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 2025-10-31 2025-04-30 N 5751808125.92 384025255.03 5367782870.89 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1299772.44000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg U.S. Securitized: MBS ABS and CMBS Index LD19TRUU Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NX4 7678235.04000000 PA USD 7063696.21000000 0.131594298426 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXHD4 353126.98000000 PA USD 323543.96000000 0.006027515787 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AXF1 7072.65000000 PA USD 6989.28000000 0.000130207949 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 5547329.54000000 0.103344894408 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTU56 2576790.77000000 PA USD 2674415.66000000 0.049823469471 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8W50 1866446.83000000 PA USD 1698680.42000000 0.031645848218 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 2564658.37000000 0.047778727860 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.72000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWPU7 89832.44000000 PA USD 82747.40000000 0.001541556392 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307PVG1 58147.64000000 PA USD 56683.97000000 0.001056003407 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 5604020.20000000 PA USD 4972828.25000000 0.092642127478 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BM1 5874527.64000000 PA USD 5188339.34000000 0.096657027022 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4V4 3279282.40000000 PA USD 2629617.53000000 0.048988895289 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 1127338.03000000 PA USD 1003510.77000000 0.018695070090 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLFF8 4086287.77000000 PA USD 3416310.41000000 0.063644720588 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVJC2 758937.40000000 PA USD 700311.03000000 0.013046560318 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AYT9 1727895.76000000 PA USD 1540830.17000000 0.028705150842 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS3Z2 4018911.40000000 PA USD 4126060.16000000 0.076867121104 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBKS8 4990710.09000000 PA USD 4566556.48000000 0.085073420252 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8CY9 2570679.95000000 PA USD 2351616.91000000 0.043809836697 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTUY3 5966069.61000000 PA USD 6234481.29000000 0.116146301740 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BN44 1305205.57000000 PA USD 1199902.67000000 0.022353785517 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5S38 594200.48000000 PA USD 576769.30000000 0.010745019198 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7K53 1277526.78000000 PA USD 1214106.53000000 0.022618398679 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 17979500.30000000 PA USD 17721200.69000000 0.330140043221 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 295347.33000000 PA USD 288297.94000000 0.005370894220 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 347247.70000000 PA USD 318828.90000000 0.005939675796 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 6594840.00000000 PA USD 6216303.83000000 0.115807661738 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUHU3 4095061.34000000 PA USD 4166009.96000000 0.077611372520 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQSR4 367989.52000000 PA USD 380894.26000000 0.007095932699 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBZF8 582656.12000000 PA USD 518018.40000000 0.009650509576 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCUG1 3014140.85000000 PA USD 2614576.27000000 0.048708681645 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8KT3 22540.17000000 PA USD 21409.10000000 0.000398844374 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQVF0 1037919.43000000 PA USD 995004.45000000 0.018536600192 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEPF0 368608.72000000 PA USD 340146.01000000 0.006336806427 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 36268GAF2 1000000.00000000 PA USD 1017346.86000000 0.018952831820 Long ABS-O CORP US N 2 2029-08-16 Fixed 5.16000000 N N N N N N UMBS, TBA N/A 01F040651 42475000.00000000 PA USD 39580071.78000000 0.737363502436 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F012452 5775000.00000000 PA USD 5096128.60000000 0.094939171769 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BQS8 139469.13000000 PA USD 137494.28000000 0.002561472460 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CC36 134546.62000000 PA USD 127965.16000000 0.002383948141 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7T39 564181.00000000 PA USD 539944.12000000 0.010058978408 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNK5 12704621.92000000 PA USD 12681361.03000000 0.236249515582 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VNM0 4716.32000000 PA USD 4774.87000000 0.000088954231 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKZM0 1097387.93000000 PA USD 1041593.58000000 0.019404540106 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECD0 5582142.17000000 PA USD 5067199.83000000 0.094400238457 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTU72 3870730.05000000 PA USD 4019899.66000000 0.074889386487 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEWJ7 298042.66000000 PA USD 265237.68000000 0.004941289287 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9V69 832932.75000000 PA USD 762790.95000000 0.014210540335 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BK72 143595.84000000 PA USD 148046.71000000 0.002758060703 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECC2 11539416.33000000 PA USD 10191527.11000000 0.189864742206 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNAK8 3296589.91000000 PA USD 2998527.18000000 0.055861558712 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVQ23 8753440.84000000 PA USD 8570888.97000000 0.159672795568 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJ40 1810930.81000000 PA USD 1659892.01000000 0.030923233109 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3K4 611681.50000000 PA USD 580200.03000000 0.010808932551 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F050650 7950000.00000000 PA USD 7781588.95000000 0.144968400122 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVZM5 3635243.16000000 PA USD 2901835.83000000 0.054060231194 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTAA8 4744514.18000000 PA USD 4845161.50000000 0.090263738614 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65479UAD0 2250000.00000000 PA USD 2275561.26000000 0.042392945369 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASAG4 63997.06000000 PA USD 61514.03000000 0.001145985809 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FSH22 265637.09000000 PA USD 244368.55000000 0.004552504374 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVU50 61578.63000000 PA USD 60320.97000000 0.001123759500 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 2333291.68000000 0.043468443789 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 528150.28000000 PA USD 484241.95000000 0.009021265607 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DY6 758661.83000000 PA USD 757278.77000000 0.014107850265 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 1355926.39000000 PA USD 1254283.45000000 0.023366881264 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVPN1 28244.29000000 PA USD 27476.74000000 0.000511882478 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDCU8 1533572.13000000 PA USD 1232838.83000000 0.022967375165 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 1627061.51000000 PA USD 1386905.28000000 0.025837581611 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0VZ2 2186597.99000000 PA USD 2238362.88000000 0.041699951988 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 2203561.66000000 PA USD 2018100.81000000 0.037596543275 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLQ0 6008454.92000000 PA USD 5058880.33000000 0.094245248954 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 2834999.38000000 PA USD 2602305.64000000 0.048480083911 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 9390585.70000000 0.174943471557 Long ABS-MBS USGSE US N 2 2029-01-25 Variable 2.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRFH8 12137645.07000000 PA USD 12142563.37000000 0.226211895340 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAGS9 1500000.00000000 PA USD 1455339.98000000 0.027112497189 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CA9 746749.70000000 PA USD 678470.83000000 0.012639684695 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164AAC6 1500000.00000000 PA USD 1523293.38000000 0.028378446309 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTV1 2942704.42000000 PA USD 2780908.53000000 0.051807396030 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPWE4 2413278.88000000 PA USD 2424457.60000000 0.045166834395 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJT0 532166.94000000 PA USD 501810.97000000 0.009348570575 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N BMO Mortgage Trust N/A 05593HAK0 250000.00000000 PA USD 238217.94000000 0.004437920566 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 5510555.43000000 PA USD 4409373.26000000 0.082145149423 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132M7JN9 233046.57000000 PA USD 223651.12000000 0.004166545580 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W7GD0 455594.32000000 PA USD 413975.96000000 0.007712233709 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XX6 336352.15000000 PA USD 326485.08000000 0.006082307869 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5J6 7160426.31000000 PA USD 6244638.07000000 0.116335519155 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMVU4 3010221.43000000 PA USD 2884355.79000000 0.053734583893 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D77 768756.17000000 PA USD 746250.56000000 0.013902398400 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WMNJ9 152631.10000000 PA USD 140321.38000000 0.002614140388 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGE5 141006.41000000 PA USD 142757.00000000 0.002659515174 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 35774.87000000 PA USD 35525.02000000 0.000661819243 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU2G3 148121.84000000 PA USD 144207.05000000 0.002686529121 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E6MN9 29984.13000000 PA USD 26753.67000000 0.000498411926 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6D1 6971384.57000000 PA USD 6047234.55000000 0.112657957586 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307RD85 21005.27000000 PA USD 20413.58000000 0.000380298169 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F060659 14500000.00000000 PA USD 14708962.11000000 0.274023045711 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7X28 444537.11000000 PA USD 421142.76000000 0.007845748796 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BXP7 49114.25000000 PA USD 45970.81000000 0.000856420818 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 4866059.30000000 0.090653057641 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RS8 10297302.74000000 PA USD 8323971.82000000 0.155072811628 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VZ5 307599.21000000 PA USD 284206.23000000 0.005294667031 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QW9 3299386.80000000 PA USD 2943913.64000000 0.054844126724 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEB9 7350493.14000000 PA USD 7028746.84000000 0.130943203349 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02589BAE0 1000000.00000000 PA USD 1011432.96000000 0.018842657840 Long ABS-O CORP US N 2 2029-07-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CS2 2623768.03000000 PA USD 2299357.30000000 0.042836257637 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 173671.32000000 PA USD 173164.90000000 0.003226004183 Long ABS-O CORP US N 2 2026-11-16 Fixed 3.72000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 874907.84000000 PA USD 732259.28000000 0.013641745532 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSF8 3519876.69000000 PA USD 3095355.41000000 0.057665436260 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BYT7 860572.35000000 PA USD 765812.34000000 0.014266827821 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VPK23 95476.22000000 PA USD 95358.88000000 0.001776504048 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ECR92 66557.53000000 PA USD 60781.50000000 0.001132339020 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 81057849.47000000 PA USD 64461972.96000000 1.200905001384 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERM49 136007.16000000 PA USD 132447.77000000 0.002467457667 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWK1 7458566.63000000 PA USD 6018102.76000000 0.112115242079 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPN35 852098.71000000 PA USD 783896.66000000 0.014603732655 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 1427740.18000000 PA USD 1451363.61000000 0.027038418745 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBAD2 9076522.51000000 PA USD 7295582.99000000 0.135914271599 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 6339389.97000000 PA USD 5637265.51000000 0.105020371456 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMUS2 8065375.82000000 PA USD 7149332.45000000 0.133189672942 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ6A6 5274831.26000000 PA USD 5082545.36000000 0.094686120550 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWP29 11051.79000000 PA USD 10510.78000000 0.000195812316 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWK77 5197405.14000000 PA USD 4969903.96000000 0.092587648933 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 4.50000000 N N N N N N BMO Mortgage Trust N/A 09661XAH1 500000.00000000 PA USD 487976.26000000 0.009090834553 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5RX3 24221.10000000 PA USD 22281.21000000 0.000415091491 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XUJV8 53496.65000000 PA USD 50743.33000000 0.000945331270 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GKN5 3885.19000000 PA USD 3744.09000000 0.000069751144 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U52 4217098.28000000 PA USD 3835807.36000000 0.071459808495 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDKZ8 548154.92000000 PA USD 486849.95000000 0.009069851775 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDX84 551920.86000000 PA USD 504443.16000000 0.009397607394 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK3C7 479470.24000000 PA USD 441665.85000000 0.008228087100 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRBG4 1260953.61000000 PA USD 1282897.17000000 0.023899945300 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AH0 500000.00000000 PA USD 483582.81000000 0.009008986049 Long DBT CORP US N 2 2041-06-01 Fixed 5.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2XW7 986416.44000000 PA USD 873894.88000000 0.016280369400 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNJ3 1339851.06000000 PA USD 1239623.85000000 0.023093777818 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 5358175.27000000 PA USD 4747304.76000000 0.088440700270 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJW53 169578.24000000 PA USD 164414.14000000 0.003062980451 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Bank5 N/A 06211UBL8 2860000.00000000 PA USD 2971171.06000000 0.055351923344 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAG8 9781902.83000000 PA USD 9895754.30000000 0.184354593656 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72P9 2000000.00000000 PA USD 1737647.74000000 0.032371796359 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.50000000 N N N N N N First National Master Note Trust N/A 32113CCE8 2000000.00000000 PA USD 2029463.62000000 0.037808228626 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMT73 3246405.30000000 PA USD 2707099.14000000 0.050432351775 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D54E9 2120425.88000000 PA USD 2029768.24000000 0.037813903595 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLY42 12246255.49000000 PA USD 10286242.54000000 0.191629258995 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KD6E5 441654.17000000 PA USD 387320.43000000 0.007215650098 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WERK7 468296.27000000 PA USD 432136.02000000 0.008050549554 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 40754.85000000 PA USD 40663.71000000 0.000757551320 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHPM2 1602.34000000 PA USD 1623.32000000 0.000030241908 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 7.54000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312JAH6 1500000.00000000 PA USD 1429284.72000000 0.026627096407 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGLC3 6818375.35000000 PA USD 5412090.00000000 0.100825426999 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WH6K6 73124.21000000 PA USD 67356.94000000 0.001254837269 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHL34 33403.10000000 PA USD 30726.82000000 0.000572430382 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBM9 1634000.00000000 PA USD 1370608.76000000 0.025533982893 Long ABS-MBS CORP US N 2 2054-06-15 Variable 2.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAE9 2988000.00000000 PA USD 2582401.50000000 0.048109276438 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 63527901.97000000 PA USD 50515134.31000000 0.941080060893 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWU4 428175.41000000 PA USD 415614.66000000 0.007742762142 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 185829.22000000 PA USD 172164.33000000 0.003207363899 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31306XQY2 5089.61000000 PA USD 5025.99000000 0.000093632513 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307STN3 450844.31000000 PA USD 432041.42000000 0.008048787188 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLBG7 391070.02000000 PA USD 361324.96000000 0.006731363184 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUH79 190233.39000000 PA USD 185434.84000000 0.003454589063 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHRM6 2263.46000000 PA USD 2243.58000000 0.000041797145 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQY4 579435.17000000 PA USD 566002.52000000 0.010544437687 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRVC6 3940355.44000000 PA USD 3137807.13000000 0.058456297608 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Carvana Auto Receivables Trust N/A 146919AC9 940000.00000000 PA USD 938546.88000000 0.017484814542 Long ABS-O CORP US N 2 2029-10-10 Fixed 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EULG2 721274.36000000 PA USD 665557.39000000 0.012399111625 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAJP8 9987581.54000000 PA USD 8315195.57000000 0.154909313025 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 1882090.84000000 PA USD 1775589.00000000 0.033078629346 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YEN60 483173.00000000 PA USD 446398.17000000 0.008316248640 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F032658 21250000.00000000 PA USD 19175737.99000000 0.357237586750 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F020653 725000.00000000 PA USD 574895.46000000 0.010710110185 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JG5 3750000.00000000 PA USD 3598709.85000000 0.067042761165 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WHPV1 715194.86000000 PA USD 636474.73000000 0.011857311394 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040657 9625000.00000000 PA USD 8957458.03000000 0.166874447894 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BKN98 1238331.63000000 PA USD 1096979.17000000 0.020436355128 Long ABS-MBS USGA US N 2 2049-10-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHQA3 131512.44000000 PA USD 124906.73000000 0.002326970613 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 8775614.56000000 PA USD 7882164.85000000 0.146842095509 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J86M7 144140.57000000 PA USD 134803.29000000 0.002511340217 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXGA4 3436780.60000000 PA USD 3262881.49000000 0.060786391113 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 3.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AC1 1000000.00000000 PA USD 923356.29000000 0.017201818929 Long DBT CORP US N 2 2039-06-01 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 7930550.96000000 PA USD 7963688.77000000 0.148360858878 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DC4 339121.08000000 PA USD 331061.69000000 0.006167568583 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6HN3 4296015.45000000 PA USD 4192798.35000000 0.078110431268 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WMJ62 65295.22000000 PA USD 60016.65000000 0.001118090121 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHM2 7507850.17000000 PA USD 6815264.81000000 0.126966104515 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417LA88 42654.89000000 PA USD 42399.85000000 0.000789895027 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLX4 4289349.34000000 PA USD 3605486.24000000 0.067169003045 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNL2 135000.90000000 PA USD 124198.99000000 0.002313785653 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 1863106.19000000 PA USD 1741717.87000000 0.032447621520 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 32751.88000000 PA USD 33275.47000000 0.000619910879 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHT44 48118.05000000 PA USD 46947.51000000 0.000874616412 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FFEY3 18206.33000000 PA USD 17293.81000000 0.000322177897 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GAS3 1266.02000000 PA USD 1295.56000000 0.000024135849 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRVZ4 5799521.07000000 PA USD 5937602.62000000 0.110615551389 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GEWW6 123939.28000000 PA USD 123083.65000000 0.002293007242 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 6087030.46000000 PA USD 5574720.65000000 0.103855181628 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 4482646.41000000 PA USD 4236945.16000000 0.078932871576 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWM0 1869401.43000000 PA USD 1565528.21000000 0.029165267069 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSTR3 3081476.06000000 PA USD 3096570.18000000 0.057688067019 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPK7 3522514.90000000 PA USD 3143002.10000000 0.058553078162 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2N3 9827327.55000000 PA USD 10051375.29000000 0.187253760663 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 29050726.88000000 PA USD 23689203.75000000 0.441321944642 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05554VAE0 410000.00000000 PA USD 427792.34000000 0.007969628248 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDFV3 1173801.36000000 PA USD 941572.94000000 0.017541189028 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VC6 84387.29000000 PA USD 77481.02000000 0.001443445494 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9Q53 358882.61000000 PA USD 343959.89000000 0.006407857737 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD59 6404232.87000000 PA USD 5332157.31000000 0.099336307713 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 600321.45000000 PA USD 550282.39000000 0.010251576921 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BCB4 62500.00000000 PA USD 51494.66000000 0.000959328296 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EW54 35951.95000000 PA USD 37863.52000000 0.000705384716 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RP4 400514.87000000 PA USD 379437.25000000 0.007068789090 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HX6 1470026.11000000 PA USD 1306946.84000000 0.024347982610 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CAD2 830000.00000000 PA USD 783777.23000000 0.014601507714 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU81 2541000.57000000 PA USD 2491214.16000000 0.046410486786 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 618651.23000000 PA USD 570302.60000000 0.010624546739 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM3Z6 2631321.64000000 PA USD 2110018.91000000 0.039308946743 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JM8 3798444.35000000 PA USD 3475619.77000000 0.064749634133 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 2422105.75000000 PA USD 2155509.22000000 0.040156416007 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVV84 4405488.51000000 PA USD 4214310.84000000 0.078511201763 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ANR5 90798.54000000 PA USD 89513.77000000 