NPORT-P false 0000844779 XXXXXXXX S000075207 C000234051 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 iShares U.S. Securitized Bond Index Fund S000075207 549300IX2EU4EA7H6U85 2024-10-31 2024-01-31 N 5063526056.31 445527404.09 4617998652.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg U.S. Securitized: MBS ABS and CMBS Index LD19TRUU Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NX4 9380549.41000000 PA USD 8502625.76000000 0.184119277642 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXHD4 397326.99000000 PA USD 368536.15000000 0.007980430003 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AXF1 15584.93000000 PA USD 15178.30000000 0.000328677012 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61766LBS7 5621000.00000000 PA USD 5383083.87000000 0.116567462994 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8W50 2228959.91000000 PA USD 2011369.20000000 0.043554997553 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAE8 2654000.00000000 PA USD 2505958.29000000 0.054265028613 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.72000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWPU7 103121.24000000 PA USD 95773.74000000 0.002073923082 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307PVG1 78998.47000000 PA USD 76047.20000000 0.001646756652 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 6356532.42000000 PA USD 5679249.48000000 0.122980752219 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BM1 6734080.64000000 PA USD 5889372.45000000 0.127530839515 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4V4 3593028.17000000 PA USD 2922945.41000000 0.063294635406 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQT0 1267722.92000000 PA USD 1138724.90000000 0.024658406936 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLFF8 4534970.07000000 PA USD 3828872.69000000 0.082911949057 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVJC2 843827.62000000 PA USD 781639.13000000 0.016925928066 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AYT9 1959578.70000000 PA USD 1754291.30000000 0.037988129319 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS3Z2 4470627.45000000 PA USD 4598107.88000000 0.099569277219 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBKS8 5542846.56000000 PA USD 5134508.82000000 0.111184718894 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8CY9 3023109.99000000 PA USD 2733296.65000000 0.059187904887 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BN44 1438578.23000000 PA USD 1334335.26000000 0.028894232339 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5S38 685753.38000000 PA USD 673803.02000000 0.014590801573 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7K53 1482223.83000000 PA USD 1428058.61000000 0.030923755452 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 11042006.08000000 PA USD 10965336.35000000 0.237447803167 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXV9 341035.01000000 PA USD 334434.87000000 0.007241987172 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 396475.35000000 PA USD 367246.62000000 0.007952506002 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 7469271.52000000 PA USD 7093144.70000000 0.153597807928 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQSR4 514051.41000000 PA USD 526187.87000000 0.011394283749 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBZF8 627137.47000000 PA USD 558544.71000000 0.012094951775 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCUG1 3267810.68000000 PA USD 2867440.25000000 0.062092704349 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8KT3 27455.23000000 PA USD 26392.95000000 0.000571523553 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEPF0 408588.19000000 PA USD 380060.39000000 0.008229980531 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BQS8 156416.88000000 PA USD 155104.55000000 0.003358696302 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CC36 147484.43000000 PA USD 142070.69000000 0.003076455856 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7T39 733087.35000000 PA USD 690995.19000000 0.014963087736 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VNM0 5439.11000000 PA USD 5487.96000000 0.000118838492 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKZM0 1237586.58000000 PA USD 1189705.89000000 0.025762369796 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECD0 6509797.49000000 PA USD 5840979.20000000 0.126482912618 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEWJ7 346894.97000000 PA USD 311988.25000000 0.006755919035 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9V69 956428.96000000 PA USD 886520.40000000 0.019197069266 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RAA1 311.73000000 PA USD 310.14000000 0.000006715896 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BK72 168654.55000000 PA USD 173459.20000000 0.003756155275 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECC2 13262155.30000000 PA USD 11603040.18000000 0.251256898362 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNAK8 3947500.66000000 PA USD 3557140.49000000 0.077027750718 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJ40 2178906.01000000 PA USD 1969977.40000000 0.042658682870 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3K4 694120.63000000 PA USD 666400.52000000 0.014430504861 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVZM5 3953373.67000000 PA USD 3201090.07000000 0.069317691733 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPCG2 594772.38000000 PA USD 550929.73000000 0.011930053936 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASAG4 71562.88000000 PA USD 68983.83000000 0.001493803597 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FSH22 283914.85000000 PA USD 262987.56000000 0.005694838387 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVU50 86089.75000000 PA USD 83160.06000000 0.001800781383 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002RAX6 2580000.00000000 PA USD 2207073.90000000 0.047792865832 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 2.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7J8 606336.81000000 PA USD 565563.83000000 0.012246946623 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DY6 907173.77000000 PA USD 916709.06000000 0.019850786651 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 1535006.01000000 PA USD 1430269.23000000 0.030971625106 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVPN1 38519.92000000 PA USD 36949.56000000 0.000800120631 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDCU8 1681219.98000000 PA USD 1372731.24000000 0.029725674331 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1821562.60000000 PA USD 1574989.49000000 0.034105455817 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F040628 22600000.00000000 PA USD 21271743.53000000 0.460626889091 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0VZ2 2569953.14000000 PA USD 2614899.28000000 0.056624080622 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYS0 2469261.27000000 PA USD 2306116.73000000 0.049937579104 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLQ0 6480194.64000000 PA USD 5486347.92000000 0.118803584261 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26G2 3305875.35000000 PA USD 3090411.88000000 0.066921021696 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5YC5 10000000.00000000 PA USD 9070696.00000000 0.196420499075 Long ABS-MBS USGSE US N 2 2029-01-25 Variable 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CA9 833477.42000000 PA USD 756576.42000000 0.016383210065 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTV1 3313680.58000000 PA USD 3151613.67000000 0.068246309870 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJT0 610776.18000000 PA USD 579583.43000000 0.012550532679 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 5969822.69000000 PA USD 4845900.29000000 0.104935073717 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132M7JN9 271013.27000000 PA USD 261147.89000000 0.005655001433 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GD0 518125.05000000 PA USD 470266.95000000 0.010183349658 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XX6 398530.33000000 PA USD 391578.98000000 0.008479408711 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5J6 8311609.90000000 PA USD 7278586.50000000 0.157613439243 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMVU4 3883323.52000000 PA USD 3666326.08000000 0.079392099394 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D77 861951.32000000 PA USD 848151.09000000 0.018366204797 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WMNJ9 167606.66000000 PA USD 155462.57000000 0.003366449011 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGE5 176027.94000000 PA USD 177608.94000000 0.003846015414 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUF1 40700.38000000 PA USD 40618.06000000 0.000879559806 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU2G3 211450.06000000 PA USD 203216.14000000 0.004400524021 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E6MN9 34606.49000000 PA USD 31197.70000000 0.000675567542 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6D1 7610584.14000000 PA USD 6666676.19000000 0.144362887303 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307RD85 27456.88000000 PA USD 26373.86000000 0.000571110171 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7X28 489680.83000000 PA USD 468627.15000000 0.010147840770 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BXP7 52124.45000000 PA USD 48740.76000000 0.001055452018 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAF2 5536000.00000000 PA USD 4698993.34000000 0.101753891542 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RS8 11371560.46000000 PA USD 9346153.29000000 0.202385362011 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VZ5 359630.22000000 PA USD 337661.88000000 0.007311866144 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QW9 3739030.29000000 PA USD 3367623.33000000 0.072923869918 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CS2 2853575.20000000 PA USD 2513389.23000000 0.054425941176 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44918MAD2 620000.00000000 PA USD 611550.02000000 0.013242750075 Long ABS-O CORP US N 2 2026-11-16 Fixed 3.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 957060.20000000 PA USD 808552.42000000 0.017508719271 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BYT7 957703.92000000 PA USD 857015.81000000 0.018558165009 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VPK23 97775.74000000 PA USD 98261.02000000 0.002127783643 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ECR92 69743.02000000 PA USD 64602.72000000 0.001398933279 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 87601235.56000000 PA USD 70877647.22000000 1.534813077217 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERM49 184245.10000000 PA USD 177232.04000000 0.003837853870 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWK1 8076294.07000000 PA USD 6608639.79000000 0.143106143758 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPN35 974428.42000000 PA USD 908449.97000000 0.019671940994 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTE6 2116622.20000000 PA USD 2149496.67000000 0.046546065338 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBAD2 9763818.08000000 PA USD 7958749.30000000 0.172341958050 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 7157418.40000000 PA USD 6442039.37000000 0.139498511263 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMUS2 9131944.41000000 PA USD 8181997.27000000 0.177176259375 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ6A6 6228705.73000000 PA USD 5985763.97000000 0.129618140254 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWP29 11945.29000000 PA USD 11511.57000000 0.000249276166 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5RX3 31291.66000000 PA USD 28934.70000000 0.000626563630 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XUJV8 61101.18000000 PA USD 58845.65000000 0.001274267370 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GKN5 5291.37000000 PA USD 5010.88000000 0.000108507610 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U52 4965958.71000000 PA USD 4474962.31000000 0.096902633521 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKZ8 662529.39000000 PA USD 583953.85000000 0.012645171512 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N COMM Mortgage Trust N/A 12593GAF9 1243000.00000000 PA USD 1216639.20000000 0.026345594523 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDX84 679366.17000000 PA USD 614420.82000000 0.013304915533 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK3C7 528250.35000000 PA USD 493804.26000000 0.010693036035 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2XW7 1059625.08000000 PA USD 952691.22000000 0.020629958814 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNJ3 1526450.60000000 PA USD 1429981.72000000 0.030965399249 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 6002953.65000000 PA USD 5360646.85000000 0.116081602739 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJW53 213054.60000000 PA USD 203932.94000000 0.004416045896 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D54E9 2610680.69000000 PA USD 2473686.94000000 0.053566211822 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLY42 13766170.22000000 PA USD 11692356.28000000 0.253190985111 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KD6E5 492190.33000000 PA USD 432954.54000000 0.009375371727 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WERK7 532398.51000000 PA USD 495496.81000000 0.010729687193 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296Q2T5 47440.70000000 PA USD 47245.93000000 0.001023082368 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHPM2 3774.61000000 PA USD 3803.33000000 0.000082358837 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGLC3 7425277.62000000 PA USD 6001948.58000000 0.129968608308 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WH6K6 76018.38000000 PA USD 70510.79000000 0.001526869003 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHL34 36885.41000000 PA USD 34166.68000000 0.000739859029 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 1556970.85000000 PA USD 1503655.81000000 0.032560767623 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAE9 2988000.00000000 PA USD 2463748.53000000 0.053351001495 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 28721649.63000000 PA USD 23242187.88000000 0.503295683484 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWU4 482648.19000000 PA USD 471067.13000000 0.010200677078 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWE7 210818.50000000 PA USD 197369.35000000 0.004273915279 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31306XQY2 10042.59000000 PA USD 9766.18000000 0.000211480789 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307STN3 584911.72000000 PA USD 553017.05000000 0.011975253603 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLBG7 447872.43000000 PA USD 419574.83000000 0.009085642105 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUH79 270831.02000000 PA USD 260217.73000000 0.005634859375 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHRM6 5030.74000000 PA USD 4887.95000000 0.000105845635 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQY4 656039.54000000 PA USD 648249.52000000 0.014037455807 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EULG2 813072.68000000 PA USD 753153.57000000 0.016309090294 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJP8 10812902.41000000 PA USD 9145014.05000000 0.198029812018 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UML3 2132174.66000000 PA USD 2052611.18000000 0.044448067974 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YEN60 556870.77000000 PA USD 517989.72000000 0.011216757712 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JG5 3750000.00000000 PA USD 3565909.13000000 0.077217630375 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WHPV1 793857.00000000 PA USD 710032.30000000 0.015375324972 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BKN98 1451392.19000000 PA USD 1296997.60000000 0.028085707633 Long ABS-MBS USGA US N 2 2049-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHQA3 143395.33000000 PA USD 137936.32000000 0.002986928546 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 9871907.83000000 PA USD 8929918.54000000 0.193372047341 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J86M7 160203.33000000 PA USD 150093.14000000 0.003250177215 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 9891569.14000000 PA USD 9961796.61000000 0.215716750051 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DC4 396499.85000000 PA USD 390745.14000000 0.008461352404 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WMJ62 74947.49000000 PA USD 69518.46000000 0.001505380690 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHM2 8645318.05000000 PA USD 7767824.67000000 0.168207599330 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417LA88 49004.54000000 PA USD 48766.07000000 0.001056000091 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLX4 4799552.07000000 PA USD 4083446.90000000 0.088424601380 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNL2 150037.24000000 PA USD 138978.35000000 0.003009493082 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVQ6 2097398.62000000 PA USD 1991861.21000000 0.043132563692 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FHY5 37685.26000000 PA USD 38377.75000000 0.000831047232 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHT44 53396.46000000 PA USD 52827.92000000 0.001143957025 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FFEY3 19309.38000000 PA USD 18458.53000000 0.000399708431 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GAS3 1798.71000000 PA USD 1851.21000000 0.000040086845 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 6.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRVZ4 6500094.44000000 PA USD 6654340.25000000 0.144095759898 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GEWW6 151762.55000000 PA USD 150376.81000000 0.003256319919 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 6891486.60000000 PA USD 6430832.97000000 0.139255843370 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCY9 5077485.62000000 PA USD 4884926.09000000 0.105780154085 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9Y90 2849716.95000000 PA USD 2326857.64000000 0.050386711110 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWM0 2088179.58000000 PA USD 1759828.75000000 0.038108039489 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPK7 3881139.60000000 PA USD 3493560.85000000 0.075650971624 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 32242965.19000000 PA USD 26876185.22000000 0.581987723341 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDFV3 1277735.66000000 PA USD 1039526.88000000 0.022510333118 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VC6 93597.77000000 PA USD 86697.41000000 0.001877380582 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9Q53 396988.50000000 PA USD 382003.86000000 0.008272065211 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD59 6870004.92000000 PA USD 5784630.84000000 0.125262722569 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197EFP6 662064.24000000 PA USD 616637.30000000 0.013352912082 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EW54 41457.89000000 PA USD 43392.34000000 0.000939635181 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RP4 465443.24000000 PA USD 446761.65000000 0.009674356439 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HX6 1635039.76000000 PA USD 1456615.34000000 0.031542134368 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU81 2757871.71000000 PA USD 2721712.48000000 0.058937056611 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF95 700226.95000000 PA USD 654428.41000000 0.014171255976 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM3Z6 2872217.10000000 PA USD 2335555.71000000 0.050575062616 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JM8 4247247.21000000 PA USD 3927975.48000000 0.085057960727 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020626 22175000.00000000 PA USD 18464958.85000000 0.399847644847 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 2681138.52000000 PA USD 2396778.50000000 0.051900805532 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ANR5 103287.77000000 PA USD 102421.49000000 0.002217876134 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYG65 1685582.98000000 PA USD 1523942.38000000 0.033000061168 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9JK0 299665.28000000 PA USD 300507.93000000 0.006507319569 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECA6 10739890.90000000 PA USD 9407287.06000000 0.203709177253 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XQDL2 161588.44000000 PA USD 155607.27000000 0.003369582403 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WH5N1 356370.68000000 PA USD 318602.64000000 0.006899149696 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXU5 7914058.28000000 PA USD 7815123.29000000 0.169231822669 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV77 515904.80000000 PA USD 509050.73000000 0.011023189228 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ5L1 418458.97000000 PA USD 414157.50000000 0.008968333063 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAC7 502169.66000000 PA USD 499247.99000000 0.010810916754 Long ABS-O CORP US N 2 2027-02-16 Fixed 4.