Owner Trust 2019-1 | 3.87 | 11/15/2024 | 0.17 |
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.16 |
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.16 |
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.16 |
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.16 |
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.16 |
| Fannie Mae REMICS | 2.75 | 01/25/2039 | 0.16 |
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.16 |
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.16 |
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.16 |
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.16 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.15 |
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.15 |
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.15 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.15 |
| Fannie Mae REMICS | 4.00 | 03/25/2039 | 0.14 |
| Fannie Mae Pool | 4.50 | 12/01/2048 | 0.14 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.14 |
| JP Morgan Mortgage Trust 2014-1 | 4.00 | 01/25/2044 | 0.14 |
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.13 |
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.13 |
| Fannie Mae REMICS | 2.00 | 05/25/2044 | 0.13 |
| Freddie Mac Multifamily Structured | 0.54 | 09/25/2025 | 0.12 |
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.12 |
| Government National Mortgage Associ | 5.89 | 01/20/2039 | 0.12 |
| Fannie Mae Pool | 2.00 | 03/01/2023 | 0.12 |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.12 |
| Fannie Mae REMICS | 0.49 | 06/25/2035 | 0.12 |
| Government National Mortgage Associ | 4.50 | 07/20/2041 | 0.12 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.11 |
| COMM 2015-CCRE24 Mortgage Trust | 0.76 | 08/10/2048 | 0.11 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.11 |
| STACR Trust 2018-HRP2 | 1.40 | 02/25/2047 | 0.11 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.11 |
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.10 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.10 |
| Bear Stearns ARM Trust 2005-1 | 3.33 | 03/25/2035 | 0.10 |
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.10 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.10 |
| Government National Mortgage Associ | 2.82 | 09/20/2041 | 0.10 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.10 |
| CSMLT 2015-1 Trust | 3.50 | 05/25/2045 | 0.10 |
| Fannie Mae REMICS | 4.00 | 07/25/2024 | 0.10 |
| Citigroup Commercial Mortgage Trust | 1.10 | 10/12/2050 | 0.09 |
| CASH & EQUIVALENTS | 0.00 | 0.09 | |
| DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.09 |
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.09 |
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.09 |
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.09 |
| Freddie Mac Strips | 0.66 | 05/15/2036 | 0.09 |
| Fannie Mae Pool | 6.00 | 10/01/2023 | 0.08 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.08 |
| Freddie Mac Gold Pool | 5.00 | 07/01/2035 | 0.08 |
| Fannie Mae REMICS | 3.50 | 02/25/2022 | 0.08 |
| Fannie Mae REMICS | 1.09 | 06/25/2037 | 0.08 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.08 |
| Fannie Mae REMICS | 5.50 | 12/25/2025 | 0.08 |
| GMACM Mortgage Loan Trust 2005-AR3 | 3.30 | 06/19/2035 | 0.08 |
| Fannie Mae REMICS | 0.65 | 09/25/2034 | 0.08 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.08 |
| Fannie Mae REMICS | 0.50 | 10/25/2035 | 0.08 |
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.08 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.08 |
| FREMF 2013-K27 Mortgage Trust | 3.50 | 01/25/2046 | 0.08 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.08 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.08 |
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.08 |
| FREMF 2013-K25 Mortgage Trust | 3.62 | 11/25/2045 | 0.07 |
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.07 |
| Citigroup Mortgage Loan Trust 2005- | 2.53 | 10/25/2035 | 0.07 |
| Freddie Mac REMICS | 2.50 | 05/15/2025 | 0.07 |
| Fannie Mae Pool | 4.00 | 05/01/2045 | 0.07 |
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.07 |
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.07 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.07 |
| Structured Asset Mortgage Investmen | 0.61 | 05/25/2045 | 0.06 |
| Government National Mortgage Associ | 0.60 | 07/20/2044 | 0.06 |
| JP Morgan Mortgage Trust 2005-A1 | 3.30 | 02/25/2035 | 0.06 |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.06 |
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.06 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.06 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.06 |
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.06 |
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.06 |
| Freddie Mac REMICS | 2.00 | 12/15/2023 | 0.06 |
| Freddie Mac REMICS | 0.71 | 10/15/2036 | 0.06 |
| Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.06 |
| COMM 2013-LC13 Mortgage Trust | 1.11 | 08/10/2046 | 0.06 |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.06 |
| Freddie Mac Multifamily Structured | 1.35 | 05/25/2044 | 0.06 |
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.06 |
| UBS Commercial Mortgage Trust 2017- | 1.00 | 11/15/2050 | 0.06 |
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.06 |