0.001667611603 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYG65 1431098.61000000 PA USD 1307255.72000000 0.024353736942 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9JK0 264279.79000000 PA USD 263613.00000000 0.004911022042 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECA6 9671839.50000000 PA USD 8396098.05000000 0.156416499175 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XQDL2 140450.63000000 PA USD 134619.49000000 0.002507916084 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WH5N1 318560.81000000 PA USD 283497.43000000 0.005281462324 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXU5 7453721.91000000 PA USD 7321204.42000000 0.136391590272 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 452155.06000000 PA USD 442258.80000000 0.008239133561 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ5L1 321732.32000000 PA USD 318873.97000000 0.005940515435 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GT4R4 8110805.39000000 PA USD 8250019.66000000 0.153695107615 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNMZ3 5199998.26000000 PA USD 4142099.64000000 0.077165931253 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8C27 466801.04000000 PA USD 430741.61000000 0.008024572162 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGD5 13754241.77000000 PA USD 10971532.54000000 0.204395982548 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD2H3 125170.04000000 PA USD 119973.31000000 0.002235062648 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032654 8150000.00000000 PA USD 7402850.14000000 0.137912622735 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLL8 122108.95000000 PA USD 114198.85000000 0.002127486389 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ5R2 6802123.74000000 PA USD 5663440.81000000 0.105508008543 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGD2 7620895.94000000 PA USD 6403515.81000000 0.119295358326 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2U3 334670.13000000 PA USD 325750.99000000 0.006068632018 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNAK9 6235549.39000000 PA USD 5667509.67000000 0.105583810044 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054975AL1 300000.00000000 PA USD 297659.88000000 0.005545304032 Long ABS-MBS CORP US N 2 2055-12-15 Variable 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 3087358.13000000 PA USD 2754553.09000000 0.051316402996 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXP2 5142767.31000000 PA USD 4146697.88000000 0.077251594927 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 2814190.18000000 0.052427422041 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUSQ1 2200549.21000000 PA USD 2159844.37000000 0.040237178402 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSL82 17906648.00000000 PA USD 18105595.52000000 0.337301190370 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5MC4 96365.33000000 PA USD 95862.28000000 0.001785882221 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NP40 282230.71000000 PA USD 275658.14000000 0.005135418973 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 256214.29000000 PA USD 230732.45000000 0.004298468390 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAE3 3250967.87000000 PA USD 3195977.75000000 0.059539996808 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4W7 328489.61000000 PA USD 310822.58000000 0.005790520732 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K14K9 3502808.46000000 PA USD 3078694.12000000 0.057355041998 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4C1 168029.12000000 PA USD 163312.41000000 0.003042455589 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNS37 6668354.11000000 PA USD 5811828.10000000 0.108272414138 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05554VAG5 500000.00000000 PA USD 504454.51000000 0.009397818841 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9PA5 568811.33000000 PA USD 567376.65000000 0.010570037269 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLL87 5091169.77000000 PA USD 4277904.48000000 0.079695930012 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPC8 1543840.22000000 PA USD 1517123.09000000 0.028263495869 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNR61 639310.22000000 PA USD 594278.12000000 0.011071202660 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2M3 9178377.96000000 PA USD 7667856.96000000 0.142849611179 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 1150362.33000000 PA USD 1054839.64000000 0.019651309774 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGPU7 1015928.90000000 PA USD 810389.78000000 0.015097290622 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQK43 417586.99000000 PA USD 424201.52000000 0.007902732472 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFL9 216557.22000000 PA USD 211536.92000000 0.003940862085 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 7849695.01000000 PA USD 6976558.28000000 0.129970947927 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 4469341.69000000 PA USD 4134663.53000000 0.077027399010 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7GG5 23913.88000000 PA USD 24056.59000000 0.000448166227 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B92H6 7433637.93000000 PA USD 6757030.96000000 0.125881227361 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEF0 7889156.04000000 PA USD 7699609.28000000 0.143441146283 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3Z4 4690000.00000000 PA USD 4391848.16000000 0.081818662670 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.52000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUC0 2507906.74000000 PA USD 2411030.04000000 0.044916683442 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH4N9 428180.50000000 PA USD 410305.26000000 0.007643849795 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K1C87 458329.82000000 PA USD 405142.21000000 0.007547663900 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 905099.21000000 PA USD 893937.54000000 0.016653757454 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J52B4 274054.87000000 PA USD 265599.81000000 0.004948035648 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRYV0 26330.90000000 PA USD 25806.43000000 0.000480765161 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJK72 763558.64000000 PA USD 702404.59000000 0.013085562640 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 407625.21000000 0.007593921360 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZC7 695940.65000000 PA USD 641052.17000000 0.011942587571 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRW33 6712121.36000000 PA USD 6594348.13000000 0.122850500637 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 916350.79000000 PA USD 894479.22000000 0.016663848771 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GREX4 1709964.99000000 PA USD 1740830.95000000 0.032431098497 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZT2 4409330.12000000 PA USD 4043192.35000000 0.075323321513 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N World Omni Auto Receivables Trust N/A 98164YAE1 500000.00000000 PA USD 509919.10000000 0.009499622325 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 1178612.75000000 PA USD 1078444.07000000 0.020091052412 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BP4 1483025.68000000 PA USD 1378172.09000000 0.025674885202 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 1708432.78000000 PA USD 1541877.77000000 0.028724667280 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRMZ5 996235.04000000 PA USD 885421.89000000 0.016495113742 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFD3 2342969.49000000 PA USD 1996890.78000000 0.037201407509 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6R4 176601.01000000 PA USD 172506.99000000 0.003213747540 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q73S4 241397.13000000 PA USD 228693.29000000 0.004260479522 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH4Y5 244646.78000000 PA USD 234225.02000000 0.004363533802 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 1400000.00000000 PA USD 1459795.11000000 0.027195494771 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5NM7 231225.25000000 PA USD 225719.38000000 0.004205076573 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J96V8 240842.77000000 PA USD 227772.16000000 0.004243319178 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGK34 19599229.39000000 PA USD 15556901.46000000 0.289819872267 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VQ9 1692089.77000000 PA USD 1437938.41000000 0.026788311758 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6GA3 848582.28000000 PA USD 780618.61000000 0.014542663680 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 5771704.26000000 PA USD 5523528.19000000 0.102901483216 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAR36 372017.45000000 PA USD 351112.01000000 0.006541099341 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GEGN2 2321664.80000000 PA USD 2116046.37000000 0.039421236307 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5ZY8 463807.82000000 PA USD 426042.87000000 0.007937036207 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 11701280.29000000 PA USD 11251314.81000000 0.209608232684 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 22265.69000000 PA USD 23046.64000000 0.000429351196 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HMF48 14948.83000000 PA USD 14432.62000000 0.000268874884 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 1000000.00000000 PA USD 895865.36000000 0.016689672096 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9ZZ1 3502521.19000000 PA USD 3071629.58000000 0.057223431980 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XYAB3 314004.59000000 PA USD 313620.52000000 0.005842645418 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 133382.81000000 PA USD 131523.55000000 0.002450239757 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFFW6 2728176.49000000 PA USD 2479959.46000000 0.046200815488 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 33352.82000000 PA USD 30583.30000000 0.000569756652 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERHL7 187378.43000000 PA USD 173361.64000000 0.003229669384 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MS5 736967.02000000 PA USD 698609.77000000 0.013014866413 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DRG0 101552.39000000 PA USD 95052.77000000 0.001770801321 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY6X6 2758026.14000000 PA USD 2697675.26000000 0.050256788042 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.07000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFUT4 40366.96000000 PA USD 37183.24000000 0.000692711327 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 216255.33000000 PA USD 204880.06000000 0.003816847009 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHUG4 3600000.00000000 PA USD 3644563.50000000 0.067896999332 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 4.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAW97 223599.14000000 PA USD 205385.30000000 0.003826259462 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EY3U3 24198.49000000 PA USD 23796.14000000 0.000443314131 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4HG4 3180802.90000000 PA USD 2889966.98000000 0.053839118487 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPH3 21020870.21000000 PA USD 17501953.62000000 0.326055543619 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A93 9687629.71000000 PA USD 8065909.94000000 0.150265205095 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHTQ8 3704662.06000000 PA USD 3100638.77000000 0.057763863490 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVB3 988749.07000000 PA USD 920489.41000000 0.017148409914 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y63F9 242050.20000000 PA USD 245055.25000000 0.004565297365 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTWW2 27218.50000000 PA USD 27370.68000000 0.000509906616 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 6.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KEFG8 4951779.27000000 PA USD 4344129.75000000 0.080929684647 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MCXP4 214525.76000000 PA USD 195051.41000000 0.003633742546 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EBHJ3 27977.88000000 PA USD 26971.45000000 0.000502469094 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128E6AD9 38100.13000000 PA USD 37382.47000000 0.000696422916 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EL6H1 122166.74000000 PA USD 117801.42000000 0.002194601064 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG3B1 4127190.57000000 PA USD 3317697.86000000 0.061807601756 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 542441.15000000 PA USD 496625.27000000 0.009251962718 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VJ5 4352524.73000000 PA USD 3996188.97000000 0.074447664261 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 6527055.05000000 PA USD 6276061.19000000 0.116920921373 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4A7 743391.04000000 PA USD 681821.95000000 0.012702114940 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NQJ6 24744.89000000 PA USD 24139.71000000 0.000449714725 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA58 4595667.43000000 PA USD 3908081.41000000 0.072806249880 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWCE2 1658320.85000000 PA USD 1592738.11000000 0.029672178407 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 9381881.89000000 PA USD 9021107.44000000 0.168060215120 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9F65 14785.97000000 PA USD 14352.55000000 0.000267383207 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2N5 1527142.68000000 PA USD 1568244.40000000 0.029215868780 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DHA4 103876.15000000 PA USD 97269.61000000 0.001812100309 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNHF4 3167064.78000000 PA USD 3297947.34000000 0.061439656173 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAL8 781221.60000000 PA USD 796869.45000000 0.014845411395 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQYD8 7216023.84000000 PA USD 7520666.69000000 0.140107505666 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MSX9 1492819.28000000 PA USD 1389943.65000000 0.025894185428 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ6P2 18089.70000000 PA USD 17847.25000000 0.000332488299 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GT5R7 73286.05000000 PA USD 71883.37000000 0.001339163146 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 725783.52000000 0.013521104289 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCX0 2274117.95000000 PA USD 2353867.24000000 0.043851759592 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPX93 8574500.46000000 PA USD 8009792.61000000 0.149219758001 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MATV6 127745.56000000 PA USD 122850.34000000 0.002288660755 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M7KK1 72941.93000000 PA USD 74467.91000000 0.001387312262 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y0FN5 68035.31000000 PA USD 66424.35000000 0.001237463429 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 11119868.93000000 PA USD 9893371.52000000 0.184310203261 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 3551826.41000000 PA USD 3255885.50000000 0.060656058158 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WEUR1 14937.33000000 PA USD 13759.23000000 0.000256329854 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 2818420.07000000 PA USD 2587679.54000000 0.048207604559 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNL62 246588.32000000 PA USD 240281.50000000 0.004476363999 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFH1 880400.74000000 PA USD 882324.23000000 0.016437405372 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXT9 3433254.64000000 PA USD 3142762.81000000 0.058548620270 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 549953.14000000 PA USD 522926.57000000 0.009741947142 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 6887767.62000000 0.128316807621 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.49000000 N N N N N N Bank N/A 06541QAZ8 1000000.00000000 PA USD 960781.49000000 0.017899037891 Long ABS-MBS CORP US N 2 2055-08-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKCB4 69598.77000000 PA USD 64024.55000000 0.001192755957 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPVS5 104956.21000000 PA USD 96550.18000000 0.001798697568 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7Y29 689397.27000000 PA USD 581536.79000000 0.010833835942 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 183710.60000000 PA USD 183119.57000000 0.003411456357 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N BMO Mortgage Trust N/A 05593QAF1 500000.00000000 PA USD 512534.18000000 0.009548340391 Long ABS-MBS CORP US N 2 2057-09-15 Variable 5.75000000 N N N N N N GM Financial Automobile Leasing Trust N/A 36271VAD9 600000.00000000 PA USD 603686.34000000 0.011246474652 Long ABS-O CORP US N 2 2028-02-21 Fixed 4.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3L54 4841730.06000000 PA USD 3850336.44000000 0.071730480397 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J66W9 63111.09000000 PA USD 57456.89000000 0.001070402648 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGZ83 2531182.33000000 PA USD 2131241.60000000 0.039704318361 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 74756.35000000 PA USD 70878.62000000 0.001320444990 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 1842330.62000000 PA USD 1687272.47000000 0.031433321924 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCWN2 1080761.81000000 PA USD 941516.20000000 0.017540131980 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 6068567.06000000 0.113055375114 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER6H8 182621.85000000 PA USD 177497.25000000 0.003306714415 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VU0 7985201.56000000 PA USD 6750423.17000000 0.125758126443 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ3S3 11333263.33000000 PA USD 10575074.25000000 0.197010097173 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJL3 84306.15000000 PA USD 82520.81000000 0.001537335096 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4GD2 734346.85000000 PA USD 768763.23000000 0.014321801915 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAFC7 784415.54000000 PA USD 754742.90000000 0.014060607855 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 893834.12000000 PA USD 802832.42000000 0.014956499532 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 8154928.07000000 PA USD 8028895.21000000 0.149575633052 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 49471.67000000 PA USD 44437.09000000 0.000827848127 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHEP6 3089597.99000000 PA USD 2827402.38000000 0.052673560909 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJY87 462724.05000000 PA USD 440117.12000000 0.008199234778 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMX8 3563134.60000000 PA USD 3488867.40000000 0.064996433050 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132M9GQ1 126618.20000000 PA USD 117890.36000000 0.002196257986 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417D2G7 127140.83000000 PA USD 115599.16000000 0.002153573696 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRC36 13186207.65000000 PA USD 13194758.11000000 0.245813931512 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNV4 4495.83000000 PA USD 4323.61000000 0.000080547408 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DU6E2 4291118.65000000 PA USD 4232819.38000000 0.078856009674 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J8DV9 192500.18000000 PA USD 175127.37000000 0.003262564343 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQN31 7337825.40000000 PA USD 5871497.26000000 0.109384030636 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5FB0 8212.30000000 PA USD 8365.62000000 0.000155848703 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 7.50000000 N N N N N N Bank5 N/A 06211UBT1 1180000.00000000 PA USD 1238793.26000000 0.023078304204 Long ABS-MBS CORP US N 2 2057-06-15 Variable 6.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM2V6 2542988.56000000 PA USD 2035100.82000000 0.037913247777 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Synchrony Card Issuance Trust N/A 87166PAM3 1740000.00000000 PA USD 1766896.08000000 0.032916683153 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7H5 4343153.67000000 PA USD 3540775.70000000 0.065963467322 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 1240234.84000000 PA USD 1170563.52000000 0.021807206963 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCS1 7778256.74000000 PA USD 6475814.56000000 0.120642259863 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HM4L2 74815.96000000 PA USD 70132.67000000 0.001306548191 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LXF83 512981.81000000 PA USD 493166.09000000 0.009187519351 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQ6A9 920471.47000000 PA USD 882793.01000000 0.016446138587 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 340860.97000000 PA USD 306960.58000000 0.005718572963 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMR1 607327.94000000 PA USD 594669.27000000 0.011078489653 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8A39 2803896.65000000 PA USD 2567520.48000000 0.047832048012 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8W78 2663401.20000000 PA USD 2335740.88000000 0.043514071566 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDL41 248141.65000000 PA USD 237824.00000000 0.004430581596 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307SD34 440171.76000000 PA USD 422038.99000000 0.007862445261 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNGL1 33062660.01000000 PA USD 26385102.02000000 0.491545627955 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4E7 524346.80000000 PA USD 509627.98000000 0.009494198857 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDVN1 4728428.25000000 PA USD 4115872.00000000 0.076677319090 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5U98 61285.06000000 PA USD 60067.52000000 0.001119037812 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYR3 8009689.21000000 PA USD 7479697.13000000 0.139344256463 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER7M6 263677.34000000 PA USD 255577.25000000 0.004761318707 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKL81 2479940.44000000 PA USD 2177155.68000000 0.040559682318 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WA9 502736.15000000 PA USD 462471.59000000 0.008615691079 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZN3 812044.80000000 PA USD 747999.25000000 0.013934975910 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHPZ4 1186872.68000000 PA USD 988188.90000000 0.018409628775 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SQ1 8217874.11000000 PA USD 6643035.97000000 0.123757538815 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MG21 2286602.83000000 PA USD 2368576.03000000 0.044125779432 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5VE0 542823.98000000 PA USD 528472.88000000 0.009845273043 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQFP5 4053328.32000000 PA USD 3916366.92000000 0.072960606160 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 5637478.24000000 PA USD 5139215.08000000 0.095741858484 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 6031454.45000000 PA USD 5115262.22000000 0.095295624712 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKD48 885357.94000000 PA USD 712011.48000000 0.013264535789 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GL6 42348.28000000 PA USD 41345.54000000 0.000770253585 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379931AF5 850000.00000000 PA USD 866965.40000000 0.016151275505 Long ABS-O CORP US N 2 2029-10-16 Fixed 5.