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8C27 523482.88000000 PA USD 484903.96000000 0.010500305359 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGD5 14813654.95000000 PA USD 11993921.95000000 0.259721209408 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F062622 12750000.00000000 PA USD 13051729.39000000 0.282627397124 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD2H3 141287.93000000 PA USD 136057.37000000 0.002946241007 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLL8 139765.17000000 PA USD 130713.89000000 0.002830531142 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ5R2 7413057.79000000 PA USD 6248788.58000000 0.135313780938 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGD2 8395723.08000000 PA USD 7131410.13000000 0.154426422939 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2U3 479672.16000000 PA USD 461327.26000000 0.009989766016 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNAK9 6937937.54000000 PA USD 6334544.49000000 0.137170773901 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 3422247.13000000 PA USD 3048705.33000000 0.066017891290 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXP2 5654128.14000000 PA USD 4616755.02000000 0.099973069887 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465968AE5 2903000.00000000 PA USD 2687389.25000000 0.058193807586 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSL82 19142880.18000000 PA USD 19418610.40000000 0.420498399034 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5MC4 572928.45000000 PA USD 565826.60000000 0.012252636750 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NP40 395092.84000000 PA USD 380231.75000000 0.008233691229 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVA4 285886.84000000 PA USD 259406.90000000 0.005617301336 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4W7 368975.36000000 PA USD 353477.78000000 0.007654350003 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K14K9 3870438.50000000 PA USD 3423891.92000000 0.074142332595 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4C1 191104.54000000 PA USD 188317.71000000 0.004077907426 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNS37 7523820.75000000 PA USD 6589338.66000000 0.142688189327 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9PA5 618775.36000000 PA USD 622030.10000000 0.013469689942 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLL87 5590088.45000000 PA USD 4748557.88000000 0.102827182024 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNR61 760204.84000000 PA USD 699851.97000000 0.015154876012 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2M3 10095915.78000000 PA USD 8528155.75000000 0.184672114312 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHT0 1308202.15000000 PA USD 1218222.85000000 0.026379887517 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFL9 278365.71000000 PA USD 274429.03000000 0.005942596580 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 8699411.50000000 PA USD 7777795.67000000 0.168423515374 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 5088912.72000000 PA USD 4746954.68000000 0.102792465686 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7GG5 30012.70000000 PA USD 30058.76000000 0.000650904477 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B92H6 8147113.59000000 PA USD 7437934.97000000 0.161064035097 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3Z4 4690000.00000000 PA USD 4253973.98000000 0.092117263350 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.52000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUC0 2810045.73000000 PA USD 2718363.77000000 0.058864542298 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH4N9 580688.23000000 PA USD 548258.03000000 0.011872199870 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K1C87 501853.07000000 PA USD 447201.28000000 0.009683876364 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 2091582.96000000 PA USD 2037084.32000000 0.044111843103 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J52B4 379626.38000000 PA USD 362723.10000000 0.007854551880 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRYV0 34101.88000000 PA USD 33183.72000000 0.000718573618 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJK72 844751.94000000 PA USD 782484.04000000 0.016944224087 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKZZ2 413000.00000000 PA USD 400742.82000000 0.008677846187 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZC7 781952.16000000 PA USD 725301.92000000 0.015705979464 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRW33 7458475.60000000 PA USD 7367162.08000000 0.159531490474 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4Q5 1036259.52000000 PA USD 1021744.99000000 0.022125276920 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZT2 4957937.51000000 PA USD 4615455.23000000 0.099944923712 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAF7 1243000.00000000 PA USD 1214441.70000000 0.026298008974 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 4.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 1317029.92000000 PA USD 1219935.02000000 0.026416963534 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BP4 1760345.06000000 PA USD 1620595.68000000 0.035093030597 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 1934502.30000000 PA USD 1757230.04000000 0.038051765977 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRMZ5 1128702.21000000 PA USD 1000978.65000000 0.021675594242 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6R4 203444.51000000 PA USD 201196.49000000 0.004356789708 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q73S4 260874.31000000 PA USD 251168.76000000 0.005438909339 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH4Y5 308864.37000000 PA USD 291598.47000000 0.006314390539 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5NM7 258724.57000000 PA USD 255759.00000000 0.005538308242 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J96V8 255891.30000000 PA USD 246231.10000000 0.005331987264 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032621 12375000.00000000 PA USD 11414922.75000000 0.247183327879 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGK34 21311542.51000000 PA USD 17219816.50000000 0.372884831651 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VQ9 1911351.05000000 PA USD 1638331.01000000 0.035477078565 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GA3 954972.96000000 PA USD 884588.97000000 0.019155245304 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAR36 409739.79000000 PA USD 391422.26000000 0.008476015033 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GEGN2 2684436.67000000 PA USD 2427024.86000000 0.052555772376 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5ZY8 523473.84000000 PA USD 487194.35000000 0.010549902386 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX43 12909115.78000000 PA USD 12564120.56000000 0.272068519421 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 27346.71000000 PA USD 28125.21000000 0.000609034608 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HMF48 30961.23000000 PA USD 29671.67000000 0.000642522275 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9ZZ1 3827016.94000000 PA USD 3375128.86000000 0.073086397683 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYAB3 385368.43000000 PA USD 387194.09000000 0.008384456539 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNX1 149832.34000000 PA USD 149714.18000000 0.003241971063 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFFW6 3114304.70000000 PA USD 2798328.37000000 0.060596127906 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDP2 37755.34000000 PA USD 35158.46000000 0.000761335432 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERHL7 217336.78000000 PA USD 203338.29000000 0.004403169106 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 829000.00000000 PA USD 801903.64000000 0.017364743915 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MS5 796245.73000000 PA USD 765521.49000000 0.016576910208 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DRG0 115084.96000000 PA USD 107504.48000000 0.002327945244 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY6X6 2979094.60000000 PA USD 2846344.36000000 0.061635885463 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.06000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFUT4 41839.35000000 PA USD 38807.96000000 0.000840363172 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQX8 244656.02000000 PA USD 235680.44000000 0.005103519029 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAW97 261703.47000000 PA USD 243679.21000000 0.005276727611 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EY3U3 32727.07000000 PA USD 31901.31000000 0.000690803796 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HG4 3575594.71000000 PA USD 3245693.86000000 0.070283560140 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPH3 22928814.83000000 PA USD 19321035.98000000 0.418385483302 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVB3 1117792.08000000 PA USD 1040996.56000000 0.022542158159 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y63F9 278019.65000000 PA USD 280515.35000000 0.006074392201 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTWW2 35838.46000000 PA USD 35729.70000000 0.000773705292 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 5.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEFG8 5503316.01000000 PA USD 4853498.32000000 0.105099604515 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MCXP4 236398.51000000 PA USD 214587.13000000 0.004646756011 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EBHJ3 36486.08000000 PA USD 34611.99000000 0.000749501951 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128E6AD9 49597.24000000 PA USD 48022.01000000 0.001039887917 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EL6H1 143009.08000000 PA USD 137716.68000000 0.002982172373 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3B1 4503694.87000000 PA USD 3662528.75000000 0.079309870483 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A23R1 589198.37000000 PA USD 543590.37000000 0.011771124483 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VJ5 4858318.44000000 PA USD 4500159.32000000 0.097448259709 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2J4 7132524.12000000 PA USD 6941906.56000000 0.150322836423 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4A7 824233.48000000 PA USD 764772.24000000 0.016560685647 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NQJ6 32929.14000000 PA USD 31705.46000000 0.000686562781 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA58 5150393.44000000 PA USD 4414162.05000000 0.095586040240 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWCE2 2160782.40000000 PA USD 2047432.66000000 0.044335930219 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5F9 8041990.43000000 PA USD 7827065.10000000 0.169490415425 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9F65 16412.84000000 PA USD 16126.76000000 0.000349215346 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DHA4 120011.69000000 PA USD 112057.29000000 0.002426533622 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 12593YBE2 620000.00000000 PA USD 598249.78000000 0.012954741329 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MSX9 1696677.08000000 PA USD 1596631.94000000 0.034574110133 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ6P2 26747.06000000 PA USD 26129.80000000 0.000565825197 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GT5R7 98176.98000000 PA USD 95534.80000000 0.002068748979 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZC1 829000.00000000 PA USD 692462.54000000 0.014994862323 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCX0 2851455.30000000 PA USD 2918772.80000000 0.063204280031 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPX93 9387416.98000000 PA USD 8839199.15000000 0.191407573186 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MATV6 148734.33000000 PA USD 143886.99000000 0.003115786747 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7KK1 92335.36000000 PA USD 93294.62000000 0.002020239221 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y0FN5 82671.81000000 PA USD 81783.29000000 0.001770968251 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 12488436.55000000 PA USD 11247507.44000000 0.243558049428 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5L7 4015293.55000000 PA USD 3750016.11000000 0.081204356960 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WEUR1 15588.74000000 PA USD 14459.31000000 0.000313107713 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 3129017.83000000 PA USD 2898344.63000000 0.062761920222 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNL62 344254.73000000 PA USD 330912.95000000 0.007165722100 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXT9 4083425.48000000 PA USD 3691953.85000000 0.079947053432 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4F3 625320.97000000 PA USD 605083.25000000 0.013102716037 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBJ1 7713000.00000000 PA USD 6628144.95000000 0.143528516337 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKCB4 72665.76000000 PA USD 67511.74000000 0.001461926368 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPVS5 121138.21000000 PA USD 112210.07000000 0.002429841982 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7Y29 753809.43000000 PA USD 638786.61000000 0.013832542148 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXX8 211443.60000000 PA USD 213112.16000000 0.004614816418 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3L54 5210570.64000000 PA USD 4212481.61000000 0.091218770884 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J66W9 71683.02000000 PA USD 65154.54000000 0.001410882611 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGZ83 2832094.31000000 PA USD 2406626.83000000 0.052114065231 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2ZU9 82254.83000000 PA USD 78195.19000000 0.001693270091 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 2075395.14000000 PA USD 1933139.26000000 0.041860974971 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCWN2 1209961.93000000 PA USD 1070527.34000000 0.023181629546 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAF3 6225000.00000000 PA USD 5799012.67000000 0.125574152500 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER6H8 252250.70000000 PA USD 241966.66000000 0.005239643365 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VU0 8818233.73000000 PA USD 7483765.39000000 0.162056465443 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ3S3 12239701.95000000 PA USD 11524050.62000000 0.249546426663 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJL3 108707.71000000 PA USD 104782.76000000 0.002269008024 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GD2 888480.15000000 PA USD 936975.95000000 0.020289654037 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAFC7 894830.26000000 PA USD 861054.18000000 0.018645613497 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 1009775.64000000 PA USD 912386.64000000 0.019757187230 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX50 9273177.30000000 PA USD 9210694.72000000 0.199452087660 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A25U2 54828.23000000 PA USD 49510.58000000 0.001072122010 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHEP6 3686485.52000000 PA USD 3333153.14000000 0.072177438561 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJY87 525429.84000000 PA USD 506026.34000000 0.010957697871 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132M9GQ1 145355.22000000 PA USD 135730.77000000 0.002939168679 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417D2G7 138062.99000000 PA USD 125313.21000000 0.002713582645 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRC36 14347470.75000000 PA USD 14399332.55000000 0.311808937905 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNV4 5453.70000000 PA USD 5148.85000000 0.000111495268 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J8DV9 216762.25000000 PA USD 197290.45000000 0.004272206747 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQN31 7888213.15000000 PA USD 6420801.04000000 0.139038607924 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5FB0 11595.83000000 PA USD 11895.82000000 0.000257596870 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM2V6 2824413.87000000 PA USD 2284459.77000000 0.049468610583 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7H5 4749582.09000000 PA USD 3956554.63000000 0.085676825135 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 1407425.73000000 PA USD 1351857.82000000 0.029273672900 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCS1 8367603.73000000 PA USD 7055574.59000000 0.152784249657 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HM4L2 78656.31000000 PA USD 73546.56000000 0.001592606787 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LXF83 599193.84000000 PA USD 580586.65000000 0.012572256809 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ6A9 976181.70000000 PA USD 945683.15000000 0.020478203248 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQZ5 384852.43000000 PA USD 349029.25000000 0.007558019745 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8A39 3307856.33000000 PA USD 2990727.68000000 0.064762419940 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F012429 5000000.00000000 PA USD 4371449.10000000 0.094661116843 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8W78 2910792.19000000 PA USD 2563779.60000000 0.055517114513 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDL41 282614.31000000 PA USD 271942.09000000 0.005888743381 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307SD34 586859.45000000 PA USD 554850.99000000 0.012014966477 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNGL1 36167945.68000000 PA USD 29293741.87000000 0.634338467290 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4E7 615841.82000000 PA USD 606734.03000000 0.013138462691 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDVN1 5050689.22000000 PA USD 4448103.36000000 0.096321019016 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5U98 109553.76000000 PA USD 105464.21000000 0.002283764417 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYR3 8952414.78000000 PA USD 8427421.36000000 0.182490771320 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER7M6 349674.05000000 PA USD 334797.84000000 0.007249847070 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKL81 2813174.78000000 PA USD 2485796.52000000 0.053828437537 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WA9 550916.07000000 PA USD 510308.96000000 0.011050435446 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZN3 912340.57000000 PA USD 846241.96000000 0.018324863728 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPZ4 1279790.00000000 PA USD 1077382.32000000 0.023330070039 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SQ1 9021844.44000000 PA USD 7415248.01000000 0.160572762541 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5VE0 675358.14000000 PA USD 653641.42000000 0.014154214178 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQFP5 4650345.82000000 PA USD 4541863.44000000 0.098351337495 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVW5 6430214.49000000 PA USD 5929667.75000000 0.128403410147 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHS4 6433292.58000000 PA USD 5369703.85000000 0.116277726660 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKD48 986747.43000000 PA USD 804432.16000000 0.017419497504 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GL6 55155.86000000 PA USD 54563.06000000 0.001181530444 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 3776342.04000000 PA USD 3527662.18000000 0.076389415538 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNKS1 44632.11000000 PA USD 44023.32000000 0.000953298675 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RM9 99607.23000000 PA USD 95670.70000000 0.002071691812 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VPC1 63117.96000000 PA USD 63683.79000000 0.001379034399 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQ21 808205.51000000 PA USD 722419.43000000 0.015643560867 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJUS5 168196.91000000 PA USD 155965.38000000 0.003377337061 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDA1 6572300.78000000 PA USD 5683535.84000000 0.123073570783 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7K5 2780791.05000000 PA USD 2662844.88000000 0.057662313927 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHVQ2 22272.08000000 PA USD 20593.68000000 0.000445943828 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNU27 7964910.98000000 PA USD 7500575.07000000 0.162420469014 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0ZD7 6148845.81000000 PA USD 6209106.59000000 0.134454491168 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BHMX4 3536000.00000000 PA USD 2918754.78000000 0.063203889819 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 1.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9UA9 211107.47000000 PA USD 201500.33000000 0.004363369181 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8SW4 408034.59000000 PA USD 397192.26000000 0.008600960933 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBKZ2 23941.25000000 PA USD 22882.69000000 0.000495510971 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 259343.43000000 PA USD 240224.20000000 0.005201911435 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZQ5 3907757.16000000 PA USD 3305194.14000000 0.071572003131 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9H94 127425.03000000 PA USD 126174.82000000 0.002732240295 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SE2 1622755.97000000 PA USD 1563435.07000000 0.033855251760 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 909582.78000000 PA USD 822225.19000000 0.017804794932 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F8ZV8 8302000.00000000 PA USD 6939503.99000000 0.150270810206 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 1.62000000 N N N N N N UMBS, TBA N/A 01F052623 12650000.00000000 PA USD 12686006.83000000 0.274707893730 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNUM3 5099700.77000000 PA USD 4801757.74000000 0.103979193187 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCZ6 2127074.07000000 PA USD 2104396.84000000 0.045569455482 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQGS9 555537.51000000 PA USD 515628.71000000 0.011165631452 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NX3P3 626167.19000000 PA USD 522645.85000000 0.011317583424 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAH88 9891846.35000000 PA USD 8063156.44000000 0.174602832249 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBH1 628000.00000000 PA USD 556568.71000000 0.012052162677 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307RU86 333534.71000000 PA USD 315465.15000000 0.006831209226 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QZ43 7438.93000000 PA USD 7669.43000000 0.000166076921 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 2218955.60000000 PA USD 2073183.11000000 0.044893540819 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060622 15225000.00000000 PA USD 15457214.59000000 0.334716741040 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCB7 29678331.09000000 PA USD 23998441.04000000 0.519671893547 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 2449395.05000000 PA USD 2281667.38000000 0.049408143047 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N UMBS, TBA 254900HROIFWPRGM1V77 01F030629 9900000.00000000 PA USD 8664046.88000000 0.187614755492 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRT7 1265275.93000000 PA USD 1194546.18000000 0.025867183383 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EULA5 16285.66000000 PA USD 15881.05000000 0.000343894643 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXL9 352304.96000000 PA USD 354158.41000000 0.007669088639 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26Q0 621881.63000000 PA USD 581218.56000000 0.012585940442 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLD8 1384450.74000000 PA USD 1225813.69000000 0.026544262619 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF6J0 51366.21000000 PA USD 48633.79000000 0.001053135647 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EZ5 527328.02000000 PA USD 517385.28000000 0.011203668925 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5J5 574736.11000000 PA USD 513255.11000000 0.011114232563 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCE9 3221347.87000000 PA USD 2850133.43000000 0.061717935509 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELBU6 4112.23000000 PA USD 4147.84000000 0.000089818995 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJL6 1895207.19000000 PA USD 1865473.93000000 0.040395722703 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YKU7 2673996.24000000 PA USD 2734676.62000000 0.059217787313 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 1198349.00000000 PA USD 1071319.76000000 0.023198788927 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVS48 711598.31000000 PA USD 659105.57000000 0.014272537080 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPE2 355644.32000000 PA USD 349439.94000000 0.007566912992 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ50 73555.26000000 PA USD 71749.68000000 0.001553696425 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVUP0 292277.39000000 PA USD 262202.61000000 0.005677840764 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 850863.15000000 PA USD 787800.25000000 0.017059343437 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EBXA4 23445.53000000 PA USD 22560.29000000 0.000488529592 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LJ3 2903000.00000000 PA USD 2789777.77000000 0.060410969774 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4F8 820707.57000000 PA USD 780059.13000000 0.016891714111 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXN0 7839383.76000000 PA USD 6419511.05000000 0.139010673961 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMNF7 3795680.43000000 PA USD 3733393.16000000 0.080844396916 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2E3 165837.24000000 PA USD 166508.49000000 0.003605641805 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQMP5 272990.38000000 PA USD 266387.24000000 0.005768456425 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQAH5 182180.61000000 PA USD 180393.80000000 0.003906319892 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 8655212.19000000 PA USD 7737839.50000000 0.167558288400 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9BX8 818491.04000000 PA USD 806048.54000000 0.017454499247 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQKU9 1899115.90000000 PA USD 1876079.59000000 0.040625381930 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEZU7 1659000.00000000 PA USD 1628248.94000000 0.035258757367 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKCU7 119916.19000000 PA USD 119332.49000000 0.002584073729 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 1443615.97000000 PA USD 1424707.88000000 0.030851197397 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGDH9 3711140.19000000 PA USD 3004342.18000000 0.065057233798 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61765LAU4 620000.00000000 PA USD 600632.25000000 0.013006332293 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 2331580.16000000 PA USD 2240968.82000000 0.048526840061 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJA32 94521.80000000 PA USD 87555.05000000 0.001895952264 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FX4 685767.83000000 PA USD 650349.99000000 0.014082940229 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EFC0 258199.22000000 PA USD 234350.75000000 0.005074725387 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7TF4 94360.71000000 PA USD 90573.35000000 0.001961311746 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BVZ82 4150000.00000000 PA USD 4035799.47000000 0.087392824769 Long ABS-MBS USGSE US N 2 2027-01-25 Variable 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBX0 3706604.12000000 PA USD 2850340.76000000 0.061722425116 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTV2 1648000.62000000 PA USD 1373349.63000000 0.029739065197 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030625 15625000.00000000 PA USD 13956298.91000000 0.302215309294 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 342308.07000000 PA USD 317073.03000000 0.006866026906 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB78 587787.00000000 PA USD 545215.69000000 0.011806319816 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 31742364.87000000 PA USD 27463827.38000000 0.594712763001 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93T6 4852438.33000000 PA USD 4587458.27000000 0.099338666281 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6K6 3769817.58000000 PA USD 3334863.42000000 0.072214473652 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBSN4 306284.45000000 PA USD 294944.98000000 0.006386857212 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K06S2 570604.69000000 PA USD 508464.04000000 0.011010484807 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAWV0 385246.09000000 PA USD 366943.09000000 0.007945933241 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4B7 701510.08000000 PA USD 681130.52000000 0.014749474205 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XX0 731270.78000000 PA USD 677362.45000000 0.014667878901 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVTZ0 146554.35000000 PA USD 140344.61000000 0.003039078626 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 9948582.94000000 PA USD 9620094.36000000 0.208317392110 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GY3 377220.51000000 PA USD 356227.28000000 0.007713888782 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKSC3 1450132.84000000 PA USD 1235813.57000000 0.026760804042 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31323AB35 319492.19000000 PA USD 289599.94000000 0.006271113566 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG3N2 3080047.69000000 PA USD 2570842.69000000 0.055670061505 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 7335959.88000000 PA USD 7356246.67000000 0.159295123797 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJX39 798916.44000000 PA USD 717699.03000000 0.015541343427 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EW6D2 17387.73000000 PA USD 16731.21000000 0.000362304350 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBTZ6 374088.26000000 PA USD 347914.54000000 0.007533881367 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 2520024.83000000 PA USD 2253412.70000000 0.048796304843 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6C21 959634.05000000 PA USD 922580.72000000 0.019977933938 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GML7 172332.69000000 PA USD 160943.46000000 0.003485134408 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQUB1 52923.00000000 PA USD 51107.75000000 0.001106707772 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNY95 12492.95000000 PA USD 11885.72000000 0.000257378160 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQ2P0 7521981.17000000 PA USD 7550857.08000000 0.163509295880 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9G96 203294.03000000 PA USD 211523.49000000 0.004580414719 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLS3 48477.77000000 PA USD 45348.40000000 0.000981992491 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBSH4 6379013.51000000 PA USD 5190814.12000000 0.112403976504 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMF8 6791850.46000000 PA USD 6291189.41000000 0.136231945563 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E4BH9 19032.81000000 PA USD 18257.19000000 0.000395348534 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QACR9 1288563.42000000 PA USD 1266620.69000000 0.027427913808 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 6518424.70000000 PA USD 6010953.15000000 0.130163596888 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER6J4 436003.32000000 PA USD 417952.82000000 0.009050518449 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWW3 1013752.02000000 PA USD 916373.72000000 0.019843525063 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MX9 8121359.08000000 PA USD 6843478.01000000 0.148191425017 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J94H8 145662.45000000 PA USD 136136.57000000 0.002947956035 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAJ4 872438.10000000 PA USD 788271.82000000 0.017069555003 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBCF3 1691133.30000000 PA USD 1619296.44000000 0.035064896331 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8ST1 540417.97000000 PA USD 525802.59000000 0.011385940741 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNAH7 4792910.60000000 PA USD 4611571.31000000 0.099860819746 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXX6 467288.47000000 PA USD 463129.25000000 0.010028787032 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F022428 19850000.00000000 PA USD 18279058.49000000 0.395822083690 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGHB2 1465479.28000000 PA USD 1318300.68000000 0.028547013095 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 2349000.00000000 PA USD 1962378.79000000 0.042494139513 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H2YR3 69907.57000000 PA USD 68044.02000000 0.001473452573 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RS91 1110264.74000000 PA USD 1037499.39000000 0.022466429034 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGZZ0 174123.70000000 PA USD 173276.08000000 0.003752189921 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTX6 33878284.06000000 PA USD 28213561.91000000 0.610947816029 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J8HL7 136543.86000000 PA USD 124193.71000000 0.002689340542 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBG0 937000.00000000 PA USD 639290.83000000 0.013843460731 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.35000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132JMLM9 65773.67000000 PA USD 61459.07000000 0.001330859418 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUD5 290481.57000000 PA USD 293924.58000000 0.006364761060 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N Bank N/A 065402BC2 1659000.00000000 PA USD 1496101.63000000 0.032397186371 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2RS4 11317815.40000000 PA USD 9228901.94000000 0.199846354124 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U37 2875321.34000000 PA USD 2592884.28000000 0.056147358959 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSKM2 1825472.70000000 PA USD 1801538.42000000 0.039011237457 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLAK9 371197.89000000 PA USD 345776.76000000 0.007487589019 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BME3 1545379.74000000 PA USD 1380145.84000000 0.029886233061 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XT7 619677.51000000 PA USD 591844.68000000 0.012816042718 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7EF0 177565.77000000 PA USD 170438.81000000 0.003690750535 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXX7 157204.81000000 PA USD 154599.87000000 0.003347767759 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CP1 597681.60000000 PA USD 528502.30000000 0.011444401347 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LLT1 77470.39000000 PA USD 80179.27000000 0.001736234157 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y0FP0 88963.05000000 PA USD 87797.71000000 0.001901206921 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPQR2 2825564.81000000 PA USD 2660229.71000000 0.057605683984 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WL5 160992.00000000 PA USD 149373.21000000 0.003234587561 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCQP1 384303.43000000 PA USD 369796.60000000 0.008007724294 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KV4 698395.99000000 PA USD 718254.83000000 0.015553378943 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA3P5 3310805.75000000 PA USD 3066943.49000000 0.066412827741 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AR5S3 4464829.64000000 PA USD 4271239.09000000 0.092491128986 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 1370502.58000000 PA USD 1200790.20000000 0.026002393903 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 29881.93000000 PA USD 31088.77000000 0.000673208728 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NNC8 213626.77000000 PA USD 212140.90000000 0.004593784363 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 5323731.30000000 PA USD 5089309.52000000 0.110205955074 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBQ8 1238529.47000000 PA USD 1070979.52000000 0.023191421233 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSZ78 16352.57000000 PA USD 15724.76000000 0.000340510276 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7D53 150531.47000000 PA USD 144676.44000000 0.003132881815 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8BV6 377768.76000000 PA USD 360930.60000000 0.007815736365 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NQG2 28028.45000000 PA USD 26993.11000000 0.000584519659 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDWS1 791503.52000000 PA USD 695662.82000000 0.015064162473 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U45 2968513.15000000 PA USD 2676922.04000000 0.057967146411 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8HW8 4089727.25000000 PA USD 3697530.34000000 0.080067808989 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSB2 3714258.45000000 PA USD 3039910.91000000 0.065827453382 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHP2 1497919.18000000 PA USD 1422552.17000000 0.030804516785 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQR4 1073386.35000000 PA USD 895948.61000000 0.019401231517 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617A1GL2 359973.45000000 PA USD 335493.97000000 0.007264921349 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLGU4 4423030.03000000 PA USD 3578609.37000000 0.077492646479 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FRA8 1003.49000000 PA USD 1002.39000000 0.000021706156 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 5.25000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYU8 85766.03000000 PA USD 79871.06000000 0.001729560054 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGM3 45835.95000000 PA USD 44154.38000000 0.000956136701 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR2Q5 2940888.21000000 PA USD 2904125.20000000 0.062887095010 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DSS1 66989.53000000 PA USD 62158.65000000 0.001346008404 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GUJW5 40200.01000000 PA USD 38695.26000000 0.000837922721 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFKQ8 232704.52000000 PA USD 220583.23000000 0.004776597972 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSF8 20006831.44000000 PA USD 16675371.09000000 0.361095191787 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PZC0 341129.81000000 PA USD 334609.71000000 0.007245773227 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DV42 111231.40000000 PA USD 103997.39000000 0.002252001306 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQJ4 1522923.46000000 PA USD 1235594.47000000 0.026756059562 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQLR5 336688.73000000 PA USD 312721.04000000 0.006771787164 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4B5 2227440.45000000 PA USD 2006569.50000000 0.043451062919 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLEZ6 13238675.76000000 PA USD 10792414.85000000 0.233703291463 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU4H9 51656.88000000 PA USD 47849.68000000 0.001036156214 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERUK4 214960.93000000 PA USD 209383.46000000 0.004534073648 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 325418.93000000 PA USD 303768.27000000 0.006577920282 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWJ9 40279.10000000 PA USD 40417.21000000 0.000875210519 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ5W8 756986.20000000 PA USD 728022.57000000 0.015764893513 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 10456376.67000000 PA USD 8796729.59000000 0.190487920254 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNAQ7 3673526.73000000 PA USD 3801812.23000000 0.082325970973 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAW6 95842.99000000 PA USD 92155.99000000 0.001995582869 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV3U7 8650651.33000000 PA USD 7990875.15000000 0.173037624126 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCTC2 98810.11000000 PA USD 91526.83000000 0.001981958785 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ70 7039744.37000000 PA USD 5720920.84000000 0.123883120607 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8KW6 4977458.81000000 PA USD 4216924.31000000 0.091314974896 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312931T73 84232.79000000 PA USD 83942.53000000 0.001817725303 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPJ7 10369000.00000000 PA USD 10604301.33000000 0.229629805649 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJEH8 8302000.00000000 PA USD 8146039.46000000 0.176397614496 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXDN9 900797.90000000 PA USD 881516.05000000 0.019088703059 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GN7 506769.23000000 PA USD 473176.45000000 0.010246353142 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ36 741372.26000000 PA USD 717375.18000000 0.015534330648 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNW65 3733285.18000000 PA USD 3269495.95000000 0.070798980169 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAU4 7100000.00000000 PA USD 5868318.27000000 0.127074923834 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307QQJ9 1925686.52000000 PA USD 1849023.67000000 0.040039502157 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040624 10300000.00000000 PA USD 9784769.18000000 0.211883326888 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXM1 1400926.87000000 PA USD 1297639.46000000 0.028099606728 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5M8 70268.22000000 PA USD 66145.53000000 0.001432341907 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VQ3 826780.71000000 PA USD 750492.33000000 0.016251462733 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGAM6 573695.41000000 PA USD 531417.33000000 0.011507524579 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJXK3 2453535.15000000 PA USD 2162064.28000000 0.046818209419 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022622 4900000.00000000 PA USD 4236093.71000000 0.091730076793 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4V9 11726946.47000000 PA USD 10136132.24000000 0.219491883894 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYH5 2891804.60000000 PA USD 2916239.22000000 0.063149416871 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSNW8 915850.15000000 PA USD 879658.83000000 0.019048486070 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GF3W3 2645024.34000000 PA USD 2391345.58000000 0.051783158898 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 2912525.01000000 PA USD 2715615.05000000 0.058805020410 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YXK87 162430.00000000 PA USD 156281.47000000 0.003384181801 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 3772976.07000000 PA USD 3231467.26000000 0.069975491622 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF7H3 62134.37000000 PA USD 59782.11000000 0.001294545852 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSX3 169807.18000000 PA USD 157501.58000000 0.003410602554 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ6T8 1406938.05000000 PA USD 1303222.01000000 0.028220493511 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2Q9 3920137.10000000 PA USD 3762205.16000000 0.081468303551 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AAKC5 3301557.27000000 PA USD 2679284.97000000 0.058018314247 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHD9 45188.38000000 PA USD 43482.27000000 0.000941582561 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJL8 14326181.65000000 PA USD 14365799.13000000 0.311082791743 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CVK8 151475.91000000 PA USD 141656.01000000 0.003067476209 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JL9 36708.35000000 PA USD 36348.24000000 0.000787099406 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CH4 420407.76000000 PA USD 404545.39000000 0.008760188567 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEG5 43419.83000000 PA USD 40219.39000000 0.000870926845 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBJE1 6315787.45000000 PA USD 5998633.49000000 0.129896822016 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BG4A3 647109.80000000 PA USD 626014.03000000 0.013555959564 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGV61 4509565.73000000 PA USD 4077310.73000000 0.088291726287 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKVH9 1264009.07000000 PA USD 1068875.61000000 0.023145862320 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL3R7 1993316.22000000 PA USD 2047770.55000000 0.044343247025 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9V69 2180836.63000000 PA USD 2077466.48000000 0.044986294636 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5US6 278078.99000000 PA USD 267320.32000000 0.005788661715 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8LY9 555764.49000000 PA USD 522229.98000000 0.011308578008 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRH98 11647662.12000000 PA USD 11555890.66000000 0.250235903694 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXL7 3433520.86000000 PA USD 3166244.03000000 0.068563121569 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CPL0 65290.83000000 PA USD 65873.96000000 0.001426461221 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT96 2530453.77000000 PA USD 2128390.83000000 0.046089030991 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8AM5 766219.82000000 PA USD 737293.46000000 0.015965649094 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769JBA8 488000.00000000 PA USD 452330.47000000 0.009794945907 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHY5 7715113.17000000 PA USD 7513450.22000000 0.162699272690 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK7E3 9340865.88000000 PA USD 7570038.44000000 0.163924656763 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7UL9 90816.23000000 PA USD 85386.80000000 0.001849000106 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BS0 11178513.08000000 PA USD 11043286.61000000 0.239135769446 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XS6Q8 60205.15000000 PA USD 60499.35000000 0.001310077255 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP93 21797767.43000000 PA USD 18159593.62000000 0.393235143350 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JX3 438087.69000000 PA USD 413602.96000000 0.008956324831 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 6148515.24000000 PA USD 5489512.77000000 0.118872117196 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4W1 566433.84000000 PA USD 540481.42000000 0.011703802029 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5DM8 624985.11000000 PA USD 587678.02000000 0.012725816187 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5GF0 16166.56000000 PA USD 15587.07000000 0.000337528682 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVTJ6 421100.93000000 PA USD 405367.63000000 0.008777993683 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AG3P1 48742.17000000 PA USD 48504.90000000 0.001050344611 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QL4T7 62652.11000000 PA USD 60370.88000000 0.001307295314 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAND6 180098.34000000 PA USD 173445.29000000 0.003755854062 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7C4 444246.60000000 PA USD 428081.67000000 0.009269852640 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WM3 1798089.33000000 PA USD 1718898.58000000 0.037221721127 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZQ6 17382761.05000000 PA USD 14485704.72000000 0.313679275610 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJX52 21766.34000000 PA USD 21664.60000000 0.000469133961 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMBK1 2388150.56000000 PA USD 2438927.04000000 0.052813506968 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8GS8 3281507.42000000 PA USD 2966866.71000000 0.064245724900 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQY6 42997.08000000 PA USD 42905.46000000 0.000929092085 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQF9 4388540.58000000 PA USD 4535093.83000000 0.098204745638 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBW20 2999868.63000000 PA USD 2836967.87000000 0.061432843178 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307ULW6 62713.85000000 PA USD 61135.60000000 0.001323854868 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSVP3 4115550.90000000 PA USD 4242434.77000000 0.091867388656 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HMVZ1 90759.37000000 PA USD 84938.71000000 0.001839296985 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31297SH73 14452.05000000 PA USD 14602.20000000 0.000316201911 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 663043.11000000 PA USD 560358.35000000 0.012134225065 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0UQ5 17102.26000000 PA USD 16456.74000000 0.000356360866 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8T39 3593973.61000000 PA USD 3234067.95000000 0.070031808009 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNK68 3346771.44000000 PA USD 2843619.83000000 0.061576887395 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F050627 12075000.00000000 PA USD 11916826.19000000 0.258051746816 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A36A1 3293858.59000000 PA USD 2913814.64000000 0.063096914040 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ECRN1 155412.58000000 PA USD 143957.62000000 0.003117316197 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQD0 420018.97000000 PA USD 389057.56000000 0.008424808868 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL7G7 1844792.41000000 PA USD 1908663.03000000 0.041330956843 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ27 1199596.71000000 PA USD 1111173.25000000 0.024061792427 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 809183.84000000 PA USD 814072.88000000 0.017628261532 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8EY5 445383.45000000 PA USD 433271.65000000 0.009382238554 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MCAF7 14889677.26000000 PA USD 12040966.79000000 0.260739937293 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHYQ4 6238482.08000000 PA USD 6035151.73000000 0.130687602671 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBQ65 168399.65000000 PA USD 166747.21000000 0.003610811144 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7M89 6064395.99000000 PA USD 5597112.33000000 0.121202121341 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLT2 16563.91000000 PA USD 15976.69000000 0.000345965670 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCB6 1106830.37000000 PA USD 1085925.86000000 0.023515075290 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 3544077.85000000 PA USD 3064033.25000000 0.066349808234 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEJ8 8480564.06000000 PA USD 7985063.19000000 0.172911769607 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 27536486.23000000 PA USD 23809128.18000000 0.515572436742 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F040420 16750000.00000000 PA USD 16377705.12000000 0.354649413163 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKQY8 8225146.61000000 PA USD 6960273.45000000 0.150720560445 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 1416195.90000000 PA USD 1396286.72000000 0.030235754168 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV93 57802.21000000 PA USD 59576.98000000 0.001290103884 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKZ4 520245.06000000 PA USD 522746.32000000 0.011319759042 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 41155.24000000 PA USD 39772.49000000 0.000861249493 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 217202.16000000 PA USD 202961.23000000 0.004395004097 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD3V6 3215575.68000000 PA USD 2907183.13000000 0.062953312656 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDB3 10283140.43000000 PA USD 8313891.58000000 0.180032351806 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ2A8 79013.00000000 PA USD 80314.63000000 0.001739165297 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5WM7 656572.45000000 PA USD 611608.45000000 0.013244015342 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVG97 216941.88000000 PA USD 209116.82000000 0.004528299719 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FS3Z4 12859.67000000 PA USD 12681.78000000 0.000274616364 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYR2 1353024.66000000 PA USD 1223054.80000000 0.026484520505 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0YT3 1169822.16000000 PA USD 1206204.75000000 0.026119642746 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QVJB8 39055.22000000 PA USD 37633.32000000 0.000814927045 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHB7 2018972.40000000 PA USD 1948204.25000000 0.042187198323 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNFJ6 8789139.56000000 PA USD 7410378.98000000 0.160467326607 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWF9 26812.03000000 PA USD 25337.44000000 0.000548667115 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AGC6 120571.12000000 PA USD 116184.87000000 0.002515913900 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHZ9 5350516.36000000 PA USD 5280364.24000000 0.114343130816 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCM4 1181467.56000000 PA USD 1115544.82000000 0.024156456162 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 10264934.72000000 PA USD 8876805.85000000 0.192221923792 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRMM3 2220962.74000000 PA USD 2207367.38000000 0.047799220966 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L93U7 809817.78000000 PA USD 751149.42000000 0.016265691624 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9TQ5 213563.78000000 PA USD 199642.79000000 0.004323145263 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD55 219747.41000000 PA USD 193162.02000000 0.004182808063 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD90 1141068.47000000 PA USD 1092141.03000000 0.023649661081 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSYU9 6574985.72000000 PA USD 6491213.56000000 0.140563348949 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBR6 4484745.32000000 PA USD 4004888.96000000 0.086723476155 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2G4 1002431.04000000 PA USD 941959.34000000 0.020397566368 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZQ3 2190000.00000000 PA USD 1851181.16000000 0.040086221313 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178EDG1 115397.07000000 PA USD 105415.48000000 0.002282709198 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZP8 410690.12000000 PA USD 395350.76000000 0.008561084352 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFJ3 6580642.49000000 PA USD 5576496.13000000 0.120755689855 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGQ9 1028727.17000000 PA USD 964416.31000000 0.020883858628 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 1161931.04000000 PA USD 1051539.07000000 0.022770449911 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJKB8 1583825.99000000 PA USD 1422608.14000000 0.030805728782 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTD0 385339.83000000 PA USD 344632.93000000 0.007462820064 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 13769866.99000000 PA USD 11128893.53000000 0.240989536119 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4F4 240884.46000000 PA USD 241875.96000000 0.005237679311 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKTU9 125720.68000000 PA USD 112089.40000000 0.002427228945 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042620 8800000.00000000 PA USD 8567446.71000000 0.185522936562 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHN9 6977.03000000 PA USD 6332.54000000 0.000137127367 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NW6 12274853.25000000 PA USD 11392015.24000000 0.246687279445 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 2121814.78000000 PA USD 2038693.96000000 0.044146698895 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8M34 656679.22000000 PA USD 627202.47000000 0.013581694522 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 13059813.71000000 PA USD 11759215.72000000 0.254638786313 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9U21 933476.23000000 PA USD 906372.79000000 0.019626960903 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFM9 1023033.03000000 PA USD 964702.53000000 0.020890056551 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCA8 246761.46000000 PA USD 230206.42000000 0.004984982399 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYD6 180036.65000000 PA USD 173481.36000000 0.003756635137 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDCT1 1202232.62000000 PA USD 981439.65000000 0.021252488879 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7JK4 153704.81000000 PA USD 147694.35000000 0.003198232851 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN4A7 3764178.11000000 PA USD 3296691.13000000 0.071387875533 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XS1 409137.26000000 PA USD 381867.91000000 0.008269121296 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335BC20 613084.79000000 PA USD 548825.08000000 0.011884478999 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6Y7 265434.65000000 PA USD 254610.07000000 0.005513428850 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8NS2 1637907.34000000 PA USD 1480865.72000000 0.032067261849 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61762MBY6 133190.07000000 PA USD 127731.01000000 0.002765938659 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.13000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAD6 2489000.00000000 PA USD 2405731.50000000 0.052094677395 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7VR5 128073.35000000 PA USD 126460.07000000 0.002738417213 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQP4 370421.56000000 PA USD 361336.59000000 0.007824527835 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B5CZ5 878632.21000000 PA USD 818342.70000000 0.017720721932 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 28881112.40000000 PA USD 23346121.72000000 0.505546308654 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRKD4 18841292.57000000 PA USD 19128827.27000000 0.414223318597 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFRK6 1780341.33000000 PA USD 1733850.40000000 0.037545493850 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRT1 1163197.38000000 PA USD 1027172.45000000 0.022242805322 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17290XAT7 2903000.00000000 PA USD 2771458.10000000 0.060014268273 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0ZP0 539375.23000000 PA USD 552166.54000000 0.011956836317 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N CSAIL Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAW9 3984000.00000000 PA USD 3768115.80000000 0.081596294927 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQU45 32660557.00000000 PA USD 31596133.12000000 0.684195373353 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGC0 1282945.58000000 PA USD 1228984.20000000 0.026612918117 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F032625 9100000.00000000 PA USD 8281675.68000000 0.179334735752 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F032427 8725000.00000000 PA USD 8388050.53000000 0.181638219534 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM7G5 648516.65000000 PA USD 663827.23000000 0.014374781804 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 3608880.11000000 PA USD 2778303.57000000 0.060162502833 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCP69 39362.91000000 PA USD 36461.17000000 0.000789544838 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYM6 1618081.32000000 PA USD 1448567.59000000 0.031367865153 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMWW9 38389.36000000 PA USD 37396.30000000 0.000809794519 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMUM3 53223.77000000 PA USD 51124.31000000 0.001107066369 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BMTX4 620000.00000000 PA USD 603720.85000000 0.013073214079 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN4Q3 8448665.02000000 PA USD 7398991.39000000 0.160220735154 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 478338.55000000 PA USD 447028.26000000 0.009680129719 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ASVZ6 4643192.21000000 PA USD 4438846.71000000 0.096120571795 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBB58 3407467.24000000 PA USD 3144595.69000000 0.068094339709 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNS3 2137381.79000000 PA USD 1760980.56000000 0.038132981246 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXYV4 9074000.00000000 PA USD 7807557.25000000 0.169067984596 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 2.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WQAT2 74872.67000000 PA USD 69447.40000000 0.001503841928 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WW1 146328.87000000 PA USD 143834.17000000 0.003114642961 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMSS6 8454907.94000000 PA USD 7157777.10000000 0.154997383911 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHP4 114473.33000000 PA USD 103899.12000000 0.002249873328 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUB9 558885.39000000 PA USD 512498.40000000 0.011097846461 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2T6 91729.33000000 PA USD 87527.38000000 0.001895353086 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKW1 298072.63000000 PA USD 278233.24000000 0.006024974473 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8TY3 15076146.00000000 PA USD 13245524.52000000 0.286823914806 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335BCZ7 1098984.20000000 PA USD 984364.31000000 0.021315820642 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7M91 5000000.00000000 PA USD 4312469.50000000 0.093383948865 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 2.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLN34 4731000.00000000 PA USD 4610482.03000000 0.099837232039 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 3.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N48 3763494.63000000 PA USD 3402708.57000000 0.073683619815 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLPQ3 11298160.59000000 PA USD 9566954.63000000 0.207166683026 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRQ1 2792954.07000000 PA USD 2371926.52000000 0.051362650763 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKHM3 5689358.29000000 PA USD 4635743.18000000 0.100384247140 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DEM0 868517.23000000 PA USD 840601.30000000 0.018202718608 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2G4 129548.29000000 PA USD 120161.77000000 0.002602031292 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEXQ0 318611.17000000 PA USD 313575.66000000 0.006790293449 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133G6HZ1 286397.45000000 PA USD 271373.81000000 0.005876437618 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCSU3 8890531.77000000 PA USD 6845121.53000000 0.148227014460 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJR75 61722.55000000 PA USD 58993.10000000 0.001277460312 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTG3 2207057.85000000 PA USD 1970507.55000000 0.042670162951 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECQ0 164041.44000000 PA USD 157968.37000000 0.003420710612 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHU1 790910.76000000 PA USD 809394.68000000 0.017526957908 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDQ4 1833818.87000000 PA USD 1623540.99000000 0.035156809524 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUT2 774123.80000000 PA USD 677707.46000000 0.014675349887 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BRY4 7958246.16000000 PA USD 7233804.15000000 0.156643704227 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7N27 18284.29000000 PA USD 18104.91000000 0.000392051002 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRT3 7319205.18000000 PA USD 6214160.22000000 0.134563924504 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZJL46M82UL2Z22 94989QAV2 4027899.51000000 PA USD 3923061.34000000 0.084951547963 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2TM4 807006.45000000 PA USD 775464.05000000 0.016792210401 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRP20 557831.06000000 PA USD 506312.25000000 0.010963889081 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 29522005.27000000 PA USD 25565870.28000000 0.553613636671 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 2489000.00000000 PA USD 2347895.60000000 0.050842275557 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SG8 1362911.24000000 PA USD 1236452.16000000 0.026774632327 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4B3 191947.07000000 PA USD 183825.55000000 0.003980632387 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKPV6 14236354.43000000 PA USD 14065736.28000000 0.304585110115 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9D65 1080090.66000000 PA USD 1035924.83000000 0.022432332878 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 581612.46000000 PA USD 559286.85000000 0.012111022373 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV74 1177720.36000000 PA USD 1061793.02000000 0.022992493068 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 1698832.84000000 PA USD 1525351.92000000 0.033030583914 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 1338562.56000000 PA USD 1321653.77000000 0.028619622254 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ7B5 825343.47000000 PA USD 722865.07000000 0.015653210934 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132LKA83 121460.85000000 PA USD 117505.86000000 0.002544519148 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F020422 29825000.00000000 PA USD 26765397.01000000 0.579588670887 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMTJ2 346030.30000000 PA USD 333824.18000000 0.007228763045 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CL7 4322223.83000000 PA USD 4011287.28000000 0.086862027949 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPLY2 1932444.05000000 PA USD 1819572.68000000 0.039401758576 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2FW7 1027713.62000000 PA USD 967971.53000000 0.020960844792 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LQK4 2161.99000000 PA USD 2211.19000000 0.000047881997 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 1888589.55000000 PA USD 1707151.35000000 0.036967341884 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRM0 4317760.90000000 PA USD 3654942.98000000 0.079145605169 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFH9 3137727.83000000 PA USD 2757997.81000000 0.059722793740 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWB8 5310.12000000 PA USD 5019.74000000 0.000108699468 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYF3 4979.44000000 PA USD 4917.72000000 0.000106490286 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 11829.91000000 PA USD 12166.92000000 0.000263467378 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACP46 5989770.22000000 PA USD 5311854.56000000 0.115025034869 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYA2 13443.18000000 PA USD 13330.40000000 0.000288661842 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQC0 4335431.20000000 PA USD 4194128.57000000 0.090821346775 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XKE96 4964914.89000000 PA USD 4643566.83000000 0.100553663604 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUQ51 136857.84000000 PA USD 126857.05000000 0.002747013577 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4NA0 44848.84000000 PA USD 40923.73000000 0.000886178907 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 4995049.33000000 PA USD 4209640.26000000 0.091157243148 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DA85 431168.64000000 PA USD 433884.34000000 0.009395505990 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184Q2N3 272875.03000000 PA USD 248298.99000000 0.005376766185 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9W56 369429.49000000 PA USD 360178.08000000 0.007799440994 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 18163189.07000000 PA USD 14672623.90000000 0.317726898706 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3XW1 945466.60000000 PA USD 875766.80000000 0.018964206487 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4Z66 459129.45000000 PA USD 453266.17000000 0.009815207931 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENQR3 265466.81000000 PA USD 263290.79000000 0.005701404652 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVS6 564363.40000000 PA USD 531085.45000000 0.011500337916 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 20537.12000000 PA USD 21122.15000000 0.000457387530 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMU35 175360.44000000 PA USD 168446.33000000 0.003647604572 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92F7 1466642.50000000 PA USD 1410050.43000000 0.030533799080 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F020620 3350000.00000000 PA USD 2700797.60000000 0.058484157389 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y64A9 68983.59000000 PA USD 68647.83000000 0.001486527718 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRTB6 37580.68000000 PA USD 34108.88000000 0.000738607404 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493001SKB2HKIF64L70 94989DAW9 1243000.00000000 PA USD 1209017.87000000 0.026180559178 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 11641767.21000000 PA USD 10396159.82000000 0.225122625685 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACNP1 5472351.64000000 PA USD 5543427.80000000 0.120039614938 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S5E34 4969.46000000 PA USD 5107.06000000 0.000110590331 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLCK7 720306.46000000 PA USD 691991.23000000 0.014984656387 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H40 4287861.09000000 PA USD 3971504.41000000 0.086000553683 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWC85 934993.59000000 PA USD 914302.86000000 0.019798681828 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQTZ0 290455.48000000 PA USD 269232.73000000 0.005830073810 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XJ7 3701662.19000000 PA USD 3367145.94000000 0.072913532323 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQB7 9867141.35000000 PA USD 8822782.78000000 0.191052086508 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUP7 142211.50000000 PA USD 140816.70000000 0.003049301452 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLM9 4465312.13000000 PA USD 3804488.09000000 0.082383915122 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290TVJ5 40075.40000000 PA USD 41768.77000000 0.000904477743 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLY1 9517208.72000000 PA USD 7789200.92000000 0.168670489244 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945LK2 104522.50000000 PA USD 104162.24000000 0.002255571035 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ70 2795152.25000000 PA USD 2808589.80000000 0.060818333038 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 69820381.80000000 PA USD 58880324.62000000 1.275018228766 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9FM2 1966249.08000000 PA USD 1777793.11000000 0.038497046965 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHBB7 156068.46000000 PA USD 157358.07000000 0.003407494931 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E26C0 57675.25000000 PA USD 55030.25000000 0.001191647164 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF2E8 3219464.66000000 PA USD 2835657.24000000 0.061404462269 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB3V0 8817190.33000000 PA USD 7500073.85000000 0.162409615394 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAE9 2489000.00000000 PA USD 2345000.90000000 0.050779592559 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.16000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBD3 3319000.00000000 PA USD 3017291.28000000 0.065337638817 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2G0 4879136.45000000 PA USD 4547645.97000000 0.098476554726 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWY4 3557642.42000000 PA USD 3116018.57000000 0.067475519259 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXU4 7703935.34000000 PA USD 6287468.53000000 0.136151372131 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BJAB8 339491.58000000 PA USD 328426.36000000 0.007111876480 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJ26 2242584.42000000 PA USD 2088391.45000000 0.045222868330 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 12086526.03000000 PA USD 11928056.20000000 0.258294925968 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAY6 2489000.00000000 PA USD 2358633.15000000 0.051074790783 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERX39 506896.17000000 PA USD 453356.47000000 0.009817163324 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6E94 1134315.69000000 PA USD 1062629.51000000 0.023010606759 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZM8 96346.87000000 PA USD 95877.95000000 0.002076179687 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP5N0 148003.19000000 PA USD 144506.31000000 0.003129197751 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KB0 4243817.21000000 PA USD 3936942.37000000 0.085252133369 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLAR9 1969008.96000000 PA USD 1734274.29000000 0.037554672935 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2M1 1897231.78000000 PA USD 1757508.55000000 0.038057796945 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5Y7 3069263.32000000 PA USD 2829625.34000000 0.061273845080 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBB3 3195000.00000000 PA USD 3075966.12000000 0.066608207400 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312936NA1 58317.39000000 PA USD 58116.42000000 0.001258476330 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QYG0 3330998.16000000 PA USD 3090578.50000000 0.066924629753 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3U1 7477598.26000000 PA USD 6331070.53000000 0.137095547374 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFM7 478449.94000000 PA USD 470789.62000000 0.010194667765 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQA3 4568305.45000000 PA USD 4035543.64000000 0.087387284923 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJH4 134217.48000000 PA USD 119908.45000000 0.002596545798 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8DM2 1634291.61000000 PA USD 1402929.80000000 0.030379606094 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDUC8 12845677.31000000 PA USD 10452804.19000000 0.226349225653 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXT6 179731.63000000 PA USD 174803.90000000 0.003785273950 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WQ6 4091435.88000000 PA USD 3363266.63000000 0.072829528184 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8H26 741986.43000000 PA USD 703065.07000000 0.015224453772 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BTHE3 1368896.53000000 PA USD 1410630.28000000 0.030546355385 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3W7 655635.83000000 PA USD 610195.02000000 0.013213408360 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4Z33 2999773.57000000 PA USD 2855038.24000000 0.061824146237 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9GM7 4206889.23000000 PA USD 3896744.95000000 0.084381682271 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHD7 3553304.90000000 PA USD 3306587.68000000 0.071602179407 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5AD5 229627.93000000 PA USD 205159.29000000 0.004442601772 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKV9 755659.23000000 PA USD 711115.55000000 0.015398782103 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BPG5 1102389.41000000 PA USD 1002030.51000000 0.021698371642 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKK5 1693894.50000000 PA USD 1655560.41000000 0.035850170922 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWW8 6390.81000000 PA USD 6448.11000000 0.000139629967 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 4414492.01000000 PA USD 3728062.08000000 0.080728955566 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLT2 9124769.49000000 PA USD 7497966.62000000 0.162363984588 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLER5 954321.76000000 PA USD 965752.90000000 0.020912801685 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8ZW8 6247657.34000000 PA USD 5751685.56000000 0.124549312227 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALJP4 2488922.22000000 PA USD 2036055.88000000 0.044089572850 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MNH9 824092.02000000 PA USD 775331.92000000 0.016789349204 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UWA6 1095328.26000000 PA USD 1078122.66000000 0.023346101659 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 6002340.51000000 PA USD 5359564.63000000 0.116058167912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNJK9 6003.26000000 PA USD 5939.23000000 0.000128610474 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5K2 811398.00000000 PA USD 757655.30000000 0.016406572566 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 608507.72000000 PA USD 549520.03000000 0.011899527725 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QQTX0 75449.85000000 PA USD 72703.28000000 0.001574346063 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5F8 124594.53000000 PA USD 118073.72000000 0.002556815817 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF6U5 594209.75000000 PA USD 553038.82000000 0.011975725019 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75K7 120434.52000000 PA USD 115917.58000000 0.002510125894 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRQ3 1429926.20000000 PA USD 1349990.72000000 0.029233241966 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGB86 49247.98000000 PA USD 48764.86000000 0.001055973889 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EYV6 484810.25000000 PA USD 473830.51000000 0.010260516420 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9A35 8181068.62000000 PA USD 7872230.09000000 0.170468436282 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLP2 2232712.31000000 PA USD 1888899.46000000 0.040902988550 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRVX9 7470183.42000000 PA USD 7658120.68000000 0.165832025011 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ALX4 496875.08000000 PA USD 495163.39000000 0.010722467183 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LPE6 279337.03000000 PA USD 281786.39000000 0.006101915812 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8PJ6 239536.09000000 PA USD 225094.70000000 0.004874291158 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3A9 8302000.00000000 PA USD 7601997.78000000 0.164616717164 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26S6 1930183.27000000 PA USD 1796819.53000000 0.038909052715 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP85 770744.26000000 PA USD 619032.72000000 0.013404783470 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMM3 4277975.74000000 PA USD 4375054.86000000 0.094739197420 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 865659.95000000 PA USD 729926.87000000 0.015806129992 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9SE1 598187.10000000 PA USD 542863.43000000 0.011755383032 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF2G0 7144.74000000 PA USD 6966.42000000 0.000150853660 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WL7 6600995.72000000 PA USD 5389893.15000000 0.116714913881 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJV0 210740.97000000 PA USD 210574.84000000 0.004559872270 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 6865055.67000000 PA USD 5720923.78000000 0.123883184271 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 443607.39000000 PA USD 411461.61000000 0.008909955177 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNRA9 124777.68000000 PA USD 120237.54000000 0.002603672046 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BKPT2 220743.94000000 PA USD 210461.51000000 0.004557418177 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKU1 497600.60000000 PA USD 468122.73000000 0.010136917856 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MH7 26434643.44000000 PA USD 22427190.35000000 0.485647399208 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GWFR9 39161.18000000 PA USD 36274.67000000 0.000785506292 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31283HZN8 8258.08000000 PA USD 8343.75000000 0.000180678918 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0AC6 5190575.74000000 PA USD 5328075.96000000 0.115376299588 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYE4 7107.39000000 PA USD 7047.77000000 0.000152615245 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5C8 4560832.23000000 PA USD 4072829.11000000 0.088194679486 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGGQ5 2392873.07000000 PA USD 2210373.67000000 0.047864320379 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8RJ4 623042.02000000 PA USD 597718.48000000 0.012943236345 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BH2 4287379.40000000 PA USD 3748335.12000000 0.081167956127 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWNQ6 113718.83000000 PA USD 108064.93000000 0.002340081453 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89190GAD9 2073000.00000000 PA USD 1967632.93000000 0.042607914773 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVV1 33989.82000000 PA USD 35181.66000000 0.000761837814 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY93 13273535.30000000 PA USD 11473091.87000000 0.248442945397 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJ67 8838561.45000000 PA USD 9050607.91000000 0.195985503496 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEUA6 7096545.04000000 PA USD 6989951.39000000 0.151363218493 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 3.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BPY6 318979.78000000 PA USD 285312.59000000 0.006178273565 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 122271.06000000 PA USD 117634.14000000 0.002547296975 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8TH6 3635532.06000000 PA USD 3427285.73000000 0.074215823522 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2NA6 610128.48000000 PA USD 621787.68000000 0.013464440482 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXX9 4847013.19000000 PA USD 4910347.17000000 0.106330632375 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAE5 115849.63000000 PA USD 111805.32000000 0.002421077363 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQP3 624865.37000000 PA USD 582076.81000000 0.012604525333 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRV9 8079701.15000000 PA USD 7205026.72000000 0.156020546184 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 146957.79000000 PA USD 147630.59000000 0.003196852167 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGM8 896058.13000000 PA USD 804884.09000000 0.017429283778 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GT5V8 86283.60000000 PA USD 82981.09000000 0.001796905894 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4DF0 343275.27000000 PA USD 317969.46000000 0.006885438562 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR6L3 3617532.44000000 PA USD 3704320.55000000 0.080214846927 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MD3H4 23804.25000000 PA USD 22909.16000000 0.000496084163 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9R79 74451.07000000 PA USD 69752.70000000 0.001510453017 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSN73 47203.20000000 PA USD 47365.09000000 0.001025662707 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 129947.55000000 PA USD 127894.28000000 0.002769474173 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUL4 1229886.08000000 PA USD 1207587.62000000 0.026149587969 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXX0 10584176.40000000 PA USD 9550001.08000000 0.206799564036 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABL6 978000.00000000 PA USD 947307.72000000 0.020513382340 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8K93 702007.62000000 PA USD 670605.21000000 0.014521554909 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132KFWH1 568909.50000000 PA USD 536993.42000000 0.011628271475 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFG8 52158221.73000000 PA USD 45138885.08000000 0.977455570678 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RS8 939181.74000000 PA USD 926480.79000000 0.020062387622 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 7581780.84000000 PA USD 6780770.32000000 0.146833527479 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHP33 3549187.37000000 PA USD 3294048.46000000 0.071330650094 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFM1 5826621.07000000 PA USD 5917117.64000000 0.128131645018 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZX3 17416093.05000000 PA USD 15278582.51000000 0.330848570140 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNSM6 13160218.80000000 PA USD 12393003.84000000 0.268363089149 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL7K7 7400571.88000000 PA USD 6047492.39000000 0.130954832286 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9J80 45932.59000000 PA USD 44118.59000000 0.000955361690 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9HE8 4519332.64000000 PA USD 3667525.57000000 0.079418073633 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 19856546.76000000 PA USD 16541094.18000000 0.358187505577 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQT6 9942780.11000000 PA USD 9168767.49000000 0.198544178560 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLHK5 1945981.22000000 PA USD 1644612.83000000 0.035613107622 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSX8 14911872.01000000 PA USD 12564514.91000000 0.272077058834 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 1988196.30000000 PA USD 1804568.32000000 0.039076848130 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N BLACKROCK CASH FUNDS N/A 066922477 500930164.22000000 NS USD 501230722.32000000 10.85385163720 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5DK6 473926.80000000 PA USD 449060.72000000 0.009724141426 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BX7 12222558.69000000 PA USD 11252149.25000000 0.243658565049 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAW2 1157400.08000000 PA USD 1050491.95000000 0.022747775153 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADU5 132369.70000000 PA USD 127158.34000000 0.002753537832 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEPE0 7193396.39000000 PA USD 6887747.68000000 0.149150058254 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 1990000.00000000 PA USD 1639424.29000000 0.035500752890 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4J6 1369484.44000000 PA USD 1314510.14000000 0.028464931217 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07332VBD6 1908000.00000000 PA USD 1821035.46000000 0.039433434202 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLLG5 2807486.37000000 PA USD 2276301.36000000 0.049291945091 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQM7 18626067.46000000 PA USD 15755271.54000000 0.341170986102 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5EJ4 1171698.42000000 PA USD 1106261.51000000 0.023955431634 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJY61 100810.38000000 PA USD 89936.88000000 0.001947529368 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUHZ7 89826.34000000 PA USD 86435.28000000 0.001871704314 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEC4 466509.05000000 PA USD 440454.94000000 0.009537788405 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBH0 705557.25000000 PA USD 674013.75000000 0.014595364805 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q6N6 1375852.43000000 PA USD 1251899.92000000 0.027109144334 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAC0 1908000.00000000 PA USD 1844294.17000000 0.039937087662 Long ABS-MBS CORP US N 2 2048-11-10 Fixed 3.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FBL1 144933.78000000 PA USD 146230.42000000 0.003166532323 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLT24 1737252.85000000 PA USD 1781239.02000000 0.038571666086 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMPG3 1212823.97000000 PA USD 1065972.51000000 0.023082997425 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9SX4 21097906.78000000 PA USD 16265924.50000000 0.352228870664 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2L5 14703305.72000000 PA USD 11888824.23000000 0.257445381112 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7G28 5839.86000000 PA USD 5741.32000000 0.000124324852 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PNA7 1037042.83000000 PA USD 1019362.23000000 0.022073679677 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7M1 8463935.21000000 PA USD 7453649.69000000 0.161404327963 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9SS2 102614.68000000 PA USD 95968.15000000 0.002078132914 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9EZ2 187473.59000000 PA USD 179406.90000000 0.003884949163 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 3872169.81000000 PA USD 3616414.47000000 0.078311293318 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31283HAN5 1807.21000000 PA USD 1805.39000000 0.000039094641 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 328489.33000000 PA USD 310085.13000000 0.006714708109 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050623 21725000.00000000 PA USD 21580564.38000000 0.467314219973 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XYCD4 213898.19000000 PA USD 200276.65000000 0.004336871122 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 950483.85000000 PA USD 850280.27000000 0.018412310917 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RR0 5514910.48000000 PA USD 4533031.52000000 0.098160087548 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG2H6 613918.26000000 PA USD 512421.13000000 0.011096173225 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE4G6 267913.65000000 PA USD 257492.64000000 0.005575849180 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNU6 43953.92000000 PA USD 41596.56000000 0.000900748638 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBP8 4357.07000000 PA USD 4161.99000000 0.000090125405 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV85 677943.43000000 PA USD 683745.87000000 0.014806108045 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 1720717.09000000 PA USD 1556879.92000000 0.033713303906 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VT3 26681188.97000000 PA USD 22647275.75000000 0.490413216970 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPWM2 174046.45000000 PA USD 162626.49000000 0.003521579416 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APVV8 4435598.10000000 PA USD 3609761.01000000 0.078167216620 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EY4Q1 84879.12000000 PA USD 81526.76000000 0.001765413248 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFEH8 86534.91000000 PA USD 80647.70000000 0.001746377729 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SN2 2421112.38000000 PA USD 2157064.41000000 0.046709940224 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FE6 288208.60000000 PA USD 283359.93000000 0.006135989880 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E7KF6 43427.87000000 PA USD 41748.04000000 0.000904028847 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF23 1146856.38000000 PA USD 1081478.09000000 0.023418761490 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNH44 20718.31000000 PA USD 19400.33000000 0.000420102547 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 43677011.38000000 PA USD 36384589.68000000 0.787886537439 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKEX2 317799.64000000 PA USD 259145.35000000 0.005611637627 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44918MAE0 450000.00000000 PA USD 440741.70000000 0.009543998021 Long ABS-O CORP US N 2 2028-08-15 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMP6 3211329.76000000 PA USD 3118060.54000000 0.067519736899 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTCP2 9488235.45000000 PA USD 9805082.74000000 0.212323204886 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAN6 33849.48000000 PA USD 32112.11000000 0.000695368544 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7C1 3972329.61000000 PA USD 3626869.73000000 0.078537695723 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6P99 807269.42000000 PA USD 658269.98000000 0.014254442878 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLJ74 3210703.15000000 PA USD 2712802.36000000 0.058744113290 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAJZ2 75196.46000000 PA USD 70372.23000000 0.001523868569 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ65 1121535.80000000 PA USD 1106000.36000000 0.023949776587 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641JAW6 83770.23000000 PA USD 83312.44000000 0.001804081080 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XJ1 554795.25000000 PA USD 519737.64000000 0.011254607875 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNX3 288518.88000000 PA USD 279358.17000000 0.006049334160 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD4C2 202542.12000000 PA USD 195044.36000000 0.004223569010 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGE6 421715.15000000 PA USD 425260.54000000 0.009208762756 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GDE6 161741.63000000 PA USD 150075.27000000 0.003249790251 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJM96 1131823.39000000 PA USD 1007371.44000000 0.021814026288 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNK43 53182.68000000 PA USD 51800.09000000 0.001121699980 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NJ2 413425.31000000 PA USD 396254.64000000 0.008580657333 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCT8 14490868.03000000 PA USD 11720616.33000000 0.253802939599 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB3R9 2850918.67000000 PA USD 2413858.21000000 0.052270656442 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM84 3795287.27000000 PA USD 3583355.85000000 0.077595428666 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCFX3 4549000.00000000 PA USD 3823531.85000000 0.082796296360 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGX57 1683573.44000000 PA USD 1471770.25000000 0.031870304883 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180MXS1 111165.42000000 PA USD 104607.59000000 0.002265214823 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WUT52 35225.50000000 PA USD 31953.00000000 0.000691923112 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFE1 3431837.85000000 PA USD 3064646.81000000 0.066363094509 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WESA8 380101.84000000 PA USD 366029.36000000 0.007926146964 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBN2 18151080.73000000 PA USD 13951558.48000000 0.302112658116 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBKB1 170552.60000000 PA USD 164114.37000000 0.003553798568 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGZ31 54027.82000000 PA USD 54485.35000000 0.001179847680 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMB53 1414782.47000000 PA USD 1316681.95000000 0.028511960465 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 12883938.57000000 PA USD 11139866.73000000 0.241227154205 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETY75 2314637.95000000 PA USD 2228988.73000000 0.048267418374 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 47303.08000000 PA USD 46554.85000000 0.001008117444 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHT4 8759782.15000000 PA USD 8895835.32000000 0.192633995588 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BRK4 2288492.74000000 PA USD 2046006.20000000 0.044305041081 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKE3 96317.25000000 PA USD 97161.36000000 0.002103971164 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AY69 170528.06000000 PA USD 169097.47000000 0.003661704620 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHTS1 311110.59000000 PA USD 299331.46000000 0.006481843814 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6F63 907227.08000000 PA USD 840347.23000000 0.018197216874 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQR9 774969.79000000 PA USD 721896.78000000 0.015632243193 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLMJ0 789760.99000000 PA USD 775822.58000000 0.016799974153 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKC5 257594.00000000 PA USD 239743.07000000 0.005191492853 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCB64 6180543.38000000 PA USD 5277119.82000000 0.114272874840 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAB68 3072178.53000000 PA USD 2704183.22000000 0.058557470966 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A24E9 1094276.73000000 PA USD 1020315.19000000 0.022094315456 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 417276.91000000 PA USD 401189.64000000 0.008687521807 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGVM3 105607.31000000 PA USD 102962.87000000 0.002229599394 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJE0 2733076.94000000 PA USD 2554246.74000000 0.055310686129 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD3Q7 9443179.37000000 PA USD 8017405.28000000 0.173612118231 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDC7 1702972.30000000 PA USD 1570397.85000000 0.034006026598 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXC3 81967.18000000 PA USD 82222.98000000 0.001780489475 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MAET2 146670.55000000 PA USD 141377.29000000 0.003061440694 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL2F4 2143235.00000000 PA USD 2212086.17000000 0.047901403542 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLE46 8615074.51000000 PA USD 6993102.97000000 0.151431464074 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 3752841.72000000 PA USD 3243792.80000000 0.070242393822 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J65B6 168532.98000000 PA USD 153289.51000000 0.003319392696 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UCL6 10765.40000000 PA USD 10862.11000000 0.000235212498 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJSA7 37508.36000000 PA USD 35979.85000000 0.000779122141 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325HBP8 1866000.00000000 PA USD 1769101.05000000 0.038308825602 Long ABS-MBS CORP US N 2 2050-04-14 Fixed 3.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLLU0 5444359.21000000 PA USD 4789126.60000000 0.103705673402 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAV82 339918.98000000 PA USD 334467.39000000 0.007242691373 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNK4 138056.84000000 PA USD 127881.17000000 0.002769190284 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK4D7 6897661.14000000 PA USD 5617040.61000000 0.121633656330 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSUA7 11266089.28000000 PA USD 11481277.33000000 0.248620196640 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPM7 1983423.58000000 PA USD 1779958.46000000 0.038543936324 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 12027284.78000000 PA USD 10130897.81000000 0.219378535442 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJ42 7035983.48000000 PA USD 7144314.83000000 0.154705866502 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECV0 1514395.06000000 PA USD 1395332.20000000 0.030215084608 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4L95 47858.23000000 PA USD 44330.94000000 0.000959960002 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5Z3 7211077.94000000 PA USD 6880676.88000000 0.148996944308 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HLJX5 44825.35000000 PA USD 43773.07000000 0.000947879661 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BNP7 164341.68000000 PA USD 157846.93000000 0.003418080902 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GK3 1507836.71000000 PA USD 1346851.33000000 0.029165260352 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5V8 3014006.94000000 PA USD 2691588.04000000 0.058284729873 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJZ9 49084.91000000 PA USD 48493.43000000 0.001050096235 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVME2 6168418.88000000 PA USD 6023380.66000000 0.130432707188 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDDB9 3139852.81000000 PA USD 2554964.48000000 0.055326228360 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVK1 2892336.10000000 PA USD 2963315.04000000 0.064168815609 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG6H2 61508.78000000 PA USD 56975.53000000 0.001233771040 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFK1 325185.81000000 PA USD 320686.78000000 0.006944280502 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJT8 8302000.00000000 PA USD 8151301.27000000 0.176511555846 Long ABS-O CORP US N 2 2027-05-15 Fixed 3.