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.05 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.05 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.05 |
| CSFB Mortgage-Backed Pass-Through C | 3.47 | 06/25/2034 | 0.05 |
| FREMF 2013-K26 Mortgage Trust | 3.60 | 12/25/2045 | 0.05 |
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.05 |
| Fannie Mae REMICS | 2.20 | 02/25/2056 | 0.05 |
| Fannie Mae REMICS | 4.00 | 11/25/2027 | 0.05 |
| Fannie Mae REMICS | 3.00 | 05/25/2031 | 0.05 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.05 |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.05 |
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.05 |
| JP Morgan Mortgage Trust 2005-A3 | 3.79 | 06/25/2035 | 0.05 |
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.05 |
| Benchmark 2018-B1 Mortgage Trust | 0.52 | 01/15/2051 | 0.05 |
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.05 |
| Freddie Mac REMICS | 2.50 | 05/15/2031 | 0.05 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.05 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.05 |
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.04 |
| Fannie Mae REMICS | 0.65 | 06/25/2046 | 0.04 |
| Freddie Mac STACR Trust 2019-HRP1 | 1.55 | 02/25/2049 | 0.04 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.04 |
| Fannie Mae REMICS | 5.00 | 09/25/2047 | 0.04 |
| Wells Fargo Commercial Mortgage Tru | 0.88 | 12/15/2050 | 0.04 |
| Freddie Mac REMICS | 3.00 | 07/15/2039 | 0.04 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.04 |
| Banc of America Funding 2006-A Trus | 2.83 | 02/20/2036 | 0.04 |
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.04 |
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.04 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.04 |
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.04 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.04 |
| Fannie Mae Pool | 4.50 | 01/01/2027 | 0.04 |
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.04 |
| Merrill Lynch Mortgage Investors Tr | 0.61 | 03/25/2030 | 0.04 |
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 0.04 |
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.04 |
| Freddie Mac REMICS | 4.00 | 10/15/2024 | 0.04 |
| Fannie Mae Pool | 3.00 | 02/01/2028 | 0.04 |
| CCG Receivables Trust 2019-2 | 2.89 | 03/15/2027 | 0.04 |
| Fannie Mae REMICS | 0.50 | 08/25/2035 | 0.04 |
| Chase Mortgage Finance Trust Series | 2.77 | 06/25/2035 | 0.04 |
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.03 |
| Fannie Mae Pool | 4.00 | 04/01/2045 | 0.03 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.03 |
| Fannie Mae REMICS | 0.60 | 08/25/2037 | 0.03 |
| Government National Mortgage Associ | 3.50 | 04/20/2040 | 0.03 |
| Fannie Mae REMICS | 3.00 | 05/25/2037 | 0.03 |
| GSR Mortgage Loan Trust 2004-12 | 2.64 | 12/25/2034 | 0.03 |
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.03 |
| Chase Mortgage Finance Trust Series | 2.77 | 06/25/2035 | 0.03 |
| Fannie Mae Pool | 4.50 | 07/01/2025 | 0.03 |
| Freddie Mac Multifamily Structured | 0.63 | 11/25/2024 | 0.03 |
| Fannie Mae Pool | 5.00 | 03/01/2023 | 0.03 |
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.03 |
| Merrill Lynch Mortgage Investors Tr | 2.61 | 11/25/2035 | 0.03 |
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.03 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.03 |
| Fannie Mae Pool | 5.50 | 09/01/2025 | 0.03 |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.03 |
| Government National Mortgage Associ | 6.50 | 04/16/2041 | 0.03 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.03 |
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.03 |
| Fannie Mae Pool | 4.50 | 04/01/2023 | 0.03 |
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.03 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.03 |
| Fannie Mae-Aces | 0.27 | 12/25/2022 | 0.03 |
| Structured Adjustable Rate Mortgage | 0.45 | 09/25/2034 | 0.03 |
| Fannie Mae REMICS | 3.00 | 11/25/2029 | 0.03 |
| Fannie Mae REMICS | 24.02 | 03/25/2036 | 0.03 |
| Fannie Mae REMICS | 3.00 | 01/25/2031 | 0.03 |
| Fannie Mae REMICS | 1.16 | 12/18/2032 | 0.03 |
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.03 |
| CD 2017-CD6 Mortgage Trust | 0.92 | 11/13/2050 | 0.03 |
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.03 |
| Morgan Stanley Capital I 2017-HR2 | 0.79 | 12/15/2050 | 0.03 |
| Adjustable Rate Mortgage Trust 2005 | 3.31 | 10/25/2035 | 0.03 |
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.03 |
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.03 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.02 |
| Fannie Mae REMICS | 4.00 | 12/25/2040 | 0.02 |
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.02 |
| Freddie Mac REMICS | 5.91 | 05/15/2038 | 0.02 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 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 Gold Pool | 3.50 | 08/01/2026 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.02 |
| Fannie Mae REMICS | 5.90 | 03/25/2035 | 0.02 |
| Fannie Mae REMICS | 0.55 | 03/25/2042 | 0.02 |
| Fannie Mae Pool | 5.00 | 03/01/2025 | 0.02 |
| CHL Mortgage Pass-Through Trust 200 | 0.69 | 02/25/2035 | 0.02 |
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.02 |
| Freddie Mac Gold Pool | 5.50 | 01/01/2024 | 0.02 |