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 3338622.41000000 PA USD 3064591.82000000 0.057092320865 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 3171410.46000000 PA USD 2530643.12000000 0.047145035126 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNKS1 43118.47000000 PA USD 42049.84000000 0.000783374458 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RM9 92048.68000000 PA USD 87198.98000000 0.001624487839 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR4Y7 2053174.53000000 PA USD 2128387.08000000 0.039651139608 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVV5 1735146.71000000 PA USD 1781846.67000000 0.033195207646 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022655 12925000.00000000 PA USD 11013499.39000000 0.205177810930 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VPC1 55070.75000000 PA USD 55937.21000000 0.001042091517 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQ21 735976.72000000 PA USD 654112.61000000 0.012185899201 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJUS5 153590.35000000 PA USD 141284.56000000 0.002632084109 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 5750280.23000000 PA USD 4900909.56000000 0.091302306331 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 2455397.74000000 PA USD 2317463.54000000 0.043173570834 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHVQ2 20187.70000000 PA USD 18572.41000000 0.000345997788 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNU27 7059444.96000000 PA USD 6611138.16000000 0.123163293281 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0ZD7 5589157.85000000 PA USD 5616248.83000000 0.104628837735 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 3040682.78000000 0.056646903444 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2M5 13342529.87000000 PA USD 13506757.47000000 0.251626375262 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9UA9 185691.14000000 PA USD 175487.81000000 0.003269279220 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8SW4 309922.51000000 PA USD 303203.33000000 0.005648576652 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBKZ2 22885.54000000 PA USD 21738.49000000 0.000404980799 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 227849.10000000 PA USD 209201.90000000 0.003897361443 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZQ5 3590891.52000000 PA USD 2989748.41000000 0.055698013163 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9H94 119074.80000000 PA USD 117926.67000000 0.002196934429 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SE2 1127277.86000000 PA USD 1100554.27000000 0.020502958045 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 806713.64000000 PA USD 724581.72000000 0.013498715157 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 7239654.74000000 0.134872347003 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 1.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNUM3 4654314.28000000 PA USD 4347785.89000000 0.080997797313 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 1864824.97000000 PA USD 1831085.96000000 0.034112519154 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQGS9 515800.53000000 PA USD 473826.64000000 0.008827231864 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9C98 2000000.00000000 PA USD 1909984.68000000 0.035582375925 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NX3P3 554673.82000000 PA USD 470417.55000000 0.008763721657 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAH88 8922596.42000000 PA USD 7174278.70000000 0.133654413238 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 574433.52000000 0.010701504397 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307RU86 236721.68000000 PA USD 227760.12000000 0.004243094876 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QZ43 6551.21000000 PA USD 6907.93000000 0.000128692426 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98164PAD2 400000.00000000 PA USD 401131.42000000 0.007472944223 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 1973075.91000000 PA USD 1811127.93000000 0.033740707729 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCB7 27420015.32000000 PA USD 21799162.80000000 0.406111113737 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 2165990.37000000 PA USD 1980181.80000000 0.036890124798 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 3476311.28000000 PA USD 3163557.60000000 0.058936020254 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRT7 939409.92000000 PA USD 899899.56000000 0.016764827893 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET59 3924847.20000000 PA USD 3852247.02000000 0.071766073864 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N NYSEG STORM FUNDING LLC N/A 67122QAB0 500000.00000000 PA USD 503456.18000000 0.009379220287 Long DBT CORP US N 2 2032-05-01 Fixed 4.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EULA5 12627.94000000 PA USD 12424.68000000 0.000231467633 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXL9 332039.89000000 PA USD 331200.53000000 0.006170155126 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXN24 6108639.46000000 PA USD 5545128.71000000 0.103303893681 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26Q0 558988.86000000 PA USD 512516.73000000 0.009548015304 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPLD8 1266499.56000000 PA USD 1112653.10000000 0.020728355202 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N CarMax Auto Owner Trust N/A 14320AAD3 800000.00000000 PA USD 804558.30000000 0.014988652099 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF6J0 37818.78000000 PA USD 36404.78000000 0.000678208878 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EZ5 473047.33000000 PA USD 459157.88000000 0.008553957770 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5J5 521959.72000000 PA USD 463901.13000000 0.008642322932 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCE9 2933027.84000000 PA USD 2575832.97000000 0.047986906921 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELBU6 3467.90000000 PA USD 3510.95000000 0.000065407824 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJL6 1646406.27000000 PA USD 1606280.40000000 0.029924466742 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 1081674.87000000 PA USD 962616.99000000 0.017933232642 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVS48 643431.72000000 PA USD 591898.73000000 0.011026875420 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPE2 304376.63000000 PA USD 295447.58000000 0.005504089623 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 64799.52000000 PA USD 62118.95000000 0.001157255267 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVUP0 264249.45000000 PA USD 235627.51000000 0.004389661721 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 766268.90000000 PA USD 703535.42000000 0.013106629625 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N John Deere Owner Trust N/A 47800RAD5 650000.00000000 PA USD 654884.07000000 0.012200271243 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.96000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 379931AD0 2938000.00000000 PA USD 2967572.79000000 0.055284888777 Long ABS-O CORP US N 2 2029-03-16 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EBXA4 21630.39000000 PA USD 20544.97000000 0.000382745921 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 2849609.79000000 0.053087277532 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4F8 732495.17000000 PA USD 692221.09000000 0.012895847441 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYX6 7098860.30000000 PA USD 7195909.53000000 0.134057388368 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 16183684.34000000 PA USD 13485148.68000000 0.251223810730 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXN0 7092548.06000000 PA USD 5708579.37000000 0.106348924822 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMNF7 3510308.69000000 PA USD 3424756.18000000 0.063802062459 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2E3 138938.89000000 PA USD 138485.01000000 0.002579929429 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 246256.13000000 PA USD 244085.59000000 0.004547232924 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQAH5 161826.15000000 PA USD 159336.63000000 0.002968388137 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 7662332.92000000 PA USD 6808710.72000000 0.126844004010 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQSS2 1207785.57000000 PA USD 1253065.62000000 0.023344193499 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9BX8 672577.20000000 PA USD 666138.39000000 0.012409935461 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQKU9 1607602.30000000 PA USD 1581077.54000000 0.029454945887 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKT6 1420120.70000000 PA USD 1361183.23000000 0.025358388421 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEZU7 659000.00000000 PA USD 656352.49000000 0.012227627416 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKCU7 102716.61000000 PA USD 101538.89000000 0.001891635568 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 1270053.34000000 PA USD 1241418.65000000 0.023127214342 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGDH9 3426389.45000000 PA USD 2735118.19000000 0.050954337308 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 2063011.66000000 PA USD 1946272.06000000 0.036258397681 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HASK3 2000000.00000000 PA USD 1998534.54000000 0.037232030208 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552YAE6 3000000.00000000 PA USD 2933044.02000000 0.054641629338 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJA32 88377.27000000 PA USD 81305.89000000 0.001514701543 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FX4 607888.77000000 PA USD 583489.73000000 0.010870218562 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EFC0 229728.64000000 PA USD 208874.19000000 0.003891256316 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7TF4 84699.12000000 PA USD 80241.72000000 0.001494876412 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 4100609.90000000 0.076392991270 Long ABS-MBS USGSE US N 2 2027-01-25 Variable 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBX0 3442423.31000000 PA USD 2595828.90000000 0.048359424411 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXL2 12829086.21000000 PA USD 12838994.63000000 0.239186176840 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTV2 1490239.57000000 PA USD 1215862.96000000 0.022651120383 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F062655 562500.00000000 PA USD 579245.38000000 0.010791147740 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 305914.80000000 PA USD 280377.89000000 0.005223346337 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB78 526030.28000000 PA USD 486023.86000000 0.009054461994 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 28295689.52000000 PA USD 24123587.44000000 0.449414367537 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93T6 3812012.90000000 PA USD 3675643.59000000 0.068476011016 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6K6 3398865.36000000 PA USD 2981779.14000000 0.055549548327 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBSN4 264159.42000000 PA USD 253192.22000000 0.004716886395 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K06S2 514070.44000000 PA USD 454414.32000000 0.008465586834 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAWV0 333811.78000000 PA USD 315849.58000000 0.005884172061 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4B7 555506.30000000 PA USD 541987.98000000 0.010097054836 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVTZ0 114730.04000000 PA USD 111236.11000000 0.002072291534 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 8999193.37000000 PA USD 8628494.10000000 0.160745959878 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GY3 276142.12000000 PA USD 264909.21000000 0.004935170001 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKSC3 1308179.27000000 PA USD 1101232.35000000 0.020515590449 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRTC4 565825.68000000 PA USD 584921.08000000 0.010896884133 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31323AB35 285122.24000000 PA USD 260833.98000000 0.004859249829 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 2807184.00000000 PA USD 2380548.93000000 0.044348830555 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 13433310.98000000 PA USD 13437957.83000000 0.250344660974 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJX39 711422.13000000 PA USD 633117.26000000 0.011794762851 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EW6D2 16675.78000000 PA USD 15839.97000000 0.000295093344 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YBTZ6 324979.13000000 PA USD 297518.48000000 0.005542669797 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 2282637.12000000 PA USD 2031391.63000000 0.037844146808 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6C21 565511.99000000 PA USD 553156.22000000 0.010305115413 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GML7 151819.38000000 PA USD 141828.63000000 0.002642219952 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQUB1 44191.93000000 PA USD 42158.65000000 0.000785401552 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNY95 10646.87000000 PA USD 10040.01000000 0.000187042029 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQ2P0 6921469.93000000 PA USD 6954844.15000000 0.129566420946 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9G96 164664.59000000 PA USD 172381.87000000 0.003211416596 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLS3 43706.72000000 PA USD 40962.01000000 0.000763108549 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBSH4 5858864.71000000 PA USD 4707685.62000000 0.087702608939 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMF8 6085709.15000000 PA USD 5587479.75000000 0.104092879395 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E4BH9 15414.69000000 PA USD 14977.80000000 0.000279031405 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QACR9 1142153.54000000 PA USD 1114317.21000000 0.020759357015 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 5830501.00000000 PA USD 5298583.87000000 0.098710845752 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER6J4 307463.83000000 PA USD 298967.73000000 0.005569668840 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 900959.40000000 PA USD 809232.27000000 0.015075726598 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9MX9 7516893.16000000 PA USD 6258557.05000000 0.116594825098 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J94H8 126844.40000000 PA USD 118642.18000000 0.002210264141 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 776119.54000000 PA USD 695178.39000000 0.012950940951 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBCF3 1506371.97000000 PA USD 1424358.41000000 0.026535320899 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8ST1 396047.97000000 PA USD 388205.35000000 0.007232135862 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNAH7 3334046.45000000 PA USD 3241945.65000000 0.060396363414 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMXX6 350641.39000000 PA USD 347852.40000000 0.006480373896 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDH3 18806429.80000000 PA USD 14927616.25000000 0.278096499226 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBY8 3092733.88000000 PA USD 2462234.92000000 0.045870613234 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E02B7 1332728.74000000 PA USD 1385367.59000000 0.025808934961 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGHB2 1239067.34000000 PA USD 1125587.77000000 0.020969323779 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 2041707.91000000 0.038036335654 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H2YR3 52014.03000000 PA USD 51015.62000000 0.000950403941 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 989439.81000000 PA USD 912113.44000000 0.016992368393 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGZZ0 147675.36000000 PA USD 146478.25000000 0.002728840817 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 30494298.28000000 PA USD 24860312.00000000 0.463139299743 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRG1 7247195.58000000 PA USD 7135191.55000000 0.132926232703 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBX5 250000.00000000 PA USD 195997.75000000 0.003651372544 Long ABS-MBS CORP US N 2 2054-06-15 Variable 3.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVZC1 1831457.61000000 PA USD 1794306.14000000 0.033427323406 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J8HL7 118840.35000000 PA USD 108120.52000000 0.002014249134 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 722517.81000000 0.013460265204 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTGZ7 12797891.35000000 PA USD 13064205.49000000 0.243381779856 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132JMLM9 57052.21000000 PA USD 53359.56000000 0.000994070760 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 241840.59000000 PA USD 242986.73000000 0.004526761529 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 1575775.85000000 0.029356177175 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2RS4 10190614.53000000 PA USD 8143143.57000000 0.151704041796 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U37 2422818.67000000 PA USD 2207126.54000000 0.041118029418 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSKM2 1684803.44000000 PA USD 1654421.90000000 0.030821326789 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQ5B4 1605645.92000000 PA USD 1639778.56000000 0.030548526261 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLAK9 332959.28000000 PA USD 306288.80000000 0.005706057926 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTH36 1172004.33000000 PA USD 1210384.62000000 0.022549060740 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Bank N/A 06539WBG0 200000.00000000 PA USD 170511.02000000 0.003176563286 Long ABS-MBS CORP US N 2 2063-01-15 Variable 3.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BME3 1382415.74000000 PA USD 1230255.89000000 0.022919255856 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XT7 472352.82000000 PA USD 457470.88000000 0.008522529524 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7EF0 155526.93000000 PA USD 147342.12000000 0.002744934427 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJF1 18514176.89000000 PA USD 18505602.60000000 0.344753188515 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXX7 121407.02000000 PA USD 120284.65000000 0.002240862808 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HB2L7 1928000.00000000 PA USD 1943529.17000000 0.036207298557 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CP1 531629.74000000 PA USD 469697.04000000 0.008750298797 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 67011.48000000 PA USD 69439.20000000 0.001293629076 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAB8 2000000.00000000 PA USD 2030812.84000000 0.037833364143 Long DBT CORP US N 2 2031-05-01 Fixed 4.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y0FP0 75880.94000000 PA USD 73989.14000000 0.001378392937 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPQR2 2532139.68000000 PA USD 2370213.37000000 0.044156282528 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WL5 142151.43000000 PA USD 130766.40000000 0.002436134306 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCQP1 335500.69000000 PA USD 321545.04000000 0.005990276576 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KV4 562206.27000000 PA USD 578919.29000000 0.010785072793 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA3P5 3010564.67000000 PA USD 2764093.50000000 0.051494137644 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AR5S3 4070472.18000000 PA USD 3999703.89000000 0.074513146045 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 1210901.51000000 PA USD 1045085.59000000 0.019469595084 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300RVQJTKIK3XGD11 95001LAS1 564345.96000000 PA USD 560098.87000000 0.010434454661 Long ABS-MBS CORP US N 2 2051-03-15 Variable 3.95000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HV9 1520000.00000000 PA USD 1530608.79000000 0.028514729951 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 23017.84000000 PA USD 24163.09000000 0.000450150287 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N World Omni Auto Receivables Trust N/A 98164GAD2 1000000.00000000 PA USD 979214.48000000 0.018242438331 Long ABS-O CORP US N 2 2028-03-15 Fixed 1.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NNC8 186723.52000000 PA USD 184120.72000000 0.003430107447 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXPM8 2111914.21000000 PA USD 1865227.00000000 0.034748555313 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 1.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AF2 1080000.00000000 PA USD 1122124.16000000 0.020904797883 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 6.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 4721879.67000000 PA USD 4462261.09000000 0.083130432011 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 1084875.22000000 PA USD 924628.91000000 0.017225527414 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KX6 9809000.00000000 PA USD 9931771.01000000 0.185025572920 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSZ78 10648.40000000 PA USD 10423.21000000 0.000194180916 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7D53 129926.13000000 PA USD 123320.31000000 0.002297416139 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8BV6 287498.27000000 PA USD 277705.42000000 0.005173559115 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307NQG2 21891.39000000 PA USD 21358.60000000 0.000397903576 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDWS1 682750.99000000 PA USD 606051.04000000 0.011290528223 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8U45 2589721.21000000 PA USD 2359170.53000000 0.043950558112 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8HW8 3492434.02000000 PA USD 3189784.40000000 0.059424616768 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSB2 3368168.17000000 PA USD 2720418.87000000 0.050680493891 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493YAF5 250000.00000000 PA USD 252444.16000000 0.004702950288 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHP2 1380551.09000000 PA USD 1290740.83000000 0.024046070063 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 967599.72000000 PA USD 789599.14000000 0.014709967951 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 319669.51000000 PA USD 294676.25000000 0.005489720003 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLGU4 4074356.41000000 PA USD 3265040.72000000 0.060826616845 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HT4 6913000.00000000 PA USD 6999095.19000000 0.130390803025 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.16000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYU8 75843.73000000 PA USD 69861.97000000 0.001301505140 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 40733.80000000 PA USD 38591.16000000 0.000718940406 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030658 5600000.00000000 PA USD 4957132.32000000 0.092349717550 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR2Q5 2724959.61000000 PA USD 2677973.46000000 0.049889750096 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 58026.45000000 PA USD 54027.64000000 0.001006516867 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132GUJW5 37436.22000000 PA USD 36138.98000000 0.000673257113 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFKQ8 175989.57000000 PA USD 169668.22000000 0.003160862204 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 18093242.40000000 PA USD 14763391.56000000 0.275037048164 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PZC0 262268.59000000 PA USD 254567.95000000 0.004742515785 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DV42 101239.01000000 PA USD 94763.45000000 0.001765411386 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQJ4 1434724.47000000 PA USD 1144893.71000000 0.021328986986 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VQLR5 290302.20000000 PA USD 266678.51000000 0.004968131469 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 1982857.06000000 PA USD 1766671.67000000 0.032912502470 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GDZW3 1476552.70000000 PA USD 1343418.37000000 0.025027435019 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLEZ6 11997315.73000000 PA USD 9627220.93000000 0.179351906766 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU4H9 45515.39000000 PA USD 41868.66000000 0.000779999135 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337AAD8 1000000.00000000 PA USD 1048441.01000000 0.019532105437 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERUK4 161691.32000000 PA USD 158838.28000000 0.002959104043 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 287713.80000000 PA USD 263498.61000000 0.004908890995 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWJ9 39009.66000000 PA USD 38911.25000000 0.000724903576 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ5W8 528441.21000000 PA USD 515305.04000000 0.009599960586 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 9686593.20000000 PA USD 8065046.94000000 0.150249127693 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNAQ7 3112679.32000000 PA USD 3243106.03000000 0.060417980905 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAW6 72252.84000000 PA USD 70420.22000000 0.001311905151 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV3U7 7680940.85000000 PA USD 7006024.49000000 0.130519893567 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GUD42 11007354.27000000 PA USD 11036085.12000000 0.205598575528 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCTC2 90587.90000000 PA USD 83332.64000000 0.001552459218 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ70 6492300.10000000 PA USD 5200221.95000000 0.096878396073 