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30837709.62 PA USD 133462.52 0.010964104539 Long ABS-MBS CORP US N 2 2048-10-15 Variable .959 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 91028.43 PA USD 274.16 0.000022522570 Long ABS-MBS CORP US N 2 2048-11-15 Variable .293 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 5861311.84 PA USD 454.84 0.000037365646 Long ABS-MBS CORP US N 2 2049-01-15 Variable 0 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAS6 1579619.48 PA USD 15.8 0.000001297989 Long ABS-MBS CORP US N 2 2046-04-15 Variable .942 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 2038000 PA USD 416852.52 0.034244929637 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 Y Y N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAF7 333799.69 PA USD 310029.81 0.025469317131 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 634000 PA USD 570759.58 0.046888577420 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.663 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 1918000 PA USD 210928.6 0.017328035022 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 1168244.28 PA USD 936844.29 0.076962871166 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.137 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 1285000 PA USD 1186876.38 0.097503304337 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 1408578.09 0.115716363141 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.598 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBN9 2451000 PA USD 2431766.76 0.199772527681 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 534233.92 0.043887951068 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.433 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16 N/A 61763MAJ9 121275.2 PA USD 116174.67 0.009543887128 Long ABS-MBS CORP US N 2 2047-06-15 Variable 4.306 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 1307000 PA USD 1188591.29 0.097644186230 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.239 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054ABC2 4306000 PA USD 4044364.43 0.332249341644 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.336 N N N N N N SHELTER GROWTH CRE 2023-FL5 ISSUER LTD N/A 82286FAA7 834000 PA USD 836535.8 0.068722409571 Long ABS-MBS CORP BM N 2 2038-05-19 Floating 8.095 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1 N/A 072927AA4 1130354.91 PA USD 1165520.48 0.095748891787 Long ABS-MBS CORP US N 2 2060-10-28 Fixed 6.93 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 478000 PA USD 485412.35 0.039877201104 Long ABS-MBS CORP US N 2 2051-11-25 Floating 9.347 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC N/A 75575WAC0 3900000 PA USD 3879535.89 0.318708481307 Long ABS-MBS CORP US N 2 2036-11-25 Floating 6.964 N N N N N N BDS 2021-FL8 N/A 05493JAA9 329856.73 PA USD 328387.51 0.026977423991 Long ABS-MBS CORP KY N 2 2036-01-18 Floating 6.368 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC N/A 75574PAC6 313000 PA USD 310864.94 0.025537924053 Long ABS-MBS CORP US N 2 2037-01-25 Floating 7.448 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20 549300W6NRTMFPYUPG47 94989EAL1 1287000 PA USD 1213749.88 0.099710994281 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 769338.92 PA USD 763213.06 0.062698859390 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.592 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAJ3 4917000 PA USD 4660911.33 0.382899401787 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.486 N N N N N N PFP 2021-8 LTD N/A 69357XAA9 844.72 PA USD 834.51 0.000068555988 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 6.442 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC N/A 75575WAA4 560733.54 PA USD 556354.21 0.045705159165 Long ABS-MBS CORP US N 2 2036-11-25 Floating 6.664 N N N N N N MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST N/A 55282XAA8 169248.71 PA USD 168508.25 0.013843152884 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.299 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 3280543.27 PA USD 3308837.63 0.271824941398 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.212 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 1121000 PA USD 1020767.35 0.083857250225 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 412000 PA USD 361952.75 0.029734848324 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.966 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-L1 N/A 61691QAK4 341000 PA USD 316436.92 0.025995668828 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.781 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 2808180.42 PA USD 2819522.1 0.231627089420 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.712 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAF3 52982839.08 PA USD 1540280.01 0.126535832299 Long ABS-MBS CORP US N 2 2051-12-15 Variable .805 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBA7 49948765.28 PA USD 1209903.95 0.099395046563 Long ABS-MBS CORP US N 2 2051-07-15 Variable .8 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 169688981.07 PA USD 2591405.27 0.212887020889 Long ABS-MBS CORP US N 2 2061-08-15 Variable .446 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 528000 PA USD 403973.33 0.033186888881 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 2568796.62 0.211029693437 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.597 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAU1 712000 PA USD 691874.96 0.056838349743 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 392477.63 0.032242503472 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 296301.78 0.024341543161 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.315 N N N N N N BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2016-UBS10 N/A 06054MAK9 167000 PA USD 159084.88 0.013069011846 Long ABS-MBS CORP US N 2 2049-07-15 Variable 4.824 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 N/A 17291EAZ4 1631000 PA USD 1429125.58 0.117404363850 Long ABS-MBS CORP US N 2 2049-12-10 Variable 4.157 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AK3 624000 PA USD 534283.15 0.043891995371 Long ABS-MBS CORP US N 2 2050-11-13 Variable 4.229 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 2331000 PA USD 157421.29 0.012932345952 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.983 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 387000 PA USD 333641.87 0.027409075906 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.757 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 3030091.19 PA USD 2743995.74 0.225422509240 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.355 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 1234839.84 PA USD 1157863.01 0.095119821531 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.978 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 175000 PA USD 152103.02 0.012495443754 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 1364467.53 PA USD 1272884.33 0.104568959586 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 778783.4 0.063977981315 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.164 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 614000 PA USD 568639.28 0.046714392257 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.964 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 540000 PA USD 495563.45 0.040711126026 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.638 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 621000 PA USD 541501.63 0.044485002077 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.567 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAG9 1141799.72 PA USD 1092736.93 0.089769636705 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.714 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC10 N/A 36192CAN5 8306298.2 PA USD 7840983.53 0.644146110168 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.285 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 165237.05 PA USD 152391.11 0.012519110690 Long ABS-MBS CORP US N 2 2045-07-15 Variable 3.939 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 1372000 PA USD 1003787.99 0.082462375634 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.038 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 233000 PA USD 182089.9 0.014958901563 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.727 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAC4 2100000 PA USD 1904632.8 0.156467846760 Long ABS-CBDO CORP US N 2 2055-02-25 Variable 3.253 N N N N N N ARROYO MORTGAGE TRUST 2020-1 N/A 04285CAC5 150000 PA USD 126776.34 0.010414826910 Long ABS-CBDO CORP US N 2 2055-03-25 Fixed 3.328 N N N N N N GCAT 2020-NQM2 TRUST N/A 36166RAC8 1509618.2 PA USD 1447692.76 0.118929679740 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 3.935 N N N N N N CSMC 2020-RPL3 TRUST N/A 12656PAC0 61056.23 PA USD 60837.06 0.004997836739 Long ABS-CBDO CORP US N 2 2060-03-25 Variable 4.079 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 5493000ITF7RKPWPZQ19 35566ABD0 2275000 PA USD 2623599.61 0.215531824158 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 10.147 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XY24 978085.06 PA USD 1000981.64 0.082231830648 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 7.812 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 9629.96 PA USD 9630.48 0.000791155371 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 7.912 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 539000 PA USD 515176.58 0.042322367951 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 2758340.09 0.226600914630 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 4.204 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAC4 344861.58 PA USD 350904.38 0.028827211606 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 7.612 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 16938.5 PA USD 17854.76 0.001466789741 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 12.212 N N N N N N FREDDIE MAC STACR DEBT NOTES 2016-DNA3 N/A 3137G0KQ1 83461.58 PA USD 87886.18 0.007219954074 Long ABS-CBDO CORP US N 2 2028-12-25 Floating 10.462 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XC36 8326.32 PA USD 8485.04 0.000697056114 Long ABS-CBDO CORP US N 2 2030-08-25 Floating 7.662 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 549300TC8R2SGZ2KM445 16678RBV8 461027.86 PA USD 435966.53 0.035815168261 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 5.764 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7S1 1283131.18 PA USD 1137251.99 0.093426601756 Long ABS-CBDO CORP US N 2 2045-12-25 Floating 6.284 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST N/A 92922FD39 251180.22 PA USD 248772.73 0.020436975251 Long ABS-CBDO CORP US N 2 2045-01-25 Floating 6.204 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4R6 692161.47 PA USD 664454.87 0.054585756781 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.324 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4W5 2335968.37 PA USD 2221745.12 0.182519000500 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.324 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 2106774.47 PA USD 2102141.05 0.172693384089 Long ABS-CBDO CORP US N 2 2047-08-26 Variable 4.818 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA3 N/A 3137G0GW3 63623.16 PA USD 65794.11 0.005405064284 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 10.162 N N N N N N CROSS 2024-H4 MORTGAGE TRUST N/A 22758HAA8 1595196.16 PA USD 1609615.62 0.132231835014 Long ABS-CBDO CORP US N 2 2069-07-25 Variable 6.147 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2024-5 N/A 85778YAA4 3400000 PA USD 3397807 0.279133880817 Long ABS-CBDO CORP US N 2 2025-08-04 Floating 6.25 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 N/A 362948AA9 518000 PA USD 492566.2 0.040464898379 Long ABS-CBDO CORP US N 2 2061-09-25 Variable 3.9 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 N/A 46658DAA7 530000 PA USD 533927.88 0.043862809518 Long ABS-CBDO CORP US N 2 2064-11-25 Variable 5.853 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 N/A 61776QAH9 332000 PA USD 332620.11 0.027325137108 Long ABS-CBDO CORP US N 2 2054-07-25 Floating 6.701 N N N N N N FREDDIE MAC STACR REMIC TRUST 2024-DNA1 529900N6M839KA246662 35564NAW3 119727.96 PA USD 120235.21 0.009877465312 Long ABS-CBDO CORP US N 2 2044-02-25 Floating 6.697 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 N/A 20754GAA8 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549300M8ZYFG0OCMTT87 3618FDL58 2462229.7 PA USD 2503737.45 0.205685005348 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618FDLL3 3841618.62 PA USD 3933904.25 0.323174906658 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618FDLM1 1761864.08 PA USD 1801933.38 0.148030967425 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 265736.36 PA USD 271383.95 0.022294513831 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 782765.69 PA USD 810041.4 0.066545863142 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 860035.99 PA USD 889087.32 0.073039579357 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 208016.89 PA USD 212910.52 0.017490852104 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6 N N N N N N 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GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 257456.75 PA USD 259605.94 0.021326936320 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 N/A 1173076.48 PA USD 1196716.11 0.098311649844 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618FTV78 30182.41 PA USD 30873.95 0.002536331663 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDJ9 90502.5 PA USD 85632.27 0.007034792691 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDU4 32928.86 PA USD 32419.79 0.002663324255 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDS9 140677.38 PA USD 135399.86 0.011123259321 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LELG7 431708.23 PA USD 392109 0.032212220080 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEPL2 142347.91 PA USD 129314.8 0.010623364415 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4C7 25526.16 PA USD 26038.68 0.002139108490 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4A1 48967.35 PA USD 50906.45 0.004182025332 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4U7 33281.55 PA USD 34600.61 0.002842481209 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJZ25 21981.05 PA USD 22654.54 0.001861097369 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4B9 12110.58 PA USD 12377.71 0.001016843578 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ3Z7 33993.01 PA USD 35662.1 0.002929683873 Long ABS-MBS USGA US N 2 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2024-09-27 Putnam Income Fund Kevin R Blatchford Kevin R Blatchford Assistant Treasurer XXXX