| GSR Mortgage Loan Trust 2005-AR4 | 3.33 | 07/25/2035 | 0.02 |
| Freddie Mac REMICS | 3.00 | 07/15/2026 | 0.02 |
| Government National Mortgage Associ | 6.05 | 10/16/2047 | 0.02 |
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.02 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.02 |
| Freddie Mac REMICS | 2.57 | 02/15/2039 | 0.02 |
| Freddie Mac REMICS | 0.56 | 11/15/2039 | 0.02 |
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 |
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.02 |
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.02 |
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.02 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.02 |
| WaMu Mortgage Pass-Through Certific | 2.57 | 10/25/2033 | 0.02 |
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 |
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.02 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 |
| Fannie Mae REMICS | 6.50 | 03/25/2039 | 0.02 |
| Government National Mortgage Associ | 4.77 | 07/17/2033 | 0.02 |
| Freddie Mac REMICS | 6.54 | 01/15/2035 | 0.02 |
| Freddie Mac REMICS | 1.05 | 03/15/2029 | 0.02 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.02 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.02 |
| Fannie Mae REMICS | 1.16 | 03/18/2032 | 0.02 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.02 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.02 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.02 |
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.02 |
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 |
| Freddie Mac REMICS | 0.65 | 03/15/2042 | 0.02 |
| MASTR Adjustable Rate Mortgages Tru | 3.11 | 04/21/2034 | 0.02 |
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.02 |
| Fannie Mae REMICS | 1.15 | 12/25/2031 | 0.02 |
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.02 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.02 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.02 |
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.02 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.02 |
| FHLMC-GNMA | 6.50 | 10/17/2024 | 0.02 |
| Freddie Mac REMICS | 0.51 | 02/15/2029 | 0.02 |
| Freddie Mac REMICS | 1.89 | 03/15/2024 | 0.02 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.02 |
| Fannie Mae REMICS | 0.65 | 09/25/2032 | 0.01 |
| Freddie Mac REMICS | 0.66 | 02/15/2032 | 0.01 |
| RBSSP Resecuritization Trust 2010-1 | 3.04 | 07/26/2045 | 0.01 |
| Fannie Mae REMICS | 6.00 | 12/25/2042 | 0.01 |
| Freddie Mac REMICS | 0.61 | 07/15/2037 | 0.01 |
| Fannie Mae Pool | 5.50 | 05/01/2024 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 |
| Fannie Mae Pool | 5.50 | 03/01/2025 | 0.01 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 |
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 |
| Fannie Mae REMICS | 1.15 | 07/25/2032 | 0.01 |
| Fannie Mae REMICS | 3.00 | 12/25/2025 | 0.01 |
| Fannie Mae REMICS | 1.15 | 12/25/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.01 |
| Freddie Mac Structured Agency Credi | 2.35 | 02/25/2024 | 0.01 |
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 |
| Freddie Mac REMICS | 1.11 | 08/15/2031 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2022 | 0.01 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.01 |
| Fannie Mae REMICS | 3.00 | 06/25/2027 | 0.01 |
| Freddie Mac REMICS | 0.56 | 06/15/2029 | 0.01 |
| Citigroup Commercial Mortgage Trust | 1.03 | 11/10/2046 | 0.01 |
| Freddie Mac REMICS | 0.56 | 01/15/2033 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 |
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.01 |
| Freddie Mac REMICS | 0.66 | 03/15/2032 | 0.01 |
| Freddie Mac REMICS | 0.66 | 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 |
| Structured Asset Sec Mortgage Pass- | 2.34 | 11/25/2032 | 0.01 |
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Freddie Mac REMICS | 1.16 | 03/15/2032 | 0.01 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.01 |
| Fannie Mae REMICS | 6.55 | 05/25/2035 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 |
| Structured Adjustable Rate Mortgage | 2.98 | 01/25/2035 | 0.01 |
| Vendee Mortgage Trust 2002-3 | 0.30 | 08/15/2032 | 0.01 |
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.01 |
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.01 |
| Fannie Mae REMICS | 0.65 | 08/25/2032 | 0.01 |
| Fannie Mae REMICS | 0.55 | 11/25/2033 | 0.01 |
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 5.80 | 10/01/2038 | 0.01 |
| Fannie Mae Interest Strip | 8.00 | 05/25/2030 | 0.01 |
| Fannie Mae Pool | 5.50 | 01/01/2024 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.01 |
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Fannie Mae REMICS | 6.55 | 10/25/2031 | 0.01 |
| Citigroup Mortgage Loan Trust Inc | 2.46 | 08/25/2034 | 0.01 |
| Freddie Mac REMICS | 0.76 | 12/15/2031 | 0.01 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.01 |
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.01 |
| Freddie Mac REMICS | 1.16 | 02/15/2032 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Freddie Mac REMICS | 1.16 | 02/15/2032 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.01 |
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.01 |
| Fannie Mae REMICS | 23.66 | 06/25/2036 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 |
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 |
| WaMu Mortgage Pass-Through Certific | 3.05 | 11/25/2036 | 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 | 6.50 | 12/01/2033 | 0.01 |
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.01 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.01 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.01 |
| Freddie Mac REMICS | 0.71 | 03/15/2032 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.01 |
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.01 |
| Freddie Mac REMICS | 5.94 | 01/15/2044 | 0.01 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.01 |
| Freddie Mac REMICS | 24.17 | 08/15/2035 | 0.01 |
| Freddie Mac REMICS | 6.09 | 12/15/2039 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.01 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 |
| Fannie Mae Pool | 7.00 | 10/01/2035 | 0.01 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2024 | 0.01 |
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.01 |
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.01 |
| Fannie Mae REMICS | 3.50 | 09/25/2023 | 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 |
| Vendee Mortgage Trust 2003-1 | 0.12 | 11/15/2032 | 0.01 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.01 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.01 |
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.01 |
| Fannie Mae REMICS | 7.94 | 12/18/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.00 |
| Fannie Mae REMICS | 0.66 | 10/18/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2040 | 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 | 8.00 | 09/18/2027 | 0.00 |
| Fannie Mae REMICS | 6.40 | 10/25/2041 | 0.00 |
| Freddie Mac REMICS | 5.84 | 03/15/2024 | 0.00 |
| Fannie Mae REMICS | 6.45 | 05/25/2035 | 0.00 |
| Freddie Mac REMICS | 6.56 | 05/15/2035 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2022 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Freddie Mac REMICS | 0.81 | 07/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 |
| Banc of America Funding 2006-3 Trus | 5.50 | 03/25/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2032 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.84 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2026 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Fannie Mae REMICS | 6.85 | 08/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 8.10 | 02/25/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 |
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2031 | 0.00 |
| Luminent Mortgage Trust 2006-1 | 0.87 | 04/25/2036 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac REMICS | 6.59 | 02/15/2035 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 |
| Freddie Mac REMICS | 4.00 | 12/15/2041 | 0.00 |
| Fannie Mae REMICS | 6.85 | 04/25/2032 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2033 | 0.00 |
| Freddie Mac REMICS | 0.76 | 01/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Freddie Mac REMICS | 7.94 | 06/15/2029 | 0.00 |
| COMM 2014-FL5 Mortgage Trust | 1.53 | 10/15/2031 | 0.00 |
| Freddie Mac REMICS | 4.00 | 03/15/2045 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 |
| Fannie Mae REMICS | 7.95 | 03/25/2032 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Fannie Mae REMICS | 7.85 | 07/25/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2038 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 |
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 |
| Citigroup Mortgage Loan Trust 2006- | 3.63 | 03/25/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 1.15 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 7.75 | 11/25/2031 | 0.00 |
| Fannie Mae REMICS | 7.95 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 |
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 |
| Fannie Mae REMICS | 7.74 | 12/18/2031 | 0.00 |
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae REMICS | 7.85 | 09/25/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 |
| Chase Mortgage Finance Trust Series | 3.05 | 12/25/2035 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Fannie Mae REMICS | 7.65 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Freddie Mac REMICS | 7.94 | 09/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae REMICS | 7.94 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2033 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 7.80 | 01/25/2032 | 0.00 |
| Fannie Mae Pool | 9.50 | 04/01/2030 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Freddie Mac REMICS | 0.76 | 12/15/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 |
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 |
| RALI Series 2006-QO2 Trust | 0.69 | 02/25/2046 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2035 | 0.00 |
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Fannie Mae REMICS | 6.60 | 03/25/2035 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Freddie Mac Strips | 3.27 | 12/15/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2036 | 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 | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 01/15/2024 | 0.00 |
| Fannie Mae Pool | 7.00 | 10/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2026 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Vendee Mortgage Trust 2002-2 | 0.05 | 01/15/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 11/01/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Fannie Mae REMICS | 0.55 | 03/25/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Freddie Mac REMICS | 5.84 | 04/15/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 |
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 01/01/2025 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 |
| Freddie Mac REMICS | 6.84 | 12/15/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 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 | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 |
| Freddie Mac REMICS | 7.49 | 07/15/2026 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Freddie Mac REMICS | 8.55 | 07/17/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 10/25/2024 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2022 | 0.00 |
| Fannie Mae Pool | 5.00 | 07/01/2022 | 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 | 8.00 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 01/01/2036 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Fannie Mae Pool | 6.50 | 10/01/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Fannie Mae REMICS | 4.00 | 10/25/2046 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 |
| Fannie Mae REMICS | 3.50 | 02/25/2037 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 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 | 6.50 | 04/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2022 | 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 | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2029 | 0.00 |
| Fannie Mae REMICS | 13.80 | 12/25/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2023 | 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 | 7.00 | 10/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 11/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 04/15/2026 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2040 | 0.00 |
| Fannie Mae Pool | 5.50 | 09/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
| Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 |
| Fannie Mae Pool | 7.00 | 02/01/2035 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 05/01/2025 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 |
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 07/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 |
| Fannie Mae Pool | 5.50 | 11/01/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 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 | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 |
| Fannie Mae REMICS | 5.90 | 07/25/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2022 | 0.00 |
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2023 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 04/01/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Freddie Mac REMICS | 5.50 | 04/15/2025 | 0.00 |
| Ginnie Mae I Pool | 9.00 | 02/15/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 02/01/2022 | 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 | 6.50 | 11/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 |
| Fannie Mae Pool | 5.00 | 06/01/2022 | 0.00 |
| Freddie Mac REMICS | 2.50 | 07/15/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2024 | 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 | 03/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 11/01/2037 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 |
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 |
| Fannie Mae Pool | 6.50 | 08/01/2023 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 |
| Vendee Mortgage Trust 2001-3 | 0.00 | 10/15/2031 | 0.00 |
| Ginnie Mae I Pool | 6.00 | 08/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 06/15/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 11/15/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 12/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 05/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2031 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Fannie Mae Pool | 6.00 | 09/01/2021 | 0.00 |
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 6.00 | 10/01/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 12/01/2021 | 0.00 |
| Fannie Mae REMICS | 6.55 | 02/25/2024 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 08/01/2021 | 0.00 |
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 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 | 4.50 | 12/25/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 12/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 03/01/2024 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 01/15/2022 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 02/15/2021 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 11/15/2021 | 0.00 |
| Ginnie Mae I Pool | 9.50 | 08/15/2021 | 0.00 |
| Freddie Mac Gold Pool | 5.00 | 06/01/2021 | 0.00 |
| Fannie Mae Pool | 6.00 | 01/01/2021 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Freddie Mac Gold Pool | 9.00 | 08/01/2022 | 0.00 |
| Fannie Mae Pool | 6.00 | 03/01/2021 | 0.00 |
| Fannie Mae REMICS | 8.50 | 09/25/2021 | 0.00 |
| Fannie Mae REMICS | 4.50 | 02/25/2023 | 0.00 |
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