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8KW6 4629621.71000000 PA USD 3879096.10000000 0.072266263246 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312931T73 66090.63000000 PA USD 65779.64000000 0.001225452697 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJEH8 8302000.00000000 PA USD 8263048.43000000 0.153937829244 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXDN9 735351.46000000 PA USD 719203.68000000 0.013398524070 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB85 12627116.97000000 PA USD 12084166.72000000 0.225123985277 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GN7 451886.79000000 PA USD 422111.68000000 0.007863799452 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 655946.58000000 PA USD 623711.13000000 0.011619529794 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUM86 9392821.72000000 PA USD 9395899.47000000 0.175042465315 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNW65 3381463.20000000 PA USD 2946733.16000000 0.054896653439 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 6085960.68000000 0.113379412438 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307QQJ9 1231175.43000000 PA USD 1199333.59000000 0.022343183747 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTGC8 1364151.06000000 PA USD 1342905.39000000 0.025017878373 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXM1 1234176.39000000 PA USD 1129285.43000000 0.021038209949 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQTC0 1257106.43000000 PA USD 1205128.70000000 0.022451144708 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5M8 62087.72000000 PA USD 57763.13000000 0.001076107797 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VQ3 733727.58000000 PA USD 666639.38000000 0.012419268737 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.00000000 N N N N N N Wells Fargo Card issuance Trust N/A 92970QAE5 700000.00000000 PA USD 702549.70000000 0.013088265991 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGAM6 510936.90000000 PA USD 471468.07000000 0.008783292494 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AC4 3829395.14000000 PA USD 3486774.52000000 0.064957443396 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4V9 10506944.55000000 PA USD 8955589.14000000 0.166839631099 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYH5 2654880.39000000 PA USD 2673122.66000000 0.049799381314 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSNW8 802772.72000000 PA USD 760525.75000000 0.014168340417 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GF3W3 2226915.98000000 PA USD 2025568.33000000 0.037735660676 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 2580929.57000000 PA USD 2363171.92000000 0.044025102669 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YXK87 120656.56000000 PA USD 117583.40000000 0.002190539424 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 3350928.06000000 PA USD 2848657.59000000 0.053069538364 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF7H3 46714.24000000 PA USD 45434.57000000 0.000846430846 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSX3 154153.83000000 PA USD 142245.76000000 0.002649990944 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2Q9 3445411.31000000 PA USD 3254998.14000000 0.060639526938 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AAKC5 3037842.36000000 PA USD 2430785.98000000 0.045284729998 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHD9 39178.84000000 PA USD 37306.48000000 0.000695007247 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XN6J8 1324640.47000000 PA USD 1374826.10000000 0.025612550527 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJL8 12850995.87000000 PA USD 12835770.01000000 0.239126103248 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESM3 1500862.04000000 PA USD 1465504.93000000 0.027301866808 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CVK8 133351.28000000 PA USD 124816.44000000 0.002325288540 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JL9 34682.98000000 PA USD 33841.25000000 0.000630451171 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CH4 372155.09000000 PA USD 358840.30000000 0.006685074799 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEG5 38404.77000000 PA USD 35328.90000000 0.000658165593 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBJE1 5608087.39000000 PA USD 5288189.75000000 0.098517206772 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BG4A3 543729.61000000 PA USD 522726.15000000 0.009738213384 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGV61 3789150.48000000 PA USD 3466254.27000000 0.064575158000 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKVH9 1175190.35000000 PA USD 978499.94000000 0.018229126690 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL3R7 1637249.27000000 PA USD 1678330.70000000 0.031266739739 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9V69 1911822.17000000 PA USD 1806706.29000000 0.033658334054 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5US6 246560.94000000 PA USD 233728.07000000 0.004354275789 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMB9 3000000.00000000 PA USD 3000453.78000000 0.055897450626 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JF7 4662784.08000000 PA USD 4784855.58000000 0.089140259490 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8LY9 473331.75000000 PA USD 438893.26000000 0.008176434676 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Volkswagen Auto Lease Trust N/A 92866EAD1 4430000.00000000 PA USD 4471261.02000000 0.083298097697 Long ABS-O CORP US N 2 2027-06-21 Fixed 5.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRH98 10984157.68000000 PA USD 10831930.77000000 0.201795248253 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 3030784.00000000 PA USD 2762667.60000000 0.051467573604 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CPL0 51435.66000000 PA USD 52446.88000000 0.000977067837 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12512JAZ7 400000.00000000 PA USD 381971.58000000 0.007116002811 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT96 2376643.05000000 PA USD 1980847.64000000 0.036902529175 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8AM5 670435.27000000 PA USD 646448.75000000 0.012043124052 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 462877.68000000 0.008623256400 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062651 4000000.00000000 PA USD 4088891.12000000 0.076174674318 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H93D9 500000.00000000 PA USD 469283.67000000 0.008742597852 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHY5 6861779.76000000 PA USD 6605913.26000000 0.123065955141 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK7E3 8554868.18000000 PA USD 6845006.68000000 0.127520185608 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7UL9 66590.10000000 PA USD 63547.82000000 0.001183874637 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BS0 10261234.41000000 PA USD 10119020.27000000 0.188513964021 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132XS6Q8 47510.62000000 PA USD 47449.83000000 0.000883974466 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5C2 3404330.26000000 PA USD 3095800.54000000 0.057673728883 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP93 19612451.61000000 PA USD 15989722.31000000 0.297883179975 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JX3 326552.55000000 PA USD 313020.36000000 0.005831464638 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 5579615.74000000 PA USD 4958984.31000000 0.092384219505 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4W1 504929.74000000 PA USD 477167.67000000 0.008889474136 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5DM8 481217.39000000 PA USD 460370.13000000 0.008576541582 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5GF0 13177.20000000 PA USD 12920.20000000 0.000240699005 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVTJ6 373959.13000000 PA USD 355215.89000000 0.006617553253 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AG3P1 43045.29000000 PA USD 42696.35000000 0.000795418723 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QL4T7 53379.21000000 PA USD 51221.97000000 0.000954248173 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTGS9 4733343.40000000 PA USD 4757729.73000000 0.088634913975 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWD66 4178604.98000000 PA USD 4318510.19000000 0.080452400811 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAND6 159550.65000000 PA USD 151553.80000000 0.002823396617 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUNH5 4049240.38000000 PA USD 4049468.47000000 0.075440243530 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7C4 417343.77000000 PA USD 400482.09000000 0.007460847423 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WM3 1600311.36000000 PA USD 1512377.68000000 0.028175090468 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 15660965.76000000 PA USD 12773898.67000000 0.237973460872 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SH4 2000000.00000000 PA USD 1751783.42000000 0.032635139351 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJX52 19198.98000000 PA USD 19043.15000000 0.000354767516 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLN44 2717652.49000000 PA USD 2159100.00000000 0.040223311037 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMBK1 2075878.29000000 PA USD 2118139.58000000 0.039460232109 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163XBB8 500000.00000000 PA USD 505787.95000000 0.009422660382 Long ABS-MBS CORP US N 2 2057-01-10 Variable 6.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8GS8 2727949.95000000 PA USD 2486362.62000000 0.046320104218 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 37742.36000000 PA USD 37216.26000000 0.000693326479 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQF9 3594686.05000000 PA USD 3743240.55000000 0.069735319777 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQ2N6 3505069.87000000 PA USD 3438605.09000000 0.064060063022 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBW20 2437514.34000000 PA USD 2340833.26000000 0.043608940903 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427M5E7 6152000.00000000 PA USD 6363145.07000000 0.118543264939 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307ULW6 43421.76000000 PA USD 42639.67000000 0.000794362794 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSVP3 3618397.54000000 PA USD 3720156.00000000 0.069305262330 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HMVZ1 79946.95000000 PA USD 74930.81000000 0.001395935934 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBS4 7956137.12000000 PA USD 7239117.55000000 0.134862339333 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9UD9 3000000.00000000 PA USD 2978470.29000000 0.055487905558 Long ABS-MBS USGSE US N 2 2033-01-25 Variable 4.35000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31297SH73 11268.79000000 PA USD 11489.68000000 0.000214048896 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 606048.27000000 PA USD 506684.38000000 0.009439360573 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF4L0 2892236.42000000 PA USD 2408165.76000000 0.044863322863 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0UQ5 13732.34000000 PA USD 13212.88000000 0.000246151536 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8T39 3085380.33000000 PA USD 2804235.69000000 0.052241973221 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNK68 3061685.22000000 PA USD 2563529.81000000 0.047757703164 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ECRN1 141512.71000000 PA USD 129231.87000000 0.002407546525 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQD0 375356.73000000 PA USD 344637.48000000 0.006420481012 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL7G7 1533969.21000000 PA USD 1598245.20000000 0.029774773653 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ27 1091977.17000000 PA USD 1004546.76000000 0.018714370237 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 697208.77000000 PA USD 692463.45000000 0.012900362526 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8EY5 329976.94000000 PA USD 323410.49000000 0.006025029286 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MCAF7 13809448.12000000 PA USD 10981822.76000000 0.204587685905 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHYQ4 5521949.99000000 PA USD 5308645.29000000 0.098898286642 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBQ65 146056.32000000 PA USD 143804.95000000 0.002679038132 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRCS7 3279855.57000000 PA USD 3281438.92000000 0.061132109828 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EDT9 500000.00000000 PA USD 545401.74000000 0.010160652044 Long ABS-O CORP US N 2 2039-06-15 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7M89 5415523.65000000 PA USD 4942064.29000000 0.092069005190 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 14619.05000000 PA USD 13850.07000000 0.000258022172 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCB6 949908.73000000 PA USD 920980.31000000 0.017157555216 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 3178860.59000000 PA USD 2709165.37000000 0.050470844949 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEJ8 7831075.23000000 PA USD 7310819.86000000 0.136198129392 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 27370944.80000000 PA USD 23333076.82000000 0.434687419018 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKQY8 7513997.22000000 PA USD 6256387.17000000 0.116554400960 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 1238521.28000000 PA USD 1208960.11000000 0.022522522595 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSMT6 1121698.33000000 PA USD 1161034.31000000 0.021629680967 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV93 49951.47000000 PA USD 51303.54000000 0.000955767795 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 451973.65000000 PA USD 448897.44000000 0.008362809204 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 36237.17000000 PA USD 34456.35000000 0.000641910278 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 8356362.32000000 PA USD 8196997.88000000 0.152707329583 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 191694.21000000 PA USD 176712.99000000 0.003292103914 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD3V6 2750571.27000000 PA USD 2505877.62000000 0.046683662142 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDB3 9595325.54000000 PA USD 7616296.08000000 0.141889049225 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ2A8 68844.22000000 PA USD 68530.38000000 0.001276698064 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5WM7 568780.92000000 PA USD 523220.82000000 0.009747428921 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVG97 194628.72000000 PA USD 187892.36000000 0.003500371839 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FS3Z4 12470.06000000 PA USD 12167.42000000 0.000226674966 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 1207604.47000000 PA USD 1084657.66000000 0.020206809516 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0YT3 930990.53000000 PA USD 969962.01000000 0.018070067909 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QVJB8 37524.99000000 PA USD 35781.47000000 0.000666596821 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHB7 1752534.74000000 PA USD 1660291.55000000 0.030930676406 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNFJ6 7996593.49000000 PA USD 6709297.07000000 0.124991960952 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWF9 22153.13000000 PA USD 21360.43000000 0.000397937668 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AGC6 101980.32000000 PA USD 99153.89000000 0.001847203815 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHZ9 7436055.02000000 PA USD 7296777.56000000 0.135936526038 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCM4 881609.88000000 PA USD 845322.93000000 0.015748083525 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 11631264.62000000 PA USD 9913217.04000000 0.184679918663 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRMM3 2090037.50000000 PA USD 2064137.27000000 0.038454187131 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L93U7 724291.01000000 PA USD 667126.72000000 0.012428347719 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9TQ5 189372.30000000 PA USD 177115.37000000 0.003299600119 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N BMO Mortgage Trust N/A 05593HAJ3 1470000.00000000 PA USD 1479928.45000000 0.027570572163 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD55 197004.45000000 PA USD 170144.18000000 0.003169729180 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 2.50000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535AAE0 4000000.00000000 PA USD 4005356.40000000 0.074618450416 Long ABS-O CORP US N 2 2027-12-15 Fixed 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD90 1009122.88000000 PA USD 952434.48000000 0.017743535886 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSYU9 6023712.59000000 PA USD 5909488.12000000 0.110091787654 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A85 6067258.72000000 PA USD 5264149.52000000 0.098069345325 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBR6 3963726.68000000 PA USD 3511833.34000000 0.065424280833 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2G4 879914.39000000 PA USD 817675.20000000 0.015233015560 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 1936834.75000000 0.036082583751 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 101700.82000000 PA USD 91910.27000000 0.001712257597 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZP8 368106.52000000 PA USD 350122.24000000 0.006522660256 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFJ3 5997941.85000000 PA USD 5051887.92000000 0.094114982694 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGQ9 870557.03000000 PA USD 832360.08000000 0.015506589964 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 1025400.02000000 PA USD 922656.22000000 0.017188776859 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJKB8 1375385.40000000 PA USD 1248508.63000000 0.023259298299 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTD0 346013.40000000 PA USD 308535.27000000 0.005747908911 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F042657 21650000.00000000 PA USD 20702819.21000000 0.385686599252 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 12728867.76000000 PA USD 10153608.55000000 0.189158332112 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAH5 1000000.00000000 PA USD 890527.01000000 0.016590220420 Long ABS-MBS CORP US N 2 2072-12-15 Variable 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4F4 202765.03000000 PA USD 202517.02000000 0.003772824364 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKTU9 114140.11000000 PA USD 101477.83000000 0.001890498040 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060655 13375000.00000000 PA USD 13527036.17000000 0.252004160663 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 15437500.00000000 PA USD 15429238.00000000 0.287441544695 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUEJ2 821486.04000000 PA USD 824882.86000000 0.015367291856 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHN9 5953.19000000 PA USD 5409.75000000 0.000100781833 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6G2 400005.41000000 PA USD 363660.88000000 0.006774880593 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NW6 10121074.76000000 PA USD 9483003.14000000 0.176665177561 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 1870133.49000000 PA USD 1767628.39000000 0.032930325844 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8M34 498334.49000000 PA USD 482386.18000000 0.008986693232 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 11628178.67000000 PA USD 10362388.63000000 0.193047835190 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9U21 722645.36000000 PA USD 706129.42000000 0.013154954978 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFM9 923690.02000000 PA USD 863286.39000000 0.016082736779 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 217555.31000000 PA USD 199428.43000000 0.003715284965 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYD6 157558.71000000 PA USD 149860.99000000 0.002791860133 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDCT1 1073401.66000000 PA USD 862907.73000000 0.016075682469 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7JK4 139722.72000000 PA USD 132369.63000000 0.002466001945 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN4A7 3551906.19000000 PA USD 3095676.66000000 0.057671421040 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XS1 358379.64000000 PA USD 334765.78000000 0.006236574542 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335BC20 548208.94000000 PA USD 488154.31000000 0.009094151565 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPDG1 4023622.74000000 PA USD 3950130.75000000 0.073589615023 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493YAC2 400000.00000000 PA USD 417022.26000000 0.007768985259 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6Y7 199901.89000000 PA USD 194008.69000000 0.003614317021 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8NS2 1356401.28000000 PA USD 1239511.99000000 0.023091693904 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAD6 2489000.00000000 PA USD 2447978.74000000 0.045605025368 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7VR5 116963.56000000 PA USD 113551.21000000 0.002115421072 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQP4 251028.19000000 PA USD 247219.13000000 0.004605609726 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 773515.13000000 PA USD 709039.72000000 0.013209172894 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 29672948.51000000 PA USD 23613223.83000000 0.439906464139 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 8994866.27000000 PA USD 8995168.41000000 0.167576979664 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRKD4 16349560.90000000 PA USD 16566223.65000000 0.308623207168 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFRK6 1414335.20000000 PA USD 1386772.23000000 0.025835102934 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRT1 1051851.88000000 PA USD 923336.95000000 0.017201458632 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0ZP0 464946.69000000 PA USD 481251.55000000 0.008965555455 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 3900229.55000000 0.072659972353 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQU45 29533165.05000000 PA USD 28378679.07000000 0.528685301782 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 1135703.57000000 PA USD 1071904.39000000 0.019969220361 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM7G5 550101.26000000 PA USD 569392.34000000 0.010607588900 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 3346996.78000000 PA USD 2525968.80000000 0.047057954107 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCP69 37909.90000000 PA USD 34873.66000000 0.000649684624 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYM6 1454591.97000000 PA USD 1294487.82000000 0.024115875234 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMWW9 29367.98000000 PA USD 28788.07000000 0.000536312117 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMUM3 39188.53000000 PA USD 38151.71000000 0.000710753600 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPU98 3308660.52000000 PA USD 3188048.36000000 0.059392274923 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN4Q3 7806849.04000000 PA USD 6804087.46000000 0.126757874222 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 424523.75000000 PA USD 388794.08000000 0.007243103705 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMT7 13439184.82000000 PA USD 13634351.89000000 0.254003416642 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ASVZ6 3834388.92000000 PA USD 3762069.43000000 0.070086095516 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EW5 9045607.12000000 PA USD 9156945.70000000 0.170590836482 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUHJ8 3158987.33000000 PA USD 3175060.76000000 0.059150320278 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBB58 2861301.27000000 PA USD 2669527.56000000 0.049732405803 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNS3 1937901.83000000 PA USD 1569928.81000000 0.029247248775 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 8094707.15000000 0.150801687488 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 2.