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ADSK9 57223.92000000 PA USD 57904.25000000 0.001253881916 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQLM5 4675656.32000000 PA USD 4521662.41000000 0.097913896268 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKXZ3 208896.90000000 PA USD 203333.21000000 0.004403059102 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH7C5 6972624.77000000 PA USD 6565609.51000000 0.142174348769 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F1T28 123959.37000000 PA USD 117259.98000000 0.002539194764 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PYA46 5381.72000000 PA USD 5243.69000000 0.000113548972 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L23B7 1448396.44000000 PA USD 1169587.90000000 0.025326726750 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AM2 4664549.24000000 PA USD 4303220.01000000 0.093183656689 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJQ4 461054.97000000 PA USD 461568.48000000 0.009994989491 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 1881300.26000000 PA USD 1450921.24000000 0.031418832036 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHF56 210983.28000000 PA USD 195432.08000000 0.004231964855 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWU3 1561471.47000000 PA USD 1315626.83000000 0.028489112472 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDH0 407339.27000000 PA USD 374998.09000000 0.008120359450 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAQ7 201820.07000000 PA USD 194475.35000000 0.004211247439 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMXT8 3456640.55000000 PA USD 3509862.38000000 0.076003971510 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 255591.61000000 PA USD 215955.17000000 0.004676380100 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQYP1 455000.00000000 PA USD 466855.71000000 0.010109481296 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYT1 590293.11000000 PA USD 528330.23000000 0.011440675274 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRWL0 45830.21000000 PA USD 46648.88000000 0.001010153607 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 5.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 296539.45000000 PA USD 285065.57000000 0.006172924495 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAEU4 288862.08000000 PA USD 276903.59000000 0.005996181698 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L7LF4 637934.36000000 PA USD 591722.84000000 0.012813404345 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQV0 445644.17000000 PA USD 428448.65000000 0.009277799372 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LUK6 394964.44000000 PA USD 384378.97000000 0.008323496799 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHN0 11232980.83000000 PA USD 9122618.82000000 0.197544856701 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMU76 102876.69000000 PA USD 98819.58000000 0.002139878926 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3X6 172217.39000000 PA USD 159499.02000000 0.003453855923 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSK2 2723517.64000000 PA USD 2398428.14000000 0.051936527500 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPNP9 1329921.04000000 PA USD 1075168.24000000 0.023282125461 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLS2 7298914.31000000 PA USD 5958218.34000000 0.129021656104 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHS9 17344997.38000000 PA USD 14032885.83000000 0.303873753260 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFK0 5127821.64000000 PA USD 4343229.96000000 0.094050048237 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNSZ6 8335432.46000000 PA USD 7314607.47000000 0.158393451814 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQE2 2551843.65000000 PA USD 2637744.27000000 0.057118775223 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKL7 21705.99000000 PA USD 21432.94000000 0.000464117502 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPH34 12902961.40000000 PA USD 11749153.30000000 0.254420890624 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8UY9 2188109.13000000 PA USD 1980098.77000000 0.042877855086 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKT2 2636848.71000000 PA USD 2609196.47000000 0.056500589681 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFDH9 219239.21000000 PA USD 203357.49000000 0.004403584871 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQS40 105806.63000000 PA USD 102177.55000000 0.002212593759 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2000000.00000000 PA USD 1785343.60000000 0.038660548312 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKY1 5910989.13000000 PA USD 6008139.19000000 0.130102662267 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4Y3 17895750.99000000 PA USD 15804540.50000000 0.342237875976 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PYU36 4477.50000000 PA USD 4364.63000000 0.000094513453 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGFQ2 292927.25000000 PA USD 274415.12000000 0.005942295367 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062628 10341524.00000000 PA USD 10569993.29000000 0.228886885554 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERZE3 360166.44000000 PA USD 344128.90000000 0.007451905596 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QHM6 437428.91000000 PA USD 415938.02000000 0.009006889159 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN3Z3 5154437.85000000 PA USD 4707060.01000000 0.101928570458 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MFF29 128773.38000000 PA USD 125491.75000000 0.002717448822 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLQ9 2098122.39000000 PA USD 1878758.62000000 0.040683394723 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMS20 455173.67000000 PA USD 433498.07000000 0.009387141544 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHC4 1532955.65000000 PA USD 1240899.67000000 0.026870940497 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTCN7 7654874.59000000 PA USD 7922202.71000000 0.171550563493 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XH3 879761.36000000 PA USD 786560.27000000 0.017032492411 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXA7 319261.75000000 PA USD 314223.71000000 0.006804326585 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKXN3 9238356.68000000 PA USD 7524544.51000000 0.162939512907 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCGN2 2326897.91000000 PA USD 2220276.52000000 0.048078760675 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128LXAV2 32465.45000000 PA USD 33435.78000000 0.000724031826 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YY3V3 68107.31000000 PA USD 65535.82000000 0.001419139002 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4T9 2898559.20000000 PA USD 2343903.52000000 0.050755829451 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QREH2 9722756.17000000 PA USD 9620920.99000000 0.208335292288 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 365139.54000000 PA USD 357598.24000000 0.007743576101 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHLX3 16412870.74000000 PA USD 14945151.58000000 0.323628322689 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUM2 810640.03000000 PA USD 814537.14000000 0.017638314805 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BC5 6249010.93000000 PA USD 5507849.93000000 0.119269197433 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVL9 2277811.40000000 PA USD 2330069.40000000 0.050456259853 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWG32 574223.65000000 PA USD 547668.75000000 0.011859439364 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERTM2 325625.44000000 PA USD 313343.58000000 0.006785267896 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGYY4 55251.16000000 PA USD 53170.60000000 0.001151377555 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHT41 30082161.60000000 PA USD 25363376.87000000 0.549228762936 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DV4 936889.98000000 PA USD 901104.23000000 0.019512873386 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXR6 1809718.64000000 PA USD 1740238.67000000 0.037683828018 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET75 4303575.84000000 PA USD 4362651.03000000 0.094470599897 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 496000.00000000 PA USD 481017.13000000 0.010416138379 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 2227918.59000000 PA USD 2014868.02000000 0.043630762408 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFE56 2214005.27000000 PA USD 1995442.57000000 0.043210115902 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6BQ1 3434561.27000000 PA USD 3181362.53000000 0.068890503648 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBLD0 52075.86000000 PA USD 49769.51000000 0.001077728984 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHUV2 122095.14000000 PA USD 117447.13000000 0.002543247385 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8D26 1714019.17000000 PA USD 1655243.16000000 0.035843301062 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC3K2 4238879.97000000 PA USD 3733546.47000000 0.080847716752 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KC22 11492.60000000 PA USD 12018.70000000 0.000260257763 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F022626 10375000.00000000 PA USD 8723684.29000000 0.188906167952 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NU2 1752842.89000000 PA USD 1416762.15000000 0.030679137364 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4R8 332951.70000000 PA USD 319173.50000000 0.006911511328 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CND2 406430.97000000 PA USD 376229.64000000 0.008147027929 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B26W7 2489000.00000000 PA USD 2383342.45000000 0.051609855902 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E2FS5 43500.03000000 PA USD 41855.37000000 0.000906353014 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AU4 11506864.08000000 PA USD 10325288.42000000 0.223587947888 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERBM1 9182351.41000000 PA USD 8553376.04000000 0.185218244615 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR98 445559.69000000 PA USD 430103.95000000 0.009313643904 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDLB0 4689127.61000000 PA USD 4239421.33000000 0.091802134415 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J7YM8 683888.34000000 PA USD 622032.32000000 0.013469738015 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9KW4 513712.18000000 PA USD 494989.94000000 0.010718711227 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMA22 2816553.20000000 PA USD 2727810.62000000 0.059069108187 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJLB6 2277878.92000000 PA USD 1929949.20000000 0.041791896129 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAQ23 370398.35000000 PA USD 354797.09000000 0.007682918872 Long ABS-MBS USGA US N 2 2049-09-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVEV1 69414.65000000 PA USD 64913.95000000 0.001405672779 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 3651859.83000000 PA USD 3083257.66000000 0.066766101339 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW71 749422.81000000 PA USD 722135.28000000 0.015637407768 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAWR5 1830204.73000000 PA USD 1778089.28000000 0.038503460349 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLG35 5485746.17000000 PA USD 4472081.16000000 0.096840243940 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMBD6 7501829.22000000 PA USD 6077174.09000000 0.131597571754 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHR8 266691.94000000 PA USD 249840.11000000 0.005410138218 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBD1 16605643.54000000 PA USD 14518498.47000000 0.314389404661 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSJ0 3651645.76000000 PA USD 3394945.25000000 0.073515509762 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWMN6 477131.88000000 PA USD 442568.91000000 0.009583565161 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPW1 4812920.40000000 PA USD 4332292.64000000 0.093813207111 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9YJ4 244365.42000000 PA USD 239999.18000000 0.005197038762 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKE8 7362072.96000000 PA USD 5959942.24000000 0.129058986128 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26R8 893457.93000000 PA USD 833934.06000000 0.018058343512 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ3F1 283556.89000000 PA USD 272176.06000000 0.005893809862 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MCA75 6900111.01000000 PA USD 5578776.60000000 0.120805072069 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RS83 164901.60000000 PA USD 149746.77000000 0.003242676780 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKN8 591331.41000000 PA USD 547750.10000000 0.011861200949 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5F87 38629.85000000 PA USD 36871.41000000 0.000798428340 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 1006679.14000000 PA USD 939467.54000000 0.020343607929 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HEL2 25049.70000000 PA USD 25274.30000000 0.000547299856 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK5T3 568904.30000000 PA USD 586267.57000000 0.012695273735 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFQ1 3808863.17000000 PA USD 3683055.43000000 0.079754363467 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 171438.54000000 PA USD 164226.56000000 0.003556227975 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVU96 9744.44000000 PA USD 9628.63000000 0.000208502226 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R23 836497.32000000 PA USD 783675.79000000 0.016970030721 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJN38 224152.07000000 PA USD 201998.15000000 0.004374149176 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617A1GG3 182790.76000000 PA USD 170361.04000000 0.003689066472 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZD0 11004455.47000000 PA USD 8900707.75000000 0.192739505147 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPD8 7648253.56000000 PA USD 6499017.19000000 0.140732331891 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WHVR3 48907.42000000 PA USD 45363.53000000 0.000982320122 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAE4 2763000.00000000 PA USD 2324739.85000000 0.050340851634 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.39000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAD2 413000.00000000 PA USD 406069.12000000 0.008793184030 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183FLQ0 152733.97000000 PA USD 141648.34000000 0.003067310119 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1WA4 169559.69000000 PA USD 170141.16000000 0.003684305102 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CEA8 860090.99000000 PA USD 797835.25000000 0.017276645362 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6E0 1573737.62000000 PA USD 1450540.21000000 0.031410581059 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLU9 33269.05000000 PA USD 32594.46000000 0.000705813545 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AABZ6 345729.58000000 PA USD 336752.97000000 0.007292184241 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E75F3 36120.38000000 PA USD 34745.85000000 0.000752400609 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR5X8 4783097.15000000 PA USD 4950135.34000000 0.107192221410 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGYV3 253268.76000000 PA USD 205969.42000000 0.004460144653 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGJ5 4887030.50000000 PA USD 4529525.31000000 0.098084162666 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWPW5 639551.03000000 PA USD 593207.06000000 0.012845544242 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFK4 1279494.79000000 PA USD 1177018.57000000 0.025487633467 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2P4 411313.84000000 PA USD 407894.73000000 0.008832716523 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X75T2 605644.24000000 PA USD 573874.92000000 0.012426918308 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHBV3 69200.07000000 PA USD 66587.27000000 0.001441907523 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GK8 57404.86000000 PA USD 56652.92000000 0.001226785113 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307PWW5 172645.62000000 PA USD 166395.34000000 0.003603191610 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L7CJ6 135752.70000000 PA USD 130809.98000000 0.002832611913 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3T4 2528419.85000000 PA USD 2139697.37000000 0.046333867355 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E2HL8 11406.13000000 PA USD 11064.18000000 0.000239588203 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89190GAC1 1137258.50000000 PA USD 1114435.54000000 0.024132435367 Long ABS-O CORP US N 2 2025-11-17 Fixed 0.26000000 N N N N N N GS Mortgage Securities Trust N/A 36253GAE2 5809000.00000000 PA USD 5718805.98000000 0.123837324578 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNV1 16634782.28000000 PA USD 16092596.17000000 0.348475549300 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VME7 2039612.16000000 PA USD 1899242.73000000 0.041126965879 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAR5 16241472.09000000 PA USD 16129129.67000000 0.349266660401 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128P7WT6 30141.11000000 PA USD 29096.41000000 0.000630065363 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5R2 6456990.00000000 PA USD 5222514.63000000 0.113090432096 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23H9 369013.67000000 PA USD 356658.65000000 0.007723229841 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L74A4 288032.47000000 PA USD 266749.11000000 0.005776292504 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F030421 30800000.00000000 PA USD 29000125.00000000 0.627980369506 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UAU3 3319000.00000000 PA USD 3161577.51000000 0.068462070868 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSPD8 1239110.89000000 PA USD 1192431.05000000 0.025821381507 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ64 85516.47000000 PA USD 80956.68000000 0.001753068506 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNE4 193948.13000000 PA USD 173463.42000000 0.003756246657 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLE86 895149.31000000 PA USD 759755.67000000 0.016452054823 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFL3 19832433.20000000 PA USD 19960573.53000000 0.432234286608 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMZB2 756064.84000000 PA USD 732759.14000000 0.015867461105 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D56Q0 4398290.75000000 PA USD 3976501.44000000 0.086108761380 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJQ1 7343622.75000000 PA USD 6639361.54000000 0.143771404887 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFB5 9649724.60000000 PA USD 9729725.64000000 0.210691391937 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAD9 7905000.00000000 PA USD 7486004.17000000 0.162104944885 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 901910.09000000 PA USD 835424.57000000 0.018090619615 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DQF7 5180.91000000 PA USD 4902.42000000 0.000106158974 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F060626 22400000.00000000 PA USD 22706687.58000000 0.491699744630 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 25815503.50000000 PA USD 20897436.85000000 0.452521501710 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB69 2912716.77000000 PA USD 2459490.26000000 0.053258791204 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLN6 6847260.15000000 PA USD 5706469.77000000 0.123570191326 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9RH5 35438.09000000 PA USD 34045.41000000 0.000737232999 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNG5 2349817.49000000 PA USD 2245175.04000000 0.048617923240 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9SR0 138243.60000000 PA USD 131367.91000000 0.002844693554 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325DAD5 829000.00000000 PA USD 770164.13000000 0.016677443801 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7F3 26117538.60000000 PA USD 22030023.41000000 0.477046986564 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GFCG8 2198000.98000000 PA USD 1980142.82000000 0.042878808963 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 1626450.89000000 PA USD 1563915.12000000 0.033865646956 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK38 3075256.10000000 PA USD 2859756.70000000 0.061926321668 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET5H5 790074.92000000 PA USD 731846.22000000 0.015847692368 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPFK8 4049997.92000000 PA USD 3686310.70000000 0.079824854392 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 29590191.87000000 PA USD 24937472.41000000 0.540006056476 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ABF4 399879.60000000 PA USD 374229.40000000 0.008103713928 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQP8 2719473.21000000 PA USD 2558842.41000000 0.055410202616 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ2A2 7103817.98000000 PA USD 6869909.64000000 0.148763786163 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNS8 26928302.16000000 PA USD 23578857.07000000 0.510586053520 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AUF3 207530.34000000 PA USD 193412.92000000 0.004188241153 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHS8 654488.11000000 PA USD 609135.43000000 0.013190463572 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WKQ84 192453.28000000 PA USD 171777.67000000 0.003719742748 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12591UAF0 16408.94000000 PA USD 16380.48000000 0.000354709501 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHQ57 3186371.20000000 PA USD 2880897.46000000 0.062384112187 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBG7 3700914.41000000 PA USD 2850949.38000000 0.061735604418 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPN87 3966070.50000000 PA USD 3767587.07000000 0.081584845595 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTN2 2344878.32000000 PA USD 2158844.35000000 0.046748483760 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A8TN9 3667681.44000000 PA USD 3542056.86000000 0.076701123728 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 672443.95000000 PA USD 642467.00000000 0.013912238793 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7WU5 433035.36000000 PA USD 405679.37000000 0.008784744226 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFPY7 51951.39000000 PA USD 50435.34000000 0.001092147135 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 990432.57000000 PA USD 897102.45000000 0.019426217233 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WDYQ1 100002.24000000 PA USD 92757.75000000 0.002008613622 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKNC9 1802496.82000000 PA USD 1526053.89000000 0.033045784655 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 3073280.07000000 PA USD 2861890.52000000 0.061972528264 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ28 74544.56000000 PA USD 69660.98000000 0.001508466875 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBR75 2618246.16000000 PA USD 2333109.57000000 0.050522092917 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCW3 64931.86000000 PA USD 58840.64000000 0.001274158882 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9ED3 3265397.38000000 PA USD 2876112.02000000 0.062280486344 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWL2 7426820.84000000 PA USD 6288696.20000000 0.136177956591 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHH8 5015912.79000000 PA USD 4186659.87000000 0.090659616541 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LA2L5 1696253.35000000 PA USD 1574841.91000000 0.034102260061 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F042624 17700000.00000000 PA USD 17112297.52000000 0.370556572418 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDQ0 9112478.82000000 PA USD 8744360.83000000 0.189353906064 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RTB5 184982.14000000 PA USD 184151.71000000 0.003987695187 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6F55 1860738.00000000 PA USD 1651395.52000000 0.035759982719 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGT74 8236572.64000000 PA USD 7629320.94000000 0.165208383859 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WJSN2 1145807.28000000 PA USD 1051204.97000000 0.022763215175 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA2X7 1376488.58000000 PA USD 1323641.67000000 0.028662669040 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L87K7 81395.47000000 PA USD 75497.51000000 0.001634853443 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2E24 1862249.96000000 PA USD 1524582.81000000 0.033013929297 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJU1 6864352.83000000 PA USD 6610198.11000000 0.143139888246 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 2990062.75000000 PA USD 2670826.25000000 0.057835145723 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAE8 7093000.00000000 PA USD 6426936.80000000 0.139171474138 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BNL6 1324225.74000000 PA USD 1229954.40000000 0.026633927218 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJBY3 10646.50000000 PA USD 10533.14000000 0.000228088849 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FSM5 86974.81000000 PA USD 86719.49000000 0.001877858711 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BS8 383291.17000000 PA USD 352860.73000000 0.007640988154 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NY6 3967000.00000000 PA USD 3034797.05000000 0.065716715801 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 2.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB39 2339520.07000000 PA USD 2294366.37000000 0.049683132083 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XK31 24114.72000000 PA USD 24200.14000000 0.000524039563 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AMX3 114915.08000000 PA USD 107393.47000000 0.002325541388 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKL5 3817640.78000000 PA USD 3251652.28000000 0.070412586162 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LQPU8 4048673.01000000 PA USD 3637645.61000000 0.078771040962 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFN4 257533.45000000 PA USD 255307.80000000 0.005528537776 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTW39 1066405.68000000 PA USD 1094721.91000000 0.023705548494 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYNH8 106548.12000000 PA USD 103690.22000000 0.002245349724 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QCR0 429471.64000000 PA USD 408594.07000000 0.008847860312 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 173515.87000000 PA USD 145940.86000000 0.003160262074 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXX8 946115.33000000 PA USD 803341.76000000 0.017395885544 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUV7 295475.84000000 PA USD 275590.62000000 0.005967750117 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVC5 5150527.86000000 PA USD 4372309.52000000 0.094679748724 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVS2 61657.08000000 PA USD 60470.57000000 0.001309454041 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 200667.44000000 PA USD 193511.99000000 0.004190386454 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WF3E7 219434.15000000 PA USD 204317.38000000 0.004424370715 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VZ9 11272351.56000000 PA USD 9564047.99000000 0.207103741474 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHZD6 2314.20000000 PA USD 2237.60000000 0.000048453890 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8T31 352229.09000000 PA USD 326706.56000000 0.007074635239 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 2951587.89000000 PA USD 2663250.49000000 0.057671097169 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRX7 66879.05000000 PA USD 62654.29000000 0.001356741192 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSQ1 1420685.41000000 PA USD 1326684.62000000 0.028728562303 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3F5 1126307.79000000 PA USD 1086559.80000000 0.023528802882 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7HS9 246738.22000000 PA USD 228548.15000000 0.004949073553 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4M9 150988.06000000 PA USD 148484.94000000 0.003215352605 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDE7 18423718.63000000 PA USD 16776195.46000000 0.363278483243 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XW5W7 45305.36000000 PA USD 43756.10000000 0.000947512186 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCPY8 2854740.46000000 PA USD 2580988.41000000 0.055889761006 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFR6 1844627.59000000 PA USD 1770110.67000000 0.038330688319 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Bank N/A 06540BBD0 4564000.00000000 PA USD 4040526.09000000 0.087495176900 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052629 9325000.00000000 PA USD 9384645.03000000 0.203218877629 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MDKW2 19008.72000000 PA USD 18472.73000000 0.000400015924 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AABE3 619229.82000000 PA USD 601601.01000000 0.013027310211 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPNY9 15314980.21000000 PA USD 13755702.04000000 0.297871503998 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 22680005.08000000 PA USD 18291574.47000000 0.396093109754 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312936RV1 7887.17000000 PA USD 7835.66000000 0.000169676532 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECT5 3745107.61000000 PA USD 3275082.64000000 0.070919956601 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHQ2 143305.44000000 PA USD 130068.27000000 0.002816550627 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3Z1 41812.81000000 PA USD 41984.87000000 0.000909157259 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4Z7 16316586.58000000 PA USD 13789648.07000000 0.298606584983 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2C3 486142.48000000 PA USD 452542.97000000 0.009799547468 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G3Y0 163129.48000000 PA USD 148061.11000000 0.003206174820 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6C7 9912.04000000 PA USD 9522.39000000 0.000206201662 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 62956016.90000000 PA USD 50867381.33000000 1.101502732261 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUL7 592619.10000000 PA USD 569814.03000000 0.012338982163 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AJD2 17242.81000000 PA USD 17777.83000000 0.000384968280 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5B4 1929503.87000000 PA USD 1690569.03000000 0.036608261658 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZR4 244483.53000000 PA USD 226770.66000000 0.004910583070 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER77 9978153.22000000 PA USD 9847940.12000000 0.213251255828 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2P1 487945.54000000 PA USD 454804.91000000 0.009848528426 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL28 453780.90000000 PA USD 433494.75000000 0.009387069651 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GVKY0 49643.12000000 PA USD 48280.60000000 0.001045487529 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9VZ5 6018950.78000000 PA USD 4860044.90000000 0.105241366791 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMX24 292077.57000000 PA USD 283989.24000000 0.006149617212 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQU3 251528.57000000 PA USD 241275.80000000 0.005224683205 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAA1 2382000.00000000 PA USD 2345013.50000000 0.050779865404 Long ABS-O CORP US N 2 2027-05-20 Fixed 0.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 8191651.47000000 PA USD 7779438.80000000 0.168459096371 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF87 395339.29000000 PA USD 359578.19000000 0.007786450735 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7S30 438022.34000000 PA USD 408031.98000000 0.008835688589 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWMK6 51919.86000000 PA USD 49960.23000000 0.001081858912 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XASY9 2743888.10000000 PA USD 2236621.42000000 0.048432699713 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KT5 1130787.96000000 PA USD 1072731.63000000 0.023229362128 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617J3E56 76248.35000000 PA USD 74211.41000000 0.001607003717 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAS94 644870.68000000 PA USD 616905.68000000 0.013358723690 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQYZ3 7055835.73000000 PA USD 7245646.95000000 0.156900152981 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRJ87 9478201.01000000 PA USD 9367090.71000000 0.202838749324 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 27522770.69000000 PA USD 22901926.48000000 0.495927526288 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXAL6 2983229.14000000 PA USD 2679683.01000000 0.058026933565 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USW3 102212.54000000 PA USD 102735.45000000 0.002224674750 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ME8 1757092.05000000 PA USD 1627583.14000000 0.035244339866 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1LF9 6854062.85000000 PA USD 6414974.45000000 0.138912436600 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.17000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2612172.52000000 PA USD 2440707.11000000 0.052852053320 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DVC8 72122.26000000 PA USD 68228.76000000 0.001477453008 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2RB0 1903261.56000000 PA USD 1714619.45000000 0.037129059125 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8FV4 2494622.37000000 PA USD 2298738.24000000 0.049777802314 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHPV1 2362181.46000000 PA USD 2135706.63000000 0.046247450266 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M73A2 15296.67000000 PA USD 15753.83000000 0.000341139770 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX39 1062876.93000000 PA USD 967155.81000000 0.020943180863 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8C52 1053089.98000000 PA USD 986200.39000000 0.021355579857 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLC7 810200.84000000 PA USD 693124.97000000 0.015009206849 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92G5 255095.88000000 PA USD 245464.01000000 0.005315376388 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BGFQ9 2489000.00000000 PA USD 2057046.50000000 0.044544112177 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGRR7 39112.86000000 PA USD 37593.79000000 0.000814071047 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERV49 347033.56000000 PA USD 324587.98000000 0.007028758655 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J82T9 589276.55000000 PA USD 586408.75000000 0.012698330903 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTFY8 8471000.00000000 PA USD 7186439.77000000 0.155618056894 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FJQ0 35375.73000000 PA USD 35304.19000000 0.000764491128 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGRV8 57624.24000000 PA USD 55275.91000000 0.001196966785 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9EY3 1499638.44000000 PA USD 1361271.00000000 0.029477509685 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAUF7 80817.19000000 PA USD 79520.77000000 0.001721974733 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NZ9 6498139.12000000 PA USD 5875417.70000000 0.127228657747 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCXY9 6787626.62000000 PA USD 5766491.59000000 0.124869927955 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46648KAU0 4979000.00000000 PA USD 4641256.01000000 0.100503624178 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9GM6 36952.98000000 PA USD 33539.36000000 0.000726274789 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQT6 262288.92000000 PA USD 251427.65000000 0.005444515447 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 960030.84000000 PA USD 899428.78000000 0.019476592518 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQX7 12229330.60000000 PA USD 12308346.14000000 0.266529877268 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFWW2 200537.82000000 PA USD 192740.31000000 0.004173676185 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FC0 5666605.03000000 PA USD 5452694.88000000 0.118074847799 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NBB3 121330.43000000 PA USD 114211.90000000 0.002473190414 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N55 6070080.76000000 PA USD 5488148.01000000 0.118842564134 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD6J0 3729994.24000000 PA USD 3149591.66000000 0.068202524452 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMUC5 169641.03000000 PA USD 163166.65000000 0.003533276258 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLF84 2764057.72000000 PA USD 2549954.00000000 0.055217729411 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AGR3 15805.88000000 PA USD 15235.68000000 0.000329919541 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5G78 281627.44000000 PA USD 262342.58000000 0.005680871731 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6A5 11339654.87000000 PA USD 8710211.96000000 0.188614432700 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEMY2 103788.20000000 PA USD 99995.32000000 0.002165338873 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAM2 2037084.25000000 PA USD 1645903.04000000 0.035641046348 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGM2 264066.62000000 PA USD 239701.66000000 0.005190596144 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Bank N/A 06539XAH7 4515000.00000000 PA USD 3748895.70000000 0.081180095152 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCNG9 320595.85000000 PA USD 296966.60000000 0.006430634185 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NR7 6567358.31000000 PA USD 6080827.13000000 0.131676676152 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2332742.66000000 PA USD 2176422.96000000 0.047129138051 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KW2 386696.00000000 PA USD 397704.55000000 0.008612054267 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCQ4 4210509.67000000 PA USD 3689207.98000000 0.079887593259 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNEK4 114102.96000000 PA USD 112791.89000000 0.002442440946 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 2326776.34000000 PA USD 1901870.85000000 0.041183876246 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 32514322.48000000 PA USD 26215510.72000000 0.567681212020 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A27M8 311620.90000000 PA USD 280881.49000000 0.006082320744 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJQ39 3709498.10000000 PA USD 3300814.05000000 0.071477154901 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH2L9 1122221.28000000 PA USD 990820.99000000 0.021455636188 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHET8 3751360.98000000 PA USD 3391730.76000000 0.073445901903 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRW8 4181015.62000000 PA USD 3707723.52000000 0.080288536208 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9R64 4623801.49000000 PA USD 4180684.10000000 0.090530214814 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 28207.12000000 PA USD 27512.88000000 0.000595774968 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ78 16472452.18000000 PA USD 13972679.98000000 0.302570031571 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WM7L2 242119.09000000 PA USD 224078.98000000 0.004852296349 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETYW0 175778.86000000 PA USD 164671.51000000 0.003565863102 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXY1 412298.05000000 PA USD 413202.88000000 0.008947661338 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 7524024.72000000 PA USD 7416327.49000000 0.160596138035 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFNV7 33290.44000000 PA USD 30934.76000000 0.000669873733 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE27 113978.62000000 PA USD 109626.70000000 0.002373900649 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02589BAA8 3750000.00000000 PA USD 3636574.50000000 0.078747846716 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEY30 1853763.62000000 PA USD 1588909.98000000 0.034406895706 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVV3 322476.27000000 PA USD 325825.10000000 0.007055547749 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPSF5 3844477.31000000 PA USD 3500715.76000000 0.075805906922 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECU2 25966831.80000000 PA USD 23330866.78000000 0.505215972048 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADS0 123585.63000000 PA USD 111411.78000000 0.002412555489 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUC64 175109.84000000 PA USD 162203.80000000 0.003512426317 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5CD3 565136.56000000 PA USD 504799.55000000 0.010931132467 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H36T8 454037.02000000 PA USD 455186.16000000 0.009856784167 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D57D8 2700371.58000000 PA USD 2374352.78000000 0.051415189973 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 19613864.19000000 PA USD 18626877.87000000 0.403353904424 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUB8 266402.23000000 PA USD 255461.85000000 0.005531873637 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8GW5 123786.76000000 PA USD 117427.31000000 0.002542818195 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDE3 6572282.92000000 PA USD 6402181.46000000 0.138635412050 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 2024-02-29 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX