Invesco Quality Income Fund
	as of 09/30/2025
	Complete Quarterly Holdings
	
		
			
				Security 
				Coupon 
				Maturity 
				Net Assets (%) 
			 			
		
		
			
				Fannie Mae or Freddie Mac 
				6.00 
				10/01/2055 
				4.14 
			 			
			
				Ginnie Mae II Pool 
				2.00 
				10/01/2055 
				3.78 
			 			
			
				Ginnie Mae II Pool 
				2.50 
				10/01/2055 
				3.38 
			 			
			
				Ginnie Mae II Pool 
				5.00 
				10/01/2055 
				3.12 
			 			
			
				Freddie Mac Pool 
				2.50 
				10/01/2051 
				2.76 
			 			
			
				Ginnie Mae II Pool 
				5.50 
				10/01/2055 
				2.69 
			 			
			
				Ginnie Mae II Pool 
				3.00 
				10/01/2055 
				2.47 
			 			
			
				Freddie Mac Pool 
				5.50 
				11/01/2052 
				2.07 
			 			
			
				Freddie Mac Pool 
				2.00 
				05/01/2051 
				2.06 
			 			
			
				Freddie Mac Pool 
				2.50 
				04/01/2052 
				1.99 
			 			
			
				Mitsubishi UFJ Trust & Banking Corp 
				4.47 
				01/30/2026 
				1.95 
			 			
			
				Ginnie Mae II Pool 
				6.00 
				10/01/2055 
				1.85 
			 			
			
				Fannie Mae Pool 
				2.00 
				02/01/2052 
				1.67 
			 			
			
				UNIFORM MBS 
				6.50 
				10/14/2025 
				1.61 
			 			
			
				Fannie Mae Pool 
				2.50 
				10/01/2051 
				1.60 
			 			
			
				Fannie Mae Pool 
				3.50 
				05/01/2046 
				1.52 
			 			
			
				Freddie Mac Pool 
				5.50 
				10/01/2052 
				1.45 
			 			
			
				Standard Chartered Bank/New York 
				4.46 
				07/24/2026 
				1.37 
			 			
			
				Fannie Mae Pool 
				2.00 
				12/01/2051 
				1.32 
			 			
			
				Fannie Mae Pool 
				2.50 
				03/01/2051 
				1.30 
			 			
			
				Fannie Mae Pool 
				2.00 
				03/01/2051 
				1.29 
			 			
			
				Freddie Mac Gold Pool 
				3.50 
				12/01/2046 
				1.24 
			 			
			
				Fannie Mae Pool 
				2.00 
				04/01/2037 
				1.21 
			 			
			
				Credit Agricole Corporate and Inves 
				4.47 
				08/28/2026 
				1.17 
			 			
			
				Australia & New Zealand Banking Gro 
				4.43 
				09/25/2026 
				1.17 
			 			
			
				Freddie Mac Pool 
				5.00 
				07/01/2052 
				1.16 
			 			
			
				Fannie Mae Pool 
				2.00 
				05/01/2041 
				1.14 
			 			
			
				Connecticut Avenue Securities Trust 
				7.71 
				01/25/2043 
				1.13 
			 			
			
				Freddie Mac Pool 
				2.00 
				01/01/2052 
				1.11 
			 			
			
				Fannie Mae Pool 
				5.00 
				01/01/2053 
				1.11 
			 			
			
				Government National Mortgage Associ 
				1.50 
				04/16/2062 
				1.10 
			 			
			
				Fannie Mae Pool 
				2.50 
				07/01/2051 
				1.10 
			 			
			
				Fannie Mae Pool 
				2.00 
				02/01/2051 
				1.07 
			 			
			
				Fannie Mae Pool 
				2.50 
				12/01/2050 
				1.07 
			 			
			
				Fannie Mae Pool 
				4.00 
				10/01/2048 
				1.06 
			 			
			
				Fannie Mae Pool 
				3.00 
				06/01/2051 
				1.04 
			 			
			
				Freddie Mac Pool 
				5.50 
				03/01/2053 
				1.04 
			 			
			
				Freddie Mac Pool 
				4.50 
				06/01/2052 
				1.04 
			 			
			
				Fannie Mae Pool 
				3.50 
				12/01/2034 
				1.03 
			 			
			
				Fannie Mae Pool 
				3.00 
				10/01/2049 
				1.03 
			 			
			
				Verus Securitization Trust 2023-INV 
				7.73 
				11/25/2068 
				0.98 
			 			
			
				BofA Securities Inc 
				4.64 
				08/06/2026 
				0.98 
			 			
			
				ING US Funding LLC 
				4.49 
				10/24/2025 
				0.98 
			 			
			
				Ginnie Mae II Pool 
				6.50 
				10/01/2055 
				0.97 
			 			
			
				Freddie Mac STACR REMIC Trust 2022- 
				7.71 
				05/25/2042 
				0.93 
			 			
			
				Freddie Mac Pool 
				4.00 
				07/01/2049 
				0.93 
			 			
			
				Fannie Mae Pool 
				6.00 
				08/01/2053 
				0.91 
			 			
			
				Freddie Mac Pool 
				3.50 
				05/01/2050 
				0.90 
			 			
			
				Fannie Mae Pool 
				4.00 
				09/01/2043 
				0.89 
			 			
			
				Freddie Mac Pool 
				3.00 
				03/01/2050 
				0.89 
			 			
			
				Freddie Mac Pool 
				2.50 
				09/01/2050 
				0.89 
			 			
			
				Fannie Mae Pool 
				2.00 
				03/01/2052 
				0.87 
			 			
			
				Fannie Mae Pool 
				2.50 
				10/01/2050 
				0.85 
			 			
			
				Fannie Mae Pool 
				2.00 
				09/01/2035 
				0.84 
			 			
			
				Ginnie Mae II Pool 
				3.50 
				05/20/2050 
				0.82 
			 			
			
				Ginnie Mae II Pool 
				4.50 
				10/01/2055 
				0.81 
			 			
			
				Fannie Mae Pool 
				3.00 
				06/01/2050 
				0.81 
			 			
			
				Fannie Mae Pool 
				2.00 
				11/01/2051 
				0.81 
			 			
			
				Fannie Mae Pool 
				6.00 
				10/01/2053 
				0.79 
			 			
			
				Fannie Mae Pool 
				3.00 
				01/01/2035 
				0.79 
			 			
			
				Fannie Mae Pool 
				3.00 
				03/01/2050 
				0.79 
			 			
			
				Freddie Mac REMICS 
				1.50 
				08/15/2027 
				0.77 
			 			
			
				Freddie Mac Pool 
				4.50 
				07/01/2052 
				0.76 
			 			
			
				Fannie Mae Pool 
				3.50 
				11/01/2034 
				0.76 
			 			
			
				Fannie Mae Pool 
				2.00 
				01/01/2052 
				0.73 
			 			
			
				Fannie Mae Pool 
				4.00 
				03/01/2050 
				0.72 
			 			
			
				Fannie Mae Pool 
				2.50 
				02/01/2052 
				0.70 
			 			
			
				Fannie Mae Pool 
				3.00 
				01/01/2052 
				0.66 
			 			
			
				Fannie Mae Pool 
				3.50 
				04/01/2045 
				0.65 
			 			
			
				Fannie Mae or Freddie Mac 
				3.00 
				10/01/2055 
				0.65 
			 			
			
				Fannie Mae Pool 
				2.50 
				11/01/2051 
				0.65 
			 			
			
				Invesco Government & Agency Portfol 
				01/01/2025 
				0.65 
			 			
			
				BANK 2017-BNK5 
				3.62 
				06/15/2060 
				0.61 
			 			
			
				Fannie Mae Pool 
				2.50 
				10/01/2051 
				0.61 
			 			
			
				Freddie Mac STACR REMIC Trust 2022- 
				6.66 
				08/25/2042 
				0.60 
			 			
			
				Fannie Mae Pool 
				4.00 
				02/01/2050 
				0.59 
			 			
			
				Mizuho Bank Ltd/New York NY 
				4.46 
				02/19/2026 
				0.59 
			 			
			
				Bank of Nova Scotia/Houston 
				4.46 
				07/22/2026 
				0.59 
			 			
			
				Freddie Mac Non Gold Pool 
				5.65 
				11/01/2048 
				0.58 
			 			
			
				Freddie Mac Pool 
				2.50 
				08/01/2051 
				0.55 
			 			
			
				SAPPHIRE AVIATION FINANCE II LTD 
				4.33 
				03/15/2040 
				0.54 
			 			
			
				Fannie Mae or Freddie Mac 
				5.50 
				10/01/2055 
				0.54 
			 			
			
				Freddie Mac Pool 
				3.50 
				03/01/2052 
				0.54 
			 			
			
				Fannie Mae Pool 
				3.50 
				05/01/2050 
				0.53 
			 			
			
				Freddie Mac Pool 
				3.00 
				02/01/2050 
				0.53 
			 			
			
				Fannie Mae REMICS 
				2.50 
				08/25/2049 
				0.51 
			 			
			
				Zaxbys Funding LLC 
				3.24 
				07/30/2051 
				0.51 
			 			
			
				Freddie Mac Gold Pool 
				4.00 
				12/01/2045 
				0.50 
			 			
			
				Fannie Mae REMICS 
				3.00 
				07/25/2045 
				0.49 
			 			
			
				Freddie Mac Pool 
				3.00 
				01/01/2050 
				0.48 
			 			
			
				Freddie Mac Pool 
				3.00 
				01/01/2050 
				0.47 
			 			
			
				Fannie Mae or Freddie Mac 
				5.00 
				10/01/2040 
				0.45 
			 			
			
				Freddie Mac Pool 
				5.50 
				05/01/2053 
				0.43 
			 			
			
				Fannie Mae Pool 
				3.00 
				01/01/2035 
				0.43 
			 			
			
				Fannie Mae Pool 
				6.43 
				04/01/2045 
				0.43 
			 			
			
				Freddie Mac Gold Pool 
				4.50 
				08/01/2041 
				0.42 
			 			
			
				Fannie Mae Pool 
				3.50 
				09/01/2040 
				0.42 
			 			
			
				Freddie Mac Gold Pool 
				3.00 
				02/01/2032 
				0.40 
			 			
			
				Freddie Mac Pool 
				3.00 
				05/01/2050 
				0.39 
			 			
			
				Bank of Nova Scotia/Houston 
				4.48 
				10/17/2025 
				0.39 
			 			
			
				Freddie Mac Gold Pool 
				7.50 
				08/01/2037 
				0.39 
			 			
			
				Ginnie Mae II Pool 
				3.50 
				06/20/2050 
				0.39 
			 			
			
				Fannie Mae Pool 
				3.50 
				09/01/2047 
				0.39 
			 			
			
				Seasoned Loans Structured Transacti 
				3.50 
				05/25/2029 
				0.38 
			 			
			
				Fannie Mae Pool 
				2.00 
				11/01/2051 
				0.37 
			 			
			
				Fannie Mae Pool 
				3.00 
				11/01/2030 
				0.37 
			 			
			
				Freddie Mac Gold Pool 
				3.50 
				09/01/2045 
				0.37 
			 			
			
				Freddie Mac Pool 
				3.00 
				04/01/2035 
				0.36 
			 			
			
				GS Mortgage-Backed Securities Trust 
				5.91 
				10/25/2055 
				0.36 
			 			
			
				Ginnie Mae II Pool 
				3.00 
				02/20/2050 
				0.35 
			 			
			
				Fannie Mae Pool 
				4.00 
				07/01/2046 
				0.34 
			 			
			
				Freddie Mac Pool 
				2.00 
				01/01/2052 
				0.34 
			 			
			
				Freddie Mac Gold Pool 
				4.00 
				11/01/2048 
				0.34 
			 			
			
				Freddie Mac Gold Pool 
				4.00 
				06/01/2042 
				0.30 
			 			
			
				Fannie Mae Pool 
				3.00 
				05/01/2035 
				0.29 
			 			
			
				Ginnie Mae II Pool 
				4.00 
				03/20/2050 
				0.28 
			 			
			
				Fannie Mae Pool 
				4.00 
				02/01/2045 
				0.28 
			 			
			
				United States Treasury Bill 
				0.00 
				05/14/2026 
				0.27 
			 			
			
				Fannie Mae Pool 
				3.00 
				07/01/2050 
				0.27 
			 			
			
				Ginnie Mae II Pool 
				4.00 
				02/20/2048 
				0.27 
			 			
			
				Freddie Mac Pool 
				3.00 
				12/01/2049 
				0.27 
			 			
			
				Fannie Mae Pool 
				4.50 
				07/01/2044 
				0.26 
			 			
			
				Freddie Mac Pool 
				4.50 
				11/01/2049 
				0.26 
			 			
			
				Ginnie Mae II Pool 
				2.50 
				04/20/2051 
				0.26 
			 			
			
				Fannie Mae Pool 
				3.50 
				08/01/2045 
				0.26 
			 			
			
				Ginnie Mae II Pool 
				3.00 
				06/20/2052 
				0.25 
			 			
			
				Fannie Mae Pool 
				4.00 
				11/01/2048 
				0.25 
			 			
			
				Fannie Mae Pool 
				3.00 
				11/01/2045 
				0.25 
			 			
			
				Fannie Mae Pool 
				4.00 
				10/01/2048 
				0.25 
			 			
			
				Freddie Mac Pool 
				4.00 
				07/01/2049 
				0.23 
			 			
			
				Freddie Mac Pool 
				3.00 
				12/01/2034 
				0.23 
			 			
			
				Fannie Mae Pool 
				4.00 
				02/01/2042 
				0.23 
			 			
			
				Freddie Mac Pool 
				3.00 
				09/01/2049 
				0.22 
			 			
			
				Fannie Mae Pool 
				4.00 
				03/01/2045 
				0.22 
			 			
			
				Fannie Mae Pool 
				4.50 
				10/01/2041 
				0.21 
			 			
			
				Freddie Mac Structured Pass-Through 
				6.50 
				02/25/2043 
				0.21 
			 			
			
				Fannie Mae Pool 
				2.00 
				02/01/2037 
				0.21 
			 			
			
				Fannie Mae Pool 
				3.00 
				09/01/2034 
				0.21 
			 			
			
				Chase Mortgage Finance Corp 
				3.75 
				12/25/2045 
				0.21 
			 			
			
				Ginnie Mae II Pool 
				3.50 
				07/20/2046 
				0.20 
			 			
			
				Freddie Mac REMICS 
				2.50 
				09/25/2048 
				0.20 
			 			
			
				Deutsche Mortgage Securities Inc Re 
				4.50 
				06/27/2037 
				0.20 
			 			
			
				Fannie Mae Pool 
				5.00 
				01/01/2041 
				0.20 
			 			
			
				Fannie Mae Pool 
				4.00 
				02/01/2042 
				0.18 
			 			
			
				Ginnie Mae II Pool 
				3.50 
				05/20/2046 
				0.18 
			 			
			
				Agate Bay Mortgage Trust 2015-2 
				3.62 
				03/25/2045 
				0.16 
			 			
			
				Freddie Mac Gold Pool 
				5.45 
				11/25/2038 
				0.16 
			 			
			
				Fannie Mae REMICS 
				2.00 
				03/25/2051 
				0.16 
			 			
			
				Freddie Mac REMICS 
				4.79 
				03/15/2036 
				0.15 
			 			
			
				Chase Mortgage Finance Corp 
				3.75 
				04/25/2045 
				0.15 
			 			
			
				Fannie Mae Pool 
				3.00 
				04/01/2043 
				0.14 
			 			
			
				CSMC Trust 2013-7 
				3.55 
				08/25/2043 
				0.14 
			 			
			
				Fannie Mae Pool 
				3.50 
				10/01/2049 
				0.14 
			 			
			
				Fannie Mae Pool 
				3.50 
				03/01/2046 
				0.13 
			 			
			
				Fannie Mae Pool 
				4.00 
				06/01/2044 
				0.13 
			 			
			
				Freddie Mac Pool 
				4.00 
				11/01/2048 
				0.13 
			 			
			
				Fannie Mae Pool 
				5.50 
				05/01/2035 
				0.13 
			 			
			
				Government National Mortgage Associ 
				4.53 
				07/20/2041 
				0.12 
			 			
			
				Freddie Mac REMICS 
				2.50 
				07/15/2038 
				0.11 
			 			
			
				Freddie Mac Gold Pool 
				2.50 
				02/01/2031 
				0.11 
			 			
			
				Freddie Mac Gold Pool 
				4.50 
				02/01/2042 
				0.11 
			 			
			
				Fannie Mae Pool 
				4.00 
				04/01/2046 
				0.10 
			 			
			
				Freddie Mac Pool 
				4.00 
				07/01/2049 
				0.10 
			 			
			
				Government National Mortgage Associ 
				5.88 
				01/20/2039 
				0.09 
			 			
			
				JP Morgan Mortgage Trust 2014-1 
				0.79 
				01/25/2044 
				0.09 
			 			
			
				Fannie Mae Pool 
				3.50 
				11/01/2042 
				0.09 
			 			
			
				Freddie Mac Gold Pool 
				5.35 
				10/17/2038 
				0.09 
			 			
			
				Bear Stearns ARM Trust 2005-1 
				2.16 
				03/25/2035 
				0.09 
			 			
			
				Fannie Mae REMICS 
				5.41 
				06/25/2037 
				0.09 
			 			
			
				Fannie Mae REMICS 
				4.81 
				06/25/2035 
				0.09 
			 			
			
				Commonbond Student Loan Trust 2018- 
				3.87 
				02/25/2046 
				0.09 
			 			
			
				Freddie Mac Gold Pool 
				5.00 
				06/01/2040 
				0.09 
			 			
			
				JP Morgan Trust 2015-3 
				3.50 
				05/25/2045 
				0.08 
			 			
			
				Freddie Mac Pool 
				3.50 
				11/01/2049 
				0.08 
			 			
			
				Fannie Mae Pool 
				3.00 
				02/01/2029 
				0.08 
			 			
			
				Freddie Mac Gold Pool 
				5.00 
				01/01/2037 
				0.08 
			 			
			
				Government National Mortgage Associ 
				5.13 
				09/20/2041 
				0.08 
			 			
			
				Freddie Mac Strips 
				4.99 
				05/15/2036 
				0.07 
			 			
			
				Fannie Mae Pool 
				4.50 
				01/01/2040 
				0.07 
			 			
			
				Freddie Mac Multifamily Structured  
				1.08 
				05/25/2029 
				0.07 
			 			
			
				Citigroup Mortgage Loan Trust 2005- 
				6.48 
				10/25/2035 
				0.07 
			 			
			
				Freddie Mac REMICS 
				5.04 
				10/15/2036 
				0.07 
			 			
			
				CASH & EQUIVALENTS 
				0.00 
				0.07 
			 			
			
				Freddie Mac Gold Pool 
				5.80 
				01/20/2039 
				0.06 
			 			
			
				Freddie Mac Gold Pool 
				5.35 
				07/01/2038 
				0.06 
			 			
			
				Government National Mortgage Associ 
				4.84 
				07/20/2044 
				0.06 
			 			
			
				Fannie Mae REMICS 
				4.92 
				08/25/2037 
				0.06 
			 			
			
				Fannie Mae Pool 
				6.50 
				12/01/2029 
				0.06 
			 			
			
				Government National Mortgage Associ 
				6.91 
				11/20/2033 
				0.06 
			 			
			
				Fannie Mae REMICS 
				4.97 
				09/25/2034 
				0.06 
			 			
			
				Freddie Mac Gold Pool 
				4.50 
				06/01/2041 
				0.05 
			 			
			
				Shellpoint Asset Funding Trust 2013 
				3.75 
				07/25/2043 
				0.05 
			 			
			
				Freddie Mac Gold Pool 
				7.50 
				01/01/2032 
				0.05 
			 			
			
				Freddie Mac Gold Pool 
				5.00 
				11/01/2039 
				0.05 
			 			
			
				Citigroup Commercial Mortgage Trust 
				1.12 
				10/12/2050 
				0.05 
			 			
			
				Fannie Mae Pool 
				7.50 
				01/01/2033 
				0.05 
			 			
			
				CSMLT 2015-1 Trust 
				3.50 
				05/25/2045 
				0.05 
			 			
			
				Fannie Mae REMICS 
				4.00 
				03/25/2041 
				0.05 
			 			
			
				Freddie Mac REMICS 
				3.50 
				05/15/2032 
				0.04 
			 			
			
				Fannie Mae REMICS 
				4.97 
				06/25/2046 
				0.04 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2038 
				0.04 
			 			
			
				Fannie Mae Pool 
				5.45 
				01/01/2038 
				0.04 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2034 
				0.04 
			 			
			
				Fannie Mae REMICS 
				6.60 
				06/25/2039 
				0.04 
			 			
			
				Fannie Mae Pool 
				5.50 
				02/01/2038 
				0.04 
			 			
			
				Fannie Mae Pool 
				7.00 
				12/01/2032 
				0.04 
			 			
			
				Fannie Mae Pool 
				3.50 
				08/01/2040 
				0.04 
			 			
			
				Fannie Mae REMICS 
				1.55 
				02/25/2056 
				0.04 
			 			
			
				Ginnie Mae II Pool 
				5.00 
				11/20/2037 
				0.04 
			 			
			
				Fannie Mae Pool 
				5.00 
				02/01/2036 
				0.04 
			 			
			
				Fannie Mae Pool 
				5.00 
				12/01/2035 
				0.04 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2038 
				0.04 
			 			
			
				Freddie Mac Multifamily Structured  
				4.89 
				05/25/2044 
				0.04 
			 			
			
				Fannie Mae REMICS 
				4.82 
				10/25/2035 
				0.04 
			 			
			
				Galton Funding Mortgage Trust 2017- 
				3.50 
				11/25/2057 
				0.04 
			 			
			
				Freddie Mac REMICS 
				6.50 
				05/15/2031 
				0.03 
			 			
			
				JP Morgan Mortgage Trust 2005-A1 
				5.54 
				02/25/2035 
				0.03 
			 			
			
				Fannie Mae Pool 
				7.50 
				08/01/2033 
				0.03 
			 			
			
				Fannie Mae Pool 
				6.00 
				01/01/2036 
				0.03 
			 			
			
				Structured Adjustable Rate Mortgage 
				4.57 
				09/25/2034 
				0.03 
			 			
			
				Freddie Mac Gold Pool 
				3.00 
				02/01/2032 
				0.03 
			 			
			
				Freddie Mac Whole Loan Securities T 
				3.00 
				09/25/2045 
				0.03 
			 			
			
				Merrill Lynch Mortgage Investors Tr 
				4.73 
				03/25/2030 
				0.03 
			 			
			
				Freddie Mac Gold Pool 
				4.50 
				05/01/2038 
				0.03 
			 			
			
				Fannie Mae Pool 
				6.00 
				07/01/2038 
				0.03 
			 			
			
				Fannie Mae Pool 
				5.50 
				02/01/2034 
				0.03 
			 			
			
				Fannie Mae REMICS 
				1.43 
				09/25/2047 
				0.03 
			 			
			
				Freddie Mac REMICS 
				6.50 
				02/15/2031 
				0.03 
			 			
			
				Fannie Mae Pool 
				5.00 
				10/01/2035 
				0.03 
			 			
			
				Fannie Mae Pool 
				7.50 
				09/01/2032 
				0.03 
			 			
			
				Chase Mortgage Finance Trust Series 
				6.15 
				06/25/2035 
				0.03 
			 			
			
				CSFB Mortgage-Backed Pass-Through C 
				5.91 
				06/25/2034 
				0.03 
			 			
			
				GSR Mortgage Loan Trust 2004-12 
				1.46 
				12/25/2034 
				0.03 
			 			
			
				Fannie Mae Pool 
				6.50 
				01/01/2034 
				0.03 
			 			
			
				Wells Fargo Commercial Mortgage Tru 
				0.98 
				12/15/2050 
				0.03 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2034 
				0.02 
			 			
			
				Banc of America Funding 2006-A Trus 
				5.49 
				02/20/2036 
				0.02 
			 			
			
				Chase Mortgage Finance Trust Series 
				6.15 
				06/25/2035 
				0.02 
			 			
			
				UBS Commercial Mortgage Trust 2017- 
				1.24 
				11/15/2050 
				0.02 
			 			
			
				Adjustable Rate Mortgage Trust 2005 
				0.77 
				10/25/2035 
				0.02 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2031 
				0.02 
			 			
			
				Fannie Mae Pool 
				6.00 
				12/01/2029 
				0.02 
			 			
			
				Benchmark 2018-B1 Mortgage Trust 
				0.67 
				01/15/2051 
				0.02 
			 			
			
				Fannie Mae REMICS 
				8.17 
				03/25/2036 
				0.02 
			 			
			
				Fannie Mae REMICS 
				5.50 
				12/18/2032 
				0.02 
			 			
			
				JP Morgan Mortgage Trust 2019-INV2 
				3.50 
				02/25/2050 
				0.02 
			 			
			
				Government National Mortgage Associ 
				4.50 
				09/16/2047 
				0.02 
			 			
			
				Fannie Mae REMICS 
				4.87 
				03/25/2042 
				0.02 
			 			
			
				Fannie Mae Pool 
				7.50 
				08/01/2037 
				0.02 
			 			
			
				JP Morgan Mortgage Trust 2017-5 
				4.97 
				10/26/2048 
				0.02 
			 			
			
				Fannie Mae Pool 
				6.00 
				01/01/2036 
				0.02 
			 			
			
				Fannie Mae Pool 
				6.00 
				01/01/2037 
				0.02 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.02 
			 			
			
				Morgan Stanley Capital I 2017-HR2 
				0.99 
				12/15/2050 
				0.02 
			 			
			
				Freddie Mac Gold Pool 
				6.00 
				10/01/2029 
				0.02 
			 			
			
				WaMu Mortgage Pass-Through Certific 
				6.20 
				10/25/2033 
				0.02 
			 			
			
				Merrill Lynch Mortgage Investors Tr 
				2.39 
				11/25/2035 
				0.02 
			 			
			
				Freddie Mac REMICS 
				4.00 
				06/15/2038 
				0.02 
			 			
			
				Fannie Mae Grantor Trust 1999-T2 
				7.50 
				01/19/2039 
				0.02 
			 			
			
				Freddie Mac Strips 
				0.00 
				03/01/2032 
				0.02 
			 			
			
				Freddie Mac REMICS 
				6.50 
				10/15/2029 
				0.02 
			 			
			
				Fannie Mae Pool 
				8.50 
				10/01/2032 
				0.01 
			 			
			
				Fannie Mae Pool 
				8.00 
				04/01/2033 
				0.01 
			 			
			
				CD 2017-CD6 Mortgage Trust 
				1.06 
				11/13/2050 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				7.00 
				03/01/2035 
				0.01 
			 			
			
				Fannie Mae Pool 
				7.50 
				09/01/2032 
				0.01 
			 			
			
				Fannie Mae Pool 
				6.00 
				08/01/2034 
				0.01 
			 			
			
				Fannie Mae REMICS 
				3.50 
				08/25/2035 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.50 
				03/18/2032 
				0.01 
			 			
			
				MASTR Adjustable Rate Mortgages Tru 
				6.59 
				04/21/2034 
				0.01 
			 			
			
				Government National Mortgage Associ 
				1.94 
				10/16/2047 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				7.50 
				09/01/2033 
				0.01 
			 			
			
				CHL Mortgage Pass-Through Trust 200 
				4.81 
				02/25/2035 
				0.01 
			 			
			
				Freddie Mac REMICS 
				1.83 
				02/15/2039 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				7.50 
				05/01/2035 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.96 
				03/15/2042 
				0.01 
			 			
			
				Fannie Mae REMICS 
				7.81 
				06/25/2036 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.47 
				12/25/2031 
				0.01 
			 			
			
				Fannie Mae REMICS 
				4.82 
				08/25/2035 
				0.01 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2034 
				0.01 
			 			
			
				Fannie Mae REMICS 
				4.97 
				09/25/2032 
				0.01 
			 			
			
				Freddie Mac Multifamily Structured  
				1.10 
				05/25/2026 
				0.01 
			 			
			
				Fannie Mae Pool 
				6.00 
				12/01/2035 
				0.01 
			 			
			
				Fannie Mae REMICS 
				7.00 
				09/25/2032 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.47 
				07/25/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.99 
				02/15/2032 
				0.01 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2033 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				5.50 
				12/01/2036 
				0.01 
			 			
			
				Freddie Mac REMICS 
				6.50 
				06/15/2031 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.94 
				07/15/2037 
				0.01 
			 			
			
				Fannie Mae Pool 
				7.00 
				01/01/2030 
				0.01 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				08/15/2033 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				5.00 
				03/01/2037 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.47 
				12/25/2032 
				0.01 
			 			
			
				Fannie Mae REMICS 
				7.81 
				06/25/2036 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.44 
				08/15/2031 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				8.50 
				08/01/2031 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				08/01/2031 
				0.01 
			 			
			
				Freddie Mac REMICS 
				1.58 
				05/15/2038 
				0.01 
			 			
			
				Fannie Mae REMICS 
				1.58 
				03/25/2035 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.89 
				01/15/2033 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.99 
				03/15/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.37 
				03/15/2029 
				0.01 
			 			
			
				Freddie Mac REMICS 
				6.00 
				04/15/2029 
				0.01 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2029 
				0.01 
			 			
			
				Fannie Mae Pool 
				6.00 
				05/01/2040 
				0.01 
			 			
			
				Government National Mortgage Associ 
				2.39 
				04/16/2041 
				0.01 
			 			
			
				Fannie Mae Pool 
				7.00 
				07/01/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.84 
				02/15/2029 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.99 
				03/15/2032 
				0.01 
			 			
			
				Fannie Mae REMICS 
				4.00 
				08/25/2047 
				0.01 
			 			
			
				Fannie Mae REMICS 
				6.50 
				11/25/2029 
				0.01 
			 			
			
				GSR Mortgage Loan Trust 2005-AR4 
				5.01 
				07/25/2035 
				0.01 
			 			
			
				Fannie Mae Pool 
				7.00 
				11/01/2032 
				0.01 
			 			
			
				Fannie Mae REMICS 
				1.68 
				12/25/2042 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.49 
				03/15/2032 
				0.01 
			 			
			
				Fannie Mae Pool 
				7.50 
				03/01/2033 
				0.01 
			 			
			
				Fannie Mae REMICS 
				3.50 
				08/25/2042 
				0.01 
			 			
			
				Fannie Mae REMICS 
				4.97 
				08/25/2032 
				0.01 
			 			
			
				Fannie Mae Interest Strip 
				6.50 
				04/25/2032 
				0.01 
			 			
			
				Fannie Mae Pool 
				5.63 
				08/01/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				6.95 
				03/15/2028 
				0.01 
			 			
			
				Fannie Mae Pool 
				5.00 
				08/01/2040 
				0.01 
			 			
			
				Freddie Mac REMICS 
				4.89 
				06/15/2029 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.09 
				12/15/2031 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				8.00 
				08/01/2032 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				12/01/2030 
				0.01 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2027 
				0.01 
			 			
			
				Fannie Mae REMICS 
				4.87 
				11/25/2033 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.47 
				04/25/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.49 
				02/15/2032 
				0.01 
			 			
			
				Freddie Mac REMICS 
				5.49 
				02/15/2032 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				08/01/2029 
				0.01 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				07/01/2033 
				0.01 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.01 
			 			
			
				Freddie Mac REMICS 
				2.21 
				01/15/2035 
				0.01 
			 			
			
				Fannie Mae REMICS 
				5.50 
				07/25/2046 
				0.01 
			 			
			
				Fannie Mae Pool 
				6.50 
				07/01/2029 
				0.00 
			 			
			
				Freddie Mac REMICS 
				6.00 
				01/15/2029 
				0.00 
			 			
			
				Freddie Mac Strips 
				0.00 
				12/01/2031 
				0.00 
			 			
			
				Freddie Mac Strips 
				8.00 
				06/15/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2036 
				0.00 
			 			
			
				Freddie Mac REMICS 
				8.00 
				03/15/2030 
				0.00 
			 			
			
				WaMu Mortgage Pass-Through Certific 
				4.61 
				11/25/2036 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.50 
				02/25/2043 
				0.00 
			 			
			
				Freddie Mac REMICS 
				5.04 
				03/15/2032 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				02/25/2033 
				0.00 
			 			
			
				Freddie Mac REMICS 
				1.61 
				01/15/2044 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				0.00 
				09/25/2032 
				0.00 
			 			
			
				Luminent Mortgage Trust 2006-1 
				4.99 
				04/25/2036 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				02/25/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				06/01/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				11/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				06/01/2037 
				0.00 
			 			
			
				Citigroup Mortgage Loan Trust 2004- 
				6.53 
				08/25/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				5.50 
				04/25/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				06/01/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				5.00 
				10/18/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.97 
				09/25/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				10/01/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				06/15/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.97 
				09/25/2032 
				0.00 
			 			
			
				RALI Series 2006-QS13 Trust 
				6.00 
				09/25/2036 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.50 
				02/25/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.00 
				07/01/2037 
				0.00 
			 			
			
				Structured Adjustable Rate Mortgage 
				3.93 
				01/25/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2036 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				09/01/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				7.81 
				06/25/2036 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				08/25/2035 
				0.00 
			 			
			
				Freddie Mac REMICS 
				8.30 
				08/15/2035 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.78 
				05/25/2033 
				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 
				2.23 
				05/25/2035 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				08/01/2033 
				0.00 
			 			
			
				Freddie Mac REMICS 
				6.50 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2029 
				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 Interest Strip 
				8.00 
				05/25/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.50 
				02/01/2027 
				0.00 
			 			
			
				Ginnie Mae II Pool 
				6.00 
				04/20/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2033 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				5.50 
				11/25/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.50 
				06/15/2028 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				04/01/2034 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				7.50 
				02/01/2032 
				0.00 
			 			
			
				Freddie Mac REMICS 
				6.50 
				03/15/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				08/15/2029 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				5.50 
				06/25/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				12/01/2038 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				12/01/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.23 
				10/25/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				08/15/2033 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.50 
				07/25/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2036 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Freddie Mac REMICS 
				1.76 
				12/15/2039 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2037 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				10/01/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				10/15/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				7.00 
				05/25/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.00 
				06/01/2027 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.00 
				09/15/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				09/01/2034 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				02/25/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				07/01/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Freddie Mac REMICS 
				5.14 
				07/15/2029 
				0.00 
			 			
			
				Freddie Mac Multifamily Structured  
				0.78 
				02/25/2026 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				10/25/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2037 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.60 
				12/18/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				5.47 
				04/25/2032 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				7.00 
				10/01/2037 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2037 
				0.00 
			 			
			
				Chase Mortgage Finance Trust Series 
				3.93 
				12/25/2035 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.00 
				07/15/2026 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				05/01/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				03/15/2034 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.00 
				09/25/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2037 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				07/15/2029 
				0.00 
			 			
			
				Freddie Mac Strips 
				7.00 
				09/01/2029 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				07/01/2028 
				0.00 
			 			
			
				GSAA Home Equity Trust 2007-7 
				4.81 
				07/25/2037 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.53 
				08/25/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.78 
				02/25/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.08 
				10/25/2041 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				7.00 
				10/01/2031 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				5.50 
				02/25/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2037 
				0.00 
			 			
			
				Freddie Mac REMICS 
				5.09 
				01/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				07/01/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.00 
				02/25/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				7.00 
				03/18/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				02/01/2031 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.50 
				03/18/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				06/01/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2036 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				06/01/2037 
				0.00 
			 			
			
				Vendee Mortgage Trust 2002-3 
				0.12 
				08/15/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				08/01/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.53 
				07/25/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.50 
				10/25/2026 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2037 
				0.00 
			 			
			
				Citigroup Mortgage Loan Trust 2006- 
				2.56 
				03/25/2036 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.53 
				09/25/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.63 
				03/25/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.50 
				08/15/2028 
				0.00 
			 			
			
				Freddie Mac REMICS 
				5.09 
				12/15/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				09/01/2034 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.00 
				11/15/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				09/01/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				01/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				7.50 
				01/25/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.53 
				04/25/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				03/01/2037 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				05/01/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				07/01/2029 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.13 
				05/25/2035 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				12/01/2030 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.53 
				07/25/2032 
				0.00 
			 			
			
				Freddie Mac Strips 
				6.00 
				12/15/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2036 
				0.00 
			 			
			
				Freddie Mac REMICS 
				2.23 
				05/15/2035 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.43 
				11/25/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				09/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				6.50 
				10/25/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.50 
				12/25/2025 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				08/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.63 
				04/25/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2029 
				0.00 
			 			
			
				Freddie Mac REMICS 
				2.26 
				02/15/2035 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.50 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				02/01/2033 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.50 
				11/15/2025 
				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 
				6.50 
				01/01/2033 
				0.00 
			 			
			
				Ginnie Mae II Pool 
				7.00 
				01/20/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				07/01/2034 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				11/01/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.33 
				04/25/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.50 
				07/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				07/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.53 
				09/25/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				03/15/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				12/15/2027 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				7.00 
				02/25/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				07/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				06/01/2028 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				8.50 
				03/01/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				05/01/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Government National Mortgage Associ 
				3.00 
				12/16/2025 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.48 
				01/25/2032 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.87 
				03/25/2033 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.61 
				06/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				10/01/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				08/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2034 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.00 
				06/15/2027 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.00 
				04/25/2041 
				0.00 
			 			
			
				Fannie Mae Interest Strip 
				6.50 
				04/25/2029 
				0.00 
			 			
			
				Freddie Mac REMICS 
				1.51 
				04/15/2038 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				07/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				01/01/2036 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				04/15/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				10/15/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				04/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				03/01/2038 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.50 
				03/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				08/01/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				12/01/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2031 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.60 
				12/18/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				07/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2036 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				10/15/2033 
				0.00 
			 			
			
				Freddie Mac REMICS 
				2.50 
				05/15/2028 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.61 
				09/15/2029 
				0.00 
			 			
			
				Fannie Mae REMICS 
				6.50 
				05/25/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.40 
				12/18/2031 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				03/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				2.28 
				03/25/2035 
				0.00 
			 			
			
				Fannie Mae REMICS 
				6.00 
				05/25/2033 
				0.00 
			 			
			
				Fannie Mae REMICS 
				8.00 
				09/18/2027 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.00 
				12/15/2027 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				09/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				10/01/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				03/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				11/01/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				12/01/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.00 
				11/25/2027 
				0.00 
			 			
			
				Freddie Mac Strips 
				3.00 
				12/15/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				12/01/2037 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				06/01/2031 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.50 
				08/15/2028 
				0.00 
			 			
			
				Freddie Mac REMICS 
				2.51 
				12/15/2037 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				01/01/2027 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				08/15/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				08/01/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				03/15/2028 
				0.00 
			 			
			
				Freddie Mac Strips 
				7.50 
				12/15/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				02/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				04/01/2038 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				05/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				09/01/2038 
				0.00 
			 			
			
				Freddie Mac REMICS 
				2.50 
				09/15/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				04/01/2036 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				10/15/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				03/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				01/01/2039 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				04/15/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2031 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				06/01/2029 
				0.00 
			 			
			
				Freddie Mac Strips 
				3.00 
				12/15/2027 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				06/15/2033 
				0.00 
			 			
			
				Freddie Mac Strips 
				3.15 
				12/15/2027 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				10/01/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				02/01/2040 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				08/01/2038 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				03/15/2029 
				0.00 
			 			
			
				Vendee Mortgage Trust 2003-1 
				0.01 
				11/15/2032 
				0.00 
			 			
			
				Freddie Mac Gold Pool 
				6.00 
				03/01/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				07/15/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				09/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				12/01/2027 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				11/15/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				06/01/2031 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				09/01/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				06/01/2030 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				09/01/2032 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				01/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				01/01/2028 
				0.00 
			 			
			
				Freddie Mac Strips 
				6.50 
				02/01/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				11/01/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				10/01/2038 
				0.00 
			 			
			
				Vendee Mortgage Trust 2002-2 
				0.00 
				01/15/2032 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2034 
				0.00 
			 			
			
				Fannie Mae Pool 
				5.50 
				04/01/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				04/01/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				08/15/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				06/15/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				09/15/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				03/15/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				06/15/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				01/15/2034 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.50 
				08/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				03/01/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				01/15/2028 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				02/15/2029 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				12/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				7.00 
				06/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				09/01/2038 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				05/15/2033 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				07/01/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				1.58 
				07/25/2038 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				07/15/2033 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				5.50 
				01/15/2034 
				0.00 
			 			
			
				Fannie Mae REMICS 
				8.00 
				08/18/2027 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				06/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				05/01/2027 
				0.00 
			 			
			
				Fannie Mae REMICS 
				3.00 
				10/25/2026 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				7.00 
				01/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				11/01/2037 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				12/01/2031 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				02/15/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.00 
				09/01/2038 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				11/01/2029 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				04/01/2030 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				10/15/2028 
				0.00 
			 			
			
				Fannie Mae Pool 
				6.50 
				09/01/2031 
				0.00 
			 			
			
				Ginnie Mae I Pool 
				6.00 
				09/15/2028 
				0.00 
			 			
			
				Fannie Mae REMICS 
				0.75 
				10/25/2031 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.50 
				10/15/2026 
				0.00 
			 			
			
				Vendee Mortgage Trust 1999-3 
				0.00 
				10/15/2029 
				0.00 
			 			
			
				Vendee Mortgage Trust 2001-3 
				0.00 
				10/15/2031 
				0.00 
			 			
			
				Freddie Mac REMICS 
				3.16 
				07/15/2026 
				0.00 
			 			
			
				Fannie Mae REMICS 
				4.00 
				12/25/2044 
				0.00 
			 			
			
				Structured Asset Sec Mortgage Pass- 
				6.56 
				11/25/2032 
				0.00 
			 			
			
				Freddie Mac REMICS 
				4.20 
				07/17/2028 
				0.00 
			 			
			
				Fannie Mae or Freddie Mac 
				3.50 
				10/01/2055 
				-0.53 
			 			
			
				Fannie Mae or Freddie Mac 
				2.00 
				10/01/2055 
				-1.01 
			 			
			
				Fannie Mae or Freddie Mac 
				2.50 
				10/01/2055 
				-1.72 
			 			
		
	
	
as of 09/30/2025
	Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) | 
|---|---|---|---|
| Fannie Mae or Freddie Mac | 6.00 | 10/01/2055 | 4.14 | 
| Ginnie Mae II Pool | 2.00 | 10/01/2055 | 3.78 | 
| Ginnie Mae II Pool | 2.50 | 10/01/2055 | 3.38 | 
| Ginnie Mae II Pool | 5.00 | 10/01/2055 | 3.12 | 
| Freddie Mac Pool | 2.50 | 10/01/2051 | 2.76 | 
| Ginnie Mae II Pool | 5.50 | 10/01/2055 | 2.69 | 
| Ginnie Mae II Pool | 3.00 | 10/01/2055 | 2.47 | 
| Freddie Mac Pool | 5.50 | 11/01/2052 | 2.07 | 
| Freddie Mac Pool | 2.00 | 05/01/2051 | 2.06 | 
| Freddie Mac Pool | 2.50 | 04/01/2052 | 1.99 | 
| Mitsubishi UFJ Trust & Banking Corp | 4.47 | 01/30/2026 | 1.95 | 
| Ginnie Mae II Pool | 6.00 | 10/01/2055 | 1.85 | 
| Fannie Mae Pool | 2.00 | 02/01/2052 | 1.67 | 
| UNIFORM MBS | 6.50 | 10/14/2025 | 1.61 | 
| Fannie Mae Pool | 2.50 | 10/01/2051 | 1.60 | 
| Fannie Mae Pool | 3.50 | 05/01/2046 | 1.52 | 
| Freddie Mac Pool | 5.50 | 10/01/2052 | 1.45 | 
| Standard Chartered Bank/New York | 4.46 | 07/24/2026 | 1.37 | 
| Fannie Mae Pool | 2.00 | 12/01/2051 | 1.32 | 
| Fannie Mae Pool | 2.50 | 03/01/2051 | 1.30 | 
| Fannie Mae Pool | 2.00 | 03/01/2051 | 1.29 | 
| Freddie Mac Gold Pool | 3.50 | 12/01/2046 | 1.24 | 
| Fannie Mae Pool | 2.00 | 04/01/2037 | 1.21 | 
| Credit Agricole Corporate and Inves | 4.47 | 08/28/2026 | 1.17 | 
| Australia & New Zealand Banking Gro | 4.43 | 09/25/2026 | 1.17 | 
| Freddie Mac Pool | 5.00 | 07/01/2052 | 1.16 | 
| Fannie Mae Pool | 2.00 | 05/01/2041 | 1.14 | 
| Connecticut Avenue Securities Trust | 7.71 | 01/25/2043 | 1.13 | 
| Freddie Mac Pool | 2.00 | 01/01/2052 | 1.11 | 
| Fannie Mae Pool | 5.00 | 01/01/2053 | 1.11 | 
| Government National Mortgage Associ | 1.50 | 04/16/2062 | 1.10 | 
| Fannie Mae Pool | 2.50 | 07/01/2051 | 1.10 | 
| Fannie Mae Pool | 2.00 | 02/01/2051 | 1.07 | 
| Fannie Mae Pool | 2.50 | 12/01/2050 | 1.07 | 
| Fannie Mae Pool | 4.00 | 10/01/2048 | 1.06 | 
| Fannie Mae Pool | 3.00 | 06/01/2051 | 1.04 | 
| Freddie Mac Pool | 5.50 | 03/01/2053 | 1.04 | 
| Freddie Mac Pool | 4.50 | 06/01/2052 | 1.04 | 
| Fannie Mae Pool | 3.50 | 12/01/2034 | 1.03 | 
| Fannie Mae Pool | 3.00 | 10/01/2049 | 1.03 | 
| Verus Securitization Trust 2023-INV | 7.73 | 11/25/2068 | 0.98 | 
| BofA Securities Inc | 4.64 | 08/06/2026 | 0.98 | 
| ING US Funding LLC | 4.49 | 10/24/2025 | 0.98 | 
| Ginnie Mae II Pool | 6.50 | 10/01/2055 | 0.97 | 
| Freddie Mac STACR REMIC Trust 2022- | 7.71 | 05/25/2042 | 0.93 | 
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.93 | 
| Fannie Mae Pool | 6.00 | 08/01/2053 | 0.91 | 
| Freddie Mac Pool | 3.50 | 05/01/2050 | 0.90 | 
| Fannie Mae Pool | 4.00 | 09/01/2043 | 0.89 | 
| Freddie Mac Pool | 3.00 | 03/01/2050 | 0.89 | 
| Freddie Mac Pool | 2.50 | 09/01/2050 | 0.89 | 
| Fannie Mae Pool | 2.00 | 03/01/2052 | 0.87 | 
| Fannie Mae Pool | 2.50 | 10/01/2050 | 0.85 | 
| Fannie Mae Pool | 2.00 | 09/01/2035 | 0.84 | 
| Ginnie Mae II Pool | 3.50 | 05/20/2050 | 0.82 | 
| Ginnie Mae II Pool | 4.50 | 10/01/2055 | 0.81 | 
| Fannie Mae Pool | 3.00 | 06/01/2050 | 0.81 | 
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.81 | 
| Fannie Mae Pool | 6.00 | 10/01/2053 | 0.79 | 
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.79 | 
| Fannie Mae Pool | 3.00 | 03/01/2050 | 0.79 | 
| Freddie Mac REMICS | 1.50 | 08/15/2027 | 0.77 | 
| Freddie Mac Pool | 4.50 | 07/01/2052 | 0.76 | 
| Fannie Mae Pool | 3.50 | 11/01/2034 | 0.76 | 
| Fannie Mae Pool | 2.00 | 01/01/2052 | 0.73 | 
| Fannie Mae Pool | 4.00 | 03/01/2050 | 0.72 | 
| Fannie Mae Pool | 2.50 | 02/01/2052 | 0.70 | 
| Fannie Mae Pool | 3.00 | 01/01/2052 | 0.66 | 
| Fannie Mae Pool | 3.50 | 04/01/2045 | 0.65 | 
| Fannie Mae or Freddie Mac | 3.00 | 10/01/2055 | 0.65 | 
| Fannie Mae Pool | 2.50 | 11/01/2051 | 0.65 | 
| Invesco Government & Agency Portfol | 01/01/2025 | 0.65 | |
| BANK 2017-BNK5 | 3.62 | 06/15/2060 | 0.61 | 
| Fannie Mae Pool | 2.50 | 10/01/2051 | 0.61 | 
| Freddie Mac STACR REMIC Trust 2022- | 6.66 | 08/25/2042 | 0.60 | 
| Fannie Mae Pool | 4.00 | 02/01/2050 | 0.59 | 
| Mizuho Bank Ltd/New York NY | 4.46 | 02/19/2026 | 0.59 | 
| Bank of Nova Scotia/Houston | 4.46 | 07/22/2026 | 0.59 | 
| Freddie Mac Non Gold Pool | 5.65 | 11/01/2048 | 0.58 | 
| Freddie Mac Pool | 2.50 | 08/01/2051 | 0.55 | 
| SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.54 | 
| Fannie Mae or Freddie Mac | 5.50 | 10/01/2055 | 0.54 | 
| Freddie Mac Pool | 3.50 | 03/01/2052 | 0.54 | 
| Fannie Mae Pool | 3.50 | 05/01/2050 | 0.53 | 
| Freddie Mac Pool | 3.00 | 02/01/2050 | 0.53 | 
| Fannie Mae REMICS | 2.50 | 08/25/2049 | 0.51 | 
| Zaxbys Funding LLC | 3.24 | 07/30/2051 | 0.51 | 
| Freddie Mac Gold Pool | 4.00 | 12/01/2045 | 0.50 | 
| Fannie Mae REMICS | 3.00 | 07/25/2045 | 0.49 | 
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.48 | 
| Freddie Mac Pool | 3.00 | 01/01/2050 | 0.47 | 
| Fannie Mae or Freddie Mac | 5.00 | 10/01/2040 | 0.45 | 
| Freddie Mac Pool | 5.50 | 05/01/2053 | 0.43 | 
| Fannie Mae Pool | 3.00 | 01/01/2035 | 0.43 | 
| Fannie Mae Pool | 6.43 | 04/01/2045 | 0.43 | 
| Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.42 | 
| Fannie Mae Pool | 3.50 | 09/01/2040 | 0.42 | 
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.40 | 
| Freddie Mac Pool | 3.00 | 05/01/2050 | 0.39 | 
| Bank of Nova Scotia/Houston | 4.48 | 10/17/2025 | 0.39 | 
| Freddie Mac Gold Pool | 7.50 | 08/01/2037 | 0.39 | 
| Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.39 | 
| Fannie Mae Pool | 3.50 | 09/01/2047 | 0.39 | 
| Seasoned Loans Structured Transacti | 3.50 | 05/25/2029 | 0.38 | 
| Fannie Mae Pool | 2.00 | 11/01/2051 | 0.37 | 
| Fannie Mae Pool | 3.00 | 11/01/2030 | 0.37 | 
| Freddie Mac Gold Pool | 3.50 | 09/01/2045 | 0.37 | 
| Freddie Mac Pool | 3.00 | 04/01/2035 | 0.36 | 
| GS Mortgage-Backed Securities Trust | 5.91 | 10/25/2055 | 0.36 | 
| Ginnie Mae II Pool | 3.00 | 02/20/2050 | 0.35 | 
| Fannie Mae Pool | 4.00 | 07/01/2046 | 0.34 | 
| Freddie Mac Pool | 2.00 | 01/01/2052 | 0.34 | 
| Freddie Mac Gold Pool | 4.00 | 11/01/2048 | 0.34 | 
| Freddie Mac Gold Pool | 4.00 | 06/01/2042 | 0.30 | 
| Fannie Mae Pool | 3.00 | 05/01/2035 | 0.29 | 
| Ginnie Mae II Pool | 4.00 | 03/20/2050 | 0.28 | 
| Fannie Mae Pool | 4.00 | 02/01/2045 | 0.28 | 
| United States Treasury Bill | 0.00 | 05/14/2026 | 0.27 | 
| Fannie Mae Pool | 3.00 | 07/01/2050 | 0.27 | 
| Ginnie Mae II Pool | 4.00 | 02/20/2048 | 0.27 | 
| Freddie Mac Pool | 3.00 | 12/01/2049 | 0.27 | 
| Fannie Mae Pool | 4.50 | 07/01/2044 | 0.26 | 
| Freddie Mac Pool | 4.50 | 11/01/2049 | 0.26 | 
| Ginnie Mae II Pool | 2.50 | 04/20/2051 | 0.26 | 
| Fannie Mae Pool | 3.50 | 08/01/2045 | 0.26 | 
| Ginnie Mae II Pool | 3.00 | 06/20/2052 | 0.25 | 
| Fannie Mae Pool | 4.00 | 11/01/2048 | 0.25 | 
| Fannie Mae Pool | 3.00 | 11/01/2045 | 0.25 | 
| Fannie Mae Pool | 4.00 | 10/01/2048 | 0.25 | 
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.23 | 
| Freddie Mac Pool | 3.00 | 12/01/2034 | 0.23 | 
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.23 | 
| Freddie Mac Pool | 3.00 | 09/01/2049 | 0.22 | 
| Fannie Mae Pool | 4.00 | 03/01/2045 | 0.22 | 
| Fannie Mae Pool | 4.50 | 10/01/2041 | 0.21 | 
| Freddie Mac Structured Pass-Through | 6.50 | 02/25/2043 | 0.21 | 
| Fannie Mae Pool | 2.00 | 02/01/2037 | 0.21 | 
| Fannie Mae Pool | 3.00 | 09/01/2034 | 0.21 | 
| Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.21 | 
| Ginnie Mae II Pool | 3.50 | 07/20/2046 | 0.20 | 
| Freddie Mac REMICS | 2.50 | 09/25/2048 | 0.20 | 
| Deutsche Mortgage Securities Inc Re | 4.50 | 06/27/2037 | 0.20 | 
| Fannie Mae Pool | 5.00 | 01/01/2041 | 0.20 | 
| Fannie Mae Pool | 4.00 | 02/01/2042 | 0.18 | 
| Ginnie Mae II Pool | 3.50 | 05/20/2046 | 0.18 | 
| Agate Bay Mortgage Trust 2015-2 | 3.62 | 03/25/2045 | 0.16 | 
| Freddie Mac Gold Pool | 5.45 | 11/25/2038 | 0.16 | 
| Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.16 | 
| Freddie Mac REMICS | 4.79 | 03/15/2036 | 0.15 | 
| Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.15 | 
| Fannie Mae Pool | 3.00 | 04/01/2043 | 0.14 | 
| CSMC Trust 2013-7 | 3.55 | 08/25/2043 | 0.14 | 
| Fannie Mae Pool | 3.50 | 10/01/2049 | 0.14 | 
| Fannie Mae Pool | 3.50 | 03/01/2046 | 0.13 | 
| Fannie Mae Pool | 4.00 | 06/01/2044 | 0.13 | 
| Freddie Mac Pool | 4.00 | 11/01/2048 | 0.13 | 
| Fannie Mae Pool | 5.50 | 05/01/2035 | 0.13 | 
| Government National Mortgage Associ | 4.53 | 07/20/2041 | 0.12 | 
| Freddie Mac REMICS | 2.50 | 07/15/2038 | 0.11 | 
| Freddie Mac Gold Pool | 2.50 | 02/01/2031 | 0.11 | 
| Freddie Mac Gold Pool | 4.50 | 02/01/2042 | 0.11 | 
| Fannie Mae Pool | 4.00 | 04/01/2046 | 0.10 | 
| Freddie Mac Pool | 4.00 | 07/01/2049 | 0.10 | 
| Government National Mortgage Associ | 5.88 | 01/20/2039 | 0.09 | 
| JP Morgan Mortgage Trust 2014-1 | 0.79 | 01/25/2044 | 0.09 | 
| Fannie Mae Pool | 3.50 | 11/01/2042 | 0.09 | 
| Freddie Mac Gold Pool | 5.35 | 10/17/2038 | 0.09 | 
| Bear Stearns ARM Trust 2005-1 | 2.16 | 03/25/2035 | 0.09 | 
| Fannie Mae REMICS | 5.41 | 06/25/2037 | 0.09 | 
| Fannie Mae REMICS | 4.81 | 06/25/2035 | 0.09 | 
| Commonbond Student Loan Trust 2018- | 3.87 | 02/25/2046 | 0.09 | 
| Freddie Mac Gold Pool | 5.00 | 06/01/2040 | 0.09 | 
| JP Morgan Trust 2015-3 | 3.50 | 05/25/2045 | 0.08 | 
| Freddie Mac Pool | 3.50 | 11/01/2049 | 0.08 | 
| Fannie Mae Pool | 3.00 | 02/01/2029 | 0.08 | 
| Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.08 | 
| Government National Mortgage Associ | 5.13 | 09/20/2041 | 0.08 | 
| Freddie Mac Strips | 4.99 | 05/15/2036 | 0.07 | 
| Fannie Mae Pool | 4.50 | 01/01/2040 | 0.07 | 
| Freddie Mac Multifamily Structured | 1.08 | 05/25/2029 | 0.07 | 
| Citigroup Mortgage Loan Trust 2005- | 6.48 | 10/25/2035 | 0.07 | 
| Freddie Mac REMICS | 5.04 | 10/15/2036 | 0.07 | 
| CASH & EQUIVALENTS | 0.00 | 0.07 | |
| Freddie Mac Gold Pool | 5.80 | 01/20/2039 | 0.06 | 
| Freddie Mac Gold Pool | 5.35 | 07/01/2038 | 0.06 | 
| Government National Mortgage Associ | 4.84 | 07/20/2044 | 0.06 | 
| Fannie Mae REMICS | 4.92 | 08/25/2037 | 0.06 | 
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.06 | 
| Government National Mortgage Associ | 6.91 | 11/20/2033 | 0.06 | 
| Fannie Mae REMICS | 4.97 | 09/25/2034 | 0.06 | 
| Freddie Mac Gold Pool | 4.50 | 06/01/2041 | 0.05 | 
| Shellpoint Asset Funding Trust 2013 | 3.75 | 07/25/2043 | 0.05 | 
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.05 | 
| Freddie Mac Gold Pool | 5.00 | 11/01/2039 | 0.05 | 
| Citigroup Commercial Mortgage Trust | 1.12 | 10/12/2050 | 0.05 | 
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.05 | 
| CSMLT 2015-1 Trust | 3.50 | 05/25/2045 | 0.05 | 
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.05 | 
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.04 | 
| Fannie Mae REMICS | 4.97 | 06/25/2046 | 0.04 | 
| Fannie Mae Pool | 5.50 | 04/01/2038 | 0.04 | 
| Fannie Mae Pool | 5.45 | 01/01/2038 | 0.04 | 
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.04 | 
| Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.04 | 
| Fannie Mae Pool | 5.50 | 02/01/2038 | 0.04 | 
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.04 | 
| Fannie Mae Pool | 3.50 | 08/01/2040 | 0.04 | 
| Fannie Mae REMICS | 1.55 | 02/25/2056 | 0.04 | 
| Ginnie Mae II Pool | 5.00 | 11/20/2037 | 0.04 | 
| Fannie Mae Pool | 5.00 | 02/01/2036 | 0.04 | 
| Fannie Mae Pool | 5.00 | 12/01/2035 | 0.04 | 
| Fannie Mae Pool | 6.50 | 11/01/2038 | 0.04 | 
| Freddie Mac Multifamily Structured | 4.89 | 05/25/2044 | 0.04 | 
| Fannie Mae REMICS | 4.82 | 10/25/2035 | 0.04 | 
| Galton Funding Mortgage Trust 2017- | 3.50 | 11/25/2057 | 0.04 | 
| Freddie Mac REMICS | 6.50 | 05/15/2031 | 0.03 | 
| JP Morgan Mortgage Trust 2005-A1 | 5.54 | 02/25/2035 | 0.03 | 
| Fannie Mae Pool | 7.50 | 08/01/2033 | 0.03 | 
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.03 | 
| Structured Adjustable Rate Mortgage | 4.57 | 09/25/2034 | 0.03 | 
| Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.03 | 
| Freddie Mac Whole Loan Securities T | 3.00 | 09/25/2045 | 0.03 | 
| Merrill Lynch Mortgage Investors Tr | 4.73 | 03/25/2030 | 0.03 | 
| Freddie Mac Gold Pool | 4.50 | 05/01/2038 | 0.03 | 
| Fannie Mae Pool | 6.00 | 07/01/2038 | 0.03 | 
| Fannie Mae Pool | 5.50 | 02/01/2034 | 0.03 | 
| Fannie Mae REMICS | 1.43 | 09/25/2047 | 0.03 | 
| Freddie Mac REMICS | 6.50 | 02/15/2031 | 0.03 | 
| Fannie Mae Pool | 5.00 | 10/01/2035 | 0.03 | 
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.03 | 
| Chase Mortgage Finance Trust Series | 6.15 | 06/25/2035 | 0.03 | 
| CSFB Mortgage-Backed Pass-Through C | 5.91 | 06/25/2034 | 0.03 | 
| GSR Mortgage Loan Trust 2004-12 | 1.46 | 12/25/2034 | 0.03 | 
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.03 | 
| Wells Fargo Commercial Mortgage Tru | 0.98 | 12/15/2050 | 0.03 | 
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.02 | 
| Banc of America Funding 2006-A Trus | 5.49 | 02/20/2036 | 0.02 | 
| Chase Mortgage Finance Trust Series | 6.15 | 06/25/2035 | 0.02 | 
| UBS Commercial Mortgage Trust 2017- | 1.24 | 11/15/2050 | 0.02 | 
| Adjustable Rate Mortgage Trust 2005 | 0.77 | 10/25/2035 | 0.02 | 
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.02 | 
| Fannie Mae Pool | 6.00 | 12/01/2029 | 0.02 | 
| Benchmark 2018-B1 Mortgage Trust | 0.67 | 01/15/2051 | 0.02 | 
| Fannie Mae REMICS | 8.17 | 03/25/2036 | 0.02 | 
| Fannie Mae REMICS | 5.50 | 12/18/2032 | 0.02 | 
| JP Morgan Mortgage Trust 2019-INV2 | 3.50 | 02/25/2050 | 0.02 | 
| Government National Mortgage Associ | 4.50 | 09/16/2047 | 0.02 | 
| Fannie Mae REMICS | 4.87 | 03/25/2042 | 0.02 | 
| Fannie Mae Pool | 7.50 | 08/01/2037 | 0.02 | 
| JP Morgan Mortgage Trust 2017-5 | 4.97 | 10/26/2048 | 0.02 | 
| Fannie Mae Pool | 6.00 | 01/01/2036 | 0.02 | 
| Fannie Mae Pool | 6.00 | 01/01/2037 | 0.02 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.02 | 
| Morgan Stanley Capital I 2017-HR2 | 0.99 | 12/15/2050 | 0.02 | 
| Freddie Mac Gold Pool | 6.00 | 10/01/2029 | 0.02 | 
| WaMu Mortgage Pass-Through Certific | 6.20 | 10/25/2033 | 0.02 | 
| Merrill Lynch Mortgage Investors Tr | 2.39 | 11/25/2035 | 0.02 | 
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.02 | 
| Fannie Mae Grantor Trust 1999-T2 | 7.50 | 01/19/2039 | 0.02 | 
| Freddie Mac Strips | 0.00 | 03/01/2032 | 0.02 | 
| Freddie Mac REMICS | 6.50 | 10/15/2029 | 0.02 | 
| Fannie Mae Pool | 8.50 | 10/01/2032 | 0.01 | 
| Fannie Mae Pool | 8.00 | 04/01/2033 | 0.01 | 
| CD 2017-CD6 Mortgage Trust | 1.06 | 11/13/2050 | 0.01 | 
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.01 | 
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.01 | 
| Fannie Mae Pool | 6.00 | 08/01/2034 | 0.01 | 
| Fannie Mae REMICS | 3.50 | 08/25/2035 | 0.01 | 
| Fannie Mae REMICS | 5.50 | 03/18/2032 | 0.01 | 
| MASTR Adjustable Rate Mortgages Tru | 6.59 | 04/21/2034 | 0.01 | 
| Government National Mortgage Associ | 1.94 | 10/16/2047 | 0.01 | 
| Freddie Mac Gold Pool | 7.50 | 09/01/2033 | 0.01 | 
| CHL Mortgage Pass-Through Trust 200 | 4.81 | 02/25/2035 | 0.01 | 
| Freddie Mac REMICS | 1.83 | 02/15/2039 | 0.01 | 
| Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.01 | 
| Freddie Mac REMICS | 4.96 | 03/15/2042 | 0.01 | 
| Fannie Mae REMICS | 7.81 | 06/25/2036 | 0.01 | 
| Fannie Mae REMICS | 5.47 | 12/25/2031 | 0.01 | 
| Fannie Mae REMICS | 4.82 | 08/25/2035 | 0.01 | 
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.01 | 
| Fannie Mae REMICS | 4.97 | 09/25/2032 | 0.01 | 
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 | 
| Fannie Mae Pool | 6.00 | 12/01/2035 | 0.01 | 
| Fannie Mae REMICS | 7.00 | 09/25/2032 | 0.01 | 
| Fannie Mae REMICS | 5.47 | 07/25/2032 | 0.01 | 
| Freddie Mac REMICS | 4.99 | 02/15/2032 | 0.01 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.01 | 
| Freddie Mac Gold Pool | 5.50 | 12/01/2036 | 0.01 | 
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.01 | 
| Freddie Mac REMICS | 4.94 | 07/15/2037 | 0.01 | 
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.01 | 
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.01 | 
| Freddie Mac Gold Pool | 5.00 | 03/01/2037 | 0.01 | 
| Fannie Mae REMICS | 5.47 | 12/25/2032 | 0.01 | 
| Fannie Mae REMICS | 7.81 | 06/25/2036 | 0.01 | 
| Freddie Mac REMICS | 5.44 | 08/15/2031 | 0.01 | 
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 | 
| Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.01 | 
| Freddie Mac REMICS | 1.58 | 05/15/2038 | 0.01 | 
| Fannie Mae REMICS | 1.58 | 03/25/2035 | 0.01 | 
| Freddie Mac REMICS | 4.89 | 01/15/2033 | 0.01 | 
| Freddie Mac REMICS | 4.99 | 03/15/2032 | 0.01 | 
| Freddie Mac REMICS | 5.37 | 03/15/2029 | 0.01 | 
| Freddie Mac REMICS | 6.00 | 04/15/2029 | 0.01 | 
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.01 | 
| Fannie Mae Pool | 6.00 | 05/01/2040 | 0.01 | 
| Government National Mortgage Associ | 2.39 | 04/16/2041 | 0.01 | 
| Fannie Mae Pool | 7.00 | 07/01/2032 | 0.01 | 
| Freddie Mac REMICS | 4.84 | 02/15/2029 | 0.01 | 
| Freddie Mac REMICS | 4.99 | 03/15/2032 | 0.01 | 
| Fannie Mae REMICS | 4.00 | 08/25/2047 | 0.01 | 
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.01 | 
| GSR Mortgage Loan Trust 2005-AR4 | 5.01 | 07/25/2035 | 0.01 | 
| Fannie Mae Pool | 7.00 | 11/01/2032 | 0.01 | 
| Fannie Mae REMICS | 1.68 | 12/25/2042 | 0.01 | 
| Freddie Mac REMICS | 5.49 | 03/15/2032 | 0.01 | 
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.01 | 
| Fannie Mae REMICS | 3.50 | 08/25/2042 | 0.01 | 
| Fannie Mae REMICS | 4.97 | 08/25/2032 | 0.01 | 
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.01 | 
| Fannie Mae Pool | 5.63 | 08/01/2032 | 0.01 | 
| Freddie Mac REMICS | 6.95 | 03/15/2028 | 0.01 | 
| Fannie Mae Pool | 5.00 | 08/01/2040 | 0.01 | 
| Freddie Mac REMICS | 4.89 | 06/15/2029 | 0.01 | 
| Freddie Mac REMICS | 5.09 | 12/15/2031 | 0.01 | 
| Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.01 | 
| Freddie Mac Gold Pool | 6.50 | 12/01/2030 | 0.01 | 
| Fannie Mae Pool | 5.50 | 12/01/2027 | 0.01 | 
| Fannie Mae REMICS | 4.87 | 11/25/2033 | 0.01 | 
| Fannie Mae REMICS | 5.47 | 04/25/2032 | 0.01 | 
| Freddie Mac REMICS | 5.49 | 02/15/2032 | 0.01 | 
| Freddie Mac REMICS | 5.49 | 02/15/2032 | 0.01 | 
| Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.01 | 
| Freddie Mac Gold Pool | 6.50 | 07/01/2033 | 0.01 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.01 | 
| Freddie Mac REMICS | 2.21 | 01/15/2035 | 0.01 | 
| Fannie Mae REMICS | 5.50 | 07/25/2046 | 0.01 | 
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 | 
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.00 | 
| Freddie Mac Strips | 0.00 | 12/01/2031 | 0.00 | 
| Freddie Mac Strips | 8.00 | 06/15/2031 | 0.00 | 
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2036 | 0.00 | 
| Freddie Mac REMICS | 8.00 | 03/15/2030 | 0.00 | 
| WaMu Mortgage Pass-Through Certific | 4.61 | 11/25/2036 | 0.00 | 
| Fannie Mae REMICS | 4.50 | 02/25/2043 | 0.00 | 
| Freddie Mac REMICS | 5.04 | 03/15/2032 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 | 
| Freddie Mac REMICS | 1.61 | 01/15/2044 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Interest Strip | 0.00 | 09/25/2032 | 0.00 | 
| Luminent Mortgage Trust 2006-1 | 4.99 | 04/25/2036 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 | 
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 | 
| Fannie Mae Pool | 6.00 | 11/01/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 | 
| Citigroup Mortgage Loan Trust 2004- | 6.53 | 08/25/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 | 
| Fannie Mae Pool | 7.00 | 06/01/2034 | 0.00 | 
| Fannie Mae REMICS | 5.00 | 10/18/2032 | 0.00 | 
| Fannie Mae REMICS | 4.97 | 09/25/2032 | 0.00 | 
| Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 | 
| Fannie Mae REMICS | 4.97 | 09/25/2032 | 0.00 | 
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 | 
| Fannie Mae Interest Strip | 6.50 | 02/25/2033 | 0.00 | 
| Fannie Mae Pool | 5.00 | 07/01/2037 | 0.00 | 
| Structured Adjustable Rate Mortgage | 3.93 | 01/25/2035 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 | 
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 | 
| Fannie Mae REMICS | 7.81 | 06/25/2036 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 | 
| Freddie Mac REMICS | 8.30 | 08/15/2035 | 0.00 | 
| Fannie Mae REMICS | 3.78 | 05/25/2033 | 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 | 2.23 | 05/25/2035 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 08/01/2033 | 0.00 | 
| Freddie Mac REMICS | 6.50 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2029 | 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 Interest Strip | 8.00 | 05/25/2030 | 0.00 | 
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.00 | 
| Ginnie Mae II Pool | 6.00 | 04/20/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 | 
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.00 | 
| Ginnie Mae I Pool | 7.50 | 06/15/2028 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 04/01/2034 | 0.00 | 
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.00 | 
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 | 
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 6.00 | 12/01/2038 | 0.00 | 
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 | 
| Fannie Mae REMICS | 2.23 | 10/25/2031 | 0.00 | 
| Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 | 
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Freddie Mac REMICS | 1.76 | 12/15/2039 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2037 | 0.00 | 
| Fannie Mae Pool | 6.50 | 10/01/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 10/15/2034 | 0.00 | 
| Fannie Mae REMICS | 7.00 | 05/25/2033 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2033 | 0.00 | 
| Fannie Mae Pool | 5.00 | 06/01/2027 | 0.00 | 
| Freddie Mac REMICS | 3.00 | 09/15/2027 | 0.00 | 
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 | 
| Fannie Mae Pool | 7.00 | 07/01/2029 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Freddie Mac REMICS | 5.14 | 07/15/2029 | 0.00 | 
| Freddie Mac Multifamily Structured | 0.78 | 02/25/2026 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 10/25/2033 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 | 
| Fannie Mae REMICS | 3.60 | 12/18/2032 | 0.00 | 
| Fannie Mae REMICS | 5.47 | 04/25/2032 | 0.00 | 
| Freddie Mac Gold Pool | 7.00 | 10/01/2037 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2037 | 0.00 | 
| Chase Mortgage Finance Trust Series | 3.93 | 12/25/2035 | 0.00 | 
| Freddie Mac REMICS | 3.00 | 07/15/2026 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 05/01/2029 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 | 
| Fannie Mae Interest Strip | 6.00 | 09/25/2035 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 | 
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 | 
| GSAA Home Equity Trust 2007-7 | 4.81 | 07/25/2037 | 0.00 | 
| Fannie Mae REMICS | 2.53 | 08/25/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 | 
| Fannie Mae REMICS | 3.78 | 02/25/2033 | 0.00 | 
| Fannie Mae REMICS | 2.08 | 10/25/2041 | 0.00 | 
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.00 | 
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 | 
| Freddie Mac REMICS | 5.09 | 01/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 | 
| Fannie Mae REMICS | 3.00 | 02/25/2028 | 0.00 | 
| Fannie Mae REMICS | 7.00 | 03/18/2027 | 0.00 | 
| Fannie Mae Pool | 6.50 | 02/01/2031 | 0.00 | 
| Fannie Mae REMICS | 3.50 | 03/18/2032 | 0.00 | 
| Fannie Mae Pool | 6.50 | 06/01/2032 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 5.50 | 12/01/2036 | 0.00 | 
| Fannie Mae Pool | 5.50 | 06/01/2037 | 0.00 | 
| Vendee Mortgage Trust 2002-3 | 0.12 | 08/15/2032 | 0.00 | 
| Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 | 
| Fannie Mae REMICS | 3.53 | 07/25/2032 | 0.00 | 
| Fannie Mae REMICS | 2.50 | 10/25/2026 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2037 | 0.00 | 
| Citigroup Mortgage Loan Trust 2006- | 2.56 | 03/25/2036 | 0.00 | 
| Fannie Mae REMICS | 3.53 | 09/25/2032 | 0.00 | 
| Fannie Mae REMICS | 3.63 | 03/25/2032 | 0.00 | 
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 | 
| Freddie Mac REMICS | 5.09 | 12/15/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 09/01/2034 | 0.00 | 
| Freddie Mac REMICS | 3.00 | 11/15/2027 | 0.00 | 
| Fannie Mae Pool | 7.00 | 09/01/2033 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 01/15/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Interest Strip | 7.50 | 01/25/2032 | 0.00 | 
| Fannie Mae REMICS | 2.53 | 04/25/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 7.00 | 04/01/2035 | 0.00 | 
| Fannie Mae Pool | 5.50 | 03/01/2037 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 | 
| Fannie Mae Pool | 6.50 | 05/01/2030 | 0.00 | 
| Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 | 
| Fannie Mae REMICS | 2.13 | 05/25/2035 | 0.00 | 
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 | 
| Fannie Mae REMICS | 3.53 | 07/25/2032 | 0.00 | 
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2036 | 0.00 | 
| Freddie Mac REMICS | 2.23 | 05/15/2035 | 0.00 | 
| Fannie Mae REMICS | 3.43 | 11/25/2031 | 0.00 | 
| Fannie Mae Pool | 6.50 | 11/01/2032 | 0.00 | 
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 | 
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.00 | 
| Fannie Mae REMICS | 2.50 | 12/25/2025 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 08/15/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 | 
| Fannie Mae REMICS | 3.63 | 04/25/2032 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 | 
| Freddie Mac REMICS | 2.26 | 02/15/2035 | 0.00 | 
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 02/01/2033 | 0.00 | 
| Freddie Mac REMICS | 3.50 | 11/15/2025 | 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 | 6.50 | 01/01/2033 | 0.00 | 
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 | 
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 11/01/2028 | 0.00 | 
| Fannie Mae REMICS | 3.33 | 04/25/2032 | 0.00 | 
| Ginnie Mae I Pool | 7.50 | 07/15/2028 | 0.00 | 
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 | 
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 | 
| Fannie Mae REMICS | 3.53 | 09/25/2032 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 | 
| Fannie Mae Interest Strip | 7.00 | 02/25/2028 | 0.00 | 
| Fannie Mae Pool | 7.00 | 07/01/2034 | 0.00 | 
| Fannie Mae Pool | 6.50 | 06/01/2028 | 0.00 | 
| Freddie Mac Gold Pool | 8.50 | 03/01/2031 | 0.00 | 
| Fannie Mae Pool | 6.00 | 05/01/2028 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Government National Mortgage Associ | 3.00 | 12/16/2025 | 0.00 | 
| Fannie Mae REMICS | 3.48 | 01/25/2032 | 0.00 | 
| Fannie Mae REMICS | 4.87 | 03/25/2033 | 0.00 | 
| Freddie Mac REMICS | 3.61 | 06/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 | 
| Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2034 | 0.00 | 
| Freddie Mac REMICS | 3.00 | 06/15/2027 | 0.00 | 
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.00 | 
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 | 
| Freddie Mac REMICS | 1.51 | 04/15/2038 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 07/15/2029 | 0.00 | 
| Fannie Mae Pool | 7.00 | 01/01/2036 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 04/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 03/01/2038 | 0.00 | 
| Freddie Mac Gold Pool | 6.50 | 03/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 | 
| Fannie Mae Pool | 7.00 | 12/01/2030 | 0.00 | 
| Fannie Mae Pool | 7.00 | 04/01/2031 | 0.00 | 
| Fannie Mae REMICS | 3.60 | 12/18/2032 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2036 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 10/15/2033 | 0.00 | 
| Freddie Mac REMICS | 2.50 | 05/15/2028 | 0.00 | 
| Freddie Mac REMICS | 3.61 | 09/15/2029 | 0.00 | 
| Fannie Mae REMICS | 6.50 | 05/25/2033 | 0.00 | 
| Fannie Mae REMICS | 3.40 | 12/18/2031 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 | 
| Fannie Mae Pool | 5.50 | 12/01/2032 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2028 | 0.00 | 
| Fannie Mae REMICS | 2.28 | 03/25/2035 | 0.00 | 
| Fannie Mae REMICS | 6.00 | 05/25/2033 | 0.00 | 
| Fannie Mae REMICS | 8.00 | 09/18/2027 | 0.00 | 
| Freddie Mac REMICS | 3.00 | 12/15/2027 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.00 | 10/01/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 11/01/2033 | 0.00 | 
| Fannie Mae Pool | 5.50 | 12/01/2034 | 0.00 | 
| Fannie Mae REMICS | 3.00 | 11/25/2027 | 0.00 | 
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 | 
| Fannie Mae Pool | 6.00 | 12/01/2037 | 0.00 | 
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 | 
| Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 | 
| Freddie Mac REMICS | 2.51 | 12/15/2037 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 01/01/2027 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 | 
| Fannie Mae Pool | 6.50 | 08/01/2028 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 03/15/2028 | 0.00 | 
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.00 | 04/01/2038 | 0.00 | 
| Fannie Mae Pool | 6.50 | 05/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 | 
| Freddie Mac REMICS | 2.50 | 09/15/2027 | 0.00 | 
| Fannie Mae Pool | 6.00 | 04/01/2036 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 10/15/2028 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 01/01/2039 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 04/15/2034 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2031 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 06/01/2029 | 0.00 | 
| Freddie Mac Strips | 3.00 | 12/15/2027 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 | 
| Freddie Mac Strips | 3.15 | 12/15/2027 | 0.00 | 
| Fannie Mae Pool | 5.50 | 10/01/2033 | 0.00 | 
| Fannie Mae Pool | 6.00 | 02/01/2040 | 0.00 | 
| Fannie Mae Pool | 6.00 | 08/01/2038 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 03/15/2029 | 0.00 | 
| Vendee Mortgage Trust 2003-1 | 0.01 | 11/15/2032 | 0.00 | 
| Freddie Mac Gold Pool | 6.00 | 03/01/2029 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 09/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 12/01/2027 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 11/15/2033 | 0.00 | 
| Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 | 
| Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 | 
| Fannie Mae Pool | 6.00 | 06/01/2030 | 0.00 | 
| Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 | 
| Fannie Mae Pool | 6.00 | 01/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 01/01/2028 | 0.00 | 
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 | 
| Fannie Mae Pool | 5.50 | 11/01/2034 | 0.00 | 
| Fannie Mae Pool | 6.00 | 10/01/2038 | 0.00 | 
| Vendee Mortgage Trust 2002-2 | 0.00 | 01/15/2032 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2034 | 0.00 | 
| Fannie Mae Pool | 5.50 | 04/01/2034 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2033 | 0.00 | 
| Fannie Mae Pool | 7.00 | 04/01/2029 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 08/15/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 06/15/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 09/15/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 03/15/2034 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 | 
| Ginnie Mae I Pool | 6.50 | 08/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 12/15/2028 | 0.00 | 
| Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 05/15/2033 | 0.00 | 
| Fannie Mae Pool | 6.50 | 07/01/2028 | 0.00 | 
| Fannie Mae REMICS | 1.58 | 07/25/2038 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 07/15/2033 | 0.00 | 
| Ginnie Mae I Pool | 5.50 | 01/15/2034 | 0.00 | 
| Fannie Mae REMICS | 8.00 | 08/18/2027 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 06/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 05/01/2027 | 0.00 | 
| Fannie Mae REMICS | 3.00 | 10/25/2026 | 0.00 | 
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.00 | 11/01/2037 | 0.00 | 
| Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 02/15/2029 | 0.00 | 
| Fannie Mae Pool | 6.00 | 09/01/2038 | 0.00 | 
| Fannie Mae Pool | 6.50 | 11/01/2029 | 0.00 | 
| Fannie Mae Pool | 6.50 | 04/01/2030 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 10/15/2028 | 0.00 | 
| Fannie Mae Pool | 6.50 | 09/01/2031 | 0.00 | 
| Ginnie Mae I Pool | 6.00 | 09/15/2028 | 0.00 | 
| Fannie Mae REMICS | 0.75 | 10/25/2031 | 0.00 | 
| Freddie Mac REMICS | 3.50 | 10/15/2026 | 0.00 | 
| Vendee Mortgage Trust 1999-3 | 0.00 | 10/15/2029 | 0.00 | 
| Vendee Mortgage Trust 2001-3 | 0.00 | 10/15/2031 | 0.00 | 
| Freddie Mac REMICS | 3.16 | 07/15/2026 | 0.00 | 
| Fannie Mae REMICS | 4.00 | 12/25/2044 | 0.00 | 
| Structured Asset Sec Mortgage Pass- | 6.56 | 11/25/2032 | 0.00 | 
| Freddie Mac REMICS | 4.20 | 07/17/2028 | 0.00 | 
| Fannie Mae or Freddie Mac | 3.50 | 10/01/2055 | -0.53 | 
| Fannie Mae or Freddie Mac | 2.00 | 10/01/2055 | -1.01 | 
| Fannie Mae or Freddie Mac | 2.50 | 10/01/2055 | -1.72 | 
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