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2013-C14 N/A 46640LAN2 1372000 PA USD 902850.22 0.076948441948 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.248 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAF7 333799.69 PA USD 313871.85 0.026750782460 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 2038000 PA USD 507847.18 0.043282981366 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 Y Y N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 233000 PA USD 199040.76 0.016963917189 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.889 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 634000 PA USD 576712.9 0.049152293618 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.825 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 2296000 PA USD 2225368.16 0.189664474659 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.912 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 1918000 PA USD 354831.92 0.030241741977 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N COMM 2012-CCRE1 MORTGAGE TRUST N/A 12624BAL0 1193891.08 PA USD 862991.87 0.073551380217 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.308 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 1285000 PA USD 1224327.44 0.104347417606 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.234 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GAG8 1540000 PA USD 1414066.81 0.120518592596 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.763 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBN9 2451000 PA USD 2397698.35 0.204351893821 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.49 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 591000 PA USD 526831.05 0.044900945438 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.58 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16 N/A 61763MAJ9 289000 PA USD 270070.5 0.023017665312 Long ABS-MBS CORP US N 2 2047-06-15 Variable 4.499 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 1307000 PA USD 1128794.47 0.096205299419 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.39 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054ABC2 4306000 PA USD 3957413.8 0.337283880878 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.487 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAU1 712000 PA USD 683955.89 0.058292437583 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 4.049 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABL6 403000 PA USD 387528.47 0.033028415252 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.809 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABP7 319000 PA USD 286834.02 0.024446392599 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.315 N N N N N N SHELTER GROWTH CRE 2023-FL5 ISSUER LTD N/A 82286FAA7 834000 PA USD 834947.92 0.071161240401 Long ABS-MBS CORP BM N 2 2038-05-19 Floating 8.073 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC N/A 75574PAC6 313000 PA USD 311118.49 0.026516118107 Long ABS-MBS CORP US N 2 2037-01-25 Floating 7.43 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20 549300W6NRTMFPYUPG47 94989EAL1 2575000 PA USD 2425331.22 0.206706997963 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.056 N N N N N N AREIT 2022-CRE6 TRUST N/A 04002VAA9 761751.72 PA USD 755092.26 0.064355273607 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.58 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1 N/A 072927AA4 1141780.53 PA USD 1163388.73 0.099153711402 Long ABS-MBS CORP US N 2 2060-10-28 Fixed 6.93 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAJ3 4917000 PA USD 4574395.73 0.389868237808 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.637 N N N N N N PFP 2021-8 LTD N/A 69357XAA9 23349.69 PA USD 23193.15 0.001976714096 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 6.433 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC N/A 75575WAA4 613488.65 PA USD 609076.44 0.051910584997 Long ABS-MBS CORP US N 2 2036-11-25 Floating 6.631 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 478000 PA USD 468503.77 0.039929807126 Long ABS-MBS CORP US N 2 2051-11-25 Floating 9.33 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC N/A 75575WAC0 3900000 PA USD 3828895.98 0.326330518081 Long ABS-MBS CORP US N 2 2036-11-25 Floating 6.931 N N N N N N BDS 2021-FL8 N/A 05493JAA9 1228973.12 PA USD 1213610.96 0.103434069610 Long ABS-MBS CORP KY N 2 2036-01-18 Floating 6.353 N N N N N N MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 55282XAA8 184458.18 PA USD 183612.62 0.015649002147 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.281 N N N N N N AREIT 2020-CRE4 TRUST N/A 04002RAJ9 2019000 PA USD 1892004.9 0.161252471327 Long ABS-MBS CORP US N 2 2037-04-15 Floating 8.621 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAF3 53201922.48 PA USD 1642742.36 0.140008234282 Long ABS-MBS CORP US N 2 2051-12-15 Variable .974 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBA7 50123600.16 PA USD 1289790.5 0.109926726732 Long ABS-MBS CORP US N 2 2051-07-15 Variable .962 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 170995427.54 PA USD 2891395.88 0.246428923748 Long ABS-MBS CORP US N 2 2061-08-15 Variable .591 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 528000 PA USD 376519.44 0.032090133700 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAE2 4179000 PA USD 2195909.88 0.187153793819 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.734 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3310988.17 PA USD 3261341.56 0.277958786677 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.195 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 1121000 PA USD 946242.04 0.080646655526 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.157 N N N N N N BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2016-UBS10 N/A 06054MAK9 167000 PA USD 155444.94 0.013248317026 Long ABS-MBS CORP US N 2 2049-07-15 Variable 4.985 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 549300CFP9NBBMZH1008 95000KBB0 435000 PA USD 408017.39 0.034774652265 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.918 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 N/A 17291EAZ4 1631000 PA USD 1458882.21 0.124338135560 Long ABS-MBS CORP US N 2 2049-12-10 Variable 4.297 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 N/A 17325GAD8 1024000 PA USD 953983.28 0.081306428701 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.154 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AK3 2109000 PA USD 1791808.93 0.152712933305 Long ABS-MBS CORP US N 2 2050-11-13 Variable 4.371 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 2331000 PA USD 144788.2 0.012340060572 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.117 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 387000 PA USD 307202.57 0.026182370675 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.899 N N N N N N CD 2018-CD7 MORTGAGE TRUST N/A 12512JAW4 672000 PA USD 624458.69 0.053221588910 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.279 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 412000 PA USD 346433.66 0.029525972066 Long ABS-MBS CORP US N 2 2051-08-15 Variable 5.118 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-L1 N/A 61691QAK4 341000 PA USD 287476.78 0.024501173979 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.941 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 5922075.94 PA USD 5826099.22 0.496548871210 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.695 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 N/A 46629PAQ1 1889979.38 PA USD 1831856.66 0.156126135583 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 5.337 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 719000 PA USD 554554.13 0.047263738031 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.71 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBG6 2491000 PA USD 597464.61 0.050920927791 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.71 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 3828422.05 PA USD 3594850.02 0.306383165166 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.516 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 1245277.42 PA USD 1120283.82 0.095479950693 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.144 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 175000 PA USD 151351.99 0.012899481617 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 1710428.11 PA USD 1556489.58 0.132657051454 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 1406000 PA USD 1010211 0.086098624962 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.336 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 614000 PA USD 553058.66 0.047136281578 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.129 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 540000 PA USD 493576.04 0.042066675534 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.79 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 621000 PA USD 534433.22 0.045548865906 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.715 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAG9 1191678.15 PA USD 1048098.81 0.089327740804 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.714 N N N N N N COMM 2013-CCRE6 MORTGAGE TRUST N/A 12624XAV0 886000 PA USD 668812.96 0.057001830521 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.988 N N N N N N FREDDIE MAC STACR DEBT NOTES 2016-DNA3 N/A 3137G0KQ1 88614.46 PA USD 93997.44 0.008011247486 Long ABS-CBDO CORP US N 2 2028-12-25 Floating 10.445 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XC36 8743.83 PA USD 8948.77 0.000762688975 Long ABS-CBDO CORP US N 2 2030-08-25 Floating 7.645 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 549300TC8R2SGZ2KM445 16678RBV8 484581.9 PA USD 451378.59 0.038470256150 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 5.731 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XY24 1027625.85 PA USD 1050747.43 0.089553478338 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 7.795 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 N/A 20753QAF6 4445952.93 PA USD 4851646.14 0.413497835062 Long ABS-CBDO CORP US N 2 2031-04-25 Floating 9.795 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 31599.14 PA USD 31668.28 0.002699035511 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 7.895 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 N/A 20753KAF9 1413157.01 PA USD 1514837.9 0.129107147150 Long ABS-CBDO CORP US N 2 2031-08-25 Floating 9.595 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 539000 PA USD 494810.46 0.042171883124 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 4.75 N N N N N N ARROYO MORTGAGE TRUST 2019-3 N/A 04285AAD7 3050000 PA USD 2542918.29 0.216728750884 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 4.204 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAL6 100000 PA USD 109015.6 0.009291220606 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 9.795 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7S1 1322043.75 PA USD 1147493.78 0.097799010910 Long ABS-CBDO CORP US N 2 2045-12-25 Floating 6.251 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST N/A 92922FD39 274209.1 PA USD 266026.07 0.022672965184 Long ABS-CBDO CORP US N 2 2045-01-25 Floating 6.171 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4R6 709915.21 PA USD 660689.62 0.056309491590 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.291 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4W5 2395885.29 PA USD 2229754.37 0.190038304136 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.291 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 2230166.6 PA USD 2122333.58 0.180883006569 Long ABS-CBDO CORP US N 2 2047-08-26 Variable 4.675 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA3 N/A 3137G0GW3 68502.05 PA USD 71378.93 0.006083509014 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 10.145 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 18830.32 PA USD 20019.11 0.001706195878 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 12.195 N N N N N N VERUS SECURITIZATION TRUST 2024-1 984500A3F1D749452747 92540EAA1 2373875.03 PA USD 2333260.4 0.198859953137 Long ABS-CBDO CORP US N 2 2069-01-25 Variable 5.712 N N N N N N FREDDIE MAC STACR REMIC TRUST 2024-DNA1 529900N6M839KA246662 35564NAW3 122489.06 PA USD 122642.17 0.010452590795 Long ABS-CBDO CORP US N 2 2044-02-25 Floating 6.68 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 N/A 20754GAA8 10494.14 PA USD 10494.14 0.000894398323 Long ABS-CBDO CORP US N 2 2044-02-25 Floating 6.43 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XQU1 35825.52 PA USD 36197.26 0.003085033041 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 8.095 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 N/A 207941AA3 45259.5 PA USD 45316.07 0.003862214246 Long ABS-CBDO CORP US N 2 2044-03-25 Floating 6.48 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2023-2 N/A 85772KAA0 4220000 PA USD 4219303.7 0.359604327083 Long ABS-CBDO CORP US N 2 2024-06-24 Floating 6.266 N N N N N N PRKCM 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549300M8ZYFG0OCMTT87 36202TWF9 42841.55 PA USD 40723.02 0.003470756135 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QN2 536386.88 PA USD 477751.53 0.040717978527 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYV6 230585.33 PA USD 205594.98 0.017522522599 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYW4 231341.44 PA USD 206052.26 0.017561495822 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3Z1 212513.37 PA USD 189282.39 0.016132227335 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS59 54401.57 PA USD 48454.64 0.004129709414 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS26 63976.15 PA USD 57042.55 0.004861642884 Long ABS-MBS USGA US N 2 2047-11-20 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0.096799277154 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179T7J8 1248701.88 PA USD 1112199.53 0.094790939929 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GCYW8 547289.78 PA USD 499503.88 0.042571895605 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0SZ4 117085.59 PA USD 106862.41 0.009107707757 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0S27 61170.78 PA USD 55829.73 0.004758276226 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQYF4 381790.43 PA USD 347858.35 0.029647396055 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQXB4 1149724.17 PA USD 1047541.06 0.089280204687 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617J16T7 585483.63 PA USD 586499.91 0.049986424412 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLLB5 381708.71 PA USD 381297.72 0.032497378660 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLK83 116688.73 PA USD 113018.78 0.009632405065 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JFF74 529780.81 PA USD 513118.78 0.043732271179 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JVKQ1 54354.76 PA USD 52645.26 0.004486869077 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLLA7 332241.94 PA USD 331884.22 0.028285947182 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KA2C6 48716.44 PA USD 47123.37 0.004016247458 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 50951.91 PA USD 50897.05 0.004337872009 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 72496.94 PA USD 70126.23 0.005976743449 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 80813.36 PA USD 78170.7 0.006662360420 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSCH7 46071.63 PA USD 44622.64 0.003803114346 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSDT0 22304.45 PA USD 21575.08 0.001838808646 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KGNP1 17286.85 PA USD 16721.56 0.001425151105 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KGPP9 12066.09 PA USD 11671.52 0.000994744487 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N 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549300M8ZYFG0OCMTT87 38384ARL9 3269805.22 PA USD 3059023.77 0.260715573600 Long ABS-MBS USGA US N 2 2053-05-20 Floating 2.049 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 9318490.23 PA USD 279554.71 0.023825988959 Long ABS-MBS USGA US N 2 2067-04-20 Variable .145 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 9907855.34 PA USD 345883.23 0.029479059821 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.09 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7A8 7686727.52 PA USD 583295.25 0.049713296502 Long ABS-MBS USGA US N 2 2067-09-20 Variable .528 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UT59 11092059.66 PA USD 442573.18 0.037719785513 Long ABS-MBS USGA US N 2 2067-11-20 Variable 1.887 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 8740074.8 PA USD 420738.46 0.035858848176 Long ABS-MBS USGA US N 2 2068-01-20 Variable 1.279 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LLJ0 15168971.94 PA USD 579141.79 0.049359303925 Long ABS-MBS USGA US N 2 2068-10-20 Variable .317 N N N N N N GNMA 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N N 2024-06-28 Putnam Income Fund Janet C. Smith Janet C. Smith Principal Financial Officer