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WQAT2 66291.79000000 PA USD 60943.42000000 0.001135355536 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8WW1 123883.22000000 PA USD 120792.58000000 0.002250325374 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 13956861.72000000 PA USD 14000690.31000000 0.260828178910 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMSS6 25143543.07000000 PA USD 21036756.41000000 0.391907737626 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHP4 101531.43000000 PA USD 92266.70000000 0.001718897768 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 38014AAD3 1000000.00000000 PA USD 1005455.82000000 0.018731305721 Long ABS-O CORP US N 2 2029-08-16 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTTD2 1653387.98000000 PA USD 1690644.81000000 0.031496147490 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUB9 523568.83000000 PA USD 477053.58000000 0.008887348677 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2T6 81572.18000000 PA USD 77373.90000000 0.001441449884 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 262540.57000000 PA USD 241424.25000000 0.004497653049 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8TY3 13745669.63000000 PA USD 11961754.98000000 0.222843495493 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335BCZ7 973816.49000000 PA USD 868345.57000000 0.016176987610 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 4427720.05000000 0.082486943985 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E07G1 1899279.16000000 PA USD 1939653.83000000 0.036135102269 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N48 3168302.96000000 PA USD 2898162.71000000 0.053991802196 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPDH9 863969.51000000 PA USD 848188.99000000 0.015801477265 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLPQ3 10158942.24000000 PA USD 8525505.93000000 0.158827324708 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRQ1 2540994.18000000 PA USD 2133516.57000000 0.039746700291 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKHM3 5262541.08000000 PA USD 4229953.06000000 0.078802611091 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DEM0 680328.05000000 PA USD 662352.95000000 0.012339413980 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05491UBC1 500000.00000000 PA USD 493607.47000000 0.009195742113 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.05000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2G4 115891.46000000 PA USD 106544.80000000 0.001984893997 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEXQ0 277566.26000000 PA USD 270801.47000000 0.005044940835 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133G6HZ1 226389.21000000 PA USD 217176.26000000 0.004045921104 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCSU3 8311685.30000000 PA USD 6268239.52000000 0.116775206277 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJR75 47786.59000000 PA USD 46262.94000000 0.000861863102 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTG3 2001292.45000000 PA USD 1778684.83000000 0.033136303624 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECQ0 141375.46000000 PA USD 134702.24000000 0.002509457689 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPQS0 6258199.75000000 PA USD 5860775.65000000 0.109184290627 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZA9 14621867.24000000 PA USD 12954869.24000000 0.241344882078 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACA9 3315344.89000000 PA USD 3315456.25000000 0.061765841311 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDQ4 1573868.14000000 PA USD 1385320.72000000 0.025808061788 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 694111.61000000 PA USD 599062.79000000 0.011160339462 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BRY4 7058309.89000000 PA USD 6420623.28000000 0.119614064771 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7N27 16206.22000000 PA USD 16049.99000000 0.000299005946 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE29 1032007.61000000 PA USD 1010497.25000000 0.018825225876 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMRT3 6467329.81000000 PA USD 5430219.17000000 0.101163167374 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2TM4 711114.40000000 PA USD 675942.43000000 0.012592581448 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRP20 493354.32000000 PA USD 448244.59000000 0.008350646827 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 26372378.64000000 PA USD 22494057.69000000 0.419056773178 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W02R5 5479422.90000000 PA USD 4361918.65000000 0.081261085906 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 2489000.00000000 PA USD 2415845.48000000 0.045006393479 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 1212686.33000000 PA USD 1092078.40000000 0.020345055421 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4B3 169281.52000000 PA USD 160177.12000000 0.002984046185 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKPV6 12728369.70000000 PA USD 12528258.85000000 0.233397273163 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9D65 776399.25000000 PA USD 755364.90000000 0.014072195507 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 520358.88000000 PA USD 492943.14000000 0.009183365867 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 1048819.37000000 PA USD 936985.22000000 0.017455721338 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 1505880.98000000 PA USD 1340102.14000000 0.024965654763 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 1204214.97000000 PA USD 1183801.56000000 0.022053827222 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJ7B5 752501.25000000 PA USD 657943.64000000 0.012257270009 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132LKA83 76632.43000000 PA USD 75063.70000000 0.001398411631 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMTJ2 244975.14000000 PA USD 239257.65000000 0.004457290016 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CL7 3596498.06000000 PA USD 3363218.30000000 0.062655632332 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMX0 7628473.57000000 PA USD 7820279.79000000 0.145689197534 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPLY2 1779867.72000000 PA USD 1662923.24000000 0.030979703911 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQB8 2412478.25000000 PA USD 2525914.09000000 0.047056934878 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2FW7 931279.90000000 PA USD 862044.93000000 0.016059608794 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LQK4 1678.02000000 PA USD 1706.02000000 0.000031782582 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 7.12000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 1675787.23000000 PA USD 1501020.15000000 0.027963503481 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRM0 3784015.04000000 PA USD 3178376.09000000 0.059212083768 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFH9 2816879.11000000 PA USD 2455463.07000000 0.045744455933 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHP5 273668.64000000 PA USD 241702.12000000 0.004502829674 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128CUWB8 4429.80000000 PA USD 4260.48000000 0.000079371317 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYF3 825.76000000 PA USD 821.93000000 0.000015312281 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 9733.60000000 PA USD 10075.00000000 0.000187693881 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QCC1 500000.00000000 PA USD 406645.91000000 0.007575677328 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.31000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACP46 5235493.96000000 PA USD 4598955.48000000 0.085677002789 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYA2 10485.85000000 PA USD 10245.02000000 0.000190861296 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNQC0 3829543.33000000 PA USD 3681613.78000000 0.068587233659 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AE2Y4 1178989.16000000 PA USD 1199874.32000000 0.022353257366 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XKE96 4384947.24000000 PA USD 4104298.95000000 0.076461717038 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUQ51 117246.41000000 PA USD 108180.45000000 0.002015365610 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4NA0 38245.02000000 PA USD 34926.02000000 0.000650660074 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 4628578.05000000 PA USD 3853749.04000000 0.071794055994 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AE5 920000.00000000 PA USD 963248.82000000 0.017945003424 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DA85 378210.02000000 PA USD 377253.62000000 0.007028108794 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBJ7 250000.00000000 PA USD 225291.17000000 0.004197099164 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184Q2N3 247682.49000000 PA USD 228315.88000000 0.004253448499 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9W56 260296.90000000 PA USD 255592.49000000 0.004761602623 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 16777642.21000000 PA USD 13392360.63000000 0.249495200385 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3XW1 831641.81000000 PA USD 763556.33000000 0.014224799109 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4Z66 133770.88000000 PA USD 133075.63000000 0.002479154488 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENQR3 214243.86000000 PA USD 215827.56000000 0.004020795274 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 495849.56000000 PA USD 461678.76000000 0.008600920922 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 16984.80000000 PA USD 17580.53000000 0.000327519395 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMU35 130656.10000000 PA USD 127082.30000000 0.002367500755 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92F7 1329588.94000000 PA USD 1262948.48000000 0.023528307876 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT6A3 1684806.35000000 PA USD 1684901.26000000 0.031389147074 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y64A9 60797.17000000 PA USD 60304.14000000 0.001123445963 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRTB6 33335.36000000 PA USD 30290.19000000 0.000564296111 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300RVQJTKIK3XGD11 95001LAX0 750000.00000000 PA USD 729395.03000000 0.013588385513 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 13652284.34000000 PA USD 12097811.90000000 0.225378190418 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 4748047.05000000 PA USD 4777410.25000000 0.089001555482 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S5E34 3458.05000000 PA USD 3532.47000000 0.000065808734 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 7.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLCK7 637762.29000000 PA USD 604199.21000000 0.011256029249 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H40 3820817.07000000 PA USD 3508011.55000000 0.065353082164 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWC85 386948.42000000 PA USD 382053.72000000 0.007117533052 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT2S7 4358153.53000000 PA USD 4358549.60000000 0.081198321631 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QV2R4 11838886.41000000 PA USD 11591987.97000000 0.215954859740 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VHRKFNCWVN9Y77 95002DBR9 2000000.00000000 PA USD 1952595.26000000 0.036376196783 Long ABS-MBS CORP US N 2 2061-09-15 Variable 4.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQTZ0 258446.23000000 PA USD 238481.79000000 0.004442836003 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XJ7 3654821.88000000 PA USD 3440859.14000000 0.064102055220 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 8691237.79000000 PA USD 7705641.60000000 0.143553526387 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBG7 500000.00000000 PA USD 464022.41000000 0.008644582338 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.27000000 N N N N N N UMBS, TBA N/A 01F030652 32875000.00000000 PA USD 28525709.83000000 0.531424435677 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUP7 124657.94000000 PA USD 122740.21000000 0.002286609070 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLM9 4183378.67000000 PA USD 3483373.04000000 0.064894074961 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 30951.76000000 PA USD 33530.17000000 0.000624655855 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0R80 6494499.37000000 PA USD 6724343.14000000 0.125272264205 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLY1 8732537.29000000 PA USD 7046033.02000000 0.131265239102 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945LK2 82282.47000000 PA USD 81861.95000000 0.001525060755 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 2412528.08000000 PA USD 2396108.00000000 0.044638690826 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 63593236.52000000 PA USD 53009150.25000000 0.987542743904 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9FM2 1610502.33000000 PA USD 1475436.09000000 0.027486880998 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 3549908.95000000 PA USD 3306669.12000000 0.061602140018 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS7A4 2550600.16000000 PA USD 2514660.32000000 0.046847280906 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHBB7 132714.87000000 PA USD 134063.50000000 0.002497558176 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E26C0 55513.68000000 PA USD 52860.67000000 0.000984776606 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QF2E8 2997331.11000000 PA USD 2627660.76000000 0.048952441318 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB3V0 8023631.21000000 PA USD 6770088.15000000 0.126124478445 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 2433453.83000000 0.045334431152 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 3132652.12000000 0.058360261496 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 4291279.92000000 PA USD 3934944.69000000 0.073306703803 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWY4 3215616.23000000 PA USD 2811922.27000000 0.052385171636 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXU4 7066531.81000000 PA USD 5678869.11000000 0.105795432613 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BJAB8 298283.24000000 PA USD 286761.00000000 0.005342261542 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535VAF1 500000.00000000 PA USD 505577.24000000 0.009418734925 Long ABS-O CORP US N 2 2030-09-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJ26 1948814.24000000 PA USD 1792711.65000000 0.033397618590 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNY5 2395217.45000000 PA USD 2430440.82000000 0.045278299783 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Ally Auto Receivables Trust N/A 02007NAC2 600000.00000000 PA USD 598897.52000000 0.011157260537 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.14000000 N N N N N N BMO Mortgage Trust N/A 05593HAH7 2000000.00000000 PA USD 2061311.54000000 0.038401544726 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 11083795.50000000 PA USD 10883924.85000000 0.202763880577 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 2441352.25000000 PA USD 2390656.57000000 0.044537132508 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERX39 459212.73000000 PA USD 409473.51000000 0.007628354571 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6E94 992702.48000000 PA USD 917196.82000000 0.017087070063 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GR4 15776953.57000000 PA USD 16136643.50000000 0.300620272617 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZM8 81851.45000000 PA USD 81334.01000000 0.001515225409 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP5N0 92806.32000000 PA USD 91530.55000000 0.001705183540 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KB0 3734505.15000000 PA USD 3428662.96000000 0.063874844465 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLAR9 1772088.52000000 PA USD 1552982.06000000 0.028931536490 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2M1 1697295.11000000 PA USD 1560408.00000000 0.029069879269 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5Y7 2749694.73000000 PA USD 2508382.13000000 0.046730320326 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXA28 3880936.48000000 PA USD 3748141.97000000 0.069826631593 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBB3 3195000.00000000 PA USD 3126698.89000000 0.058249354811 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312936NA1 51083.18000000 PA USD 50843.06000000 0.000947189206 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QYG0 2893867.13000000 PA USD 2658365.73000000 0.049524464642 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3U1 6769450.48000000 PA USD 5695411.57000000 0.106103613111 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYY4 3000217.25000000 PA USD 3071956.07000000 0.057229514380 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX46 4789740.20000000 PA USD 3801859.49000000 0.070827371029 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFM7 407517.36000000 PA USD 395533.86000000 0.007368663552 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQA3 4131656.74000000 PA USD 3625927.62000000 0.067549819119 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJH4 116420.52000000 PA USD 103685.89000000 0.001931633460 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8DM2 1470434.94000000 PA USD 1258360.45000000 0.023442834411 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDUC8 11662477.70000000 PA USD 9352002.08000000 0.174224671618 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N BMO Mortgage Trust N/A 09660QAW4 1000000.00000000 PA USD 1040459.07000000 0.019383404564 Long ABS-MBS CORP US N 2 2057-02-15 Variable 6.29000000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAE0 500000.00000000 PA USD 525596.31000000 0.009791683505 Long ABS-MBS CORP US N 2 2057-07-15 Variable 7.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXT6 151560.32000000 PA USD 148288.31000000 0.002762561630 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQT80 2089577.87000000 PA USD 2165984.50000000 0.040351566970 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081926AG2 500000.00000000 PA USD 526061.13000000 0.009800342947 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WQ6 3673394.35000000 PA USD 2972231.79000000 0.055371684389 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8H26 596583.86000000 PA USD 571960.52000000 0.010655433234 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BTHE3 1218445.72000000 PA USD 1258498.91000000 0.023445413875 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3W7 583495.69000000 PA USD 538440.14000000 0.010030959764 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4Z33 2033813.64000000 PA USD 1970262.70000000 0.036705335282 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0HY4 7928906.74000000 PA USD 6316146.81000000 0.117667703070 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9GM7 3738990.85000000 PA USD 3432884.34000000 0.063953487362 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQSU7 3661706.52000000 PA USD 3781618.51000000 0.070450288339 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHD7 2886391.12000000 PA USD 2706943.23000000 0.050429447224 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5AD5 207584.59000000 PA USD 184494.56000000 0.003437071961 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKV9 578672.96000000 PA USD 552199.63000000 0.010287294461 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BPG5 981182.67000000 PA USD 892537.22000000 0.016627669961 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKK5 1399676.87000000 PA USD 1368940.99000000 0.025502912895 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWW8 5180.35000000 PA USD 5244.66000000 0.000097706262 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 4020968.85000000 PA USD 3357975.82000000 0.062557966683 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLT2 8284882.21000000 PA USD 6699004.80000000 0.124800219403 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLER5 858493.36000000 PA USD 865023.19000000 0.016115092782 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8ZW8 5386918.78000000 PA USD 5010044.66000000 0.093335456751 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALJP4 2266754.23000000 PA USD 1825318.19000000 0.034005067527 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 723068.34000000 PA USD 673239.06000000 0.012542218569 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 950051.17000000 PA USD 927375.23000000 0.017276690438 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 5436916.77000000 PA USD 4832158.02000000 0.090021488130 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNJK9 5798.24000000 PA USD 5636.13000000 0.000104999217 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5K2 695036.12000000 PA USD 649239.75000000 0.012095119449 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 537114.55000000 PA USD 481099.12000000 0.008962715735 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QQTX0 64466.60000000 PA USD 61458.89000000 0.001144958570 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5F8 108209.92000000 PA USD 102037.39000000 0.001900922456 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF6U5 537048.69000000 PA USD 495579.62000000 0.009232482608 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75K7 104843.63000000 PA USD 99833.14000000 0.001859858015 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJRQ3 1103517.50000000 PA USD 1057610.90000000 0.019702937421 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGB86 46000.44000000 PA USD 45134.49000000 0.000840840456 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EYV6 407641.06000000 PA USD 398037.90000000 0.007415312980 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9A35 7160206.38000000 PA USD 6818518.11000000 0.127026712406 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLP2 2094431.60000000 PA USD 1743969.92000000 0.032489576459 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRVX9 6691644.12000000 PA USD 6870050.98000000 0.127986752542 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ALX4 427113.93000000 PA USD 424957.91000000 0.007916823765 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LPE6 240394.99000000 PA USD 243379.49000000 0.004534078517 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8PJ6 202377.49000000 PA USD 187652.99000000 0.003495912456 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 11302000.00000000 PA USD 10659362.86000000 0.198580365793 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.67000000 N N N N N N UMBS, TBA N/A 01F022451 29600000.00000000 PA USD 27498313.27000000 0.512284381306 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26S6 1699818.78000000 PA USD 1558132.46000000 0.029027486719 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 706620.13000000 PA USD 542831.99000000 0.010112778460 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 789560.42000000 PA USD 658150.60000000 0.012261125604 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9SE1 539229.88000000 PA USD 489925.53000000 0.009127148802 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF2G0 4669.79000000 PA USD 4591.23000000 0.000085533079 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WL7 5929515.42000000 PA USD 4776244.77000000 0.088979842979 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 184764.35000000 PA USD 182188.86000000 0.003394117541 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 6201665.85000000 PA USD 5058881.35000000 0.094245267956 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 394616.93000000 PA USD 362791.02000000 0.006758675392 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5AZ2 8793988.47000000 PA USD 8183455.09000000 0.152455031934 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNRA9 118126.98000000 PA USD 114033.65000000 0.002124408768 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 196119.29000000 PA USD 185013.03000000 0.003446730884 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQR65 5685475.88000000 PA USD 4744506.88000000 0.088388576701 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFKU1 373770.45000000 PA USD 357353.49000000 0.006657376026 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MH7 23943352.23000000 PA USD 20233494.05000000 0.376943228455 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GWFR9 35776.89000000 PA USD 32847.88000000 0.000611945020 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31283HZN8 6582.32000000 PA USD 6720.44000000 0.000125199550 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0AC6 4454942.29000000 PA USD 4566724.54000000 0.085076551154 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYE4 6548.54000000 PA USD 6398.14000000 0.000119195208 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 10405033.41000000 PA USD 9218784.79000000 0.171742878051 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGGQ5 2046536.03000000 PA USD 1866653.54000000 0.034775131276 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8RJ4 453223.84000000 PA USD 440771.54000000 0.008211426404 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAJ7 900000.00000000 PA USD 885744.08000000 0.016501116034 Long DBT CORP US N 2 2049-06-01 Fixed 5.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BH2 3735782.99000000 PA USD 3305467.56000000 0.061579755357 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWNQ6 80065.21000000 PA USD 77452.27000000 0.001442909891 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVV1 27136.68000000 PA USD 28164.73000000 0.000524699502 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 14193816.98000000 PA USD 12097256.22000000 0.225367838285 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJ67 7082747.32000000 PA USD 7314690.08000000 0.136270230296 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BPY6 286394.45000000 PA USD 254858.76000000 0.004747933478 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT4J5 4326249.92000000 PA USD 4540345.95000000 0.084585126843 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ADGX3 1992809.13000000 PA USD 2026606.46000000 0.037755000691 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 107795.17000000 PA USD 101837.79000000 0.001897203975 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8TH6 2773750.44000000 PA USD 2655410.62000000 0.049469411931 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 526357.45000000 PA USD 535788.45000000 0.009981559666 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA2B1 2500000.00000000 PA USD 2495005.25000000 0.046481113525 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 4.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXX9 4337234.35000000 PA USD 4370224.01000000 0.081415811986 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQ5U2 2778825.44000000 PA USD 2881164.94000000 0.053675139425 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQP3 551805.53000000 PA USD 505363.30000000 0.009414749295 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRV9 7124924.48000000 PA USD 6306618.71000000 0.117490197753 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 129504.39000000 PA USD 129345.99000000 0.002409672542 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGM8 773886.72000000 PA USD 696059.91000000 0.012967363374 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GT5V8 71871.85000000 PA USD 68131.10000000 0.001269259611 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4DF0 304041.54000000 PA USD 279150.04000000 0.005200471902 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR6L3 2887966.10000000 PA USD 2982539.97000000 0.055563722336 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUNW3 2792810.20000000 PA USD 2677335.54000000 0.049877865860 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MD3H4 14006.34000000 PA USD 13712.34000000 0.000255456309 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9R79 64794.77000000 PA USD 60605.78000000 0.001129065415 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLD4 10000000.00000000 PA USD 9818245.90000000 0.182910638081 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSN73 34599.65000000 PA USD 34528.02000000 0.000643245467 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 95449.25000000 PA USD 94533.24000000 0.001761122651 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFR9 2950647.08000000 PA USD 2907503.90000000 0.054165825442 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUL4 1064398.03000000 PA USD 1038992.85000000 0.019356089376 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535EAD4 3350000.00000000 PA USD 3388405.37000000 0.063124859024 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXX0 8789683.35000000 PA USD 8032344.54000000 0.149639892916 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8K93 516861.08000000 PA USD 500305.05000000 0.009320515788 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132KFWH1 432516.23000000 PA USD 414703.36000000 0.007725784927 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 46575962.07000000 PA USD 39715699.19000000 0.739890195733 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N BMO Mortgage Trust N/A 05593HAD6 2720000.00000000 PA USD 2820454.74000000 0.052544128699 Long ABS-MBS CORP US N 2 2057-03-15 Variable 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RS8 842178.24000000 PA USD 823633.84000000 0.015344023031 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 6705446.71000000 PA USD 5945516.22000000 0.110762979110 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHP33 2975794.85000000 PA USD 2780709.09000000 0.051803680530 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 4184680.81000000 PA USD 4254486.39000000 0.079259658826 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58773DAD6 3000000.00000000 PA USD 3037586.37000000 0.056589218361 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZX3 15610441.73000000 PA USD 13642940.99000000 0.254163428703 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNSM6 11830976.55000000 PA USD 11079655.83000000 0.206410283286 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL7K7 6800465.30000000 PA USD 5472428.61000000 0.101949515128 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9J80 31938.01000000 PA USD 31072.35000000 0.000578867490 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 28011185.74000000 PA USD 27476983.58000000 0.511887016313 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9HE8 4136143.99000000 PA USD 3310735.26000000 0.061677890846 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTVS6 1422309.77000000 PA USD 1450908.17000000 0.027029934050 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 17963008.54000000 PA USD 14644424.08000000 0.272820723793 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 8702647.00000000 PA USD 7917678.68000000 0.147503706286 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F020455 37000000.00000000 PA USD 33604427.12000000 0.626039240563 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLHK5 1836112.08000000 PA USD 1528196.49000000 0.028469789608 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSX8 13504349.84000000 PA USD 11243706.96000000 0.209466500982 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 1765216.02000000 PA USD 1589656.16000000 0.029614762709 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 382447609.59000000 NS USD 382600588.63000000 7.127721031804 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5DK6 379735.83000000 PA USD 364098.29000000 0.006783029395 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BX7 10424137.66000000 PA USD 9687125.28000000 0.180467904775 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQAW2 1015587.68000000 PA USD 922814.15000000 0.017191719042 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 108897.05000000 PA USD 102433.10000000 0.001908294401 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FDA2 3691813.16000000 PA USD 3614863.89000000 0.067343705528 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEPE0 6346328.16000000 PA USD 5997394.09000000 0.111729446481 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 1709259.10000000 0.031842925489 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4J6 1209779.19000000 PA USD 1144714.11000000 0.021325641098 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPD89 11736909.34000000 PA USD 11143028.53000000 0.207590895496 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07332VBD6 908000.00000000 PA USD 889186.57000000 0.016565248471 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLLG5 2568820.06000000 PA USD 2055551.24000000 0.038294232263 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQM7 16643423.97000000 PA USD 13901125.78000000 0.258973325008 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5EJ4 876834.59000000 PA USD 841053.73000000 0.015668549757 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJY61 90945.43000000 PA USD 80935.24000000 0.001507796457 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUHZ7 82464.64000000 PA USD 78523.64000000 0.001462869156 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEC4 358102.22000000 PA USD 342970.69000000 0.006389429271 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBH0 604125.19000000 PA USD 570176.50000000 0.010622197538 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 1203769.33000000 PA USD 1084048.25000000 0.020195456412 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FBL1 106844.18000000 PA USD 108736.91000000 0.002025732273 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUYV2 3674884.04000000 PA USD 3812854.84000000 0.071032210722 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLT24 1505407.06000000 PA USD 1543180.34000000 0.028748933723 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMPG3 1033422.29000000 PA USD 917567.14000000 0.017093969001 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9SX4 19708319.61000000 PA USD 14857018.00000000 0.276781277435 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2L5 13614136.65000000 PA USD 10852379.70000000 0.202176204981 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7G28 1596.89000000 PA USD 1585.88000000 0.000029544414 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329PNA7 902214.39000000 PA USD 875723.89000000 0.016314443245 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7M1 7547967.70000000 PA USD 6614713.80000000 0.123229906259 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M9SS2 92340.92000000 PA USD 86372.43000000 0.001609089489 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9EZ2 159456.09000000 PA USD 150694.32000000 0.002807384792 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 3433703.91000000 PA USD 3144709.28000000 0.058584882355 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4U1 9467389.33000000 PA USD 7721362.64000000 0.143846404106 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 261892.96000000 PA USD 251852.28000000 0.004691923761 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTFF2 3784362.72000000 PA USD 3962305.20000000 0.073816420956 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XYCD4 189774.13000000 PA USD 178254.69000000 0.003320825269 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 851834.22000000 PA USD 757083.06000000 0.014104204253 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RR0 4981071.09000000 PA USD 4028953.95000000 0.075058064882 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTAQ3 4454521.10000000 PA USD 4472971.10000000 0.083329955916 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG2H6 575917.17000000 PA USD 488389.43000000 0.009098531772 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE4G6 231086.96000000 PA USD 218925.70000000 0.004078512586 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNU6 35955.68000000 PA USD 34619.81000000 0.000644955484 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBP8 3898.56000000 PA USD 3688.78000000 0.000068720737 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 591019.90000000 PA USD 592663.85000000 0.011041129349 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRS97 3363747.20000000 PA USD 3420795.14000000 0.063728269609 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 1524770.45000000 PA USD 1369532.81000000 0.025513938304 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VT3 24208236.35000000 PA USD 20472335.38000000 0.381392762569 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPWM2 155532.48000000 PA USD 145577.99000000 0.002712069275 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APVV8 4062752.75000000 PA USD 3261170.58000000 0.060754517431 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNKU7 9049777.48000000 PA USD 7201657.81000000 0.134164476902 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EY4Q1 64050.89000000 PA USD 62350.41000000 0.001161567289 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFEH8 78300.17000000 PA USD 72222.86000000 0.001345487731 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QU7J9 7218829.00000000 PA USD 7238144.78000000 0.134844216953 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SN2 2187963.41000000 PA USD 1945238.82000000 0.036239148765 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FE6 231267.11000000 PA USD 225630.72000000 0.004203424866 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E7KF6 31453.78000000 PA USD 30624.16000000 0.000570517860 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF23 1022618.49000000 PA USD 955745.55000000 0.017805220013 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132HNH44 18785.63000000 PA USD 17606.96000000 0.000328011777 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 39488175.20000000 PA USD 32191739.33000000 0.599721339411 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAK0 5445717.89000000 PA USD 5570886.08000000 0.103783744871 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKEX2 291419.63000000 PA USD 233770.07000000 0.004355058235 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128YAW1 1000000.00000000 PA USD 949830.05000000 0.017695016226 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMP6 2448217.24000000 PA USD 2394793.69000000 0.044614205671 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTCP2 8112412.34000000 PA USD 8447667.03000000 0.157377212029 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F030454 3625000.00000000 PA USD 3441341.37000000 0.064111039003 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFAN6 23913.02000000 PA USD 23075.55000000 0.000429889780 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7C1 3496335.09000000 PA USD 3178099.96000000 0.059206939558 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L6P99 734108.12000000 PA USD 588685.51000000 0.010967014206 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLJ74 2948670.84000000 PA USD 2464310.96000000 0.045909289166 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5L4 11924443.26000000 PA USD 11924843.80000000 0.222155852552 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAJZ2 52832.30000000 PA USD 49450.38000000 0.000921244044 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 988322.54000000 PA USD 964733.14000000 0.017972655809 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6HX1 5213824.11000000 PA USD 5088555.52000000 0.094798087821 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XJ1 499595.83000000 PA USD 461596.22000000 0.008599383229 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 255386.54000000 PA USD 242835.97000000 0.004523952921 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD4C2 185224.91000000 PA USD 177534.86000000 0.003307415077 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 363872.87000000 PA USD 361396.29000000 0.006732692038 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AB3 1000000.00000000 PA USD 943806.33000000 0.017582796336 Long DBT CORP US N 2 2036-06-01 Fixed 4.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GDE6 141176.15000000 PA USD 131342.83000000 0.002446873004 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJM96 1028666.89000000 PA USD 914246.29000000 0.017032102676 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNK43 50574.69000000 PA USD 49160.68000000 0.000915847030 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NJ2 366064.42000000 PA USD 346799.80000000 0.006460764310 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCT8 13410844.28000000 PA USD 10662673.28000000 0.198642037810 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB3R9 2527543.46000000 PA USD 2121927.99000000 0.039530808921 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM84 2807024.66000000 PA USD 2694278.24000000 0.050193502695 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCFX3 4464478.90000000 PA USD 3957454.19000000 0.073726048262 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.32000000 N N N N N N Bank N/A 06540TAH3 500000.00000000 PA USD 478954.44000000 0.008922761063 Long ABS-MBS CORP US N 2 2061-03-15 Variable 4.48000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GGX57 1466400.30000000 PA USD 1295113.89000000 0.024127538709 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 95373.46000000 PA USD 88709.32000000 0.001652624968 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WUT52 31893.63000000 PA USD 28977.44000000 0.000539840017 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 3001663.77000000 PA USD 2659452.52000000 0.049544711177 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMS2 2000000.00000000 PA USD 2041795.36000000 0.038037964819 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WESA8 341811.24000000 PA USD 325677.04000000 0.006067254354 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A66 483155.83000000 PA USD 494171.03000000 0.009206241047 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBN2 16855689.34000000 PA USD 12711681.71000000 0.236814379712 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBKB1 155486.06000000 PA USD 149921.36000000 0.002792984805 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGZ31 46663.95000000 PA USD 47139.33000000 0.000878189955 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMB53 1234078.27000000 PA USD 1136828.74000000 0.021178739292 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 11522317.52000000 PA USD 9819827.82000000 0.182940108722 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETY75 2019772.69000000 PA USD 1935917.06000000 0.036065487493 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 42160.70000000 PA USD 40977.22000000 0.000763391906 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 6373313.16000000 PA USD 6479627.80000000 0.120713299249 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BRK4 2131398.35000000 PA USD 1896704.17000000 0.035334964465 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GS4J4 5478957.18000000 PA USD 5602417.97000000 0.104371173438 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKE3 80001.07000000 PA USD 80994.28000000 0.001508896353 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AY69 149865.28000000 PA USD 147242.88000000 0.002743085619 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHTS1 284009.09000000 PA USD 269770.24000000 0.005025729365 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6F63 809621.20000000 PA USD 743338.52000000 0.013848148069 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQR9 688307.19000000 PA USD 633172.88000000 0.011795799033 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLMJ0 716259.92000000 PA USD 695248.06000000 0.012952238880 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKC5 226384.02000000 PA USD 208544.20000000 0.003885108712 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRS35 1422024.30000000 PA USD 1480378.15000000 0.027578949924 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F052656 20425000.00000000 PA USD 20380906.92000000 0.379689480931 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCB64 5582616.51000000 PA USD 4721510.87000000 0.087960168724 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAB68 2765142.71000000 PA USD 2422395.06000000 0.045128409964 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 1032517.99000000 PA USD 941163.10000000 0.017533553845 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGW96 7653339.28000000 PA USD 6074843.18000000 0.113172297131 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTKW8 3962412.29000000 PA USD 4051536.57000000 0.075478771542 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRF3 8972222.39000000 PA USD 8627201.14000000 0.160721872465 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 365387.71000000 PA USD 344711.52000000 0.006421860352 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGVM3 80756.73000000 PA USD 79347.93000000 0.001478225403 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N Bank5 N/A 06211UBY0 1150000.00000000 PA USD 1201609.34000000 0.022385580208 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 6.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJE0 2410701.01000000 PA USD 2222300.70000000 0.041400718945 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD3Q7 8326718.61000000 PA USD 6991433.61000000 0.130248070351 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTYY9 1336351.91000000 PA USD 1335312.86000000 0.024876432078 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A 362955AD8 500000.00000000 PA USD 505027.04000000 0.009408484883 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.62000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDC7 1508153.15000000 PA USD 1372352.49000000 0.025566468000 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXC3 64308.63000000 PA USD 64146.40000000 0.001195025982 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5M2 10273573.63000000 PA USD 10400026.73000000 0.193749020408 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MAET2 118500.56000000 PA USD 114178.87000000 0.002127114168 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 20822070.66000000 PA USD 18068321.41000000 0.336606786164 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL2F4 1893967.59000000 PA USD 1947230.73000000 0.036276257382 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLE46 7868286.20000000 PA USD 6298091.32000000 0.117331335329 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 3358754.67000000 PA USD 2862634.90000000 0.053329930976 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 1531852.92000000 PA USD 1510656.66000000 0.028143028440 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89238DAD0 2000000.00000000 PA USD 2010857.92000000 0.037461610656 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J65B6 146592.53000000 PA USD 133465.19000000 0.002486411861 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAN4 5877517.41000000 PA USD 5417240.68000000 0.100921382445 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UCL6 9319.88000000 PA USD 9435.59000000 0.000175781886 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJSA7 25808.09000000 PA USD 25048.24000000 0.000466640335 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 1816535.75000000 0.033841453607 Long ABS-MBS CORP US N 2 2050-04-14 Fixed 3.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLLU0 4840690.10000000 PA USD 4239172.06000000 0.078974357979 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAV82 296415.15000000 PA USD 288103.97000000 0.005367280624 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNK4 122864.64000000 PA USD 113033.80000000 0.002105781897 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK4D7 6245889.51000000 PA USD 5016963.97000000 0.093464361183 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSUA7 9747305.69000000 PA USD 9952624.59000000 0.185414068142 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPM7 1701175.37000000 PA USD 1544315.94000000 0.028770089572 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 30754699.38000000 PA USD 25626531.33000000 0.477413709652 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJ42 5985164.48000000 PA USD 6091228.24000000 0.113477545320 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECV0 1288803.23000000 PA USD 1198581.85000000 0.022329179082 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4L95 45729.69000000 PA USD 41761.15000000 0.000777996260 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5Z3 6404741.99000000 PA USD 6052596.21000000 0.112757843519 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRF96 630656.71000000 PA USD 651795.35000000 0.012142729422 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HLJX5 43667.67000000 PA USD 42385.52000000 0.000789628064 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BNP7 151981.17000000 PA USD 144242.04000000 0.002687180973 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GK3 1363848.95000000 PA USD 1212145.40000000 0.022581863483 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5V8 2726886.11000000 PA USD 2423569.31000000 0.045150285849 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 43040.93000000 PA USD 42262.22000000 0.000787331026 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVME2 5474168.92000000 PA USD 5290042.29000000 0.098551718972 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDDB9 2879004.44000000 PA USD 2309420.04000000 0.043023723118 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVK1 2403927.32000000 PA USD 2460837.20000000 0.045844574178 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG6H2 57493.67000000 PA USD 52887.23000000 0.000985271410 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFK1 312801.75000000 PA USD 305913.99000000 0.005699075341 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ADSK9 51241.79000000 PA USD 52148.02000000 0.000971500175 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQLM5 4283191.61000000 PA USD 4105963.16000000 0.076492720714 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKXZ3 153447.16000000 PA USD 150439.23000000 0.002802632550 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU69 2979978.56000000 PA USD 2983536.83000000 0.055582293504 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH7C5 6366107.67000000 PA USD 5946842.31000000 0.110787683724 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F1T28 90601.60000000 PA USD 87149.59000000 0.001623567720 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PYA46 2131.64000000 PA USD 2107.69000000 0.000039265559 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L23B7 1322575.14000000 PA USD 1055387.57000000 0.019661517527 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AM2 3935705.89000000 PA USD 3667245.09000000 0.068319549769 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJQ4 399933.83000000 PA USD 398924.51000000 0.007431830228 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 1750285.21000000 PA USD 1318467.74000000 0.024562613125 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHF56 191373.17000000 PA USD 176040.19000000 0.003279569875 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWU3 1358787.31000000 PA USD 1137914.97000000 0.021198975393 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDH0 351093.65000000 PA USD 326270.46000000 0.006078309571 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAQ7 177993.94000000 PA USD 169713.18000000 0.003161699794 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMXT8 2912238.89000000 PA USD 2962979.12000000 0.055199310241 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 234389.93000000 PA USD 195888.15000000 0.003649330733 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQYP1 371775.08000000 PA USD 384812.57000000 0.007168929505 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJYT1 529715.83000000 PA USD 471411.03000000 0.008782229858 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F64P9 3000000.00000000 PA USD 2836761.33000000 0.052847915018 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRWL0 37450.12000000 PA USD 38062.30000000 0.000709087921 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 7.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 260312.47000000 PA USD 247072.48000000 0.004602877686 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKC48 9754695.71000000 PA USD 7783809.09000000 0.145009760588 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAE8 3000000.00000000 PA USD 3027096.69000000 0.056393799131 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.74000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAEU4 250919.27000000 PA USD 235744.90000000 0.004391848658 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVG32 10954440.05000000 PA USD 11148787.26000000 0.207698178711 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L7LF4 594954.74000000 PA USD 545385.51000000 0.010160349684 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQV0 391309.24000000 PA USD 370942.60000000 0.006910536601 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LUK6 306087.82000000 PA USD 300109.62000000 0.005590941869 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHN0 10097433.21000000 PA USD 8062255.16000000 0.150197117765 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMU76 76425.29000000 PA USD 74304.76000000 0.001384272832 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3X6 154019.33000000 PA USD 141116.45000000 0.002628952276 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTP79 4693814.57000000 PA USD 3725718.46000000 0.069408889100 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSK2 2479813.07000000 PA USD 2173201.37000000 0.040486014845 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPNP9 1156790.29000000 PA USD 920553.89000000 0.017149611154 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLS2 6674246.76000000 PA USD 5372510.68000000 0.100088077502 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N John Deere Owner Trust N/A 47800RAE3 610000.00000000 PA USD 618726.70000000 0.011526671530 Long ABS-O CORP US N 2 2031-02-18 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHS9 20072022.86000000 PA USD 15972971.76000000 0.297571122830 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFK0 4384421.77000000 PA USD 3692867.98000000 0.068796895642 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNSZ6 7432211.59000000 PA USD 6487794.44000000 0.120865441021 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQE2 2064453.72000000 PA USD 2150957.94000000 0.040071627182 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKL7 6579.95000000 PA USD 6544.07000000 0.000121913835 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPH34 11599696.48000000 PA USD 10542999.16000000 0.196412548972 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8UY9 1843074.63000000 PA USD 1681332.80000000 0.031322667858 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKT2 2424560.04000000 PA USD 2386270.01000000 0.044455412362 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFDH9 196142.55000000 PA USD 180656.34000000 0.003365567206 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQS40 86304.06000000 PA USD 82333.19000000 0.001533839799 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 1821235.78000000 0.033929013594 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKY1 5544492.38000000 PA USD 5605732.91000000 0.104432929662 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4Y3 15991779.26000000 PA USD 14006559.14000000 0.260937513250 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 3621785.24000000 PA USD 3143219.96000000 0.058557136821 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128PYU36 1995.24000000 PA USD 1972.79000000 0.000036752418 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGFQ2 261689.43000000 PA USD 242471.15000000 0.004517156446 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERZE3 280566.83000000 PA USD 272066.14000000 0.005068501214 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QHM6 407230.64000000 PA USD 384018.88000000 0.007154143325 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN3Z3 4639598.62000000 PA USD 4217304.07000000 0.078566964637 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MFF29 103989.47000000 PA USD 102069.07000000 0.001901512644 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 1865006.08000000 PA USD 1656098.97000000 0.030852570043 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMS20 316120.88000000 PA USD 306411.98000000 0.005708352729 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHC4 1422964.71000000 PA USD 1128710.04000000 0.021027490625 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTCN7 6631477.51000000 PA USD 6911442.24000000 0.128757857876 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRPU3 18679772.62000000 PA USD 18662267.06000000 0.347671795020 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XH3 773598.77000000 PA USD 688978.89000000 0.012835446339 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXA7 244013.88000000 PA USD 241824.92000000 0.004505117397 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKXN3 8520803.44000000 PA USD 6844271.54000000 0.127506490195 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCGN2 2076935.23000000 PA USD 1962741.09000000 0.036565210203 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUPV3 4193458.56000000 PA USD 4010511.13000000 0.074714481313 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128LXAV2 26451.11000000 PA USD 27412.29000000 0.000510681796 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YY3V3 65569.73000000 PA USD 62436.14000000 0.001163164410 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4T9 2663180.07000000 PA USD 2131287.59000000 0.039705175139 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QREH2 8922681.32000000 PA USD 8779010.54000000 0.163550030825 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 316956.53000000 PA USD 307658.45000000 0.005731574048 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHLX3 14569244.60000000 PA USD 13242030.42000000 0.246694598841 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 661916.67000000 PA USD 658274.99000000 0.012263442949 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0BC5 5675113.22000000 PA USD 4978700.95000000 0.092751533915 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVL9 1969064.57000000 PA USD 2013498.19000000 0.037510798004 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWG32 449407.51000000 PA USD 433212.88000000 0.008070611096 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERTM2 287881.41000000 PA USD 279562.70000000 0.005208159620 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGYY4 50065.01000000 PA USD 47550.30000000 0.000885846189 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHT41 27580136.70000000 PA USD 22963191.75000000 0.427796583847 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DV4 837981.09000000 PA USD 793802.22000000 0.014788269926 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQLF7 801658.61000000 PA USD 827910.98000000 0.015423704719 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXR6 1546129.70000000 PA USD 1463878.29000000 0.027271563049 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 5391915.51000000 PA USD 5391232.68000000 0.100436862102 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET75 3673114.28000000 PA USD 3732711.44000000 0.069539165979 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 1972499.92000000 PA USD 1771678.72000000 0.033005782137 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFE56 1888594.67000000 PA USD 1718710.16000000 0.032018995576 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6BQ1 2885016.21000000 PA USD 2648823.54000000 0.049346696833 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBLD0 50280.37000000 PA USD 47760.26000000 0.000889757673 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHUV2 103906.58000000 PA USD 98687.48000000 0.001838514753 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8D26 1102514.14000000 PA USD 1079280.78000000 0.020106640040 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC3K2 3832571.36000000 PA USD 3353949.58000000 0.062482959178 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 9450.29000000 PA USD 9968.91000000 0.000185717459 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5NU2 1636580.08000000 PA USD 1299036.54000000 0.024200616367 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4R8 294977.38000000 PA USD 279112.73000000 0.005199776829 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FBP1 12614740.13000000 PA USD 12797934.41000000 0.238421238672 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F032450 700000.00000000 PA USD 674343.27000000 0.012562789632 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CND2 362879.37000000 PA USD 333170.89000000 0.006206862274 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 2424630.63000000 0.045170057886 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E2FS5 40704.21000000 PA USD 38782.89000000 0.000722512272 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6AU4 9859674.72000000 PA USD 8968388.42000000 0.167078077405 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERBM1 8049686.58000000 PA USD 7426316.60000000 0.138349795038 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR98 391257.57000000 PA USD 372324.44000000 0.006936279818 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDLB0 3987490.07000000 PA USD 3634346.31000000 0.067706656498 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132J7YM8 597199.94000000 PA USD 543330.36000000 0.010122062927 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9KW4 449355.02000000 PA USD 426175.92000000 0.007939514884 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N CNH Equipment Trust N/A 18978JAD0 1600000.00000000 PA USD 1622857.04000000 0.030233284002 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMA22 2644159.20000000 PA USD 2535923.53000000 0.047243407399 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJLB6 2093336.08000000 PA USD 1743382.41000000 0.032478631344 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 338581.08000000 PA USD 318483.48000000 0.005933240737 Long ABS-MBS USGA US N 2 2049-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQTR7 1099760.12000000 PA USD 1123138.70000000 0.020923698424 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVEV1 62857.88000000 PA USD 58834.81000000 0.001096072837 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 3331946.94000000 PA USD 2781529.46000000 0.051818963749 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW71 648940.34000000 PA USD 618788.63000000 0.011527825265 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLG35 5075017.38000000 PA USD 4072437.09000000 0.075868141241 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMBD6 6838030.58000000 PA USD 5458017.06000000 0.101681032770 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHR8 233171.45000000 PA USD 216047.51000000 0.004024892869 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBD1 14498078.64000000 PA USD 12828081.50000000 0.238982868878 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 3197129.45000000 PA USD 2947449.21000000 0.054909993211 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU99 5817437.51000000 PA USD 5817988.60000000 0.108387182193 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AB1 2000000.00000000 PA USD 2086171.14000000 0.038864670762 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 5.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZV7 7145271.04000000 PA USD 5686292.87000000 0.105933734779 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132QWMN6 429534.01000000 PA USD 392692.26000000 0.007315725494 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLN36 2684936.69000000 PA USD 2139542.73000000 0.039858965637 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPW1 4368396.64000000 PA USD 3897749.26000000 0.072613765380 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXEV0 5820499.96000000 PA USD 5525986.04000000 0.102947272140 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9YJ4 201350.18000000 PA USD 195438.21000000 0.003640948501 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGKE8 6809076.74000000 PA USD 5429639.71000000 0.101152372228 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 773263.59000000 PA USD 708977.51000000 0.013208013942 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14290DAD3 860000.00000000 PA USD 868002.33000000 0.016170593164 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTBQ8 3558882.29000000 PA USD 3569424.20000000 0.066497179298 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ3F1 264161.99000000 PA USD 250260.12000000 0.004662262353 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MCA75 6439539.77000000 PA USD 5111389.01000000 0.095223468104 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 146925.52000000 PA USD 132313.02000000 0.002464947319 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKN8 517527.89000000 PA USD 476078.65000000 0.008869186057 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5F87 32046.19000000 PA USD 31400.81000000 0.000584986590 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AD9 3000000.00000000 PA USD 2586915.24000000 0.048193365905 Long DBT CORP US N 2 2047-12-01 Fixed 4.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 893569.69000000 PA USD 818363.10000000 0.015245830907 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HEL2 23496.37000000 PA USD 23788.08000000 0.000443163976 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK5T3 525353.71000000 PA USD 542102.57000000 0.010099189610 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFQ1 3487094.39000000 PA USD 3342373.94000000 0.062267308875 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 153436.29000000 PA USD 145352.31000000 0.002707864932 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVU96 7689.75000000 PA USD 7502.69000000 0.000139772605 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R23 730210.40000000 PA USD 675587.20000000 0.012585963632 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJN38 200765.80000000 PA USD 179477.21000000 0.003343600408 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 162557.44000000 PA USD 149847.94000000 0.002791617015 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZD0 10286124.18000000 PA USD 8231771.13000000 0.153355143603 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPD8 6973880.21000000 PA USD 5856293.38000000 0.109100787436 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTN55 1617172.89000000 PA USD 1654343.12000000 0.030819859144 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WHVR3 47291.43000000 PA USD 43561.58000000 0.000811537669 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 2400748.98000000 0.044725150732 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAP9 2853554.93000000 PA USD 2917855.88000000 0.054358679368 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCQ4 7000000.00000000 PA USD 7140138.04000000 0.133018384158 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSV74 1185609.80000000 PA USD 1226121.25000000 0.022842228895 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183FLQ0 140187.56000000 PA USD 129874.29000000 0.002419514595 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT3S6 5025540.38000000 PA USD 5113437.89000000 0.095261638054 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1WA4 151387.28000000 PA USD 151005.39000000 0.002813179922 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CEA8 771226.31000000 PA USD 709026.79000000 0.013208932012 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6E0 1400864.32000000 PA USD 1277383.20000000 0.023797221883 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 29025.32000000 PA USD 28738.46000000 0.000535387900 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 319516.68000000 PA USD 311890.42000000 0.005810414234 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5N0 914701.17000000 PA USD 934581.45000000 0.017410939907 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E75F3 26234.60000000 PA USD 25529.53000000 0.000475606607 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR5X8 3937612.51000000 PA USD 4102605.36000000 0.076430166023 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGYV3 227791.06000000 PA USD 183112.92000000 0.003411332470 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGJ5 4412130.22000000 PA USD 4084481.19000000 0.076092518796 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUH82 3165718.26000000 PA USD 3299735.33000000 0.061472965829 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWPW5 567332.91000000 PA USD 521577.43000000 0.009716813115 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAV9 605399.66000000 PA USD 602526.60000000 0.011224869084 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFK4 1108392.13000000 PA USD 1013424.54000000 0.018879760310 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2P4 348598.09000000 PA USD 346394.34000000 0.006453210726 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X75T2 483160.99000000 PA USD 463185.50000000 0.008628990984 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHBV3 57844.57000000 PA USD 54941.91000000 0.001023549411 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GK8 48233.85000000 PA USD 47031.33000000 0.000876177951 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31307PWW5 125916.91000000 PA USD 122794.71000000 0.002287624387 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L7CJ6 122112.34000000 PA USD 116438.64000000 0.002169212928 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3T4 2365179.26000000 PA USD 1969138.18000000 0.036684385850 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E2HL8 7162.64000000 PA USD 7055.76000000 0.000131446449 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Bank N/A 06541LBU9 500000.00000000 PA USD 428971.40000000 0.007991593742 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493EBD3 250000.00000000 PA USD 207554.96000000 0.003866679502 Long ABS-MBS CORP US N 2 2054-02-15 Variable 3.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNV1 14551699.62000000 PA USD 13987344.98000000 0.260579559874 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 1774505.25000000 PA USD 1627155.57000000 0.030313364179 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 14757419.37000000 PA USD 14529346.26000000 0.270676862486 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128P7WT6 23745.01000000 PA USD 23264.04000000 0.000433401286 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5R2 5946225.10000000 PA USD 4738963.55000000 0.088285306317 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSN79 6274509.55000000 PA USD 6406518.27000000 0.119351293152 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23H9 320606.69000000 PA USD 305271.89000000 0.005687113233 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132L74A4 262183.63000000 PA USD 241479.31000000 0.004498678799 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAH1 1000000.00000000 PA USD 985551.03000000 0.018360486139 Long DBT CORP US N 2 2042-06-01 Fixed 5.23000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UAU3 3319000.00000000 PA USD 3267813.95000000 0.060878281193 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSPD8 1106573.67000000 PA USD 1048272.49000000 0.019528965966 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ64 76563.44000000 PA USD 73284.54000000 0.001365266475 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNE4 173608.56000000 PA USD 154804.30000000 0.002883952345 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLE86 781800.98000000 PA USD 658272.13000000 0.012263389668 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 28495809.02000000 PA USD 28585294.12000000 0.532534471075 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMZB2 606259.90000000 PA USD 591413.78000000 0.011017840963 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D56Q0 3726236.16000000 PA USD 3403779.08000000 0.063411266101 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJQ1 6115547.76000000 PA USD 5588618.47000000 0.104114093368 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFB5 8691850.20000000 PA USD 8743466.93000000 0.162887865256 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 7700222.79000000 0.143452575769 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DQF7 3864.88000000 PA USD 3594.82000000 0.000066970294 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 23840059.14000000 PA USD 19023296.54000000 0.354397653511 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB69 2657387.12000000 PA USD 2219226.77000000 0.041343452657 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAAG1 1000000.00000000 PA USD 981515.71000000 0.018285309477 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLN6 6155021.54000000 PA USD 5018335.86000000 0.093489919035 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9RH5 21520.23000000 PA USD 21028.50000000 0.000391753923 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNG5 1819719.21000000 PA USD 1758734.40000000 0.032764633784 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9SR0 105121.25000000 PA USD 101665.73000000 0.001893998554 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5D4 2613191.31000000 PA USD 2406852.94000000 0.044838865466 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7F3 23822662.18000000 PA USD 19891790.47000000 0.370577405019 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GFCG8 1859078.22000000 PA USD 1692708.81000000 0.031534599120 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 1433034.98000000 PA USD 1353837.26000000 0.025221535456 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK38 2753357.81000000 PA USD 2521856.61000000 0.046981345383 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET5H5 687077.93000000 PA USD 627451.53000000 0.011689212196 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042653 11050000.00000000 PA USD 10576046.94000000 0.197028218062 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPFK8 3619206.45000000 PA USD 3289507.67000000 0.061282427943 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 27185334.45000000 PA USD 22616579.10000000 0.421339306078 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335ABF4 352849.67000000 PA USD 330691.28000000 0.006160667969 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 2403237.19000000 PA USD 2237621.34000000 0.041686137346 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ2A2 6666651.75000000 PA USD 6389769.70000000 0.119039272893 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNS8 24080770.95000000 PA USD 21111378.55000000 0.393297923142 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GR6Y1 3348765.24000000 PA USD 3408694.84000000 0.063502845066 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRPX7 7463956.96000000 PA USD 6745171.34000000 0.125660286606 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040453 4225000.00000000 PA USD 4126297.11000000 0.076871535403 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 31335AUF3 185207.09000000 PA USD 170842.32000000 0.003182735295 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHS8 579696.44000000 PA USD 534934.25000000 0.009965646205 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WKQ84 173821.92000000 PA USD 154689.68000000 0.002881817013 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2DE9 4996883.67000000 PA USD 4567038.44000000 0.085082399006 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHQ57 2673332.61000000 PA USD 2437819.17000000 0.045415755976 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBG7 3434016.84000000 PA USD 2590022.93000000 0.048251261131 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPN87 3572757.13000000 PA USD 3358748.87000000 0.062572368346 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BZ2 1737141.05000000 PA USD 1649242.72000000 0.030724840398 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTN2 1955475.68000000 PA USD 1828035.67000000 0.034055693271 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A8TN9 2363404.25000000 PA USD 2313554.36000000 0.043100744118 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3D4 591119.77000000 PA USD 558618.80000000 0.010406881452 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7WU5 373850.22000000 PA USD 345414.91000000 0.006434964273 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFPY7 30063.90000000 PA USD 29640.72000000 0.000552196702 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTVD5 3963606.49000000 PA USD 4112165.35000000 0.076608265440 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 875592.66000000 PA USD 787159.69000000 0.014664521813 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WDYQ1 89964.01000000 PA USD 82868.60000000 0.001543814308 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKNC9 1606328.49000000 PA USD 1352464.77000000 0.025195966426 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6EA4 2186658.69000000 PA USD 2233116.83000000 0.041602219831 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 2707761.51000000 PA USD 2482916.98000000 0.046255913097 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 66042.02000000 PA USD 60880.73000000 0.001134187642 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBR75 2305257.71000000 PA USD 2037740.41000000 0.037962422456 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 57748.66000000 PA USD 51726.08000000 0.000963639574 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BR0 1207682.59000000 PA USD 1096276.09000000 0.020423256982 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9ED3 2919788.83000000 PA USD 2573323.74000000 0.047940160805 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWL2 6917211.37000000 PA USD 5777478.57000000 0.107632493879 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 4567268.07000000 PA USD 3873489.23000000 0.072161809133 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LA2L5 1443349.31000000 PA USD 1325409.17000000 0.024691929645 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDQ0 7950519.99000000 PA USD 7479789.42000000 0.139345975795 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 164263.13000000 PA USD 161696.01000000 0.003012342598 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6F55 1691510.94000000 PA USD 1486705.55000000 0.027696827270 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGT74 7338264.15000000 PA USD 6714595.13000000 0.125090662038 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WJSN2 1049823.20000000 PA USD 959836.08000000 0.017881425219 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA2X7 1226399.48000000 PA USD 1161157.16000000 0.021631969621 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AG0 440000.00000000 PA USD 443517.47000000 0.008262582162 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 6.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L87K7 71969.98000000 PA USD 66155.72000000 0.001232458942 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2E24 1690819.84000000 PA USD 1361609.03000000 0.025366320932 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJU1 6047465.38000000 PA USD 5762012.37000000 0.107344363745 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 2696436.58000000 PA USD 2396506.74000000 0.044646119219 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 4093000.00000000 PA USD 3815907.17000000 0.071089074610 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BNL6 1198287.25000000 PA USD 1098516.70000000 0.020464998797 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJBY3 8465.39000000 PA USD 8259.46000000 0.000153870977 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVCL7 4623894.07000000 PA USD 4702313.65000000 0.087602530935 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FSM5 73003.20000000 PA USD 72821.71000000 0.001356644107 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BS8 323897.26000000 PA USD 300996.92000000 0.005607471971 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAF5 2000000.00000000 PA USD 2029828.52000000 0.037815026591 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.92000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89231HAD8 200000.00000000 PA USD 201155.87000000 0.003747466595 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.34000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NY6 3967000.00000000 PA USD 3097542.18000000 0.057706175054 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 2.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB39 2058395.26000000 PA USD 2008228.48000000 0.037412625068 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XK31 22929.83000000 PA USD 23214.50000000 0.000432478372 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AMX3 100306.75000000 PA USD 93886.85000000 0.001749080621 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAG8 1000000.00000000 PA USD 991978.27000000 0.018480223471 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKL5 3381124.40000000 PA USD 2855624.64000000 0.053199332176 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LQPU8 3606240.56000000 PA USD 3273571.50000000 0.060985542424 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6R1 2513597.18000000 PA USD 2014030.95000000 0.037520723144 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFN4 206728.44000000 PA USD 201535.60000000 0.003754540838 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTW39 832916.61000000 PA USD 862125.52000000 0.016061110159 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYNH8 73191.98000000 PA USD 71746.84000000 0.001336619638 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QCR0 378549.45000000 PA USD 357748.97000000 0.006664743686 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 159885.51000000 PA USD 133120.50000000 0.002479990402 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXX8 842240.49000000 PA USD 706918.38000000 0.013169653039 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 263999.58000000 PA USD 242330.77000000 0.004514541214 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVC5 4662701.94000000 PA USD 3912105.64000000 0.072881219939 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVS2 55599.46000000 PA USD 53974.41000000 0.001005525210 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 174687.99000000 PA USD 167656.17000000 0.003123378386 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WF3E7 197386.44000000 PA USD 181818.67000000 0.003387221025 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VZ9 10313418.14000000 PA USD 8647866.91000000 0.161106868850 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHZD6 1406.83000000 PA USD 1390.94000000 0.000025912747 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8T31 321646.08000000 PA USD 295695.94000000 0.005508716487 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 2619419.94000000 PA USD 2352735.49000000 0.043830675468 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NXRX7 55584.68000000 PA USD 52030.92000000 0.000969318641 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 1263872.96000000 PA USD 1160135.61000000 0.021612938486 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3F5 1005668.93000000 PA USD 953910.08000000 0.017771025820 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7HS9 219733.14000000 PA USD 201737.81000000 0.003758307943 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4M9 132060.05000000 PA USD 128353.02000000 0.002391173843 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDE7 16680938.97000000 PA USD 15061261.83000000 0.280586271692 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XW5W7 41467.96000000 PA USD 39433.08000000 0.000734625094 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 4789220.85000000 PA USD 3837384.57000000 0.071489191390 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKU4 9946796.58000000 PA USD 8309813.97000000 0.154809055617 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCPY8 2406481.07000000 PA USD 2194464.12000000 0.040882132768 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 1595119.79000000 PA USD 1500676.70000000 0.027957105123 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 4222456.07000000 0.078662944674 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MNR8 5202843.74000000 PA USD 5390120.41000000 0.100416140884 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552XBG2 1171000.00000000 PA USD 1031429.25000000 0.019215182037 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.69000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MDKW2 10426.12000000 PA USD 10289.11000000 0.000191682678 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 543192.01000000 PA USD 522818.85000000 0.009739940354 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163YAB7 1000000.00000000 PA USD 1034083.77000000 0.019264634857 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPNY9 12998920.49000000 PA USD 11799793.99000000 0.219826216406 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 35790496.42000000 PA USD 28408730.51000000 0.529245150061 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 312936RV1 6805.26000000 PA USD 6773.27000000 0.000126183755 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECT5 3254636.93000000 PA USD 2874471.25000000 0.053550438218 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GHQ2 124632.32000000 PA USD 113247.21000000 0.002109757654 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3Z1 40671.99000000 PA USD 40622.24000000 0.000756778747 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4Z7 15012805.48000000 PA USD 12546745.00000000 0.233741663956 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJ2C3 429577.69000000 PA USD 394932.18000000 0.007357454455 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAU1 999999.99000000 PA USD 965113.69000000 0.017979745329 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G3Y0 144884.44000000 PA USD 131649.30000000 0.002452582437 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6C7 8778.35000000 PA USD 8316.38000000 0.000154931378 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 61113457.33000000 PA USD 48796841.20000000 0.909068834818 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUL7 537678.89000000 PA USD 510341.75000000 0.009507496153 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 13790.57000000 PA USD 14225.32000000 0.000265012954 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5B4 1680541.32000000 PA USD 1487080.33000000 0.027703809296 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MJZR4 220528.00000000 PA USD 203135.07000000 0.003784338429 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVU9 886360.51000000 PA USD 755327.03000000 0.014071490001 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER77 9130392.93000000 PA USD 8965747.38000000 0.167028875713 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 433861.65000000 PA USD 397346.02000000 0.007402423487 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERW2 5325558.12000000 PA USD 4810915.09000000 0.089625739448 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL28 407124.00000000 PA USD 384940.83000000 0.007171318945 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532UAD1 3000000.00000000 PA USD 2992587.87000000 0.055750911353 Long ABS-O CORP US N 2 2029-07-15 Fixed 4.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GVKY0 39632.96000000 PA USD 38796.65000000 0.000722768616 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9VZ5 5588540.05000000 PA USD 4433042.78000000 0.082586104666 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMX24 228954.99000000 PA USD 223835.35000000 0.004169977724 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQU3 181701.75000000 PA USD 176565.36000000 0.003289353616 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 12582041.53000000 PA USD 11762274.59000000 0.219127242530 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 349702.16000000 PA USD 314922.47000000 0.005866900312 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7S30 385492.50000000 PA USD 356152.24000000 0.006634997140 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AWMK6 46275.46000000 PA USD 44938.27000000 0.000837184943 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XASY9 2490192.69000000 PA USD 2002257.59000000 0.037301389384 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KT5 989825.74000000 PA USD 933363.90000000 0.017388257357 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 74201.39000000 PA USD 72430.34000000 0.001349353014 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAS94 563464.11000000 PA USD 533415.32000000 0.009937349047 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQYZ3 6118733.53000000 PA USD 6263586.65000000 0.116688524865 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRJ87 8598851.12000000 PA USD 8465553.11000000 0.157710423719 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 24929083.47000000 PA USD 20323548.23000000 0.378620907716 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE60 11096813.36000000 PA USD 10830198.66000000 0.201762979622 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXAL6 2569229.42000000 PA USD 2332222.73000000 0.043448529608 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 87595.78000000 PA USD 87113.85000000 0.001622901896 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ME8 1539751.13000000 PA USD 1416431.17000000 0.026387639069 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1LF9 6309168.00000000 PA USD 6044647.30000000 0.112609757983 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.17000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAD1 1524788.31000000 PA USD 1530498.26000000 0.028512670814 Long ABS-O CORP US N 2 2027-11-18 Fixed 5.62000000 N N N N N N Bank N/A 065405AH5 1000000.00000000 PA USD 890746.90000000 0.016594316898 Long ABS-MBS CORP US N 2 2052-02-15 Variable 4.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2305873.93000000 PA USD 2125666.03000000 0.039600447356 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 57004.39000000 PA USD 53021.26000000 0.000987768344 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2RB0 1611955.89000000 PA USD 1466210.14000000 0.027315004635 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8FV4 2148279.38000000 PA USD 1959331.59000000 0.036501692358 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHPV1 2006069.56000000 PA USD 1833618.19000000 0.034159693752 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128M73A2 12464.12000000 PA USD 12917.04000000 0.000240640135 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 936810.87000000 PA USD 854303.59000000 0.015915390218 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8C52 933715.74000000 PA USD 862696.66000000 0.016071750306 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLC7 725607.94000000 PA USD 615556.41000000 0.011467610087 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92G5 228508.22000000 PA USD 217587.78000000 0.004053587584 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 2150770.04000000 0.040068126668 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGRR7 35782.52000000 PA USD 33985.21000000 0.000633133098 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERV49 312690.44000000 PA USD 292677.42000000 0.005452482468 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J82T9 514797.94000000 PA USD 511543.52000000 0.009529884727 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJ57 8050003.49000000 PA USD 7263943.99000000 0.135324847608 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTFY8 8471000.00000000 PA USD 7510710.67000000 0.139922028343 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 30969.92000000 PA USD 30692.48000000 0.000571790639 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGRV8 42741.79000000 PA USD 41573.84000000 0.000774506737 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9EY3 1330248.36000000 PA USD 1208617.43000000 0.022516138582 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAUF7 67432.68000000 PA USD 65541.94000000 0.001221024426 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NZ9 5447631.18000000 PA USD 4993277.17000000 0.093023084020 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCXY9 6005341.36000000 PA USD 5044186.60000000 0.093971509677 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 4829850.12000000 0.089978492725 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9GM6 32261.29000000 PA USD 29314.23000000 0.000546114302 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUAF4 2495264.73000000 PA USD 2580972.58000000 0.048082656137 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H74A8 3425000.00000000 PA USD 3018360.85000000 0.056231053352 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETQT6 192297.88000000 PA USD 186991.93000000 0.003483597129 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSMD7 15317340.76000000 PA USD 15031774.52000000 0.280036932967 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 848743.55000000 PA USD 782412.82000000 0.014576089212 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWD0 3663130.61000000 PA USD 3741749.42000000 0.069707540524 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQX7 9677116.20000000 PA USD 9716354.39000000 0.181012433321 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFWW2 137651.90000000 PA USD 134031.84000000 0.002496968361 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FC0 5096016.12000000 PA USD 4884118.37000000 0.090989492076 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 107204.52000000 PA USD 99737.42000000 0.001858074784 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6N55 5139728.00000000 PA USD 4703550.17000000 0.087625566889 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XD6J0 3383792.91000000 PA USD 2840115.35000000 0.052910399289 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3128MMUC5 123216.22000000 PA USD 120039.24000000 0.002236290902 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLF84 2270695.97000000 PA USD 2116889.27000000 0.039436939252 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AGR3 12224.03000000 PA USD 11969.84000000 0.000222994116 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5G78 246679.40000000 PA USD 227576.48000000 0.004239673725 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6A5 10644101.08000000 PA USD 8022268.35000000 0.149452176866 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEMY2 74182.12000000 PA USD 72396.89000000 0.001348729852 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAM2 1890070.91000000 PA USD 1503572.82000000 0.028011058870 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JKD1 4402000.00000000 PA USD 4463464.86000000 0.083152857843 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGM2 233440.68000000 PA USD 212096.09000000 0.003951279235 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 3941397.56000000 0.073426918614 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCNG9 291833.16000000 PA USD 268460.00000000 0.005001320032 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NR7 5377611.44000000 PA USD 5042125.76000000 0.093933116917 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 2077199.25000000 PA USD 1904125.41000000 0.035473219684 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KW2 319640.42000000 PA USD 330851.53000000 0.006163653373 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCQ4 3703663.10000000 PA USD 3231127.35000000 0.060194822102 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0AW5 1662220.33000000 PA USD 1691005.71000000 0.031502870937 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WNEK4 96851.88000000 PA USD 94139.30000000 0.001753783680 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL6J1 2147905.57000000 PA USD 1729031.96000000 0.032211287259 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 36327408.21000000 PA USD 28834904.61000000 0.537184631039 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N CarMax Auto Owner Trust N/A 14320AAF8 500000.00000000 PA USD 503820.94000000 0.009386015644 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A27M8 278798.66000000 PA USD 250244.06000000 0.004661963160 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EX3 6576959.88000000 PA USD 6736876.16000000 0.125505750177 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPSB6 3040083.77000000 PA USD 3109959.18000000 0.057937499612 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHET8 3176717.99000000 PA USD 2907932.04000000 0.054173801547 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRW8 3665697.67000000 PA USD 3225421.98000000 0.060088532967 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9R64 3839492.31000000 PA USD 3522810.72000000 0.065628785752 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 24205.61000000 PA USD 24009.32000000 0.000447285603 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ78 14872887.85000000 PA USD 12554613.34000000 0.233888248499 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WM7L2 221614.09000000 PA USD 203698.44000000 0.003794833824 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813YAC6 5000000.00000000 PA USD 5031723.00000000 0.093739316977 Long ABS-O CORP US N 2 2029-03-21 Fixed 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0H62 2877437.91000000 PA USD 2878188.20000000 0.053619683754 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2C3 4827978.22000000 PA USD 4730816.65000000 0.088133532294 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETYW0 155682.79000000 PA USD 144036.98000000 0.002683360774 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JKF6 3000000.00000000 PA USD 3118685.49000000 0.058100067849 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.24000000 N N N N N N UMBS, TBA N/A 01F022659 3800000.00000000 PA USD 3158448.93000000 0.058840847440 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXY1 354311.30000000 PA USD 353415.61000000 0.006584014638 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGZN2 1399328.18000000 PA USD 1167733.77000000 0.021754489667 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 6593089.33000000 PA USD 6435724.68000000 0.119895398804 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 3132WFNV7 31792.79000000 PA USD 29285.31000000 0.000545575532 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 101081.90000000 PA USD 95541.43000000 0.001779904893 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX7E9 1175117.74000000 PA USD 1152331.57000000 0.021467551831 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.16000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050656 6925000.00000000 PA USD 6792373.72000000 0.126539651162 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEY30 1650396.04000000 PA USD 1401484.68000000 0.026109190958 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVA95 9645348.94000000 PA USD 9991128.33000000 0.186131379944 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAD0 2304380.06000000 PA USD 2309370.26000000 0.043022795734 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVV3 252542.90000000 PA USD 257842.31000000 0.004803516017 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPSF5 3555810.52000000 PA USD 3218837.38000000 0.059965864071 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECU2 22423573.03000000 PA USD 20355039.68000000 0.379207582899 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 111846.25000000 PA USD 100464.00000000 0.001871610726 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUC64 164533.15000000 PA USD 151810.79000000 0.002828184255 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5CD3 493425.75000000 PA USD 438541.05000000 0.008169873121 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H36T8 377705.30000000 PA USD 376752.50000000 0.007018773096 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 13742034.12000000 PA USD 13479959.38000000 0.251127135806 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 448973AD9 4000000.00000000 PA USD 4041960.28000000 0.075300368461 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D57D8 2327256.10000000 PA USD 2065113.69000000 0.038472377509 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTHC3 4201832.40000000 PA USD 4275404.34000000 0.079649353240 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 17552094.37000000 PA USD 16408509.95000000 0.305685053674 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQAH5 1446211.73000000 PA USD 1499949.96000000 0.027943566200 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUB8 235188.46000000 PA USD 222797.27000000 0.004150638640 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8GW5 105616.79000000 PA USD 101632.10000000 0.001893372039 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGH77 2815833.47000000 PA USD 2616747.06000000 0.048749122737 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDE3 5803485.97000000 PA USD 5582954.03000000 0.104008566745 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N 2025-05-30 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer